The Python client for the GDAX API (formerly known as the Coinbase Exchange API)
Note: this library may be subtly broken or buggy. The code is released under the MIT License – please take the following message to heart:
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
- A simple to use python wrapper for both public and authenticated endpoints.
- In about 10 minutes, you could be programmatically trading on one of the largest Bitcoin exchanges in the world!
- Do not worry about handling the nuances of the API with easy-to-use methods for every API endpoint.
- Gain an advantage in the market by getting under the hood of GDAX to learn what and who is really behind every tick.
- Test Scripts
- Additional Functionality for the real-time order book
- FIX API Client Looking for assistance
This README is documentation on the syntax of the python client presented in
this repository. See function docstrings for full syntax details.
This API attempts to present a clean interface to GDAX, but in order to use it
to its full potential, you must familiarize yourself with the official GDAX
documentation.
You may manually install the project or use
pip:
pipinstallgdaxOnly some endpoints in the API are available to everyone. The public endpoints
can be reached using PublicClient
importgdaxpublic_client=gdax.PublicClient()public_client.get_products()# Get the order book at the default level.public_client.get_product_order_book('BTC-USD')
# Get the order book at a specific level.public_client.get_product_order_book('BTC-USD', level=1)# Get the product ticker for a specific product.public_client.get_product_ticker(product_id='ETH-USD')# Get the product trades for a specific product.public_client.get_product_trades(product_id='ETH-USD')public_client.get_product_historic_rates('ETH-USD')
# To include other parameters, see function docstring:public_client.get_product_historic_rates('ETH-USD', granularity=3000)public_client.get_product_24hr_stats('ETH-USD')public_client.get_currencies()public_client.get_time()Not all API endpoints are available to everyone.
Those requiring user authentication can be reached using AuthenticatedClient.
You must setup API access within your
account settings.
The AuthenticatedClient inherits all methods from the PublicClient
class, so you will only need to initialize one if you are planning to
integrate both into your script.
importgdaxauth_client=gdax.AuthenticatedClient(key, b64secret, passphrase)
# Use the sandbox API (requires a different set of API access credentials)auth_client=gdax.AuthenticatedClient(key, b64secret, passphrase,
api_url="https://api-public.sandbox.gdax.com")Some calls are paginated, meaning multiple
calls must be made to receive the full set of data. Each page/request is a list
of dict objects that are then appended to a master list, making it easy to
navigate pages (e.g. request[0] would return the first page of data in the
example below). This feature is under consideration for redesign. Please
provide feedback if you have issues or suggestions
request=auth_client.get_fills(limit=100)
request[0] # Page 1 always presentrequest[1] # Page 2+ present only if the data existsIt should be noted that limit does not behave exactly as the official documentation specifies. If you request a limit and that limit is met, additional pages will not be returned. This is to ensure speedy response times when less data is preferred.
auth_client.get_accounts()auth_client.get_account("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")- get_account_history (paginated)
auth_client.get_account_history("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")- get_account_holds (paginated)
auth_client.get_account_holds("7d0f7d8e-dd34-4d9c-a846-06f431c381ba")# Buy 0.01 BTC @ 100 USDauth_client.buy(price='100.00', #USDsize='0.01', #BTCproduct_id='BTC-USD')# Sell 0.01 BTC @ 200 USDauth_client.sell(price='200.00', #USDsize='0.01', #BTCproduct_id='BTC-USD')auth_client.cancel_order("d50ec984-77a8-460a-b958-66f114b0de9b")auth_client.cancel_all(product_id='BTC-USD')- get_orders (paginated)
auth_client.get_orders()auth_client.get_order("d50ec984-77a8-460a-b958-66f114b0de9b")- get_fills (paginated)
auth_client.get_fills()
# Get fills for a specific orderauth_client.get_fills(order_id="d50ec984-77a8-460a-b958-66f114b0de9b")
# Get fills for a specific productauth_client.get_fills(product_id="ETH-BTC")gdaxdepositParams= {
'amount': '25.00', # Currency determined by account specified'coinbase_account_id': '60680c98bfe96c2601f27e9c'
}
auth_client.deposit(depositParams)# Withdraw from GDAX into Coinbase WalletwithdrawParams= {
'amount': '1.00', # Currency determined by account specified'coinbase_account_id': '536a541fa9393bb3c7000023'
}
auth_client.withdraw(withdrawParams)If you would like to receive real-time market updates, you must subscribe to the websocket feed.
