Coinbase: Update exchange implementation #1480

cranktakular · 2024-02-14T06:07:40Z

PR Description

Updating Coinbase to the Advanced Trade and Sign In With Coinbase APIs, as well as a few tiny fixes of other parts of the codebase found along the way.

Type of change

Please delete options that are not relevant and add an x in [] as item is complete.

Bug fix (non-breaking change which fixes an issue)
New feature (non-breaking change which adds functionality)
This change requires a documentation update

How has this been tested

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration and
also consider improving test coverage whilst working on a certain feature or package.

go test ./... -race
golangci-lint run

Checklist

My code follows the style guidelines of this project
I have performed a self-review of my own code
I have commented my code, particularly in hard-to-understand areas
I have made corresponding changes to the documentation and regenerated documentation via the documentation tool
My changes generate no new warnings
I have added tests that prove my fix is effective or that my feature works
New and existing unit tests pass locally and on Github Actions with my changes

The only tests which seem to be failing (exchanges/kucoin, database/models/postgres, config, and common/file) are parts that I haven't substantively changed, and which seem to be failing on master too.

Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished

…otrader into coinbase_api_revamp

V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion

codecov · 2024-02-27T05:01:11Z

Codecov Report

Attention: Patch coverage is 40.48203% with 1457 lines in your changes are missing coverage. Please review.

Project coverage is 36.10%. Comparing base (ece58eb) to head (01ccd01).
Report is 11 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1480      +/-   ##
==========================================
+ Coverage   36.01%   36.10%   +0.08%     
==========================================
  Files         411      412       +1     
  Lines      177760   179015    +1255     
==========================================
+ Hits        64025    64636     +611     
- Misses     105881   106557     +676     
+ Partials     7854     7822      -32

Files	Coverage Δ
common/common.go	`94.79% <ø> (ø)`
config/config.go	`86.42% <100.00%> (ø)`
currency/code_types.go	`0.00% <ø> (ø)`
currency/pair.go	`84.78% <ø> (ø)`
engine/datahistory_manager.go	`64.44% <100.00%> (ø)`
exchanges/account/account.go	`97.36% <100.00%> (ø)`
exchanges/asset/asset.go	`94.91% <100.00%> (+0.08%)`	⬆️
exchanges/exchange.go	`76.21% <100.00%> (ø)`
exchanges/lbank/lbank.go	`28.14% <100.00%> (ø)`
exchanges/lbank/lbank_wrapper.go	`32.29% <100.00%> (ø)`
... and 11 more

... and 17 files with indirect coverage changes

shazbert

Just basic things, I think we should default to JWT as I cannot generate new keys for this 😭

shazbert · 2024-03-04T04:11:13Z

exchanges/coinbasepro/coinbasepro_websocket.go

+	if err != nil {
+		return err
+	}


shazbert · 2024-03-04T04:11:35Z

exchanges/coinbasepro/coinbasepro_websocket.go

+	err = c.Websocket.Conn.SendJSONMessage(req)
 	if err != nil {
 		return err
 	}
-	c.Websocket.RemoveSubscriptions(channelsToUnsubscribe...)
 	return nil
 }


return c.Websocket.Conn.SendJSONMessage(req)

shazbert · 2024-03-04T04:15:15Z

exchanges/coinbasepro/coinbasepro_websocket.go

+	for i := range data.Changes {
+		switch data.Changes[i].Side {
+		case "bid":
+			bids = append(bids, orderbook.Item{
+				Price:  data.Changes[i].PriceLevel,
+				Amount: data.Changes[i].NewQuantity,
+			})
+		case "offer":
+			asks = append(asks, orderbook.Item{
+				Price:  data.Changes[i].PriceLevel,
+				Amount: data.Changes[i].NewQuantity,
+			})
+		default:
+			return nil, nil, errors.Errorf(errUnknownSide, data.Changes[i].Side)
+		}
+	}


