coinbase-async

Asynchronous python3 coinbase client with Google Big Query support (unofficial)

See the official API documentation here and here

Features

Full, near real-time tracking of all trades and quotes placed onto the Coinbase exchange
Asynchronous WebSocket feed and asynchronous GET/POST requests
(Optional) Google BigQuery storage

Requirements

python>=3.6.5
aiohttp>=3.3.0
gcloud-aio-auth>=1.0.0
gcloud-aio-bigquery>=1.0.0
google-cloud-bigquery>=1.2.0
urllib3>=1.22
async-timeout>=3.0.0
ujson>=1.35

Enhancements (Optional)

ciso8601>=1.0.8

Installation

Install from github:

pip3 install git+https://github.com/nmatare/coinbase-async.git#egg=measurements

You can download the source file here, installing it manually:

python3 setup.py install

Naive Example

import asyncio
from coinbase.connect import MessageHandler

async def main(product_ids, service_file=None, **kwargs): 
    async with MessageHandler(
        product_ids=product_ids, service_file=service_file, **kwargs
    ) as exchange:
        print("Connecting to Coinbase WebSocket Server")
        if exchange.datasets:
            print("Streaming data into Google BigQuery")
        while True:
            message = await exchange.process_message()
            if message == "":
                pass
            else:
                print(message)

if __name__ == "__main__":
  loop = asyncio.get_event_loop()
  loop.run_until_complete(main(
      product_ids=["LTC-USD"],
      subscribe_message={
              "type": "subscribe",
              "product_ids": ["LTC-USD"],
              "channels": ["full"]
      }
  ))

# Connecting to Coinbase WebSocket Server
# Received orderbook snapshot for LTC_USD on 2018-06-09 05:53:04.143313
# Subscribed to Coinbase ['full'] WebSocket channels for products: ['LTC_USD']
# LTC_USD traded @ 120.46 on 2018-06-09 05:53:20.284000+00:00  
# LTC_USD traded @ 120.46 on 2018-06-09 05:53:20.284000+00:00  
# LTC_USD traded @ 120.47 on 2018-06-09 05:53:20.284000+00:00  
# LTC_USD traded @ 120.49 on 2018-06-09 05:53:20.284000+00:00
# ....

Database (BigQuery) Example

import asyncio
from coinbase.connect import MessageHandler
from coinbase.bigquery import CreateBigQuery

async def main(product_ids, service_file=None, **kwargs): 
    async with MessageHandler(
        product_ids=product_ids, service_file=service_file, **kwargs
    ) as exchange:
        print("Connecting to Coinbase WebSocket Server")
        if exchange.datasets:
            print("Streaming data into Google BigQuery")
        while True:
            message = await exchange.process_message()
            if message == "":
                pass
            else:
                print(message)

if __name__ == "__main__":
  db = CreateBigQuery(
        product_ids=["LTC-USD"],
        service_file="~/service_file.json",
        brand_new=True # sends GET requests to create datasets/tables
  )
  # db.delete_datasets("LTC_USD")

  loop = asyncio.get_event_loop()
  loop.run_until_complete(main(
      product_ids=["LTC-USD"],
      service_file="~/service_file.json"
  ))

# Connecting to Coinbase WebSocket Server
# Streaming data into Google BigQuery 
# Received orderbook snapshot for LTC_USD on 2018-06-09 05:53:04.143313
# Subscribed to Coinbase ['full', 'level2'] WebSocket channels for products: ['LTC_USD']
# ....
# Sent batch of 500 orderbook for product_id 'LTC_USD' to BigQuery
# Sent batch of 500 quotes for product_id 'LTC_USD' to BigQuery
# LTC_USD traded @ 605.0 on 2018-06-09 06:03:33.251000+00:00
# ....

Command Line Example

cd coinbase-async
python3 main.py \ 
  --product_ids "LTC-USD" \
  --service_file "~/service_file.json" \
  --logfile "ltc_usd.log"

TODO

Test scripts and UAT
~~User-based authentication to Coinbase~~
Only tested on channels 'full' and 'l2update'; add support for ticker, matches, user, and other channels
Asynchronously create datasets/tables

Citations

The class coinbase.connect.requests.Request is based off the work done by Daniel Paquin and Kornel Csernai

License

This project is licensed under the Apache License Version 2.0 - see LICENSE.md file for details

nmatare / coinbase-async