Support Coinbase Pro.

README.md

@@ -22,6 +22,7 @@ pipx install pricehist
 ## Sources
 
 - **`alphavantage`**: [Alpha Vantage](https://www.alphavantage.co/)
+- **`coinbasepro`**: [Coinbase Pro](https://pro.coinbase.com/)
 - **`coindesk`**: [CoinDesk Bitcoin Price Index](https://www.coindesk.com/coindesk-api)
 - **`coinmarketcap`**: [CoinMarketCap](https://coinmarketcap.com/)
 - **`ecb`**: [European Central Bank Euro foreign exchange reference rates](https://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html)

src/pricehist/beanprice/coinbasepro.py

@@ -0,0 +1,4 @@
+from pricehist import beanprice
+from pricehist.sources.coinbasepro import CoinbasePro
+
+Source = beanprice.source(CoinbasePro())

src/pricehist/sources/__init__.py

@@ -1,4 +1,5 @@
 from .alphavantage import AlphaVantage
+from .coinbasepro import CoinbasePro
 from .coindesk import CoinDesk
 from .coinmarketcap import CoinMarketCap
 from .ecb import ECB
@@ -6,7 +7,14 @@ from .yahoo import Yahoo
 
 by_id = {
     source.id(): source
-    for source in [AlphaVantage(), CoinDesk(), CoinMarketCap(), ECB(), Yahoo()]
+    for source in [
+        AlphaVantage(),
+        CoinbasePro(),
+        CoinDesk(),
+        CoinMarketCap(),
+        ECB(),
+        Yahoo(),
+    ]
 }
 
 

