FEATURE: Implement Coinbase API client and order management features

pkg/exchange/coinbase/Makefile

@@ -0,0 +1,7 @@
+generate: symbols go-generate
+
+symbols:
+	@echo "Generate symbols.go" && go run ./generate_symbol_map.go
+
+go-generate:
+	@echo "Running \`go generate\`" && go generate ./...

pkg/exchange/coinbase/api/v1/api_client.go

@@ -0,0 +1,108 @@
+package coinbase
+
+import (
+	"context"
+	"crypto/hmac"
+	"crypto/sha256"
+	"encoding/base64"
+	"encoding/json"
+	"net/http"
+	"net/url"
+	"strconv"
+	"time"
+
+	"github.com/c9s/requestgen"
+	"github.com/pkg/errors"
+)
+
+const (
+	DefaultHTTPTimeout = 15 * time.Second
+	ProductionAPIURL   = "https://api.exchange.coinbase.com"
+)
+
+var parsedBaseURL *url.URL
+
+func init() {
+	url, err := url.Parse(ProductionAPIURL)
+	if err != nil {
+		panic(err)
+	}
+	parsedBaseURL = url
+}
+
+type RestAPIClient struct {
+	requestgen.BaseAPIClient
+
+	key, secret, passphrase string
+}
+
+func NewClient(
+	key, secret, passphrase string, timeout time.Duration,
+) *RestAPIClient {
+	if timeout == 0 {
+		timeout = DefaultHTTPTimeout
+	}
+	return &RestAPIClient{
+		BaseAPIClient: requestgen.BaseAPIClient{
+			BaseURL:    parsedBaseURL,
+			HttpClient: &http.Client{Timeout: timeout},
+		},
+		key:        key,
+		secret:     secret,
+		passphrase: passphrase,
+	}
+}
+
+// Implements AuthenticatedAPIClient
+func (client *RestAPIClient) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
+	return client.newAuthenticatedRequest(ctx, method, refURL, time.Now(), params, payload)
+}
+
+func (client *RestAPIClient) newAuthenticatedRequest(ctx context.Context, method, refURL string, timestamp time.Time, params url.Values, payload interface{}) (*http.Request, error) {
+	req, err := client.NewRequest(ctx, method, refURL, params, payload)
+	if err != nil {
+		return nil, err
+	}
+
+	tsStr := strconv.FormatInt(timestamp.Unix(), 10)
+	signature, err := sign(client.secret, tsStr, method, req.URL.RequestURI(), payload)
+	if err != nil {
+		return nil, err
+	}
+
+	req.Header.Add("Content-Type", "application/json")
+	req.Header.Add("CB-ACCESS-KEY", client.key)
+	req.Header.Add("CB-ACCESS-SIGN", signature)
+	req.Header.Add("CB-ACCESS-TIMESTAMP", tsStr)
+	req.Header.Add("CB-ACCESS-PASSPHRASE", client.passphrase)
+
+	return req, nil
+}
+
+// https://docs.cdp.coinbase.com/exchange/docs/rest-auth#signing-a-message
+func sign(secret, timestamp, method, requestPath string, body interface{}) (string, error) {
+	var bodyStr string
+	if body != nil {
+		bodyByte, err := json.Marshal(body)
+		if err != nil {
+			return "", errors.Wrap(err, "failed to marshal body to string")
+		}
+
+		bodyStr = string(bodyByte)
+	}
+
+	message := timestamp + method + requestPath + bodyStr
+
+	secretByte, err := base64.StdEncoding.DecodeString(secret)
+	if err != nil {
+		return "", errors.Wrap(err, "failed to decode secret string to byte")
+	}
+	mac := hmac.New(sha256.New, secretByte)
+	_, err = mac.Write([]byte(message))
+	if err != nil {
+		return "", errors.Wrap(err, "failed to encode message")
+	}
+	signature := base64.StdEncoding.EncodeToString(mac.Sum(nil))
+
+	return signature, nil
+}

pkg/exchange/coinbase/api/v1/cancel_order_request.go

@@ -0,0 +1,19 @@
+package coinbase
+
+import "github.com/c9s/requestgen"
+
+type CancelOrderResponse string
+
+//go:generate requestgen -method DELETE -url "/orders/:order_id" -type CancelOrderRequest -responseType .CancelOrderResponse
+type CancelOrderRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	orderID string `param:"order_id,slug,required"`
+
+	profileID *string `param:"profile_id"`
+	productID *string `param:"product_id"`
+}
+
+func (c *RestAPIClient) NewCancelOrderRequest() *CancelOrderRequest {
+	return &CancelOrderRequest{client: c}
+}