Package 'rgdax'

Title: Wrapper for 'Coinbase Pro (erstwhile GDAX)' Cryptocurrency Exchange
Description: Allow access to both public and private end points to Coinbase Pro (erstwhile GDAX) cryptocurrency exchange. For authenticated flow, users must have valid api, secret and passphrase to be able to connect.
Authors: Dheeraj Agarwal [aut, cre]
Maintainer: Dheeraj Agarwal <[email protected]>
License: MIT + file LICENSE
Version: 1.2.1
Built: 2024-11-20 03:34:18 UTC
Source: https://github.com/dheerajagarwal/rgdax

Help Index

Get Account Details For An Account

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function takes an account id as an additional input and returns the account details for that account. The account details currently include information about the currency (fiat or crypto) and the details on the balance (total, available and help for other transactions).

Usage

account(acct_id, api.key, secret, passphrase)

Arguments

acct_id

Mandatory character value. This is case senstivite. Must be one of the id generated from accounts
api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

Dataframe with a single row, provides the currency, the current balance, available, holds and profile_id of the user.

Examples

## Not run: 
account(acct_id = "9kb58e27-276s-4g99-r2v7-128723948k1c",
       api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)

Get Account History For An Account Using Currency

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function takes a currency as an additional input and returns the ledger for that currency. Since currency and account id have one to one mapping, the currency is being used a proxy.

Usage

account_hist(currency = "BTC", api.key, secret, passphrase)

Arguments

currency

Optional character value. The default is "BTC". This is case insensitive and must be a valid currency as provided by accounts or account.
api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

Dataframe with account activity for that currency. It indiactes the type of activity, when the activity occured and other associated details.

Examples

## Not run: 
account_hist(api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)
account_hist("BTC", api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)
account_hist("ETH", api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)

Get Account Details For All Accounts

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function takes no additional arguments and returns the account details for all accounts linked to that authenticated user. The account details currently include information about the currency (fiat or crypto) and the details on the balance (total, available and helpful information for other transactions). All accounts are returned even ones with zero balance.

Usage

accounts(api.key, secret, passphrase)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

Dataframe with a single row for each account_id, the currency, the current balance, available, holds and profile_id of the user.

Examples

## Not run: 
accounts(api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)

Create a New Order For A Currency

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The users can place different types of orders like "limit", "stop" or "market". Orders will be placed succesfully only if there is sufficient funds. Each order will result in a hold and the details of the hold can be tracked using holds. Margin Orders are currently not supported.

Usage

add_order(
  api.key,
  secret,
  passphrase,
  product_id = "BTC-USD",
  type = "limit",
  stop = NULL,
  stop_price = NULL,
  side = "b",
  price = NULL,
  size
)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.
product_id

Optional character value for the currency pair. The default is "BTC-USD". This param is case insensitive and must be one of the valid currency-pair. The list of valid currency-pairs can be fetched using public_info.
type

Optional character value for the order type. The default is "limit". This param is case insensitive and must be one of the valid order types. The current valid order types is only "limit".
stop

Optional parameter. This parameter is required if a stop order needs to be placed. Possible values apart from default NULL are "loss" or "entry". If a non-default value is provided, stop_price argument must be defined.
stop_price

Optional parameter.The value is needed only if stop is defined. Sets the trigger price for stop order. If stop ="loss", the triger price is when market price is at or below the trigger. If stop = "entry", the trigger price is when market price is at or above the trigger.
side

Optional character value for the order side The default is "b" which stands for buy. This param is case insensitive and must be one of either "b" (buy) or "s" (sell).
price

Conditional mandatory numeric value. It can either be an integer or float. Float values of greater than 2 decimals will be rounded to 2 decimals using the generic round function from R. The value is mandatory for type = "limit".
size

Mandatory numeric value. It can either be an integer or float. Float values will NOT be rounded. The user must ensure that the fractional unit of a currency pair is valid for acceptance by GDAX. This information can also be determined by public_info which provides the minimun and maximum order sizes for each currency pairs.

Value

Dataframe with status of the order, posted details and created time stamp etc.

Examples

## Not run: 
add_order("BTC-USD", api.key = your_key, secret = your_api_secret, passphrase = your_api_pass,
     type="limit", side = "s", price = 1000.25, size = 1)

## End(Not run)

Parse Authenticated Calls To COINBASE PRO (erstwhile GDAX) API

Description

This is an internal function that will be used for all private connections to the user account. This function determines the kind of API call (GET / POST / DELETE).

Usage

auth(method, req.url = "/accounts/", api.key, secret, passphrase, order = NULL)

Arguments

method

Mandatory character value. Value must be upper case.
req.url

THE URL component for the API. Default to "/accounts".
api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the pass-phrase as generated by GDAX. Typically a 11 character value.
order

Optional named list. If method is POST then the field is required for post to work, else the api end point will return an error.