src/pricehist/sources/coinbasepro.py

@@ -0,0 +1,164 @@
+import dataclasses
+import json
+from datetime import datetime, timedelta, timezone
+from decimal import Decimal
+
+import requests
+
+from pricehist import exceptions
+from pricehist.price import Price
+
+from .basesource import BaseSource
+
+
+class CoinbasePro(BaseSource):
+    def id(self):
+        return "coinbasepro"
+
+    def name(self):
+        return "Coinbase Pro"
+
+    def description(self):
+        return "The Coinbase Pro feed API provides market data to the public."
+
+    def source_url(self):
+        return "https://docs.pro.coinbase.com/"
+
+    def start(self):
+        return "2015-07-20"
+
+    def types(self):
+        return ["mid", "open", "high", "low", "close"]
+
+    def notes(self):
+        return (
+            "This source uses Coinbase's Pro APIs, not the v2 API.\n"
+            "No key or other authentication is requried because it only uses "
+            "the feed APIs that provide market data and are public."
+        )
+
+    def symbols(self):
+        products_url = "https://api.pro.coinbase.com/products"
+        currencies_url = "https://api.pro.coinbase.com/currencies"
+
+        try:
+            products_response = self.log_curl(requests.get(products_url))
+            currencies_response = self.log_curl(requests.get(currencies_url))
+        except Exception as e:
+            raise exceptions.RequestError(str(e)) from e
+
+        try:
+            products_response.raise_for_status()
+            currencies_response.raise_for_status()
+        except Exception as e:
+            raise exceptions.BadResponse(str(e)) from e
+
+        try:
+            products_data = json.loads(products_response.content)
+            currencies_data = json.loads(currencies_response.content)
+            currencies = {c["id"]: c for c in currencies_data}
+
+            results = []
+            for i in sorted(products_data, key=lambda i: i["id"]):
+                base = i["base_currency"]
+                quote = i["quote_currency"]
+                base_name = currencies[base]["name"] if currencies[base] else base
+                quote_name = currencies[quote]["name"] if currencies[quote] else quote
+                results.append((f"{base}/{quote}", f"{base_name} against {quote_name}"))
+
+        except Exception as e:
+            raise exceptions.ResponseParsingError(str(e)) from e
+
+        if not results:
+            raise exceptions.ResponseParsingError("Expected data not found")
+        else:
+            return results
+
+    def fetch(self, series):
+        data = []
+        for seg_start, seg_end in self._segments(series.start, series.end):
+            data.extend(self._data(series.base, series.quote, seg_start, seg_end))
+
+        prices = []
+        for item in data:
+            prices.append(Price(item["date"], self._amount(item, series.type)))
+
+        return dataclasses.replace(series, prices=prices)
+
+    def _segments(self, start, end, length=290):
+        start = datetime.fromisoformat(start).date()
+        end = max(datetime.fromisoformat(end).date(), start)
+
+        segments = []
+        seg_start = start
+        while seg_start <= end:
+            seg_end = min(seg_start + timedelta(days=length - 1), end)
+            segments.append((seg_start.isoformat(), seg_end.isoformat()))
+            seg_start = seg_end + timedelta(days=1)
+
+        return segments
+
+    def _data(self, base, quote, start, end):
+        product = f"{base}-{quote}"
+        url = f"https://api.pro.coinbase.com/products/{product}/candles"
+        params = {
+            "start": start,
+            "end": end,
+            "granularity": "86400",
+        }
+
+        try:
+            response = self.log_curl(requests.get(url, params=params))
+        except Exception as e:
+            raise exceptions.RequestError(str(e)) from e
+
+        code = response.status_code
+        text = response.text
+        if code == 400 and "aggregations requested exceeds" in text:
+            raise exceptions.BadResponse("Too many data points requested.")
+        elif code == 400 and "start must be before end" in text:
+            raise exceptions.BadResponse("The end can't preceed the start.")
+        elif code == 400 and "is too old" in text:
+            raise exceptions.BadResponse("The requested interval is too early.")
+        elif code == 404 and "NotFound" in text:
+            raise exceptions.InvalidPair(base, quote, self)
+        elif code == 429:
+            raise exceptions.RateLimit(
+                "The rate limit has been exceeded. For more information see "
+                "https://docs.pro.coinbase.com/#rate-limit."
+            )
+        else:
+            try:
+                response.raise_for_status()
+            except Exception as e:
+                raise exceptions.BadResponse(str(e)) from e
+
+        try:
+            result = reversed(
+                [
+                    {
+                        "date": self._ts_to_date(candle[0]),
+                        "low": candle[1],
+                        "high": candle[2],
+                        "open": candle[3],
+                        "close": candle[4],
+                    }
+                    for candle in json.loads(response.content)
+                    if start <= self._ts_to_date(candle[0]) <= end
+                ]
+            )
+        except Exception as e:
+            raise exceptions.ResponseParsingError(str(e)) from e
+
+        return result
+
+    def _ts_to_date(self, ts):
+        return datetime.fromtimestamp(ts, tz=timezone.utc).date().isoformat()
+
+    def _amount(self, item, type):
+        if type in ["mid"]:
+            high = Decimal(str(item["high"]))
+            low = Decimal(str(item["low"]))
+            return sum([high, low]) / 2
+        else:
+            return Decimal(str(item[type]))

tests/live.sh

@@ -80,6 +80,18 @@ date,base,quote,amount,source,type
 END
 run_test "$name" "$cmd" "$expected"
 
+name="Coinbase Pro"
+cmd="pricehist fetch coinbasepro BTC/EUR -s 2021-01-04 -e 2021-01-08"
+read -r -d '' expected <<END
+date,base,quote,amount,source,type
+2021-01-04,BTC,EUR,24127,coinbasepro,mid
+2021-01-05,BTC,EUR,26201.31,coinbasepro,mid
+2021-01-06,BTC,EUR,28527.005,coinbasepro,mid
+2021-01-07,BTC,EUR,31208.49,coinbasepro,mid
+2021-01-08,BTC,EUR,32019,coinbasepro,mid
+END
+run_test "$name" "$cmd" "$expected"
+
 name="CoinDesk Bitcoin Price Index"
 cmd="pricehist fetch coindesk BTC/EUR -s 2021-01-04 -e 2021-01-08"
 read -r -d '' expected <<END

