Merge pull request #162 from jlane9/gdax-improvements

Improvements to gdax public client

Author: danpaquin

gdax/public_client.py

@@ -27,6 +27,13 @@ def __init__(self, api_url='https://api.gdax.com'):
         """
         self.url = api_url.rstrip('/')
 
+    def _get(self, path, params=None):
+        """Perform get request"""
+
+        r = requests.get(self.url + path, params=params, timeout=30)
+        # r.raise_for_status()
+        return r.json()
+
     def get_products(self):
         """Get a list of available currency pairs for trading.
 
@@ -45,9 +52,7 @@ def get_products(self):
                 ]
 
         """
-        r = requests.get(self.url + '/products', timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/products')
 
     def get_product_order_book(self, product_id, level=1):
         """Get a list of open orders for a product.
@@ -84,11 +89,10 @@ def get_product_order_book(self, product_id, level=1):
                 }
 
         """
-        params = {'level': level}
-        r = requests.get(self.url + '/products/{}/book'
-                         .format(product_id), params=params, timeout=30)
-        # r.raise_for_status()
-        return r.json()
+
+        # Supported levels are 1, 2 or 3
+        level = level if level in range(1, 4) else 1
+        return self._get('/products/{}/book'.format(str(product_id)), params={'level': level})
 
     def get_product_ticker(self, product_id):
         """Snapshot about the last trade (tick), best bid/ask and 24h volume.
@@ -112,10 +116,7 @@ def get_product_ticker(self, product_id):
                 }
 
         """
-        r = requests.get(self.url + '/products/{}/ticker'
-                         .format(product_id), timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/products/{}/ticker'.format(str(product_id)))
 
     def get_product_trades(self, product_id):
         """List the latest trades for a product.
@@ -140,9 +141,7 @@ def get_product_trades(self, product_id):
                 }]
 
         """
-        r = requests.get(self.url + '/products/{}/trades'.format(product_id), timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/products/{}/trades'.format(str(product_id)))
 
     def get_product_historic_rates(self, product_id, start=None, end=None,
                                    granularity=None):
@@ -188,10 +187,8 @@ def get_product_historic_rates(self, product_id, start=None, end=None,
             params['end'] = end
         if granularity is not None:
             params['granularity'] = granularity
-        r = requests.get(self.url + '/products/{}/candles'
-                         .format(product_id), params=params, timeout=30)
-        # r.raise_for_status()
-        return r.json()
+
+        return self._get('/products/{}/candles'.format(str(product_id)), params=params)
 
     def get_product_24hr_stats(self, product_id):
         """Get 24 hr stats for the product.
@@ -210,9 +207,7 @@ def get_product_24hr_stats(self, product_id):
                     }
 
         """
-        r = requests.get(self.url + '/products/{}/stats'.format(product_id), timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/products/{}/stats'.format(str(product_id)))
 
     def get_currencies(self):
         """List known currencies.
@@ -230,9 +225,7 @@ def get_currencies(self):
                 }]
 
         """
-        r = requests.get(self.url + '/currencies', timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/currencies')
 
     def get_time(self):
         """Get the API server time.
@@ -246,6 +239,4 @@ def get_time(self):
                     }
 
         """
-        r = requests.get(self.url + '/time', timeout=30)
-        # r.raise_for_status()
-        return r.json()
+        return self._get('/time')

pytest.ini

@@ -0,0 +1,3 @@
+[pytest]
+addopts = --cov gdax/ --cov-report=term-missing
+testpaths = tests

requirements.txt

@@ -2,4 +2,6 @@ bintrees==2.0.7
 requests==2.13.0
 six==1.10.0
 websocket-client==0.40.0
-pymongo==3.5.1
+pymongo==3.5.1
+pytest>=3.3.0
+pytest-cov>=2.5.0

tests/test_public_client.py

@@ -1,5 +1,6 @@
 import pytest
 import gdax
+import time
 
 
 @pytest.fixture(scope='module')
@@ -9,18 +10,31 @@ def client():
 
 @pytest.mark.usefixtures('client')
 class TestPublicClient(object):
+
+    @staticmethod
+    def teardown_method():
+        time.sleep(.25)  # Avoid rate limit
+
     def test_get_products(self, client):
         r = client.get_products()
         assert type(r) is list
 
-    def test_get_product_order_book(self, client):
-        r = client.get_product_order_book('BTC-USD')
-        assert type(r) is dict
-        r = client.get_product_order_book('BTC-USD', level=2)
+    @pytest.mark.parametrize('level', [1, 2, 3, None])
+    def test_get_product_order_book(self, client, level):
+        r = client.get_product_order_book('BTC-USD', level=level)
         assert type(r) is dict
         assert 'asks' in r
         assert 'bids' in r
 
+        if level in (1, None) and (len(r['asks']) > 1 or len(r['bids']) > 1):
+            pytest.fail('Fail: Level 1 should only return the best ask and bid')
+
+        if level is 2 and (len(r['asks']) > 50 or len(r['bids']) > 50):
+            pytest.fail('Fail: Level 2 should only return the top 50 asks and bids')
+
+        if level is 2 and (len(r['asks']) < 50 or len(r['bids']) < 50):
+            pytest.fail('Fail: Level 3 should return the full order book')
+
     def test_get_product_ticker(self, client):
         r = client.get_product_ticker('BTC-USD')
         assert type(r) is dict
@@ -32,8 +46,11 @@ def test_get_product_trades(self, client):
         assert type(r) is list
         assert 'trade_id' in r[0]
 
-    def test_get_historic_rates(self, client):
-        r = client.get_product_historic_rates('BTC-USD')
+    @pytest.mark.parametrize('start', ('2017-11-01', None))
+    @pytest.mark.parametrize('end', ('2017-11-30', None))
+    @pytest.mark.parametrize('granularity', (3600, None))
+    def test_get_historic_rates(self, client, start, end, granularity):
+        r = client.get_product_historic_rates('BTC-USD', start=start, end=end, granularity=granularity)
         assert type(r) is list
 
     def test_get_product_24hr_stats(self, client):