A basic API for getting Coinbase data into Julia.
This package provides a Julia interface for the market data functions listed here: https://docs.pro.coinbase.com/
Install the package in Julia using the Pkg REPL:
julia> ]
pkg> add CoinbasePro
or
using Pkg
Pkg.add("CoinbasePro")
Information on all currency pairs for trading or a specific currency pair.
products()
products("BTC-USD")
produces("ETH", "USD")
Get the orderbook for a product.
Change the level with the 2nd argument to the function.
#level 1
book("BTC-USD", 1)
#level 3
book("BTC-USD", 3)
ticker("BTC-USD")
lasttrades
to get the last n
trades of a product.trades("BTC-USD")
lasttrades("BTC-USD", 100)
# 1 minute bars
using DateTime
candles("BTC-USD", now() - Hour(1), now(), 60)
stats("BTC-USD")
A tutorial on the various functions can be found here.