tests/pricehist/sources/test_coinbasepro.py

@@ -0,0 +1,334 @@
+import logging
+import os
+import re
+from datetime import datetime
+from decimal import Decimal
+from pathlib import Path
+
+import pytest
+import requests
+import responses
+
+from pricehist import exceptions
+from pricehist.price import Price
+from pricehist.series import Series
+from pricehist.sources.coinbasepro import CoinbasePro
+
+
+@pytest.fixture
+def src():
+    return CoinbasePro()
+
+
+@pytest.fixture
+def type(src):
+    return src.types()[0]
+
+
+@pytest.fixture
+def requests_mock():
+    with responses.RequestsMock() as mock:
+        yield mock
+
+
+@pytest.fixture
+def products_url():
+    return "https://api.pro.coinbase.com/products"
+
+
+@pytest.fixture
+def currencies_url():
+    return "https://api.pro.coinbase.com/currencies"
+
+
+def product_url(base, quote):
+    return f"https://api.pro.coinbase.com/products/{base}-{quote}/candles"
+
+
+@pytest.fixture
+def products_json():
+    return (Path(os.path.splitext(__file__)[0]) / "products-partial.json").read_text()
+
+
+@pytest.fixture
+def currencies_json():
+    return (Path(os.path.splitext(__file__)[0]) / "currencies-partial.json").read_text()
+
+
+@pytest.fixture
+def products_response_ok(requests_mock, products_url, products_json):
+    requests_mock.add(responses.GET, products_url, body=products_json, status=200)
+    yield requests_mock
+
+
+@pytest.fixture
+def currencies_response_ok(requests_mock, currencies_url, currencies_json):
+    requests_mock.add(responses.GET, currencies_url, body=currencies_json, status=200)
+    yield requests_mock
+
+
+@pytest.fixture
+def recent_response_ok(requests_mock):
+    json = (Path(os.path.splitext(__file__)[0]) / "recent.json").read_text()
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), body=json, status=200)
+    yield requests_mock
+
+
+@pytest.fixture
+def multi_response_ok(requests_mock):
+    url1 = re.compile(
+        r"https://api\.pro\.coinbase\.com/products/BTC-EUR/candles\?start=2020-01-01.*"
+    )
+    url2 = re.compile(
+        r"https://api\.pro\.coinbase\.com/products/BTC-EUR/candles\?start=2020-10-17.*"
+    )
+    json1 = (
+        Path(os.path.splitext(__file__)[0]) / "2020-01-01--2020-10-16.json"
+    ).read_text()
+    json2 = (
+        Path(os.path.splitext(__file__)[0]) / "2020-10-17--2021-01-07.json"
+    ).read_text()
+    requests_mock.add(responses.GET, url1, body=json1, status=200)
+    requests_mock.add(responses.GET, url2, body=json2, status=200)
+    yield requests_mock
+
+
+@pytest.fixture
+def response_empty(requests_mock):
+    requests_mock.add(
+        responses.GET,
+        product_url("BTC", "EUR"),
+        status=200,
+        body="[]",
+    )
+
+
+def test_normalizesymbol(src):
+    assert src.normalizesymbol("btc") == "BTC"
+    assert src.normalizesymbol("usd") == "USD"
+
+
+def test_metadata(src):
+    assert isinstance(src.id(), str)
+    assert len(src.id()) > 0
+
+    assert isinstance(src.name(), str)
+    assert len(src.name()) > 0
+
+    assert isinstance(src.description(), str)
+    assert len(src.description()) > 0
+
+    assert isinstance(src.source_url(), str)
+    assert src.source_url().startswith("http")
+
+    assert datetime.strptime(src.start(), "%Y-%m-%d")
+
+    assert isinstance(src.types(), list)
+    assert len(src.types()) > 0
+    assert isinstance(src.types()[0], str)
+    assert len(src.types()[0]) > 0
+
+    assert isinstance(src.notes(), str)
+
+
+def test_symbols(src, products_response_ok, currencies_response_ok):
+    syms = src.symbols()
+    assert ("BTC/EUR", "Bitcoin against Euro") in syms
+    assert len(syms) > 2
+
+
+def test_symbols_requests_logged(
+    src, products_response_ok, currencies_response_ok, caplog
+):
+    with caplog.at_level(logging.DEBUG):
+        src.symbols()
+    matching = filter(
+        lambda r: "DEBUG" == r.levelname and "curl " in r.message,