importgdax# Paramters are optionalwsClient=gdax.WebsocketClient(url="wss://ws-feed.gdax.com", products="BTC-USD")
# Do other stuff...wsClient.close()importgdax# Paramaters are optionalwsClient=gdax.WebsocketClient(url="wss://ws-feed.gdax.com",
products=["BTC-USD", "ETH-USD"])
# Do other stuff...wsClient.close()The WebsocketClient now supports data gathering via MongoDB. Given a
MongoDB collection, the WebsocketClient will stream results directly into
the database collection.
# import PyMongo and connect to a local, running Mongo instancefrompymongoimportMongoClientimportgdaxmongo_client=MongoClient('mongodb://localhost:27017/')
# specify the database and collectiondb=mongo_client.cryptocurrency_databaseBTC_collection=db.BTC_collection# instantiate a WebsocketClient instance, with a Mongo collection as a parameterwsClient=gdax.WebsocketClient(url="wss://ws-feed.gdax.com", products="BTC-USD",
mongo_collection=BTC_collection, should_print=False)
wsClient.start()The WebsocketClient subscribes in a separate thread upon initialization.
There are three methods which you could overwrite (before initialization) so it
can react to the data streaming in. The current client is a template used for
illustration purposes only.
- onOpen - called once, immediately before the socket connection is made, this is where you want to add initial parameters.
- onMessage - called once for every message that arrives and accepts one argument that contains the message of dict type.
- onClose - called once after the websocket has been closed.
- close - call this method to close the websocket connection (do not overwrite).
importgdax, timeclassmyWebsocketClient(gdax.WebsocketClient):
defon_open(self):
self.url="wss://ws-feed.gdax.com/"self.products= ["LTC-USD"]
self.message_count=0print("Lets count the messages!")
defon_message(self, msg):
self.message_count+=1if'price'inmsgand'type'inmsg:
print ("Message type:", msg["type"],
"\t@ {:.3f}".format(float(msg["price"])))
defon_close(self):
print("-- Goodbye! --")
wsClient=myWebsocketClient()
wsClient.start()
print(wsClient.url, wsClient.products)
while (wsClient.message_count<500):
print ("\nmessage_count =", "{} \n".format(wsClient.message_count))
time.sleep(1)
wsClient.close()A test suite is under development. To run the tests, start in the project directory and run
python -m pytest
The OrderBook subscribes to a websocket and keeps a real-time record of
the orderbook for the product_id input. Please provide your feedback for future
improvements.
importgdax, timeorder_book=gdax.OrderBook(product_id='BTC-USD')
order_book.start()
time.sleep(10)
order_book.close()1.0Current PyPI release
- The first release that is not backwards compatible
- Refactored to follow PEP 8 Standards
- Improved Documentation
0.3
- Added crypto and LTC deposit & withdraw (undocumented).
- Added support for Margin trading (undocumented).
- Enhanced functionality of the WebsocketClient.
- Soft launch of the OrderBook (undocumented).
- Minor bug squashing & syntax improvements.
0.2.2
- Added additional API functionality such as cancelAll() and ETH withdrawal.
0.2.1
- Allowed
WebsocketClientto operate intuitively and restructured example workflow.
0.2.0
- Renamed project to GDAX-Python
- Merged Websocket updates to handle errors and reconnect.
0.1.2
- Updated JSON handling for increased compatibility among some users.
- Added support for payment methods, reports, and Coinbase user accounts.
- Other compatibility updates.
0.1.1b2
- Original PyPI Release.