Merge pull request #139 from kevinszielinski/ISSUE-128

ISSUE-128: fixed auth keys and encoding issues with websocket client

Author: danpaquin

gdax/authenticated_client.py

@@ -12,6 +12,7 @@
 import json
 from requests.auth import AuthBase
 from gdax.public_client import PublicClient
+from gdax.gdax_auth import GdaxAuth
 
 
 class AuthenticatedClient(PublicClient):
@@ -288,28 +289,4 @@ def get_report(self, report_id=""):
     def get_trailing_volume(self):
         r = requests.get(self.url + "/users/self/trailing-volume", auth=self.auth, timeout=30)
         # r.raise_for_status()
-        return r.json()
-
-
-class GdaxAuth(AuthBase):
-    # Provided by gdax: https://docs.gdax.com/#signing-a-message
-    def __init__(self, api_key, secret_key, passphrase):
-        self.api_key = api_key
-        self.secret_key = secret_key
-        self.passphrase = passphrase
-
-    def __call__(self, request):
-        timestamp = str(time.time())
-        message = timestamp + request.method + request.path_url + (request.body or '')
-        message = message.encode('ascii')
-        hmac_key = base64.b64decode(self.secret_key)
-        signature = hmac.new(hmac_key, message, hashlib.sha256)
-        signature_b64 = base64.b64encode(signature.digest())
-        request.headers.update({
-            'Content-Type': 'Application/JSON',
-            'CB-ACCESS-SIGN': signature_b64,
-            'CB-ACCESS-TIMESTAMP': timestamp,
-            'CB-ACCESS-KEY': self.api_key,
-            'CB-ACCESS-PASSPHRASE': self.passphrase
-        })
-        return request
+        return r.json()

gdax/gdax_auth.py

@@ -0,0 +1,34 @@
+import hmac
+import hashlib
+import time
+import base64
+from requests.auth import AuthBase
+
+
+class GdaxAuth(AuthBase):
+    # Provided by gdax: https://docs.gdax.com/#signing-a-message
+    def __init__(self, api_key, secret_key, passphrase):
+        self.api_key = api_key
+        self.secret_key = secret_key
+        self.passphrase = passphrase
+
+    def __call__(self, request):
+        timestamp = str(time.time())
+        message = timestamp + request.method + request.path_url + (request.body or '')
+        request.headers.update(get_auth_headers(timestamp, message, self.api_key, self.secret_key,
+                                                self.passphrase))
+        return request
+
+
+def get_auth_headers(timestamp, message, api_key, secret_key, passphrase):
+    message = message.encode('ascii')
+    hmac_key = base64.b64decode(secret_key)
+    signature = hmac.new(hmac_key, message, hashlib.sha256)
+    signature_b64 = base64.b64encode(signature.digest()).decode('utf-8')
+    return {
+        'Content-Type': 'Application/JSON',
+        'CB-ACCESS-SIGN': signature_b64,
+        'CB-ACCESS-TIMESTAMP': timestamp,
+        'CB-ACCESS-KEY': api_key,
+        'CB-ACCESS-PASSPHRASE': passphrase
+    }

gdax/websocket_client.py

@@ -14,11 +14,12 @@
 from threading import Thread
 from websocket import create_connection, WebSocketConnectionClosedException
 from pymongo import MongoClient
+from gdax.gdax_auth import get_auth_headers
 
-class WebsocketClient(object):
-    def __init__(self, url="wss://ws-feed.gdax.com", products=None, message_type="subscribe", mongo_collection=None, 
-        should_print=True, auth=False, api_key="", api_secret="", api_passphrase="", channels=None):
 
+class WebsocketClient(object):
+    def __init__(self, url="wss://ws-feed.gdax.com", products=None, message_type="subscribe", mongo_collection=None,
+                 should_print=True, auth=False, api_key="", api_secret="", api_passphrase="", channels=None):
         self.url = url
         self.products = products
         self.channels = channels
@@ -55,22 +56,14 @@ def _connect(self):
             self.url = self.url[:-1]
 
         if self.channels is None:
-          sub_params = {'type': 'subscribe', 'product_ids': self.products}
+            sub_params = {'type': 'subscribe', 'product_ids': self.products}
         else:
-          sub_params = {'type': 'subscribe', 'product_ids': self.products, 'channels': self.channels}
-
+            sub_params = {'type': 'subscribe', 'product_ids': self.products, 'channels': self.channels}
 
         if self.auth:
             timestamp = str(time.time())
             message = timestamp + 'GET' + '/users/self'
-            message = message.encode('ascii')
-            hmac_key = base64.b64decode(self.api_secret)
-            signature = hmac.new(hmac_key, message, hashlib.sha256)
-            signature_b64 = base64.b64encode(signature.digest())
-            sub_params['signature'] = signature_b64
-            sub_params['key'] = self.api_key
-            sub_params['passphrase'] = self.api_passphrase
-            sub_params['timestamp'] = timestamp
+            sub_params.update(get_auth_headers(timestamp, message, self.api_key,  self.api_secret, self.api_passphrase))
 
         self.ws = create_connection(self.url)
         self.ws.send(json.dumps(sub_params))
@@ -81,7 +74,6 @@ def _connect(self):
             sub_params = {"type": "heartbeat", "on": False}
         self.ws.send(json.dumps(sub_params))
 
-
     def _listen(self):
         while not self.stop:
             try:
@@ -123,19 +115,21 @@ def on_close(self):
     def on_message(self, msg):
         if self.should_print:
             print(msg)
-        if self.mongo_collection: # dump JSON to given mongo collection
+        if self.mongo_collection:  # dump JSON to given mongo collection
             self.mongo_collection.insert_one(msg)
 
     def on_error(self, e, data=None):
         self.error = e
         self.stop
         print('{} - data: {}'.format(e, data))
 
+
 if __name__ == "__main__":
     import sys
     import gdax
     import time
 
+
     class MyWebsocketClient(gdax.WebsocketClient):
         def on_open(self):
             self.url = "wss://ws-feed.gdax.com/"
@@ -150,6 +144,7 @@ def on_message(self, msg):
         def on_close(self):
             print("-- Goodbye! --")
 
+
     wsClient = MyWebsocketClient()
     wsClient.start()
     print(wsClient.url, wsClient.products)