+        caplog.records,
+    )
+    assert len(list(matching)) == 2
+
+
+def test_symbols_not_found(src, requests_mock, products_url, currencies_response_ok):
+    requests_mock.add(responses.GET, products_url, body="[]", status=200)
+    with pytest.raises(exceptions.ResponseParsingError) as e:
+        src.symbols()
+    assert "data not found" in str(e.value)
+
+
+def test_symbols_network_issue(
+    src, requests_mock, products_response_ok, currencies_url
+):
+    requests_mock.add(
+        responses.GET,
+        currencies_url,
+        body=requests.exceptions.ConnectionError("Network issue"),
+    )
+    with pytest.raises(exceptions.RequestError) as e:
+        src.symbols()
+    assert "Network issue" in str(e.value)
+
+
+def test_symbols_bad_status(src, requests_mock, products_url, currencies_response_ok):
+    requests_mock.add(responses.GET, products_url, status=500)
+    with pytest.raises(exceptions.BadResponse) as e:
+        src.symbols()
+    assert "Server Error" in str(e.value)
+
+
+def test_symbols_parsing_error(
+    src, requests_mock, products_response_ok, currencies_url
+):
+    requests_mock.add(responses.GET, currencies_url, body="NOT JSON")
+    with pytest.raises(exceptions.ResponseParsingError) as e:
+        src.symbols()
+    assert "while parsing data" in str(e.value)
+
+
+def test_fetch_known_pair(src, type, recent_response_ok):
+    series = src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
+    req = recent_response_ok.calls[0].request
+    assert req.params["granularity"] == "86400"
+    assert req.params["start"] == "2021-01-01"
+    assert req.params["end"] == "2021-01-07"
+    assert series.prices[0] == Price("2021-01-01", Decimal("23881.35"))
+    assert series.prices[-1] == Price("2021-01-07", Decimal("31208.49"))
+    assert len(series.prices) == 7
+
+
+def test_fetch_types_all_available(src, recent_response_ok):
+    mid = src.fetch(Series("BTC", "EUR", "mid", "2021-01-01", "2021-01-07"))
+    opn = src.fetch(Series("BTC", "EUR", "open", "2021-01-01", "2021-01-07"))
+    hgh = src.fetch(Series("BTC", "EUR", "high", "2021-01-01", "2021-01-07"))
+    low = src.fetch(Series("BTC", "EUR", "low", "2021-01-01", "2021-01-07"))
+    cls = src.fetch(Series("BTC", "EUR", "close", "2021-01-01", "2021-01-07"))
+    assert mid.prices[0].amount == Decimal("23881.35")
+    assert opn.prices[0].amount == Decimal("23706.73")
+    assert hgh.prices[0].amount == Decimal("24250")
+    assert low.prices[0].amount == Decimal("23512.7")
+    assert cls.prices[0].amount == Decimal("24070.97")
+
+
+def test_fetch_type_mid_is_mean_of_low_and_high(src, recent_response_ok):
+    mid = src.fetch(Series("BTC", "EUR", "mid", "2021-01-01", "2021-01-07")).prices
+    low = src.fetch(Series("BTC", "EUR", "low", "2021-01-01", "2021-01-07")).prices
+    hgh = src.fetch(Series("BTC", "EUR", "high", "2021-01-01", "2021-01-07")).prices
+    assert all(
+        [
+            mid[i].amount == (sum([low[i].amount, hgh[i].amount]) / 2)
+            for i in range(0, 7)
+        ]
+    )
+
+
+def test_fetch_requests_logged(src, type, recent_response_ok, caplog):
+    with caplog.at_level(logging.DEBUG):
+        src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
+    assert any(
+        ["DEBUG" == r.levelname and "curl " in r.message for r in caplog.records]
+    )
+
+
+def test_fetch_long_hist_multi_segment(src, type, multi_response_ok):
+    series = src.fetch(Series("BTC", "EUR", type, "2020-01-01", "2021-01-07"))
+    assert series.prices[0] == Price("2020-01-01", Decimal("6430.175"))
+    assert series.prices[-1] == Price("2021-01-07", Decimal("31208.49"))
+    assert len(series.prices) > 3
+
+
+def test_fetch_from_before_start(src, type, requests_mock):
+    body = '{"message":"End is too old"}'
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
+    with pytest.raises(exceptions.BadResponse) as e:
