@0xcmp/gdax 中文文档教程

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GDAX

Coinbase 的 GDAX API 的官方 Node.js 库。

Features

• Easy functionality to use in programmatic trading
• A customizable, websocket-synced Order Book implementation
• API clients with convenient methods for every API endpoint
• Abstracted interfaces – don't worry about HMAC signing or JSON formatting; the library does it for you

Installation

npm install gdax

您可以通过阅读我们的了解每个端点的 API 响应 文档。

Quick Start

GDAX API 具有公共端点和私有端点。 如果你只对 公共端点，您应该使用 PublicClient。

const Gdax = require('gdax');
const publicClient = new Gdax.PublicClient();

除非另有说明，否则所有方法都可以与 promise 或 回调接口。

Using Promises

publicClient
  .getProducts()
  .then(data => {
    // work with data
  })
  .catch(error => {
    // handle the error
  });

promise API 可以在 ES2017+ 的 async 函数中按预期使用 环境：

async function yourFunction() {
  try {
    const products = await publicClient.getProducts();
  } catch (error) {
    /* ... */
  }
}

Using Callbacks

您的回调应该接受两个参数：

• error: contains an error message (string), or null if no was error encountered
• response: a generic HTTP response abstraction created by the request library
• data: contains data returned by the GDAX API, or undefined if an error was encountered

publicClient.getProducts((error, response, data) => {
  if (error) {
    // handle the error
  } else {
    // work with data
  }
});

注意如果您提供回调，则不会返回任何承诺。 这是为了 防止潜在的 UnhandledPromiseRejectionWarning，这将导致未来 要终止的 Node 版本。

const myCallback = (err, response, data) => {
  /* ... */
};

const result = publicClient.getProducts(myCallback);

result.then(() => {
  /* ... */
}); // TypeError: Cannot read property 'then' of undefined

Optional Parameters

一些方法接受可选参数，例如

publicClient.getProductOrderBook('BTC-USD', { level: 3 }).then(book => {
  /* ... */
});

要将可选参数与回调一起使用，请提供选项作为第一个 参数和回调作为最后一个参数：

publicClient.getProductOrderBook(
  'ETH-USD',
  { level: 3 },
  (error, response, book) => {
    /* ... */
  }
);

The Public API Client

const publicClient = new Gdax.PublicClient(endpoint);

• productID optional - defaults to 'BTC-USD' if not specified.
• endpoint optional - defaults to 'https://api.gdax.com' if not specified.

Public API Methods

• getProducts

publicClient.getProducts(callback);

• getProductOrderBook

// Get the order book at the default level of detail.
publicClient.getProductOrderBook('BTC-USD', callback);

// Get the order book at a specific level of detail.
publicClient.getProductOrderBook('LTC-USD', { level: 3 }, callback);

• getProductTicker

publicClient.getProductTicker('ETH-USD', callback);

• getProductTrades

publicClient.getProductTrades('BTC-USD', callback);

// To make paginated requests, include page parameters
publicClient.getProductTrades('BTC-USD', { after: 1000 }, callback);

• getProductTradeStream

环绕 getProductTrades，获取 ID 为 >= tradesFrom 的所有交易，并且 <代码><=交易到。 处理分页和速率限制。

const trades = publicClient.getProductTradeStream('BTC-USD', 8408000, 8409000);

// tradesTo can also be a function
const trades = publicClient.getProductTradeStream(
  'BTC-USD',
  8408000,
  trade => Date.parse(trade.time) >= 1463068e6
);

• getProductHistoricRates

publicClient.getProductHistoricRates('BTC-USD', callback);

// To include extra parameters:
publicClient.getProductHistoricRates(
  'BTC-USD',
  { granularity: 3600 },
  callback
);

• getProduct24HrStats

publicClient.getProduct24HrStats('BTC-USD', callback);

• getCurrencies

publicClient.getCurrencies(callback);