Suggested change

for i := range data.Changes {

switch data.Changes[i].Side {

case "bid":

bids = append(bids, orderbook.Item{

Price: data.Changes[i].PriceLevel,

Amount: data.Changes[i].NewQuantity,

})

case "offer":

asks = append(asks, orderbook.Item{

Price: data.Changes[i].PriceLevel,

Amount: data.Changes[i].NewQuantity,

})

default:

return nil, nil, errors.Errorf(errUnknownSide, data.Changes[i].Side)

}

}

bids = make([]orderbook.Item, 0, len(data.Changes))

asks = make([]orderbook.Item, 0, len(data.Changes))

for i := range data.Changes {

change := orderbook.Item{Price: data.Changes[i].PriceLevel, Amount: data.Changes[i].NewQuantity}

switch data.Changes[i].Side {

case "bid":

bids = append(bids, change)

case "offer":

asks = append(asks, change)

default:

return nil, nil, errors.Errorf(errUnknownSide, data.Changes[i].Side)

}

}

You can pre allocate, slightly wasteful, so leave it up to your discretion.

After benchmarking, that doesn't seem wasteful, it seems flat out better. Nice.

shazbert · 2024-03-04T04:16:20Z

exchanges/coinbasepro/coinbasepro.go

-	return fee * amount * purchasePrice
+	p.Values.Set(labelStart, startDate.Format(time.RFC3339))
+	p.Values.Set(labelEnd, endDate.Format(time.RFC3339))
+	return err


return nil

gloriousCode

Nice work, programmer! Here's some initial feedback on handling errors, authentication issues and test design

gloriousCode · 2024-03-26T03:47:56Z

exchanges/coinbasepro/coinbasepro.go

@@ -3,751 +3,1135 @@ package coinbasepro
 import (


I feel like this package, filenames etc should be renamed to just coinbase given that coinbase has dropped it https://www.coinbase.com/blog/hello-advanced-trade-goodbye-coinbase-pro
the "pro" part of things just refers to the "pro" interface on coinbase versus "basic". But we can look at doing this towards the end.

I'm a tad concerned about missing stuff in that conversion, so I'll leave it for later.

gloriousCode · 2024-03-26T03:51:54Z

exchanges/coinbasepro/coinbasepro_test.go

+		err := c.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
+			exchange.RestSpot: coinbaseproSandboxAPIURL,
+		})
+		log.Fatal("failed to set sandbox endpoint", err)


Please address

Suggested change

log.Fatal("failed to set sandbox endpoint", err)

if err != nil {

log.Fatal("failed to set sandbox endpoint", err)

}

gloriousCode · 2024-03-26T03:53:39Z

exchanges/coinbasepro/coinbasepro_test.go

-		t.Errorf("Coinbase, GetProducts() Error: %s", err)
-	}
+func TestGetAllAccounts(t *testing.T) {
+	sharedtestvalues.SkipTestIfCredentialsUnset(t, c)


Please add t.Parallel() to all tests. Unless there is a reason you haven't - if so, please tell me so we can work out a way to have parallel tests 👍

Parallelism wasn't added for tests with outbound requests due to concerns over rate/race issues with sending a boatload of requests to the exchange at once.

Admittedly, I developed that heuristic very early on when working with this codebase, and I haven't properly examined whether it's an actual issue or not. If you don't think it is, I can chuck that into most of these, save for a few websocket tests that may need a linear order.

Rate limits will handle outbound request issues. I'm seeing changes in ratelimits.go in this PR so I assume you've handled the API requirements for them. That would address any concerns you have over t.Parallel. Let me know if you need help with rate limits otherwise

Yeah that was unfounded. Added that to all non-WS tests.

gloriousCode · 2024-03-26T03:56:04Z

exchanges/coinbasepro/coinbasepro_test.go

+	accounts, err := c.GetAllAccounts(context.Background(), 250, "")
+	assert.NoError(t, err)
+	if accounts == nil || len(accounts.Accounts) == 0 {
+		t.Fatal(errExpectedNonEmpty)


This seems more appropriate to skip, than to fatal. It is not an error that I, a peasant, have no funds 😭

By default, I believe Coinbase should list at least one account associated with an API key; if none come back I think that implies something was wrong with the data. Later, when I do an actual check for funds, I merely skip if there isn't enough.

