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A Python interface for the Coinbase Pro API.

Project description

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Features

  • Full support of Coinbase Pro REST API

  • Rate-limiting - no more 429 error responses!

  • Pythonic abstractions for a clean interface
    • Return values are returned as Python data types instead of all string values:
    >>> import coinbasepro as cbp
    >>> client = cbp.PublicClient()
    # datetime and Decimal are among the return types in the dict returned
    # by this call:
    >>> client.get_product_ticker('BTC-USD')
    {'trade_id': 2845680,
    'price': Decimal('2496.69000000'),
    'size': Decimal('0.00100000'),
    'time': datetime.datetime(2019, 3, 20, 23, 53, 59, 596000),
    'bid': Decimal('2496.69'), 'ask': Decimal('2496.7'),
    'volume': Decimal('771.51495215')}
    
    • Paginated endpoints are abstracted as generators:
    >>> import itertools
    # get_product_trades is a generator
    >>> client.get_product_trades('BTC-USD')
    <generator object PublicClient.get_product_trades.<locals>.<genexpr> at 0x1098d6f68>
    
    # Get 2 most recent trades. For many trade requests (>100), multiple
    # HTTP requests will be made under the hood.
    >>> list(itertools.islice(client.get_product_trades('BTC-USD'), 2))
    [{'time': datetime.datetime(2019, 3, 21, 0, 2, 45, 609000),
    'trade_id': 2845779,
    'price': Decimal('2463.38000000'),
    'size': Decimal('0.00100000'),
    'side': 'buy'},
    {'time': datetime.datetime(2019, 3, 21, 0, 2, 39, 877000),
    'trade_id': 2845778,
    'price': Decimal('2463.39000000'),
    'size': Decimal('0.00100000'),
    'side': 'sell'}]
    
    • Warts in the Coinbase REST API are smoothed out:
    # CBPro API returns raw candles from this call as tuples, which would
    # require user to look up value meaning in API docs. This python API
    # returns candles as a list of dicts, similar to other API endpoints.
    
    # Get first candle:
    >>> client.get_product_historic_rates('BTC-USD')[0]
    {'time': datetime.datetime(2019, 3, 21, 0, 6),
    'low': Decimal('2463.3'),
    'high': Decimal('2463.31'),
    'open': Decimal('2463.3'),
    'close': Decimal('2463.31'),
    'volume': Decimal('0.006')}
    
    • Python API uses typing available in Python3:
    # Example function prototype in API
    def get_product_ticker(self, product_id: str) -> Dict[str, Any]:
    
  • Exceptions to enable easy handling of Coinbase error responses

>>> client.get_product_ticker(product_id='fake_product')
coinbasepro.exceptions.CoinbaseAPIError: NotFound
>>> auth_client = cbp.AuthenticatedClient(key='fake',
                                          secret='fake',
                                          passphrase='fake')
>>> auth_client.get_accounts()
coinbasepro.exceptions.BadRequest: Invalid API Key
# Authenticated client using API key which doesn't have withdrawal
# privileges:
>>> auth_client.withdraw_to_coinbase(0.01, 'BTC', 'fake_acct_id')
coinbasepro.exceptions.InvalidAuthorization: Forbidden
# This call throws a BadRequest exception
>>> auth_client.get_order('invalid_order_num')
coinbasepro.exceptions.BadRequest: Invalid order id

# CoinbaseAPIError is the parent exception for all exceptions the API
# throws, so catching this will catch anything
>>> try:
>>>     auth_client.get_order('invalid_order_num')
>>> except cbp.exceptions.CoinbaseAPIError as e:
>>>     print('Caught error: {}'.format(e))
Caught error: Invalid order id

Installation

$ pip install coinbasepro

Release History

dev

  • [change here]

0.2.1 (2020-01-09)

Bugfixes

  • Fix volume parsing error in get_fills.

0.2.0 (2019-11-10)

Improvements

  • Added rate-limiting to all public and authenticated endpoints. Dropping support for Python 3.4 to keep the implemenation simple.

0.1.1 (2019-07-23)

Bugfixes

  • Parameters used for historic rates (start/end) were not being sent in query parameters (thanks imalovitsa-exos!).

0.1.0 (2019-03-20)

Improvements

  • Return values are now Pythonic types (i.e Decimal, datetime) instead of all string types.
  • Python3 typing now used to help with development using this API.
  • Docstring improvements and changes to match updated interface.
  • A bit more documentation in the readme.

Bugfixes

  • Update requests version to >=2.20.0 to address security vulnerability.

0.0.7 (2018-09-09)

Bugfixes

  • Fix parameter name for get_product_historic_rates.

0.0.6 (2018-08-23)

Improvements

  • Update parameter validation for get_fills to reflect Coinbase API change.

Bugfixes

  • Fixed bug where parameters had no effect in get_product_historic_rates.
  • Fixed bug where product_id parameter had no effect in cancel_all.

0.0.5 (2018-08-21)

Improvements

  • Add exceptions for Coinbase error responses.

0.0.4 (2018-07-15)

Improvements

  • Updated stop orders to latest API.

Bugfixes

  • Fix issue with time in force error checking.

0.0.3 (2018-07-07)

Improvements

  • Rename deposit and withdraw methods to clarify action.

Bugfixes

  • Removed margin endpoints - now unsupported.

0.0.2 (2018-07-01)

Improvements

  • Client request timeout is now configurable.

0.0.1 (2018-06-27)

  • Hello world.

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