When I tried to use coinbase-pro-rs it was not compiling: I had many errors related to serde.

I fixed the errors by adding:

features = ["derive"]

I noticed that many dependencies are outdated, so I updated to the most recent versions and fixed the code when the API were slightly different.

Also some of the tests are flaky: "check_latency" and "check_full", I increased the timeouts.

Of recent, when making orders that have a time_in_force parameter of GTT, there are errors when parsing the json representation of that order. The reason for this is that the "expire_time" in the json representation of the order has a format such as "2019-09-07T07:30:50.22512Z" with the Zulu symbol already at the end - and the utils datetime_from_string also goes ahead to append a Zulu symbol at the end of datetime.

This change adds a check so that the Zulu symbol is only added if it is not already there.

Thanks for your work on this repo! This PR has two additions.

1. It extends the WS Match struct to include fields that come into the message when you are authenticated which makes it easier to figure out whether you were a maker or a taker.

2. It allows sending the client_oid field with new orders which can be used to track an order when it comes in via the websocket (specifically via the Received message). Without this I had to do a bunch of nasty locking.

2 is definitely a bit more abrasive of a change (it breaks the ordering APIs). Ultimately we might want to consider something like an order builder rather than all of the different functions. eg. something like:

let order = Order::buy()
  .limit(1000.0)
  .client_oid(Uuid::new_v4())
  .time_in_force(OrderTimeInForce::FOK);

client.place_order(order);

This would let us continue to extend the API without (as many) breaking changes. It also saves the current 5-6 argument order methods that we have currently.

Either way, let me know if you want me to break apart the pull request or need any changes.

Cheers!

added missing attribute for f64 fields (#[serde(deserialize_with = "f64_from_string")]) to prevent error: "invalid type: string "13.0000000000000000", expected f64"

changed account_id field for AccountHolds struct to id, which matches what is being reported by the API.

removed struct field which was missing from API results: updated_at.

It seems that Coinbase has removed base_min_size from their product api, which causes get_product to crash to an error:

thread 'main' panicked at 'called `Result::unwrap()` on an `Err` value:
Serde {
  error: Error("missing field `base_min_size`", line: 1, column: 388),
  data: "{\"id\":\"CRV-EUR\",\"base_currency\":\"CRV\",\"quote_currency\":\"EUR\",\"quote_increment\":\"0.0001\",\"base_increment\":\"0.01\",\"display_name\":\"CRV/EUR\",\"min_market_funds\":\"0.84\",\"margin_enabled\":false,\"fx_stablecoin\":false,\"max_slippage_percentage\":\"0.03000000\",\"post_only\":false,\"limit_only\":false,\"cancel_only\":false,\"trading_disabled\":false,\"status\":\"online\",\"status_message\":\"\",\"auction_mode\":false}"
}

Please forgive me if this isn't actually necessary. I believe that pub(crate) is ambiguous on struct constructors and doesn't actually cause these functions to be exposed publicly.

If I'm incorrect here, please excuse this PR and let me know the correct syntax to create a request using market or limit constructors from an external package.

Adds stop_loss, stop, and stop_entry methods to the order builder API.

It also fixes the serialization of stop orders and adds it to the response.

Note: GDAX's sandbox API is a bit wonky right now so I was getting some failed tests. I didn't dig too far.

This commit changes the internals of the reqs::Order struct to use an owned struct rather than a lifetime pointer. The main reason for this change is to allow implementing Into<Order> for structs that don't have pointer-based representations of strings for products. For example, consider the following scenario:

enum Coin {
  BTC
  USD
}

enum Pair {
  quote: Coin,
  base: Coin,
}

enum AppOrder {
  pair: Pair,
  size: f64,
}

If you imagine trying to implement From<AppOrder> for reqs::Order it is currently impossible, as you would need to render the pair (eg. format!("{}-{}", pair.quote, pair.base) but the generated string would not live long enough to satisfy the lifetime requirement of the Order<'a>.

Since an order is almost always followed by IO, and the frequency of making orders is relatively sparse, the performance overhead of potentially copying a string unnecessarily seems like a worthwhile sacrifice for ergonomics.

I realize that this is a breaking change and that it might not be worth releasing immediately (or at all) so please reject this PR if you don't think it's worth it. That being said, I did run into this issue when using it in my application - and I think any application that tries to write bindings to multiple exchanges (and thus has it's own "OrderRequest" type) will run into something similar to this.

I'm getting this error running the ws_url url of coinbase pro. Any ideas?