I'll reverify after you've addressed the other comments. I have a verified account and API key and was hitting this line (len(accounts.Accounts) was 0). I don't believe I was receiving any errors from the API

Please reverify; if you're still getting that, I'll change it to a skip.

gloriousCode · 2024-03-26T03:58:26Z

exchanges/coinbasepro/coinbasepro_test.go

+	c          = &CoinbasePro{}
+	testCrypto = currency.BTC
+	testFiat   = currency.USD
+	testPair   = currency.NewPairWithDelimiter(testCrypto.String(), testFiat.String(), "-")
 )

 // Please supply your APIKeys here for better testing
 const (


Could you please move this section above the vars?

gloriousCode · 2024-03-26T04:08:08Z

exchanges/coinbasepro/ratelimit.go

+	case WSRate:
+		return r.RateLimWS.Wait(ctx)
+	default:
+		return errors.Errorf(errUnknownEndpointLimit, f)


We typically format errors like the following:

Suggested change

return errors.Errorf(errUnknownEndpointLimit, f)

return fmt.Errorf("%w %v",errUnknownEndpointLimit, f)

Then, you should be changing errUnknownSide to the following:

var ( errUnknownSide = errors.New("unknown side") )

That way, in test TestProcessSnapshotUpdate you can do the following check:
assert.ErrorIs(t, err, errUnknownSide)

Or, as a complete example:

func TestProcessSnapshotUpdate(t *testing.T) { t.Parallel() req := WebsocketOrderbookDataHolder{Changes: []WebsocketOrderbookData{{Side: "fakeside", PriceLevel: 1.1, NewQuantity: 2.2}}, ProductID: currency.NewBTCUSD()} err := c.ProcessSnapshot(&req, time.Time{}) assert.ErrorIs(t, err, errUnknownSide) req.Changes[0].Side = "offer" err = c.ProcessSnapshot(&req, time.Now()) assert.NoError(t, err) err = c.ProcessUpdate(&req, time.Now()) assert.NoError(t, err) }

fmt.Errorf allows for rich details to be added to errors, which is helpful for the user. In addition, golang allows you to wrap multiple errors together. Wrapping multiple errors allow for good debugging techniques where we can handle scenarios like

if err != nil { if errors.Is(err, errTheThingBlewUp) { // do soemthing specific to address the error } else { return nil, err } }

So what I'd like you to do is update all the const err you have declared in the coinbasepro package, and change them to errors.New("...") type errors. Then you can change the error handling in your tests to better parse what's going on, instead of relying on string comparisons via err.Error(). Make them like my example above

I've changed most of these, but left errIntervalNotSupported (never used sprintf formatting; was used to maintain every return value being a string) and warnSequenceIssue (kept as a string to distinguish this recoverable issue of data loss from a more pressing error, since only string-based functions are used on it, and since strings passed to websocketDataHandler are logged differently from errors).

If you want me to change those too, let me know.

I also took the liberty of changing some code to remove further error.Error calls that were ultimately rooted in the Coinbase code, but didn't previously have associated variables of any kind.

gloriousCode · 2024-03-26T04:11:22Z

exchanges/coinbasepro/coinbasepro_test.go

+	skipTestIfLowOnFunds(t)
+	resp, err := c.PreviewOrder(context.Background(), testPair.String(), "BUY", "MARKET", "", "", 0, 1, 0, 0, 0, 0, false,
+		false, false, time.Time{})
+	assert.NoError(t, err)


I am receiving the following:
CoinbasePro unsuccessful HTTP status code: 400 raw response: {"error":"unknown","error_details":"proto: (line 1:78): invalid value for enum type: \"\"","message":"proto: (line 1:78): invalid value for enum type: \"\""}, authenticated request failed
This seems to suggest an invalid request. I'm receiving this with multiple authorised requests. Please let me know if you are passing these tests and I'll look into what's going on for me a bit further before commenting

Ah, that slipped under my testing. The marginType parameter was added later; when I went back to add it I neglected to remove skipTestIfLowOnFunds. Since I didn't have enough funds to properly run it, that had me never check if margin_type could be sent as an empty string, and my assumption that it could was wrong.

