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Allow non-USD markets, but default to USD.

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This commit is contained in:
niten 2022-06-21 17:59:33 -07:00
parent d6f2884c23
commit 968c4aeeeb
2 changed files with 38 additions and 29 deletions
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1
flake.nix
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@ -25,6 +25,7 @@
name = "org.fudo/coinbase-pro.client"; name = "org.fudo/coinbase-pro.client";
main-ns = "coinbase-pro.client.core"; main-ns = "coinbase-pro.client.core";
jdkRunner = pkgs.jdk17_headless; jdkRunner = pkgs.jdk17_headless;
version = "0.1";
}; };
}; };

52
src/coinbase_pro/client.clj
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@ -77,17 +77,19 @@
(def lower-case-keyword (comp keyword str/lower-case)) (def lower-case-keyword (comp keyword str/lower-case))
(defn- currency-product [currency] (defn- currency-product [base currency]
(str (-> currency name str/upper-case) (str (-> currency name str/upper-case)
"-USD")) "-"
base))
(defn- product-currency [product] (defn- product-currency [base product]
(if-let [currency (some-> (re-matches #"^([A-Z]{2,5})-USD$" product) (let [product-rx (re-pattern (format "^([A-Z]{2,5})-%s$" base))]
(if-let [currency (some-> (re-matches product-rx product)
(get 1) (get 1)
(lower-case-keyword))] (lower-case-keyword))]
currency currency
(throw (ex-info (str "not a valid product_id: " product) (throw (ex-info (str "not a valid product_id: " product)
{:product product})))) {:product product})))))
(defn- accounts-request [] (defn- accounts-request []
(-> (req/base-request) (-> (req/base-request)
@ -112,12 +114,12 @@
(req/with-path (build-path :orders order-id)))) (req/with-path (build-path :orders order-id))))
(defn- currency-orders-request (defn- currency-orders-request
([currency] (currency-orders-request currency {})) ([base currency] (currency-orders-request currency {}))
([currency query] (-> (req/base-request) ([base currency query] (-> (req/base-request)
(req/as-get); (req/as-get);
(req/with-path (build-path :orders)) (req/with-path (build-path :orders))
(req/with-query-params (req/with-query-params
(merge query { :product_id (currency-product currency) }))))) (merge query { :product_id (currency-product base currency) })))))
(defn- create-order-request [order] (defn- create-order-request [order]
(-> (req/base-request) (-> (req/base-request)
@ -128,11 +130,11 @@
:args (s/cat :params ::order-req/order) :args (s/cat :params ::order-req/order)
:ret ::req/request) :ret ::req/request)
(defn- ticker-request [currency] (defn- ticker-request [base currency]
(-> (req/base-request) (-> (req/base-request)
(req/as-get) (req/as-get)
(req/with-path (build-path :products (req/with-path (build-path :products
(currency-product currency) (currency-product base currency)
:ticker)))) :ticker))))
(defn- ensure-keys [ks m] (defn- ensure-keys [ks m]
@ -186,11 +188,12 @@
(defn- reify-exchange-client [{client ::http/client (defn- reify-exchange-client [{client ::http/client
hostname ::hostname hostname ::hostname
logger ::log/logger}] logger ::log/logger
base ::base-currency}]
(let [request! (fn [req] (http/execute-request! client (req/with-host req hostname)))] (let [request! (fn [req] (http/execute-request! client (req/with-host req hostname)))]
(reify client/ExchangeClient (reify client/ExchangeClient
(get-ticker! [_ currency] (get-ticker! [_ currency]
(map-success (request! (ticker-request currency)) (map-success (request! (ticker-request base currency))
(partial reify-ticker currency))) (partial reify-ticker currency)))
(get-market-price! [self currency] (get-market-price! [self currency]
(map-success (client/get-ticker! self currency) (map-success (client/get-ticker! self currency)
@ -199,10 +202,12 @@
(defn- reify-exchange-account-client [opts] (defn- reify-exchange-account-client [opts]
(let [{client ::http/client (let [{client ::http/client
hostname ::hostname hostname ::hostname
logger ::log/logger} opts logger ::log/logger
base ::base-currency} opts
public-client (reify-exchange-client opts) public-client (reify-exchange-client opts)
request! (fn [req] (http/execute-request! client (req/with-host req hostname))) request! (fn [req] (http/execute-request! client (req/with-host req hostname)))
before (fn [a b] (.isBefore a b)) before (fn [a b] (.isBefore a b))
