# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code import ccxt.async_support from ccxt.async_support.base.ws.cache import ArrayCache import hashlib from ccxt.base.types import Int, Market, OrderBook, Strings, Ticker, Trade from ccxt.async_support.base.ws.client import Client from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import NotSupported class coinbaseinternational(ccxt.async_support.coinbaseinternational): def describe(self): return self.deep_extend(super(coinbaseinternational, self).describe(), { 'has': { 'ws': True, 'watchTrades': True, 'watchTradesForSymbols': True, 'watchOrderBook': True, 'watchOrderBookForSymbols': True, 'watchTicker': True, 'watchBalance': False, 'watchMyTrades': False, 'watchOHLCV': False, 'watchOHLCVForSymbols': False, 'watchOrders': False, 'watchOrdersForSymbols': False, 'watchPositions': False, 'watchTickers': False, 'createOrderWs': False, 'editOrderWs': False, 'cancelOrderWs': False, 'cancelOrdersWs': False, 'cancelAllOrdersWs': False, 'fetchOrderWs': False, 'fetchOrdersWs': False, 'fetchBalanceWs': False, 'fetchMyTradesWs': False, }, 'urls': { 'api': { 'ws': 'wss://ws-md.international.coinbase.com', }, 'test': { 'ws': 'wss://ws-md.n5e2.coinbase.com', }, }, 'options': { 'watchTicker': { 'channel': 'LEVEL1', # 'INSTRUMENTS' or 'RISK' }, 'tradesLimit': 1000, 'ordersLimit': 1000, 'myTradesLimit': 1000, }, 'exceptions': { 'exact': { 'Unable to authenticate': AuthenticationError, }, }, }) async def subscribe(self, name: str, symbols: Strings = None, params={}): """ * @ignore subscribes to a websocket channel :see: https://docs.cloud.coinbase.com/intx/docs/websocket-overview#subscribe :param str name: the name of the channel :param str[] [symbols]: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: subscription to a websocket channel """ self.check_required_credentials() market = None messageHash = name productIds = [] if symbols is None: symbols = self.symbols symbolsLength = len(symbols) if symbolsLength > 1: parsedSymbols = self.market_symbols(symbols) marketIds = self.market_ids(parsedSymbols) productIds = marketIds messageHash = messageHash + '::' + ','.join(parsedSymbols) elif symbolsLength == 1: market = self.market(symbols[0]) messageHash = name + '::' + market['symbol'] productIds = [market['id']] url = self.urls['api']['ws'] if url is None: raise NotSupported(self.id + ' is not supported in sandbox environment') timestamp = str(self.nonce()) auth = timestamp + self.apiKey + 'CBINTLMD' + self.password signature = self.hmac(self.encode(auth), self.base64_to_binary(self.secret), hashlib.sha256, 'base64') subscribe = { 'type': 'SUBSCRIBE', 'product_ids': productIds, 'channels': [name], 'time': timestamp, 'key': self.apiKey, 'passphrase': self.password, 'signature': signature, } return await self.watch(url, messageHash, self.extend(subscribe, params), messageHash) async def subscribe_multiple(self, name: str, symbols: Strings = None, params={}): """ * @ignore subscribes to a websocket channel using watchMultiple :see: https://docs.cloud.coinbase.com/intx/docs/websocket-overview#subscribe :param str name: the name of the channel :param string|str[] [symbol]: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: subscription to a websocket channel """ self.check_required_credentials() if self.is_empty(symbols): symbols = self.symbols else: symbols = self.market_symbols(symbols) messageHashes = [] productIds = [] for i in range(0, len(symbols)): marketId = self.market_id(symbols[i]) symbol = self.symbol(marketId) productIds.append(marketId) messageHashes.append(name + '::' + symbol) url = self.urls['api']['ws'] if url is None: raise NotSupported(self.id + ' is not supported in sandbox environment') timestamp = self.number_to_string(self.seconds()) auth = timestamp + self.apiKey + 'CBINTLMD' + self.password signature = self.hmac(self.encode(auth), self.base64_to_binary(self.secret), hashlib.sha256, 'base64') subscribe = { 'type': 'SUBSCRIBE', 'time': timestamp, 