Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/dm13450/coinbasepro.jl
A Julia interface to the CoinbasePro API.
https://github.com/dm13450/coinbasepro.jl
coinbasepro cryptocurrency julia
Last synced: 4 months ago
JSON representation
A Julia interface to the CoinbasePro API.
- Host: GitHub
- URL: https://github.com/dm13450/coinbasepro.jl
- Owner: dm13450
- License: mit
- Created: 2021-03-03T20:44:49.000Z (almost 4 years ago)
- Default Branch: master
- Last Pushed: 2024-03-24T16:57:01.000Z (11 months ago)
- Last Synced: 2024-04-24T19:12:05.197Z (10 months ago)
- Topics: coinbasepro, cryptocurrency, julia
- Language: Julia
- Homepage:
- Size: 39.1 KB
- Stars: 27
- Watchers: 4
- Forks: 7
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# CoinbasePro
A basic API for getting Coinbase data into Julia.
This package provides a Julia interface for the market data functions listed here: https://docs.pro.coinbase.com/
## Under Development
* Non market data based functions.
## Getting Started
Install the package in Julia using the Pkg REPL:
```julia
julia> ]
pkg> add CoinbasePro
```
or
```julia
using Pkg
Pkg.add("CoinbasePro")
```
## Functions
### Market Data Functions
- [products](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproducts-1)
Information on all currency pairs for trading or a specific currency pair.
```julia
products()
products("BTC-USD")
produces("ETH", "USD")
```
- [book](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproductbook-1)
Get the orderbook for a product.
* Level 1: Best Bid and Ask
* Level 2: Full order book aggregated
* Level 3: Full order book not aggregated.
Change the level with the 2nd argument to the function.
```julia
#level 1
book("BTC-USD", 1)
#level 3
book("BTC-USD", 3)
```
- [ticker](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproductticker-1)
Get the last trade, best bid/offer and 24 hour volume for a product.
```julia
ticker("BTC-USD")
```
- [trades](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproducttrades-1)
Get a list of trades of a product.
Paginated so will return both the data and a pagination cursor.
using `lasttrades` to get the last `n` trades of a product.
```julia
trades("BTC-USD")
lasttrades("BTC-USD", 100)
```
- [candles](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproductcandles-1)
Historical rates for a product in terms of open, high, low, and close (OHLC).
1 minute, 5 minute, 15 minute, 1 hour, 6 hour and 1 day granularity available.
```julia
# 1 minute bars
using DateTime
candles("BTC-USD", now() - Hour(1), now(), 60)
```
- [stats](https://docs.cloud.coinbase.com/exchange/reference/exchangerestapi_getproductstats-1?)
OHLC and volume data from the last 24 hours and 30 day average volume.
```julia
stats("BTC-USD")
```
A tutorial on the various functions can be found [here](http://dm13450.github.io/2021/06/25/HighFreqCrypto.html).