reify-order (partial reify-order base)
reify-orders (comp (partial sort-by order/created before) reify-orders (comp (partial sort-by order/created before)
(partial map reify-order)) (partial map reify-order))
accounts-map (fn [accts] (into {} (map (juxt acct/currency identity) accts)))] accounts-map (fn [accts] (into {} (map (juxt acct/currency identity) accts)))]
@ -231,15 +236,17 @@
reify-order)) reify-order))
(get-orders! [_ currency] (get-orders! [_ currency]
(map-success (request! (currency-orders-request currency)) (map-success (request! (currency-orders-request base currency))
reify-orders)) reify-orders))
(get-incomplete-orders! [_ currency] (get-incomplete-orders! [_ currency]
(map-success (request! (currency-orders-request currency { ::order/status [:open :pending] })) (map-success (request! (currency-orders-request base currency
{ ::order/status [:open :pending] }))
reify-orders)) reify-orders))
(get-completed-orders! [_ currency] (get-completed-orders! [_ currency]
(map-success (request! (currency-orders-request currency { ::order/status [:done] })) (map-success (request! (currency-orders-request base currency
{ ::order/status [:done] }))
reify-orders)) reify-orders))
(get-completed-limit-orders! [self currency] (get-completed-limit-orders! [self currency]
@ -259,21 +266,21 @@
to-uuid)) to-uuid))
(create-stop-loss-order! [_ currency stop-price sell-price size] (create-stop-loss-order! [_ currency stop-price sell-price size]
(map-success (request! (create-order-request (-> (order-req/base-order (currency-product currency)) (map-success (request! (create-order-request (-> (order-req/base-order (currency-product base currency))
(order-req/as-stop-loss (bigdec stop-price)) (order-req/as-stop-loss (bigdec stop-price))
(order-req/with-price (bigdec sell-price)) (order-req/with-price (bigdec sell-price))
(order-req/with-size (bigdec size))))) (order-req/with-size (bigdec size)))))
(comp to-uuid :id))) (comp to-uuid :id)))
(create-stop-gain-order! [_ currency stop-price buy-price size] (create-stop-gain-order! [_ currency stop-price buy-price size]
(map-success (request! (create-order-request (-> (order-req/base-order (currency-product currency)) (map-success (request! (create-order-request (-> (order-req/base-order (currency-product base currency))
(order-req/as-stop-gain (bigdec stop-price)) (order-req/as-stop-gain (bigdec stop-price))
(order-req/with-price (bigdec buy-price)) (order-req/with-price (bigdec buy-price))
(order-req/with-size (bigdec size))))) (order-req/with-size (bigdec size)))))
(comp to-uuid :id))) (comp to-uuid :id)))
(create-limit-sell-order! [_ currency sell-price size] (create-limit-sell-order! [_ currency sell-price size]
(map-success (request! (create-order-request (-> (order-req/base-order (currency-product currency)) (map-success (request! (create-order-request (-> (order-req/base-order (currency-product base currency))
(order-req/as-limit) (order-req/as-limit)
(order-req/as-sell) (order-req/as-sell)
(order-req/with-price (bigdec sell-price)) (order-req/with-price (bigdec sell-price))
@ -281,15 +288,16 @@
(comp to-uuid :id))) (comp to-uuid :id)))
(create-limit-buy-order! [_ currency buy-price size] (create-limit-buy-order! [_ currency buy-price size]
(map-success (request! (create-order-request (-> (order-req/base-order (currency-product currency)) (map-success (request! (create-order-request (-> (order-req/base-order (currency-product base currency))
(order-req/as-limit) (order-req/as-limit)
(order-req/as-buy) (order-req/as-buy)
(order-req/with-price (bigdec buy-price)) (order-req/with-price (bigdec buy-price))
(order-req/with-size (bigdec size))))) (order-req/with-size (bigdec size)))))
(comp to-uuid :id)))))) (comp to-uuid :id))))))
(defn connect [& {:keys [hostname logger credentials] (defn connect [& {:keys [hostname logger credentials base-currency]
:or { logger (log/print-logger :error :notify) }}] :or { logger (log/print-logger :error :notify)
base-currency "USD"}}]
(if credentials (if credentials
(let [authenticator (make-request-authenticator credentials)] (let [authenticator (make-request-authenticator credentials)]
(reify-exchange-account-client {::http/client (http/json-client :authenticator authenticator (reify-exchange-account-client {::http/client (http/json-client :authenticator authenticator