+        src.fetch(Series("BTC", "EUR", type, "1960-01-01", "1960-01-07"))
+    assert "too early" in str(e.value)
+
+
+def test_fetch_in_future(src, type, response_empty):
+    series = src.fetch(Series("BTC", "EUR", type, "2100-01-01", "2100-01-07"))
+    assert len(series.prices) == 0
+
+
+def test_fetch_wrong_dates_order_alledged(src, type, requests_mock):
+    # Is actually prevented in argument parsing and inside the source.
+    body = '{"message":"start must be before end"}'
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
+    with pytest.raises(exceptions.BadResponse) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
+    assert "end can't preceed" in str(e.value)
+
+
+def test_fetch_too_many_data_points_alledged(src, type, requests_mock):
+    # Should only happen if limit is reduced or calculated segments lengthened
+    body = "aggregations requested exceeds"
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=400, body=body)
+    with pytest.raises(exceptions.BadResponse) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
+    assert "Too many data points" in str(e.value)
+
+
+def test_fetch_rate_limit(src, type, requests_mock):
+    body = "Too many requests"
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), status=429, body=body)
+    with pytest.raises(exceptions.RateLimit) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-07", "2021-01-01"))
+    assert "rate limit has been exceeded" in str(e.value)
+
+
+def test_fetch_empty(src, type, response_empty):
+    series = src.fetch(Series("BTC", "EUR", type, "2000-01-01", "2000-01-07"))
+    assert len(series.prices) == 0
+
+
+def test_fetch_unknown_base(src, type, requests_mock):
+    body = '{"message":"NotFound"}'
+    requests_mock.add(
+        responses.GET, product_url("UNKNOWN", "EUR"), status=404, body=body
+    )
+    with pytest.raises(exceptions.InvalidPair):
+        src.fetch(Series("UNKNOWN", "EUR", type, "2021-01-01", "2021-01-07"))
+
+
+def test_fetch_unknown_quote(src, type, requests_mock):
+    body = '{"message":"NotFound"}'
+    requests_mock.add(responses.GET, product_url("BTC", "XZY"), status=404, body=body)
+    with pytest.raises(exceptions.InvalidPair):
+        src.fetch(Series("BTC", "XZY", type, "2021-01-01", "2021-01-07"))
+
+
+def test_fetch_no_quote(src, type, requests_mock):
+    body = '{"message":"NotFound"}'
+    requests_mock.add(responses.GET, product_url("BTC", ""), status=404, body=body)
+    with pytest.raises(exceptions.InvalidPair):
+        src.fetch(Series("BTC", "", type, "2021-01-01", "2021-01-07"))
+
+
+def test_fetch_unknown_pair(src, type, requests_mock):
+    body = '{"message":"NotFound"}'
+    requests_mock.add(responses.GET, product_url("ABC", "XZY"), status=404, body=body)
+    with pytest.raises(exceptions.InvalidPair):
+        src.fetch(Series("ABC", "XZY", type, "2021-01-01", "2021-01-07"))
+
+
+def test_fetch_network_issue(src, type, requests_mock):
+    body = requests.exceptions.ConnectionError("Network issue")
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), body=body)
+    with pytest.raises(exceptions.RequestError) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
+    assert "Network issue" in str(e.value)
+
+
+def test_fetch_bad_status(src, type, requests_mock):
+    requests_mock.add(
+        responses.GET, product_url("BTC", "EUR"), status=500, body="Some other reason"
+    )
+    with pytest.raises(exceptions.BadResponse) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
+    assert "Internal Server Error" in str(e.value)
+
+
+def test_fetch_parsing_error(src, type, requests_mock):
+    requests_mock.add(responses.GET, product_url("BTC", "EUR"), body="NOT JSON")
+    with pytest.raises(exceptions.ResponseParsingError) as e:
+        src.fetch(Series("BTC", "EUR", type, "2021-01-01", "2021-01-07"))
+    assert "while parsing data" in str(e.value)

