[#10] Add GDAX API

libcryptomarket/api/bitmex_api.py

@@ -82,4 +82,4 @@ class BitmexApi(ExchangeApi):
         # return self._send_request(
         #     command=name, http_method=http_method, params=kwargs,
         #     public_key=self._public_key, private_key=self._private_key)
-        raise NotImplementedError("request private is not implemented.")
+        raise NotImplementedError("request private is not implemented.")

libcryptomarket/api/exchange_api.py

@@ -1,15 +1,17 @@
 #!/bin/python
 import requests
-import hmac
-import hashlib
-import urllib
+# import hmac
+# import hashlib
+# import urllib
 import json
 from functools import partial
 from time import time
 
+
 class ExchangeApi:
     """Exchange API connector.
     """
+
     def __init__(self, public_key, private_key, logger=None):
         """Constructor.
 
@@ -135,7 +137,6 @@ class ExchangeApi:
         """
         raise NotImplementedError("Not yet implemented.")
 
-
     def _send_request(self, command, http_method, params=None, data=None,
                       public_method=False):
         """Send request.

libcryptomarket/api/gdax_api.py

@@ -0,0 +1,125 @@
+#!/bin/python
+# import requests
+# import hmac
+# import hashlib
+# import urllib
+# from functools import partial
+
+from libcryptomarket.api.exchange_api import ExchangeApi
+
+
+class GdaxApi(ExchangeApi):
+    """GDAX API.
+    """
+
+    def __init__(self, public_key=None, private_key=None, logger=None):
+        """Constructor.
+
+        :param public_key: Public key.
+        :param private_key: Private key.
+        :param logger: Logger.
+        """
+        ExchangeApi.__init__(self, public_key, private_key, logger)
+
+    @classmethod
+    def get_url(cls):
+        """Get API url.
+        """
+        return "https://api.gdax.com"
+
+    @classmethod
+    def get_public_calls(cls):
+        """Get public API calls.
+        """
+        return {
+            "products": "GET",
+            "products/book": "GET",
+            "products/trades": "GET",
+            "products/candles": "GET",
+            "currencies": "GET",
+            "time": "GET",
+        }
+
+    @classmethod
+    def get_private_calls(cls):
+        """Get public API calls.
+        """
+        return {
+        }
+
+    @classmethod
+    def translate_call_name(cls, name):
+        """Translate API call name.
+
+        The class method name is always underscored (aligned with Python
+        standard.) This method is to translate underscored name to exchange
+        API call name.
+
+        :param name: Method name (underscored).
+        """
+        return name.replace("_", "/")
+
+    def _request_public(self, name, http_method, **kwargs):
+        """Request public API call.
+
+        :param name: Method name.
+        :param http_method: HTTP method (POST, GET, DELETE).
+        """
+        if 'product_id' in kwargs.keys():
+            name = name.split('/')
+            name = [name[0]] + [kwargs['product_id']] + name[1:]
+            del kwargs['product_id']
+            return self._send_request(
+                command='/'.join(name), http_method=http_method,
+                public_method=True, params=kwargs)
+        else:
+            return self._send_request(
+                command=name, http_method=http_method,
+                public_method=True, params=kwargs)
+
+    def _request_private(self, name, http_method, **kwargs):
+        """Request private API call.
+
+        :param name: Method name.
+        :param http_method: HTTP method (POST, GET, DELETE).
+        """
+        raise NotImplementedError()
+
+    # @classmethod
+    # def _generate_auth(cls, public_key, private_key):
+    #     """Generate authentication.
+
+    #     :param public_key: Public key.
+    #     :param private_key: Private key.
+    #     """
+    #     return None
+
+    # @classmethod
+    # def _generate_headers(cls, command, http_method, params, data,
+    #                       public_key, private_key):
+    #     """Generate headers.
+
+    #     :param command: Command.
+    #     :param http_method: HTTP method, for example GET.
+    #     :param params: Parameters.
+    #     :param data: Data.
+    #     :param public_key: Public key.
+    #     :param private_key: Private key.
+    #     """
+    #     signature = hmac.new(private_key.encode(),
+    #                          urllib.parse.urlencode(data).encode(),
+    #                          digestmod=hashlib.sha512).hexdigest()
+    #     header = {
+    #         'Key': public_key,
+    #         'Sign': signature
+    #     }
+
+    #     return header
+
+    # @classmethod
+    # def _format_data(cls, data):
+    #     """Format the data to exchange desirable format.
+
+    #     :param data: Data.
+    #     """
+    #     return data

