The Perl Toolchain Summit needs more sponsors. If your company depends on Perl, please support this very important event.

NAME

Finance::GDAX::API::UserAccount - Product Information

SYNOPSIS

  use Finance::GDAX::API::Product;

  $product = Finance::GDAX::API::Product->new;

  # List of all products
  $products = $product->list;

DESCRIPTION

Returns various information about GDAX products.

ATTRIBUTES

id $string

The GDAX product id. Necessary for order_book, get_trades, historic_rates (or passed as parameter to method).

level $integer (default: 1)

The detail level in the return hash of the method order_book:

  Level Description
  1     Only the best bid and ask
  2     Top 50 bids and asks (aggregated)
  3     Full order book (non aggregated)

Levels 1 and 2 are aggregated and return the number of orders at each level. Level 3 is non-aggregated and returns the entire order book.

start $datetime_string (ISO8601)

Start time for the historic_rates method.

end $datetime_string (ISO8601)

End time for the historic_rates method.

granularity $seconds

Granularity in seconds for the historic_rates method.

METHODS

list

Returns a list of available currency pairs for trading.

  [
    {
        "id": "BTC-USD",
        "base_currency": "BTC",
        "quote_currency": "USD",
        "base_min_size": "0.01",
        "base_max_size": "10000.00",
        "quote_increment": "0.01"
    }
  ]

The base_min_size and base_max_size fields define the min and max order size. The quote_increment field specifies the min order price as well as the price increment.

The order price must be a multiple of this increment (i.e. if the increment is 0.01, order prices of 0.001 or 0.021 would be rejected).

order_book [$product_id]

Returns a hash of open orders for a product. The $product_id can be passed in as a parameter to the method, or the attribute "id" can be set. The parameter takes precidence.

The amount of detail returned is customized with the "level" attribute.

By default, only the inside (i.e. best) bid and ask are returned. This is equivalent to a book depth of 1 level. If you would like to see a larger order book, specify the level query parameter.

If a level is not aggregated, then all of the orders at each price will be returned. Aggregated levels return only one size for each active price (as if there was only a single order for that size at the level).

Level 1:

  {
    "sequence": "3",
    "bids": [
        [ price, size, num-orders ],
    ],
    "asks": [
        [ price, size, num-orders ],
    ]
  }

Level 2:

  {
    "sequence": "3",
    "bids": [
        [ price, size, num-orders ],
        [ "295.96", "4.39088265", 2 ],
        ...
    ],
    "asks": [
        [ price, size, num-orders ],
        [ "295.97", "25.23542881", 12 ],
        ...
    ]
  }

Level 3:

  {
    "sequence": "3",
    "bids": [
        [ price, size, order_id ],
        [ "295.96","0.05088265","3b0f1225-7f84-490b-a29f-0faef9de823a" ],
        ...
    ],
    "asks": [
        [ price, size, order_id ],
        [ "295.97","5.72036512","da863862-25f4-4868-ac41-005d11ab0a5f" ],
        ...
    ]
  }

The GDAX API warns you that abuse of level 3 polling with cause your access to be limited or blocked -- to use websocket streams instead.

ticker [$product_id]

Returns snapshot information about the last trade (tick), best bid/ask and 24h volume.

Takes parameter product_id or uses "id" attribute.

Real-time updates

Polling is discouraged in favor of connecting via the websocket stream and listening for match messages.

  {
  "trade_id": 4729088,
  "price": "333.99",
  "size": "0.193",
  "bid": "333.98",
  "ask": "333.99",
  "volume": "5957.11914015",
  "time": "2015-11-14T20:46:03.511254Z"
  }

trades [$product_id]

Return an array of hashes of the latest trades for a given product_id, which can be a parameter to the method or the attribute "id".

  [{
    "time": "2014-11-07T22:19:28.578544Z",
    "trade_id": 74,
    "price": "10.00000000",
    "size": "0.01000000",
    "side": "buy"
  }, {
    "time": "2014-11-07T01:08:43.642366Z",
    "trade_id": 73,
    "price": "100.00000000",
    "size": "0.01000000",
    "side": "sell"
  }]

Side

The trade side indicates the maker order side. The maker order is the order that was open on the order book. buy side indicates a down-tick because the maker was a buy order and their order was removed. Conversely, sell side indicates an up-tick.

historic_rates [$product_id]

Returns an array of arrays of historic rates for a product. The array buckets are ordered as follows:

  [
    [ time, low, high, open, close, volume ],
    [ 1415398768, 0.32, 4.2, 0.35, 4.2, 12.3 ],
    ...
  ]

This method requires that the attributes "start", "end" and "granularity" are set.

Each bucket is an array of the following information:

    time   bucket start time
    low    lowest price during the bucket interval
    high   highest price during the bucket interval
    open   opening price (first trade) in the bucket interval
    close  closing price (last trade) in the bucket interval
    volume volume of trading activity during the bucket interval

day_stats [$product_id]

Returns a hash of the stats for the given $product_id (or "id" attribute) accumulated for the last 24 hours.

API:

Get 24 hr stats for the product. volume is in base currency units. open, high, low are in quote currency units.

  {
    "open": "34.19000000",
    "high": "95.70000000",
    "low": "7.06000000",
    "volume": "2.41000000"
  }

(however actual dump of data shows more):

  $VAR1 = {
          'open' => 0,
          'low' => 0,
          'high' => 0,
          'last' => '9999999999.00000000',
          'volume_30day' => '2295.91760955',
          'volume' => 0
        };

AUTHOR

Mark Rushing <mark@orbislumen.net>

COPYRIGHT AND LICENSE

This software is copyright (c) 2017 by Home Grown Systems, SPC.

This is free software; you can redistribute it and/or modify it under the same terms as the Perl 5 programming language system itself.