tests/pricehist/sources/test_coinbasepro/2020-01-01--2020-10-16.json

@@ -0,0 +1,18 @@
+[
+  [
+    1602806400,
+    9588,
+    9860,
+    9828.84,
+    9672.41,
+    1068.08144123
+  ],
+  [
+    1577836800,
+    6388.91,
+    6471.44,
+    6400.02,
+    6410.22,
+    491.94797816
+  ]
+]

tests/pricehist/sources/test_coinbasepro/2020-10-17--2021-01-07.json

@@ -0,0 +1,18 @@
+[
+  [
+    1609977600,
+    29516.98,
+    32900,
+    29818.73,
+    32120.19,
+    5957.46980324
+  ],
+  [
+    1602892800,
+    9630.1,
+    9742.61,
+    9675.29,
+    9706.33,
+    385.03505036
+  ]
+]

tests/pricehist/sources/test_coinbasepro/currencies-partial.json

@@ -0,0 +1,141 @@
+[
+  {
+    "id": "BTC",
+    "name": "Bitcoin",
+    "min_size": "0.00000001",
+    "status": "online",
+    "message": "",
+    "max_precision": "0.00000001",
+    "convertible_to": [],
+    "details": {
+      "type": "crypto",
+      "symbol": "₿",
+      "network_confirmations": 3,
+      "sort_order": 20,
+      "crypto_address_link": "https://live.blockcypher.com/btc/address/{{address}}",
+      "crypto_transaction_link": "https://live.blockcypher.com/btc/tx/{{txId}}",
+      "push_payment_methods": [
+        "crypto"
+      ],
+      "group_types": [
+        "btc",
+        "crypto"
+      ],
+      "display_name": "",
+      "processing_time_seconds": 0,
+      "min_withdrawal_amount": 0.0001,
+      "max_withdrawal_amount": 2400
+    }
+  },
+  {
+    "id": "DOGE",
+    "name": "Dogecoin",
+    "min_size": "1",
+    "status": "online",
+    "message": "",
+    "max_precision": "0.1",
+    "convertible_to": [],
+    "details": {
+      "type": "crypto",
+      "symbol": "",
+      "network_confirmations": 60,
+      "sort_order": 29,
+      "crypto_address_link": "https://dogechain.info/address/{{address}}",
+      "crypto_transaction_link": "",
+      "push_payment_methods": [
+        "crypto"
+      ],
+      "group_types": [],
+      "display_name": "",
+      "processing_time_seconds": 0,
+      "min_withdrawal_amount": 1,
+      "max_withdrawal_amount": 17391300
+    }
+  },
+  {
+    "id": "ETH",
+    "name": "Ether",
+    "min_size": "0.00000001",
+    "status": "online",
+    "message": "",
+    "max_precision": "0.00000001",
+    "convertible_to": [],
+    "details": {
+      "type": "crypto",
+      "symbol": "Ξ",
+      "network_confirmations": 35,
+      "sort_order": 25,
+      "crypto_address_link": "https://etherscan.io/address/{{address}}",
+      "crypto_transaction_link": "https://etherscan.io/tx/0x{{txId}}",
+      "push_payment_methods": [
+        "crypto"
+      ],
+      "group_types": [
+        "eth",
+        "crypto"
+      ],
+      "display_name": "",
+      "processing_time_seconds": 0,
+      "min_withdrawal_amount": 0.001,
+      "max_withdrawal_amount": 7450
+    }
+  },
+  {
+    "id": "EUR",
+    "name": "Euro",
+    "min_size": "0.01",
+    "status": "online",
+    "message": "",
+    "max_precision": "0.01",
+    "convertible_to": [],
+    "details": {
+      "type": "fiat",
+      "symbol": "€",
+      "network_confirmations": 0,
+      "sort_order": 2,
+      "crypto_address_link": "",
+      "crypto_transaction_link": "",
+      "push_payment_methods": [
+        "sepa_bank_account"
+      ],
+      "group_types": [
+        "fiat",
+        "eur"
+      ],
+      "display_name": "",
+      "processing_time_seconds": 0,
+      "min_withdrawal_amount": 0,
+      "max_withdrawal_amount": 0
+    }
+  },
+  {
+    "id": "GBP",
+    "name": "British Pound",
+    "min_size": "0.01",
+    "status": "online",
+    "message": "",
+    "max_precision": "0.01",
+    "convertible_to": [],
+    "details": {
+      "type": "fiat",
+      "symbol": "£",
+      "network_confirmations": 0,
+      "sort_order": 3,
+      "crypto_address_link": "",
+      "crypto_transaction_link": "",
+      "push_payment_methods": [
+        "uk_bank_account",
+        "swift_lhv",
+        "swift"
+      ],
+      "group_types": [
+        "fiat",
+        "gbp"
+      ],
+      "display_name": "",
+      "processing_time_seconds": 0,
+      "min_withdrawal_amount": 0,
+      "max_withdrawal_amount": 0
+    }
+  }
+]