` extern crate coinbase_pro_rs; extern crate hyper; extern crate tokio;

use coinbase_pro_rs::{ ASync, Public, WS_URL, structs }; use hyper::rt::Future;

fn main() { let client: Public = Public::new_with_keep_alive(WS_URL, false);

let btc_usd = client
    .get_book::<structs::public::BookRecordL1>("BTC-USD")
    .map_err(|err| {
        println!("{:?}", err);
    })
    .and_then(|book| {
        println!("BTC-USD: {:?}", book);
        Ok(())
    });
tokio::run(btc_usd);

} `

• Update struct schemas based on https://docs.cloud.coinbase.com/exchange/reference
• Fix unit tests

running 56 tests
test private::tests::test_get_account_holds ... ignored
test private::tests::test_get_orders ... ignored
test private::tests::test_get_trailing_volume ... ignored
test private::tests::test_set_order_limit ... ignored
test private::tests::test_set_order_market ... ignored
test public::tests::send_test ... ignored
test public::tests::test_check_latency ... ignored
test public::tests::test_check_latency_async ... ignored
test public::tests::test_check_latency_async_block_on ... ignored
test public::tests::test_get_book ... ignored
test private::tests::test_new_order_ser ... ok
test adapters::tests::test_async ... ok
test private::tests::test_buy_market_funds ... ok
test adapters::tests::test_sync ... ok
test structs::reqs::tests::test_order_builder ... ok
test structs::reqs::tests::test_order_from ... ok
test structs::wsfeed::tests::test_canceled_order_done ... ok
test structs::wsfeed::tests::test_canceled_order_without_auth ... ok
test structs::wsfeed::tests::test_change_without_price ... ok
test structs::wsfeed::tests::test_parse_numbers ... ok
test structs::wsfeed::tests::test_parse_uuid ... ok
test private::tests::test_cancel_all ... ok
test wsfeed::tests::test_full ... ignored
test private::tests::test_fees ... ok
test private::tests::test_cancel_order ... ok
test private::tests::test_get_account ... ok
test wsfeed::tests::test_status ... ok
test private::tests::test_get_account_hist ... ok
test wsfeed::tests::test_subscribe ... ok
test wsfeed::tests::test_subscribe_auth ... ok
test private::tests::test_get_accounts ... ok
test private::tests::test_get_fills ... ok
test private::tests::test_get_order ... ok
test private::tests::test_get_order_market_funds ... ok
test private::tests::test_get_order_market ... ok
test private::tests::test_get_pub ... ok
test private::tests::test_get_transfers ... ok
test private::tests::test_sell_market_funds ... ok
test private::tests::test_set_order_limit_gtc ... ok
test private::tests::test_set_order_stop ... ok
test public::tests::test_get_candles ... ok
test public::tests::test_get_currencies ... ok
test public::tests::test_get_product ... ok
test public::tests::test_get_stats24h ... ok
test public::tests::test_get_products ... ok
test public::tests::test_get_ticker ... ok
test public::tests::test_get_time ... ok
test public::tests::test_get_trades ... ok
test wsfeed::tests::test_dynamic_subscription ... ok
test wsfeed::tests::test_heartbeat ... ok
test wsfeed::tests::test_level2 ... ok
test wsfeed::tests::test_match ... ok
test wsfeed::tests::test_status_stream ... ok
test wsfeed::tests::test_subscription ... ok
test wsfeed::tests::test_ticker ... ok
test wsfeed::tests::test_user ... ok

test result: ok. 45 passed; 0 failed; 11 ignored; 0 measured; 0 filtered out; finished in 26.54s

   Doc-tests coinbase-pro-rs

running 3 tests
test src/lib.rs - (line 35) ... ok
test src/lib.rs - (line 16) ... ok
test src/lib.rs - (line 45) ... ok

test result: ok. 3 passed; 0 failed; 0 ignored; 0 measured; 0 filtered out; finished in 7.64s

small typo here, working code looks like this:

use coinbase_pro_rs::{Public, ASync, MAIN_URL};

...

    let client: Public<ASync> = Public::new_with_keep_alive(MAIN_URL, false);

The Public::get_trades() method does not support pagination which is required to retrieve historical trade data. To avoid a breaking change this could be addressed by adding a new method resembling pub fn get_trades_paginated(&self, product_id: &str, before: Option<usize>, after: Option<usize>) ....

All, where do you find the API docs for the api.pro.coinbase.com? When I go into their new cloud docs all I see is something that they call exchange; api.exchange.coinbase.com. Even the link at https://docs.pro.coinbase.com sends me to the same 'exchange' docs. I don't see the api.pro.coinbase.com anywhere in there docs.

I tried using the same secret, passphrase and key with exchange but it doesn't work. Am I missing something or are trying to move the api url from api.pro.coinbase.com to api.exchange.coinbase.com? If not can someone send me a link to the pro docs?

Thanks.

The official API (and the docs copied from there) allow specifying "all" orders, but the code only allows passing Option<OrderStatus>:

https://docs.rs/coinbase-pro-rs/0.6.9/src/coinbase_pro_rs/private.rs.html#357-372

Not sure if the parameter would need it's own enum, or allow a list of order statuses, or if "all" should be the default. As is it is a bit clumsy to get "all", as that would require looping over the enum.

new_size field is missing in Full::Change enum variant.

I think that the corresponding value is an optional value, because one of the official coinbase pro API reference's example has no new_size field too.

we need to checks if there is a document specifying the fields of each variant, and that there are no problems with other variants.