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/

• Non market data based functions.

Install the package in Julia using the Pkg REPL:

julia> ]
pkg> add CoinbasePro

or

using Pkg
Pkg.add("CoinbasePro")

• products

Information on all currency pairs for trading or a specific currency pair.

products()
products("BTC-USD")
produces("ETH", "USD")

• book

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.

#level 1
book("BTC-USD", 1)
#level 3
book("BTC-USD", 3)

• ticker Get the last trade, best bid/offer and 24 hour volume for a product.

ticker("BTC-USD")

• trades 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.

trades("BTC-USD")
lasttrades("BTC-USD", 100)

• candles 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.

# 1 minute bars
using DateTime
candles("BTC-USD", now() - Hour(1), now(), 60)

• stats OHLC and volume data from the last 24 hours and 30 day average volume.

stats("BTC-USD")

A tutorial on the various functions can be found here.