'product_ids': productIds, 'channels': [name], 'key': self.apiKey, 'passphrase': self.password, 'signature': signature, } return await self.watch_multiple(url, messageHashes, self.extend(subscribe, params), messageHashes) async def watch_funding_rate(self, symbol: str, params={}) -> {}: """ watch the current funding rate :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#funding-channel :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` """ return await self.subscribe('RISK', [symbol], params) async def watch_funding_rates(self, symbols: List[str], params={}) -> {}: """ watch the funding rate for multiple markets :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#funding-channel :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a dictionary of `funding rates structures `, indexe by market symbols """ return await self.subscribe_multiple('RISK', symbols, params) async def watch_ticker(self, symbol: str, params={}) -> Ticker: """ watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#instruments-channel :param str [symbol]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ channel = None channel, params = self.handle_option_and_params(params, 'watchTicker', 'channel', 'LEVEL1') return await self.subscribe(channel, [symbol], params) def handle_instrument(self, client: Client, message): # # { # "sequence": 1, # "product_id": "ETH-PERP", # "instrument_type": "PERP", # "base_asset_name": "ETH", # "quote_asset_name": "USDC", # "base_increment": "0.0001", # "quote_increment": "0.01", # "avg_daily_quantity": "43.0", # "avg_daily_volume": "80245.2", # "total_30_day_quantity":"1443.0", # "total_30_day_volume":"3040449.0", # "total_24_hour_quantity":"48.1", # "total_24_hour_volume":"101348.3", # "base_imf": "0.2", # "min_quantity": "0.0001", # "position_size_limit": "500", # "funding_interval": "60000000000", # "trading_state": "trading", # "last_update_time": "2023-05-04T11:16:33.016Z", # "time": "2023-05-10T14:58:47.000Z", # "channel":"INSTRUMENTS", # "type":"SNAPSHOT" # } ticker = self.parse_ws_instrument(message) channel = self.safe_string(message, 'channel') client.resolve(ticker, channel) client.resolve(ticker, channel + '::' + ticker['symbol']) def parse_ws_instrument(self, ticker: dict, market=None): # # { # "sequence": 1, # "product_id": "ETH-PERP", # "instrument_type": "PERP", # "base_asset_name": "ETH", # "quote_asset_name": "USDC", # "base_increment": "0.0001", # "quote_increment": "0.01", # "avg_daily_quantity": "43.0", # "avg_daily_volume": "80245.2", # "total_30_day_quantity":"1443.0", # "total_30_day_volume":"3040449.0", # "total_24_hour_quantity":"48.1", # "total_24_hour_volume":"101348.3", # "base_imf": "0.2", # "min_quantity": "0.0001", # "position_size_limit": "500", # "funding_interval": "60000000000", # "trading_state": "trading", # "last_update_time": "2023-05-04T11:16:33.016Z", # "time": "2023-05-10T14:58:47.000Z", # "channel":"INSTRUMENTS", # "type":"SNAPSHOT" # } # marketId = self.safe_string(ticker, 'product_id') datetime = self.safe_string(ticker, 'time') return self.safe_ticker({ 'info': ticker, 'symbol': self.safe_symbol(marketId, market, '-'), 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'high': None, 'low': None, 'bid': None, 'bidVolume': None, 'ask': None, 'askVolume': None, 'vwap': None, 'open': None, 'close': None, 'last': None, 'previousClose': None, 'change': None, 'percentage': None, 'average': None, 'baseVolume': self.safe_string(ticker, 'total_24_hour_quantity'), 'quoteVolume': self.safe_string(ticker, 'total_24_hour_volume'), }) def handle_ticker(self, client: Client, message): # # snapshot # { # "sequence": 0, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.000Z", # "bid_price": "28787.8", # "bid_qty": "0.466", # One side book # "channel": "LEVEL1", # "type": "SNAPSHOT" # } # update # { # "sequence": 1, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.547Z", # "bid_price": "28787.8", # "bid_qty": "0.466", # "ask_price": "28788.8", # "ask_qty": "1.566", # "channel": "LEVEL1", # "type": "UPDATE" # } # ticker = self.parse_ws_ticker(message) channel = self.safe_string(message, 'channel') client.resolve(ticker, channel) client.resolve(ticker, channel + '::' + ticker['symbol']) def parse_ws_ticker(self, ticker: object, market: Market = None) -> Ticker: # # { # "sequence": 1, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.547Z", # "bid_price": "28787.8", # "bid_qty": "0.466", # "ask_price": "28788.8", # "ask_qty": "1.566", # "channel": "LEVEL1", # "type": "UPDATE" # } # datetime = self.safe_string(ticker, 'time') marketId = self.safe_string(ticker, 'product_id') return self.safe_ticker({ 'info': ticker, 'symbol': self.safe_symbol(marketId, market), 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'bid': self.safe_number(ticker, 'bid_price'), 'bidVolume': self.safe_number(ticker, 'bid_qty'), 'ask': self.safe_number(ticker, 'ask_price'), 'askVolume': self.safe_number(ticker, 'ask_qty'), 'high': None, 'low': None, 'open': None, 'close': None, 'last': None, 'change': None, 'percentage': None, 'average': None, 'vwap': None, 'baseVolume': None, 'quoteVolume': None, 'previousClose': None, }) async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#match-channel :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ return await self.watch_trades_for_symbols([symbol], since, limit, params) async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a list of symbols :param str[] symbols: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False, True, True) trades = await self.subscribe_multiple('MATCH', symbols, params) if self.newUpdates: first = self.safe_dict(trades, 0) tradeSymbol = self.safe_string(first, 'symbol') limit = trades.getLimit(tradeSymbol, limit) return self.filter_by_since_limit(trades, since, limit, 'timestamp', True) def handle_trade(self, client, message): # # { # "sequence": 0, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.002Z", # "match_id": "177101110052388865", # "trade_qty": "0.006", # "aggressor_side": "BUY", # "trade_price": "28833.1", # "channel": "MATCH", # "type": "UPDATE" # } # trade = self.parse_ws_trade(message) symbol = trade['symbol'] channel = self.safe_string(message, 'channel') if not (symbol in self.trades): limit = self.safe_integer(self.options, 'tradesLimit', 1000) tradesArrayCache = ArrayCache(limit) self.trades[symbol] = tradesArrayCache tradesArray = self.trades[symbol] tradesArray.append(trade) self.trades[symbol] = tradesArray client.resolve(tradesArray, channel) client.resolve(tradesArray, channel + '::' + trade['symbol']) return message def parse_ws_trade(self, trade, market=None): # # { # "sequence": 0, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.002Z", # "match_id": "177101110052388865", # "trade_qty": "0.006", # "aggressor_side": "BUY", # "trade_price": "28833.1", # "channel": "MATCH", # "type": "UPDATE" # } marketId = self.safe_string_2(trade, 'symbol', 'product_id') datetime = self.safe_string(trade, 'time') return self.safe_trade({ 'info': trade, 'id': self.safe_string(trade, 'match_id'), 'order': None, 'timestamp': self.parse8601(datetime), 'datetime': datetime, 'symbol': self.safe_symbol(marketId, market), 'type': None, 'side': self.safe_string_lower(trade, 'agressor_side'), 'takerOrMaker': None, 'price': self.safe_string(trade, 'trade_price'), 'amount': self.safe_string(trade, 'trade_qty'), 'cost': None, 'fee': None, }) async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#level2-channel :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ return await self.watch_order_book_for_symbols([symbol], limit, params) async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :see: https://docs.cloud.coinbase.com/intx/docs/websocket-channels#level2-channel :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() return await self.subscribe_multiple('LEVEL2', symbols, params) def handle_order_book(self, client, message): # # snapshot # { # "sequence": 0, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.000Z", # "bids": [ # ["29100", "0.02"], # ["28950", "0.01"], # ["28900", "0.01"] # ], # "asks": [ # ["29267.8", "18"], # ["29747.6", "18"], # ["30227.4", "9"] # ], # "channel": "LEVEL2", # "type": "SNAPSHOT", # } # update # { # "sequence": 1, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.375Z", # "changes": [ # [ # "BUY", # "28787.7", # "6" # ] # ], # "channel": "LEVEL2", # "type": "UPDATE" # } # type = self.safe_string(message, 'type') marketId = self.safe_string(message, 'product_id') symbol = self.safe_symbol(marketId) datetime = self.safe_string(message, 'time') channel = self.safe_string(message, 'channel') if not (symbol in self.orderbooks): limit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000) self.orderbooks[symbol] = self.order_book({}, limit) orderbook = self.orderbooks[symbol] if type == 'SNAPSHOT': parsedSnapshot = self.parse_order_book(message, symbol, None, 'bids', 'asks') orderbook.reset(parsedSnapshot) orderbook['symbol'] = symbol else: changes = self.safe_list(message, 'changes', []) self.handle_deltas(orderbook, changes) orderbook['nonce'] = self.safe_integer(message, 'sequence') orderbook['datetime'] = datetime orderbook['timestamp'] = self.parse8601(datetime) self.orderbooks[symbol] = orderbook client.resolve(orderbook, channel + '::' + symbol) def handle_delta(self, orderbook, delta): rawSide = self.safe_string_lower(delta, 0) side = 'bids' if (rawSide == 'buy') else 'asks' price = self.safe_float(delta, 1) amount = self.safe_float(delta, 2) bookside = orderbook[side] bookside.store(price, amount) def handle_deltas(self, orderbook, deltas): for i in range(0, len(deltas)): self.handle_delta(orderbook, deltas[i]) def handle_subscription_status(self, client, message): # # { # "channels": [ # { # "name": "MATCH", # "product_ids": [ # "BTC-PERP", # "ETH-PERP" # ] # }, # { # "name": "INSTRUMENTS", # "product_ids": [ # "BTC-PERP", # "ETH-PERP" # ] # } # ], # "authenticated": True, # "channel": "SUBSCRIPTIONS", # "type": "SNAPSHOT", # "time": "2023-05-30T16:53:46.847Z" # } # return message def handle_funding_rate(self, client: Client, message): # # snapshot # { # "sequence": 0, # "product_id": "BTC-PERP", # "time": "2023-05-10T14:58:47.000Z", # "funding_rate": "0.001387", # "is_final": True, # "channel": "FUNDING", # "type": "SNAPSHOT" # } # update # { # "sequence": 1, # "product_id": "BTC-PERP", # "time": "2023-05-10T15:00:00.000Z", # "funding_rate": "0.001487", # "is_final": False, # "channel": "FUNDING", # "type": "UPDATE" # } # channel = self.safe_string(message, 'channel') fundingRate = self.parse_funding_rate(message) client.resolve(fundingRate, channel + '::' + fundingRate['symbol']) def handle_error_message(self, client: Client, message): # # { # message: 'Failed to subscribe', # reason: 'Unable to authenticate', # channel: 'SUBSCRIPTIONS', # type: 'REJECT' # } # type = self.safe_string(message, 'type') if type != 'REJECT': return False reason = self.safe_string(message, 'reason') errMsg = self.safe_string(message, 'message') try: feedback = self.id + ' ' + errMsg + reason self.throw_exactly_matched_exception(self.exceptions['exact'], reason, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], reason, feedback) raise ExchangeError(feedback) except Exception as e: client.reject(e) return True def handle_message(self, client, message): if self.handle_error_message(client, message): return channel = self.safe_string(message, 'channel') methods = { 'SUBSCRIPTIONS': self.handle_subscription_status, 'INSTRUMENTS': self.handle_instrument, 'LEVEL1': self.handle_ticker, 'MATCH': self.handle_trade, 'LEVEL2': self.handle_order_book, 'FUNDING': self.handle_funding_rate, 'RISK': self.handle_ticker, } type = self.safe_string(message, 'type') if type == 'error': errorMessage = self.safe_string(message, 'message') raise ExchangeError(errorMessage) method = self.safe_value(methods, channel) if method is not None: method(client, message)