I've fixed that oversight. Now, I fail with the error "account is not available", which I suspect means that I have insufficient funds. Further info would be appreciated!

gloriousCode · 2024-03-26T04:14:47Z

exchanges/coinbasepro/coinbasepro_test.go

+	_, err := c.GetAllPaymentMethods(context.Background())
+	// This endpoint appears to currently be broken for all users
+	if err.Error() != errInternalMessageNil {
+		t.Error(err)


You are making some assumptions that an err will be returned. You should be checking if the err != nil. Since I did not receive an error, this test panics:

panic: runtime error: invalid memory address or nil pointer dereference [recovered] panic: runtime error: invalid memory address or nil pointer dereference [signal SIGSEGV: segmentation violation code=0x2 addr=0x18 pc=0x104889870] goroutine 259 [running]: testing.tRunner.func1.2({0x104a44900, 0x104e518d0}) /opt/homebrew/Cellar/go/1.22.1/libexec/src/testing/testing.go:1631 +0x1c4 testing.tRunner.func1() /opt/homebrew/Cellar/go/1.22.1/libexec/src/testing/testing.go:1634 +0x33c panic({0x104a44900?, 0x104e518d0?}) /opt/homebrew/Cellar/go/1.22.1/libexec/src/runtime/panic.go:770 +0x124 github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro.TestGetAllPaymentMethods(0x140003a6820) /Users/WOW/go/src/github.com/thrasher-corp/gocryptotrader/exchanges/coinbasepro/coinbasepro_test.go:601 +0x60 testing.tRunner(0x140003a6820, 0x104af7e68) /opt/homebrew/Cellar/go/1.22.1/libexec/src/testing/testing.go:1689 +0xec created by testing.(*T).Run in goroutine 1 /opt/homebrew/Cellar/go/1.22.1/libexec/src/testing/testing.go:1742 +0x318

So please update your tests to check for nil errors before calling err.Error(). However, along with my other commentary about changing the error strings to errors.New it will be much easier to handle these issues and you won't need to call err.Error(). Other exchanges like binance_test.go will be helpful in that regard such as TestWrapperGetServerTime

Yeah that was just me implementing a dumb way of being notified when that endpoint stopped returning an error for everyone. Fixed, and I'll try to avoid that sort of thing in the future.

gloriousCode · 2024-03-26T04:21:59Z

exchanges/coinbasepro/coinbasepro_websocket.go

-		})
+// sendRequest is a helper function which sends a websocket message to the Coinbase server
+func (c *CoinbasePro) sendRequest(msgType, channel string, productIDs currency.Pairs) error {
+	creds, err := c.GetCredentials(context.Background())


I believe this is causing issues. I do not have credentials set in my config and authenticatedWebsocketApiSupport is set to false. So I am receiving the following error when attempting to subscribe:
[ERROR] | WEBSOCKET | 26/03/2024 15:20:05 | CoinbasePro websocket: subscription failure, CoinbasePro REST or Websocket authentication support is not enabled

I do not believe authentication is required to subscribe to a ticker

It is. All websocket endpoints require authentication. That's not explicitly stated, but these three links imply it https://docs.cloud.coinbase.com/advanced-trade-api/docs/auth https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-auth https://docs.cloud.coinbase.com/advanced-trade-api/docs/ws-channels and removing the signature/key from the request causes the exchange to complain, even for channels like "ticker".

gloriousCode · 2024-03-26T04:26:33Z

exchanges/coinbasepro/coinbasepro.go

+		vals.Set("end", strconv.FormatInt(endDate.Unix(), 10))
+	}
+	var resp Ticker
+	return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,


