index.d.ts

import { EventEmitter } from 'events';
import * as request from 'request';
import { Readable } from 'stream';

declare module 'gdax' {
    export type HttpResponse = request.Response;

    export type callback<T> = (err: any, response: HttpResponse, data: T) => void;

    interface ApiServerTime {
        iso: string;
        epoch: number;
    }

    export type ProductTicker = {
        trade_id: string,
        price: string,
        size: string,
        bid: string,
        ask: string,
        volume: string,
        time: string
    }

    interface BaseOrder {
        type: string;
        side: 'buy' | 'sell';
        product_id: string;
        client_oid?: string;
        stp?: 'dc' | 'co' | 'cn' | 'cb';
        stop?: 'loss' | 'entry';
        stop_price?: string;
    }

    interface LimitOrder extends BaseOrder {
        type: 'limit';
        price: string;
        size: string;
        time_in_force?: 'GTC' | 'GTT' | 'IOC' | 'FOK';
        cancel_after?: 'min' | 'hour' | 'day';
        post_only?: boolean;
    }

    /**
     * Only one of `size` and `funds` are required for market and limit orders (the other can be explicitly assigned null or undefined). However,
     * it is advisable to include both. If funds is not specified, the entire user balance is placed on hold until the order is filled which
     * will prevent other orders from being placed in the interim. This can cause issues for HFT algorithms for example.
     */
    interface MarketOrder extends BaseOrder {
        type: 'market';
        size: string | null;
        funds: string | null;
    }

    interface StopOrder extends BaseOrder {
        type: 'stop';
        size: string;
        funds: string;
    }

    export type OrderParams = MarketOrder | LimitOrder | StopOrder;

    export interface BaseOrderInfo {
        id: string;
        price: string;
        size: string;
        product_id: string;
        side: 'buy' | 'sell';
        stp: 'dc' | 'co' | 'cn' | 'cb';
        type: 'limit' | 'market' | 'stop';
        created_at: string;
        post_only: boolean;
        fill_fees: string;
        filled_size: string;
        status: 'rejected' | 'received' | 'open' | 'done' | 'pending';
        settled: boolean;
        executed_value: string;
    }

    export interface OrderResult extends BaseOrderInfo {
        time_in_force: 'GTC' | 'GTT' | 'IOC' | 'FOK';
        status: 'rejected' | 'received' | 'open' | 'done';
    }

    export interface OrderInfo extends BaseOrderInfo {
        status: 'received' | 'open' | 'done' | 'pending';
        funds: number;
        specified_funds: number;
        done_at: string;
    }

    export type PageArgs = {
        before?: number;
        after?: number;
        limit?: number;
    };

    export type FillFilter = {
        product_id?: string;
        order_id?: string;
    } & PageArgs;

    export type OrderFilter = {
        product_id?: string;
        status?: string;
    } & PageArgs;

    export type Account = {
        id: string,
        profile_id: string,
        currency: CurrencyType,
        balance: string,
        available: string,
        hold: string
    };

    export type CoinbaseAccount = {
        id: string,
        name: string,
        balance: number,
        currency: CurrencyType,
        type: 'wallet' | 'fiat',
        primary: boolean,
        active: boolean
    };

    export type CurrencyType = 'USD' | 'BTC' | 'LTC' | 'ETH' | 'BCH' | 'ETC';

    export type CurrencyInfo = {
        id: CurrencyType,
        name: string,
        min_size: string
    };

    export interface ProductInfo {
        id: string;
        base_currency: string;
        quote_currency: string;
        base_min_size: string;
        base_max_size: string;
        quote_increment: string;
        display_name: string;
        margin_enabled: boolean;
    }

    /**
     * If a PublicClient or AuthenticatedClient method that does an
     * HTTP request throws an error, then it will have this shape.
     */
    export interface HttpError extends Error {
        response: HttpResponse;
        data?: any;
    }

    export interface ClientOptions {
        timeout?: number;
    }

    export class PublicClient {
        constructor(apiURI?: string, options?: ClientOptions);

        getProducts(callback: callback<ProductInfo[]>): void;
        getProducts(): Promise<ProductInfo[]>;

        getProductOrderBook(productID: string, options: any, callback: callback<any>): void;
        getProductOrderBook(productID: string, options: any): Promise<any>;

        getProductTicker(productID: string, callback: callback<ProductTicker>): void;
        getProductTicker(productID: string, ): Promise<ProductTicker>;

        getProductTrades(productID: string, callback: callback<any>): void;
        getProductTrades(productID: string): Promise<any>;

        getProductTrades(productID: string, pageArgs: PageArgs, callback: callback<any>): void;
        getProductTrades(productID: string, pageArgs: PageArgs): Promise<any>;

        getProductTradeStream(productID: string, tradesFrom: number, tradesTo: any): Readable;

        getProductHistoricRates(productID: string, args: any, callback: callback<any[][]>): void;
        getProductHistoricRates(productID: string, args: any): Promise<any[][]>;

        getProduct24HrStats(productID: string, callback: callback<any>): void;
        getProduct24HrStats(productID: string): Promise<any>;

        getCurrencies(callback: callback<CurrencyInfo[]>): void;
        getCurrencies(): Promise<CurrencyInfo[]>;

        getTime(callback: callback<ApiServerTime>): void;
        getTime(): Promise<ApiServerTime>;
    }

    export class AuthenticatedClient extends PublicClient {
        constructor(key: string, secret: string, passphrase: string, apiURI?: string, options?: ClientOptions);

        getCoinbaseAccounts(callback: callback<CoinbaseAccount[]>): void
        getCoinbaseAccounts(): Promise<CoinbaseAccount[]>;