tests/pricehist/sources/test_coinbasepro/products-partial.json

@@ -0,0 +1,62 @@
+[
+  {
+    "id": "BTC-EUR",
+    "base_currency": "BTC",
+    "quote_currency": "EUR",
+    "base_min_size": "0.0001",
+    "base_max_size": "200",
+    "quote_increment": "0.01",
+    "base_increment": "0.00000001",
+    "display_name": "BTC/EUR",
+    "min_market_funds": "10",
+    "max_market_funds": "600000",
+    "margin_enabled": false,
+    "fx_stablecoin": false,
+    "post_only": false,
+    "limit_only": false,
+    "cancel_only": false,
+    "trading_disabled": false,
+    "status": "online",
+    "status_message": ""
+  },
+  {
+    "id": "ETH-GBP",
+    "base_currency": "ETH",
+    "quote_currency": "GBP",
+    "base_min_size": "0.001",
+    "base_max_size": "1400",
+    "quote_increment": "0.01",
+    "base_increment": "0.00000001",
+    "display_name": "ETH/GBP",
+    "min_market_funds": "10",
+    "max_market_funds": "1000000",
+    "margin_enabled": false,
+    "fx_stablecoin": false,
+    "post_only": false,
+    "limit_only": false,
+    "cancel_only": false,
+    "trading_disabled": false,
+    "status": "online",
+    "status_message": ""
+  },
+  {
+    "id": "DOGE-EUR",
+    "base_currency": "DOGE",
+    "quote_currency": "EUR",
+    "base_min_size": "1",
+    "base_max_size": "690000",
+    "quote_increment": "0.0001",
+    "base_increment": "0.1",
+    "display_name": "DOGE/EUR",
+    "min_market_funds": "5.0",
+    "max_market_funds": "100000",
+    "margin_enabled": false,
+    "fx_stablecoin": false,
+    "post_only": false,
+    "limit_only": false,
+    "cancel_only": false,
+    "trading_disabled": false,
+    "status": "online",
+    "status_message": ""
+  }
+]

tests/pricehist/sources/test_coinbasepro/recent.json

@@ -0,0 +1,58 @@
+[
+  [
+    1609977600,
+    29516.98,
+    32900,
+    29818.73,
+    32120.19,
+    5957.46980324
+  ],
+  [
+    1609891200,
+    27105.01,
+    29949,
+    27655.04,
+    29838.52,
+    4227.05067035
+  ],
+  [
+    1609804800,
+    24413.62,
+    27989,
+    26104.4,
+    27654.01,
+    4036.27720179
+  ],
+  [
+    1609718400,
+    22055,
+    26199,
+    25624.7,
+    26115.94,
+    6304.41029978
+  ],
+  [
+    1609632000,
+    24500,
+    27195.46,
+    25916.75,
+    25644.41,
+    4975.13927959
+  ],
+  [
+    1609545600,
+    22000,
+    27000,
+    24071.26,
+    25907.35,
+    7291.88538639
+  ],
+  [
+    1609459200,
+    23512.7,
+    24250,
+    23706.73,
+    24070.97,
+    1830.04655405
+  ]
+]