• getTime

publicClient.getTime(callback);

The Authenticated API Client

私人交易 API 端点需要您 使用 GDAX API 密钥进行身份验证。 您可以创建一个新的 API 密钥在您的 交换账户的设置。 您还可以指定 API URI（默认为 https://api.gdax.com）。

const key = 'your_api_key';
const secret = 'your_b64_secret';
const passphrase = 'your_passphrase';

const apiURI = 'https://api.gdax.com';
const sandboxURI = 'https://api-public.sandbox.gdax.com';

const authedClient = new Gdax.AuthenticatedClient(
  key,
  secret,
  passphrase,
  apiURI
);

与 PublicClient 一样，所有 API 方法都可以与回调一起使用，也可以将 回报承诺。

AuthenticatedClient 继承了所有的 API 方法 PublicClient，所以如果您同时访问公共和私有 API 端点，您 只需要创建一个客户端。

Private API Methods

• getCoinbaseAccounts

authedClient.getCoinbaseAccounts(callback);

• getPaymentMethods

authedClient.getPaymentMethods(callback);

• getAccounts

authedClient.getAccounts(callback);

• getAccount

const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccount(accountID, callback);

• getAccountHistory

const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccountHistory(accountID, callback);

// For pagination, you can include extra page arguments
authedClient.getAccountHistory(accountID, { before: 3000 }, callback);

• getAccountHolds

const accountID = '7d0f7d8e-dd34-4d9c-a846-06f431c381ba';
authedClient.getAccountHolds(accountID, callback);

// For pagination, you can include extra page arguments
authedClient.getAccountHolds(accountID, { before: 3000 }, callback);

• buy, sell

// Buy 1 BTC @ 100 USD
const buyParams = {
  price: '100.00', // USD
  size: '1', // BTC
  product_id: 'BTC-USD',
};
authedClient.buy(buyParams, callback);

// Sell 1 BTC @ 110 USD
const sellParams = {
  price: '110.00', // USD
  size: '1', // BTC
  product_id: 'BTC-USD',
};
authedClient.sell(sellParams, callback);

• placeOrder

// Buy 1 LTC @ 75 USD
const params = {
  side: 'buy',
  price: '75.00', // USD
  size: '1', // LTC
  product_id: 'LTC-USD',
};
authedClient.placeOrder(params, callback);

• cancelOrder

const orderID = 'd50ec984-77a8-460a-b958-66f114b0de9b';
authedClient.cancelOrder(orderID, callback);

• cancelOrders

authedClient.cancelOrders(callback);

• cancelAllOrders

// `cancelOrders` may require you to make the request multiple times until
// all of the orders are deleted.

// `cancelAllOrders` will handle making these requests for you asynchronously.
// Also, you can add a `product_id` param to only delete orders of that product.

// The data will be an array of the order IDs of all orders which were cancelled
authedClient.cancelAllOrders({ product_id: 'BTC-USD' }, callback);

• getOrders

authedClient.getOrders(callback);
// For pagination, you can include extra page arguments
// Get all orders of 'open' status
authedClient.getOrders({ after: 3000, status: 'open' }, callback);

• getOrder

const orderID = 'd50ec984-77a8-460a-b958-66f114b0de9b';
authedClient.getOrder(orderID, callback);

• getFills

authedClient.getFills(callback);
// For pagination, you can include extra page arguments
authedClient.getFills({ before: 3000 }, callback);

• getFundings

authedClient.getFundings({}, callback);

• repay

const params = {
  amount: '2000.00',
  currency: 'USD',
};
authedClient.repay(params, callback);

• marginTransfer

const params =
  'margin_profile_id': '45fa9e3b-00ba-4631-b907-8a98cbdf21be',
  'type': 'deposit',
  'currency': 'USD',
  'amount': 2
};
authedClient.marginTransfer(params, callback);