Value

A named list of server response.

Cancel Pending Orders

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The users can cancel all pending orders except stop orders (GDAX does not treat STOP order as an open order unless the stop price is kicked in). User can now pass an optional order id to cancel a specific order including stop orders. Open orders can now be determined with open_orders. This function is a common call to delete one individual order or deleting all open orders.

Usage

cancel_order(order_id = "all", api.key, secret, passphrase)

Arguments

order_id

Optional character value. This is the order id as generated by GDAX. Default value is "all" which will cancel all open orders.
api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

A Dataframe of order-ids of all orders that were cancelled.

Examples

## Not run: 
cancel_order(api.key = your_key,
             secret = your_api_secret,
             passphrase = your_api_pass)

cancel_order(order_id = "a0a00000-0000-000a-a000-a0a0aa00000a",
             api.key = your_key,
             secret = your_api_secret,
             passphrase = your_api_pass)

## End(Not run)

Get List of Most Recent Fills

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The functions takes product_id as an optional param and returns a list of all previously filled orders.

Usage

fills(api.key, secret, passphrase, product_id = NULL)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.
product_id

Optional character value for the currency pair. The default is NULL which is equivalent of 100 most recent fills. This param when provided is case insensitive and must be one of the valid currency-pair. The list of valid currency-pairs can be fetched using public_info.

Value

Dataframe with fills for all products or for the provided products. The volume is quoted in USD.

Examples

## Not run: 
fills(api.key = your_key,
secret = your_api_secret,
passphrase = your_api_pass,
product_id = "BTC-USD")

## End(Not run)

Get Hold Details for An Account Using Currency

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function takes a currency as an additional input and returns the hold information. Since currency and account id have one to one mapping, the currency is being used a proxy. The basic hold amounts can also be fetched using account or accounts, however this function provides additional details and ties to active open orders. Please note that each trade buy order, results in a hold on the currency like USD and each sell order will result in a hold on the cryptoasset like BTC.

Usage

holds(currency = "BTC", api.key, secret, passphrase)

Arguments

currency

Optional character value. The default is "BTC". This is case insensitive and must be a valid currency as provided by accounts or account.
api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

Dataframe with timestamp of all the holds for the currency, the amount & type of hold and a reference id which created the hold.

Examples

## Not run: 
holds(api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)
holds("ETH", api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)
holds("USD", api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)

Get List of All Orders for the User

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function will return all open orders by default for Bitcoin This is an extension of open_orders.

Usage

list_orders(
  api.key,
  secret,
  passphrase,
  product_id = "BTC-USD",
  status = "open"
)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.
product_id

Optional character value for the currency pair. The default is "BTC-USD". This param is case insensitive and must be one of the valid currency-pair. The list of valid currency-pairs can be fetched using public_info.
status

Optional character value. Limit list of orders to either of 'open', 'pending', or 'active' statuses. Passing 'all' returns orders of all statuses.

Value

Dataframe with all orders for a given status for that currency.

Examples

## Not run: 
list_orders(api.key = your_key,
secret = your_api_secret,
passphrase = your_api_pass)

list_orders(api.key=your_api_key,secret=your_secret,
passphrase=your_passphrase,
product_id="BTC-EUR",status="active")

## End(Not run)

Get List of All Orders the User

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. The function will return all open orders for all currencies. This is an extendion of holds & fills.

Usage

open_orders(api.key, secret, passphrase)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

Dataframe with all orders and their status for that currency.

Examples

## Not run: 
order_info(api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)

Utility Function To Parse Message From GDAX API For Public Functions

Description

An internal function to parse the api response for various public functions.

Usage

parse_response(path, query = NA)

Arguments

path

Mandatory character parameter. This is an extension of the api end point and passed as an argument from the function calling parse_response.
query

Optional named list parameter. This would consist of any named params to be passed to the api end point.

Value

A named list or a dataframe object of the response.

Get bids and asks for provided currency-pair (products) by GDAX.

Description

This function is a public function and will fetch historic rates for provided currency pair (product_id). Rates are returned in grouped buckets based on requested granularity. A maximum of 300 records are returned. If the date range and granularity are not within the resultant volume set, it will be rejected by Coinbase Pro.