This is not an authenticated endpoint: https://docs.cloud.coinbase.com/advanced-trade-api/reference/retailbrokerageapi_getmarkettrades
[ERROR] | SYNC | 26/03/2024 15:23:23 | Failed to get REST ticker. Error: CoinbasePro REST or Websocket authentication support is not enabled

Suggested change

return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,

return &resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)

Please verify other API endpoints and verify that they are not attempting to send requests with authentication when it is not needed

No V3 endpoint is public except for Get Server Time, as per https://docs.cloud.coinbase.com/advanced-trade-api/docs/rest-api-overview

Although that was accidentally left authenticated too; I'll push a fix for that along with the other stuff you brought up soon.

Just to add onto this. Could you please implement all unauthenticated endpoints from https://docs.cloud.coinbase.com/exchange/reference
This will allow for basic data retrieval without credentials. Endpoints such as
Instruments
Ticker
Orderbook
Trades
Candles

These will be important to reference in the wrapper functions:
FetchTradablePairs
UpdateTickers
UpdateTicker
UpdateOrderbook
GetRecentTrades
GetHistoricTrades
GetHistoricCandles
GetHistoricCandlesExtended
UpdateOrderExecutionLimits

gloriousCode

Thank you for your updates @cranktakular! I have some extra requests to utilise public endpoints. The reason for this is because the Advanced Trading API does not yet have a public API, but is promised to be "soon"™️.

Utilising the existing public trading endpoints for the base API will allow for more utilisation of data without requiring credentials. However, when API credentials are present, it is still better to utilise those endpoints as this is a replacement of "coinbase pro" and not "coinbase"

gloriousCode · 2024-04-15T01:42:40Z

exchanges/coinbasepro/coinbasepro_test.go

+	err = c.Setup(cfg)
+	if err.Error() != errx7f {
+		t.Errorf(errExpectMismatch, err, errx7f)
+	}


Please update all instances of error checking to utilise err != nil and errors.Is.

I would also expect a test to be able to perform the important function of Setup to also have a scenario where no error occurs

exchanges/coinbasepro/coinbasepro_test.go

gbjk · 2024-04-30T04:22:13Z

cmd/exchange_wrapper_standards/exchange_wrapper_standards_test.go

+// blockedExchanges are exchanges that are not able to be tested in general
+var blockedExchanges = []string{
+	"coinbasepro", // coinbasepro API requires authentication for almost every endpoint
+}
+


Maybe you've thought about this already, but worth mentioning in case it hasn't been covered already:
As a design pattern I think it's preferable to find any way to consolidate all information about an exchange onto it's own packages.

Off the top of my head I'm thinking about adding an exported constant using build tags for tests, and then using reflect to check for it.
The things I'm aiming for with that are:

No cost or boilerplate to exchanges which don't care

No production runtime cost

More information about the exchange is consolidated into it's dir, making it easier to find and delete in one go

I'm not suggesting you need to do this, especially in light of blockedCIExchanges already existing, but wanted to share it in case you want to engage, and for any other work in flight where it's appropriate.

After incorporating public endpoints from an earlier version of the API, I no longer need that blockedExchanges variable to exist so I've removed it.

Moving towards that sort of design for other similar stuff within those standards seems like a good idea, but I think it's a bit out of scope for my current work.

cranktakular added 28 commits October 9, 2023 08:42

Slight enhance of Coinbase tests

a006163

Continual enhance of Coinbase tests The revamp continues Oh jeez the Orderbook part's unfinished don't look Coinbase revamp, Orderbook still unfinished

Merge branch 'master' into coinbase_api_revamp

074f367

Coinbase revamp; CreateReport is still WIP

bd9f2dd

More coinbase improvements; onto sandbox testing

25fcd2e

Coinbase revamp continues

5d3fd99

Coinbase revamp continues

3aca36b

Merge branch 'coinbase_api_revamp' of github.com:cranktakular/gocrypt…

f58b76d

…otrader into coinbase_api_revamp

Coinbasepro revamp is ceaseless

eded160

Coinbase revamp, starting on advanced trade API

5a0ba23

Coinbase Advanced Trade Starts in Ernest

88e6713

V3 done, onto V2 Coinbase revamp nears completion Coinbase revamp nears completion Test commit should fail Coinbase revamp nears completion