• closePosition

const params = {
  repay_only: false,
};
authedClient.closePosition(params, callback);

• deposit, withdraw

// Deposit to your Exchange USD account from your Coinbase USD account.
const depositParamsUSD = {
  amount: '100.00',
  currency: 'USD',
  coinbase_account_id: '60680c98bfe96c2601f27e9c', // USD Coinbase Account ID
};
authedClient.deposit(depositParamsUSD, callback);

// Withdraw from your Exchange USD account to your Coinbase USD account.
const withdrawParamsUSD = {
  amount: '100.00',
  currency: 'USD',
  coinbase_account_id: '60680c98bfe96c2601f27e9c', // USD Coinbase Account ID
};
authedClient.withdraw(withdrawParamsUSD, callback);

// Deposit to your Exchange BTC account from your Coinbase BTC account.
const depositParamsBTC = {
  amount: '2.0',
  currency: 'BTC',
  coinbase_account_id: '536a541fa9393bb3c7000023', // BTC Coinbase Account ID
};
authedClient.deposit(depositParamsBTC, callback);

// Withdraw from your Exchange BTC account to your Coinbase BTC account.
const withdrawParamsBTC = {
  amount: '2.0',
  currency: 'BTC',
  coinbase_account_id: '536a541fa9393bb3c7000023', // BTC Coinbase Account ID
};
authedClient.withdraw(withdrawParamsBTC, callback);

// Withdraw from your Exchange BTC account to another BTC address.
const withdrawAddressParams = {
  amount: 10.0,
  currency: 'BTC',
  crypto_address: '15USXR6S4DhSWVHUxXRCuTkD1SA6qAdy',
};
authedClient.withdrawCrypto(withdrawAddressParams, callback);

• getTrailingVolume

// Get your 30 day trailing volumes
authedClient.getTrailingVolume(callback);

Websocket Client

WebsocketClient 允许您连接并收听交换 网络套接字消息。

const websocket = new Gdax.WebsocketClient(['BTC-USD', 'ETH-USD']);

websocket.on('message', data => {
  /* work with data */
});
websocket.on('error', err => {
  /* handle error */
});
websocket.on('close', () => {
  /* ... */
});

客户端会自动订阅heartbeat频道。 经过 默认情况下，将订阅 full 频道，除非其他频道已订阅 要求。

const websocket = new Gdax.WebsocketClient(
  ['BTC-USD', 'ETH-USD'],
  'https://api-public.sandbox.gdax.com',
  {
    key: 'suchkey',
    secret: 'suchsecret',
    passphrase: 'muchpassphrase',
  },
  { channels: ['full', 'level2'] }
);

可选地，在运行时更改订阅：

websocket.unsubscribe({ channels: ['full'] });

websocket.subscribe({ product_ids: ['LTC-USD'], channels: ['ticker', 'user'] });

websocket.subscribe({
  channels: [{
    name: 'user',
    product_ids: ['ETH-USD']
  }]
});

websocket.unsubscribe({
  channels: [{
    name: 'user',
    product_ids: ['LTC-USD']
  }, {
    name: 'user',
    product_ids: ['ETH-USD']
  }]
});

可以从 WebsocketClient 发出以下事件：

• open
• message
• close
• error

Orderbook

Orderbook 是一种数据结构，可用于存储订单的本地副本 订单簿。

const orderbook = new Gdax.Orderbook();

orderbook有以下方法：

• state(book)
• get(orderId)
• add(order)
• remove(orderId)
• match(match)
• change(change)

Orderbook Sync

OrderbookSync 使用 GDAX 创建 orderbook 的本地镜像 Orderbook 和 WebsocketClient 描述 此处。

const orderbookSync = new Gdax.OrderbookSync(['BTC-USD', 'ETH-USD']);
console.log(orderbookSync.books['ETH-USD'].state());

Testing

npm test

# test for known vulnerabilities in packages
npm install -g nsp
nsp check --output summary