libcryptomarket/api/poloniex_api.py

@@ -3,7 +3,7 @@ import requests
 import hmac
 import hashlib
 import urllib
-from functools import partial
+# from functools import partial
 
 from libcryptomarket.api.exchange_api import ExchangeApi
 API_URL = "https://poloniex.com/public?command="

libcryptomarket/core.py

@@ -1,5 +1,6 @@
 from functools import partial
 from datetime import datetime, timedelta
+from time import sleep
 
 import pandas as pd
 
@@ -45,6 +46,61 @@ def historical_ticker(source, symbol, period, start_time=None, end_time=None):
         data.columns.name = symbol
 
         return data
+
+    elif source_name == "gdax":
+        # Exchange validation
+        if (start_time is None) + (end_time is None) not in [0, 2]:
+            # Both start and end time must be provided
+            raise ValueError("Start and end time must be both provided")
+
+        request_func = partial(source.products_candles, product_id=symbol,
+                               granularity=period)
+
+        if start_time is None and end_time is None:
+            # Just get the latest 300 ticks
+            data = request_func()
+            data.raise_for_status()
+            data = pd.DataFrame(data.json())
+
+        else:
+            # Safety net
+            last_datetime = start_time.timestamp()
+
+            data = []
+
+            while start_time <= end_time:
+                tmp_data = request_func(
+                    start=start_time.isoformat(),
+                    end=(start_time +
+                         timedelta(seconds=period * 200)).isoformat())
+                tmp_data.raise_for_status()
+                tmp_data = pd.DataFrame(tmp_data.json())
+
+                # Append into data list
+                data.append(tmp_data)
+
+                # Check to exit
+                if last_datetime >= tmp_data.iloc[0, 0]:
+                    # Same as the previous query
+                    break
+                else:
+                    last_datetime = tmp_data.iloc[0, 0]
+                    start_time = datetime.fromtimestamp(last_datetime)
+
+                sleep(0.333)
+
+            if len(data) > 1:
+                data = pd.concat(data, axis=0)
+            else:
+                data = data[0]
+
+        data.columns = ['datetime', 'low', 'high', 'open', 'close', 'volume']
+        data['datetime'] = pd.to_datetime(data['datetime'], unit='s')
+        data = data.set_index('datetime').sort_index()
+        data = data[~data.index.duplicated(keep='first')]
+
+        return data
+
     else:
         raise ValueError("Source (%s [%s]) does not support historical ticker"
-                         % (source, source_name))
+                         % (source, source_name))

libcryptomarket/historical.py

@@ -87,7 +87,7 @@ def get_historical_prices(source='cryptocompare', symbol=None, exchange=None,
 
         # Validate and transform to_time and from_time
         if (to_time is not None and from_time is not None and
-            to_time <= from_time):
+                to_time <= from_time):
             raise ValueError("From time should not be greater than or "
                              "equal to to time.")
 
@@ -96,7 +96,10 @@ def get_historical_prices(source='cryptocompare', symbol=None, exchange=None,
         while from_time is None or to_time is None or from_time < to_time:
             # Import and query
             from libcryptomarket.api.bitmex_api import BitmexApi
-            exchange = BitmexApi(public_key=None, private_key=None, logger=None)
+            exchange = BitmexApi(
+                public_key=None,
+                private_key=None,
+                logger=None)
             func = partial(exchange.trade_bucketed, symbol=symbol,
                            binSize=period)