Usage

public_candles(
  product_id = "BTC-USD",
  start = NULL,
  end = NULL,
  granularity = NULL
)

Arguments

product_id

Optional character parameter. This is a case insensitive value of the product id for which the order book is desired. Default to 'LTC-USD'. For all valid product ids, refer to public_info.
start

Optional string parameter. Start time in ISO 8601. Format YYYY-MM-DD
end

Optional string parameter. End time in ISO 8601. Format YYYY-MM-DD
granularity

Optional parameter. Desired timeslice in seconds. The granularity field must be one of the following values: 60, 300, 900, 3600, 21600, 86400. Otherwise, the request will be rejected. These values correspond to timeslices representing one minute, five minutes, fifteen minutes, one hour, six hours, and one day, respectively.

Value

Dataframe with a time of the candle, low, high, open , close and volume for that candle.

Examples

## Not run: 
public_candles()
public_candles("ETH-EUR")
ublic_candles("ETH-EUR",start="2012-01-18", end="2012-01-25",granularity=3600)

## End(Not run)

24 Hour Stats For A Given Product

Description

This function is a public function and will fetch get 24 hr stats for the provided currency pair (product_id). Volume is in base currency units. open, high, low are in quote currency units.

Usage

public_daystats(product_id = "BTC-USD")

Arguments

product_id

Optional character parameter. This is a case insensitive value of the product id for which the order book is desired. Default to 'BTC-USD'. For all valid product ids, refer to public_info.

Value

Dataframe with a single row of product's last 24 hour stats.

Examples

## Not run: 
public_daystats()

## End(Not run)

Get all supported products (currency - pairs) by GDAX.

Description

This function is a public function and will fetch all supported currency pairs by default. The function can also fetch all the supported currencies based on the source argument.

Usage

public_info(product = TRUE)

Arguments

product

Optional Boolean Parameter. Default to TRUE. NA behavior is similar to default. FALSE is equivalent of currency public end point.

Value

Dataframe with ALL supported currency pairs. A dataframe of base currencies is returned when the flag is et as FALSE.

Examples

## Not run: 
public_info()
public_info(product = FALSE)

## End(Not run)

Get bids and asks for provided currency-pair (products) by GDAX.

Description

This function is a public function and will fetch all bids/asks for provided currency pair (product_id). User should change the level to get the best bid/ask or to fetch all bids/asks.

Usage

public_orderbook(product_id = "BTC-USD", level = 1)

Arguments

product_id

Optional character parameter. This is a case insensitive value of the product id for which the order book is desired. Default to 'BTC-USD'. For all valid product ids, refer to public_info.
level

Optional parameter. Integer value of level denoting level of detail. Valid user values of 1, 2, 3. Default to 1.

Value

A named list with bids and asks for the provided currency pair.

Examples

## Not run: 
public_orderbook()
public_orderbook(product_id = "BCH-USD", level = 3)
public_orderbook(product_id = "BTC-EUR", level = 2)

## End(Not run)

Get Latest Buy & Sell Trade.

Description

Snapshot information about the last trade (tick), best bid/ask and 24h volume.

Usage

public_ticker(product_id = "BTC-USD")

Arguments

product_id

Optional character parameter. This is a case insensitive value of the product id for which the order book is desired. Default to 'BTC-USD'. For all valid product ids, refer to public_info.

Value

A dataframe of most recent trade and 24 hr volume.

Examples

## Not run: 
public_ticker()
public_ticker("BTC-EUR")

## End(Not run)

Get GDAX API Server Time

Description

Gets the server time from GDAX for reference purposes. This function does not take any arguments.

Usage

public_time()

Value

Dataframe with time in ISO and the epoch field represents decimal seconds since Unix Epoch.

Examples

## Not run: 
public_time()

## End(Not run)

Get Latest Buy & Sell Trades.

Description

This is a public function and will fetch the 100 latest trades for the provided currency pair (product_id).

Usage

public_trades(product_id = "BTC-USD")

Arguments

product_id

Optional character parameter. This is a case insensitive value of the product id for which the order book is desired. Default to 'LTC-USD'. For all valid product ids, refer to public_info.

Value

A dataframe of most recent trades indicating if it was buy / sell and what the trade size was.

Examples

## Not run: 
public_trades()
public_trades("BTC-EUR")

## End(Not run)

View All Linked payment Methods.

Description

This is an auth based function. User must have valid api keys generated by GDAX which must be passed as mandatory arguments. These keys must have the appropriate access. Note that for this function to work, the API key must have transfer access.

Usage

pymt_methods(api.key, secret, passphrase)

Arguments

api.key

Mandatory character value. This is the API key as generated by GDAX. Typically a 32 character value.
secret

Mandatory character value. This is the API secret as generated by GDAX. Typically a 88 character value.
passphrase

Mandatory character value. This is the passphrase as generated by GDAX. Typically a 11 character value.

Value

A named list.

Examples

## Not run: 
pmt_methods(api.key = your_key, secret = your_api_secret, passphrase = your_api_pass)

## End(Not run)