        getAccounts(callback: callback<Account[]>): void;
        getAccounts(): Promise<Account[]>;

        getAccount(accountID: string, callback: callback<Account>): void;
        getAccount(accountID: string): Promise<Account>;

        getAccountHistory(accountID: string, callback: callback<any>): void;
        getAccountHistory(accountID: string): Promise<any>;

        getAccountHistory(accountID: string, pageArgs: PageArgs, callback: callback<any>): void;
        getAccountHistory(accountID: string, pageArgs: PageArgs): Promise<any>;

        getAccountTransfers(accountID: string, callback: callback<any>): void;
        getAccountTransfers(accountID: string): Promise<any>;

        getAccountTransfers(accountID: string, pageArgs: PageArgs, callback: callback<any>): void
        getAccountTransfers(accountID: string, pageArgs: PageArgs): Promise<any>;

        getAccountHolds(accountID: string, callback: callback<any>): void;
        getAccountHolds(accountID: string): Promise<any>;

        getAccountHolds(accountID: string, pageArgs: PageArgs, callback: callback<any>): void;
        getAccountHolds(accountID: string, pageArgs: PageArgs): Promise<any>;

        buy(params: OrderParams, callback: callback<OrderResult>): void;
        buy(params: OrderParams): Promise<OrderResult>;

        sell(params: OrderParams, callback: callback<OrderResult>): void;
        sell(params: OrderParams): Promise<OrderResult>;

        placeOrder(params: OrderParams, callback: callback<OrderResult>): void;
        placeOrder(params: OrderParams): Promise<OrderResult>;

        cancelOrder(orderID: string, callback: callback<string[]>): void;
        cancelOrder(orderID: string): Promise<string[]>;

        cancelAllOrders(args: { product_id?: string }, callback: callback<string[]>): void;
        cancelAllOrders(args: { product_id?: string }): Promise<string[]>;

        getOrders(callback: callback<OrderInfo[]>): void;
        getOrders(): Promise<OrderInfo[]>;

        getOrders(props: OrderFilter, callback: callback<OrderInfo[]>): void;
        getOrders(props: OrderFilter): Promise<OrderInfo[]>;

        getOrder(orderID: string, callback: callback<OrderInfo>): void;
        getOrder(orderID: string): Promise<OrderInfo>;

        getFills(callback: callback<any>): void;
        getFills(): Promise<any>;

        getFills(props: FillFilter, callback: callback<any>): void;
        getFills(props: FillFilter): Promise<any>;

        getFundings(params: any, callback: callback<any>): void;
        getFundings(params: any): Promise<any>;

        repay(params: any, callback: callback<any>): void;
        repay(params: any): Promise<any>;

        marginTransfer(params: any, callback: callback<any>): void;
        marginTransfer(params: any): Promise<any>;

        closePosition(params: any, callback: callback<any>): void;
        closePosition(params: any): Promise<any>;

        convert(params: any, callback: callback<any>): void;
        convert(params: any): Promise<any>;

        deposit(params: any, callback: callback<any>): void;
        deposit(params: any): Promise<any>;

        withdraw(params: any, callback: callback<any>): void;
        withdraw(params: any): Promise<any>;

        withdrawCrypto(params: any, callback: callback<any>): void;
        withdrawCrypto(params: any): Promise<any>;

        getTrailingVolume(callback: callback<any>): void;
        getTrailingVolume(): Promise<any>;
    }

    export namespace WebsocketMessage {
        export type Heartbeat = {
            type: 'heartbeat'
            sequence: number
            last_trade_id: number
            product_id: string
            time: string // ISO Date string without time zone
        }
        export type L2Snapshot = {
            type: 'snapshot'
            product_id: string
            bids: [string, string][] // strings are serialized fixed-point numbers
            asks: [string, string][]
        }
        export type L2Update = {
            type: 'l2update'
            product_id: string
            changes: [string, string, string][] // [side, price, new size]
        }
        export type Received = {
            type: 'received'
            time: string
            product_id: string
            sequence: number
            order_id: string
            side: 'buy' | 'sell'
        } & (ReceivedLimit | ReceivedMarket)
        export type ReceivedLimit = {
            order_type: 'limit'
            size: string
            price: string
        }
        export type ReceivedMarket = {
            order_type: 'market'
            funds: string
        }
        export type Match = {
            type: 'match'
            trade_id: number
            sequence: number
            maker_order_id: string
            taker_order_id: string
            time: string
            product_id: string
            size: string
            price: string
            side: 'buy' | 'sell'
        }
        // Add as necessary. There are still Opens, Dones, Changes, and some other things
    }
    export type WebsocketMessage =
        WebsocketMessage.Heartbeat
        | WebsocketMessage.L2Snapshot
        | WebsocketMessage.L2Update
        | WebsocketMessage.Received
        | WebsocketMessage.Match
        // Add as necessary.


    export interface WebsocketAuthentication {
        key: string,
        secret: string,
        passphrase: string
    }

    interface WebsocketClientOptions {
        channels?: string[];
    }

    export class WebsocketClient extends EventEmitter {
        constructor(
            productIds: string[],
            websocketURI?: string,
            auth?: WebsocketAuthentication,
            { channels }?: WebsocketClientOptions );

        on(event: 'message', eventHandler: (data: WebsocketMessage) => void): this;
        on(event: 'error', eventHandler: (err:any) => void): this;
        on(event: 'open', eventHandler: () => void): this;
        on(event: 'close', eventHandler: () => void): this;

        connect(): void;
        disconnect(): void;
    }
}