CoinbasePro: A Python API

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Features

• Full support of Coinbase Pro/Coinbase Exchange 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:

  .. code-block:: python

    >>> 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:

  .. code-block:: python

    >>> 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:

  .. code-block:: python

    # 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:

  .. code-block:: python

    # 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

.. code-block:: python

>>> client.get_product_ticker(product_id='fake_product')
coinbasepro.exceptions.CoinbaseAPIError: NotFound

.. code-block:: python

>>> auth_client = cbp.AuthenticatedClient(key='fake',
                                          secret='fake',
                                          passphrase='fake')
>>> auth_client.get_accounts()
coinbasepro.exceptions.BadRequest: Invalid API Key

.. code-block:: python

# 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

.. code-block:: python

# 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

.. code-block:: bash

$ pip install coinbasepro

Development

Environment Setup +++++++++++++++++

1. Create virtual environment using preferred tool
2. Bootstrap pip-tools by installing dev requirements directly:

.. code-block:: bash

$ pip install -r requirements.txt

Once pip-tools is installed in your environment, you can update requirements by:

.. code-block:: bash

$ make install-requirements

3. (Optional) Install pre-commit git hooks <https://pre-commit.com/#3-install-the-git-hook-scripts>_. This will run pre-commit with every commit, which should fix any lint issues before you push changes to your remote branch.