1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54
use super::utils::http_get;
use crate::error::Result;
use std::collections::BTreeMap;
const BASE_URL: &str = "https://api.pro.coinbase.com";
/// The REST client for CoinbasePro.
///
/// CoinbasePro has only Spot market.
///
/// * REST API doc: <https://docs.pro.coinbase.com/#market-data>
/// * Trading at: <https://pro.coinbase.com/>
/// * Rate Limits: <https://docs.pro.coinbase.com/#rate-limits>
/// * We throttle public endpoints by IP: 10 requests per second, up to 15 requests per second in bursts.
pub struct CoinbaseProRestClient {
_api_key: Option<String>,
_api_secret: Option<String>,
}
impl CoinbaseProRestClient {
pub fn new(api_key: Option<String>, api_secret: Option<String>) -> Self {
CoinbaseProRestClient {
_api_key: api_key,
_api_secret: api_secret,
}
}
/// List the latest trades for a product.
///
/// `/products/{symbol}/trades`
///
/// For example: <https://api.pro.coinbase.com/products/BTC-USD/trades>
pub fn fetch_trades(symbol: &str) -> Result<String> {
gen_api!(format!("/products/{}/trades", symbol))
}
/// Get the latest Level2 orderbook snapshot.
///
/// Top 50 bids and asks (aggregated) are returned.
///
/// For example: <https://api.pro.coinbase.com/products/BTC-USD/book?level=2>
pub fn fetch_l2_snapshot(symbol: &str) -> Result<String> {
gen_api!(format!("/products/{}/book?level=2", symbol))
}
/// Get the latest Level3 orderbook snapshot.
///
/// Full order book (non aggregated) are returned.
///
/// For example: <https://api.pro.coinbase.com/products/BTC-USD/book?level=3>
pub fn fetch_l3_snapshot(symbol: &str) -> Result<String> {
gen_api!(format!("/products/{}/book?level=3", symbol))
}
}