Coinbase revamp stage wrapper

aa2efef

Merge branch 'master' into coinbase_api_revamp

3560599

Coinbase wrapper coherence continues

4593828

Coinbase wrapper continues writhing

a8cae40

Coinbase wrapper & codebase cleanup

0564e45

Coinbase updates & wrap progress

4f5ccb5

More Coinbase wrapper progress

9a6c7e6

Wrapper is wrapped, kinda

2896b3e

Test & type checking

ffb43d8

Coinbase REST revamp finished

7dd4589

Merge branch 'master' into coinbase_api_revamp

6d7ac5f

Post-merge fix

2881841

WS revamp begins

2166886

WS Main Revamp Done?

35eda67

CB websocket tidying up

6ac86cd

Coinbase WS wrapperupperer

cfe6e11

Coinbase revamp done??

2f770d5

Merge branch 'master' into coinbase_api_revamp

3e54528

thrasher- changed the title ~~Coinbase api revamp~~ Coinbase: Update exchange implementation Feb 14, 2024

thrasher- requested a review from a team February 14, 2024 23:40

cranktakular added 4 commits February 27, 2024 15:39

Coinbase code improvements

c7d7ac2

Providing warning about known issue

8cdc78a

Merge branch 'master' into coinbase_api_revamp

19245e3

Updating an error to new format

79ac205

Making gocritic happy

e073757

shazbert requested changes Mar 5, 2024

View reviewed changes

cranktakular added 4 commits March 8, 2024 09:36

Review adherence

a65fc38

Merge branch 'master' into coinbase_api_revamp

254efe7

Endpoints moved to V3 & nil pointer fixes

14ab490

Removing seemingly superfluous constant

bee2878

cranktakular requested a review from shazbert March 19, 2024 22:04

gloriousCode requested changes Mar 26, 2024

View reviewed changes

gloriousCode added reconstructing Based on PR feedback, this is currently being reworked and is not to be merged and removed review me This pull request is ready for review labels Apr 7, 2024

cranktakular added 3 commits April 9, 2024 13:08

Glorious improvements

1d51a2e

Merge master, resolving conflict

90e20e1

Removing unused error

4d1afc2

gloriousCode requested changes Apr 15, 2024

View reviewed changes

cranktakular added 2 commits April 15, 2024 17:26

Partial public endpoint addition

55596d8

Slight improvements

343052b

gbjk reviewed Apr 30, 2024

View reviewed changes

cranktakular added 7 commits April 30, 2024 16:47

Wrapper improvements; still a few errors left in other packages

ea43046

A lil Coinbase progress

6dbb243

Merge with master + improvements

f3fc162

Json cleaning

a5a3bad

Lint appeasement

742b21e

Config repair

71e0fa5

Config fix (real)

01ccd01

gloriousCode added the rebase/merge of master required label May 20, 2024

	return errors.Errorf(errUnknownEndpointLimit, f)
	return fmt.Errorf("%w %v",errUnknownEndpointLimit, f)

	return &resp, c.SendAuthenticatedHTTPRequest(ctx, exchange.RestSpot, http.MethodGet,
	return &resp, c.SendHTTPRequest(ctx, exchange.RestSpot, path, &resp)

Coinbase: Update exchange implementation #1480

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Coinbase: Update exchange implementation #1480

Conversation

cranktakular commented Feb 14, 2024 • edited

PR Description

Type of change

How has this been tested

Checklist

codecov bot commented Feb 27, 2024 • edited

Codecov Report

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cranktakular commented Feb 14, 2024 •

edited

codecov bot commented Feb 27, 2024 •

edited

gloriousCode Apr 9, 2024 •

edited

gloriousCode Apr 9, 2024 •

edited

gloriousCode Mar 26, 2024 •

edited

cranktakular Apr 9, 2024 •

edited