Merge pull request #218 from bhandras/coinbase-fiat-api

fiat: add support for using Coinbase to fetch hourly/daily prices

Author: bhandras

fiat/coinbase_api.go

@@ -0,0 +1,161 @@
+package fiat
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"io"
+	"net/http"
+	"time"
+
+	"github.com/shopspring/decimal"
+)
+
+const (
+	coinbaseHistoryAPI  = "https://api.exchange.coinbase.com/products/%s/candles"
+	coinbaseDefaultPair = "BTC-USD"
+	coinbaseCandleCap   = 300   // max buckets.
+	coinbaseGranHourSec = 3600  // 1‑hour buckets.
+	coinbaseGranDaySec  = 86400 // 1‑day  buckets.
+	coinbaseDefaultCurr = "USD"
+)
+
+type coinbaseAPI struct {
+	// granularity is the price granularity (must be GranularityHour or
+	// GranularityDay for coinbase).
+	granularity Granularity
+
+	// product is the Coinbase product pair (e.g. BTC-USD).
+	product string
+
+	// client is the HTTP client used to make requests.
+	client *http.Client
+}
+
+// newCoinbaseAPI returns an implementation that satisfies fiatBackend.
+func newCoinbaseAPI(g Granularity) *coinbaseAPI {
+	return &coinbaseAPI{
+		granularity: g,
+		product:     coinbaseDefaultPair,
+		client: &http.Client{
+			Timeout: 10 * time.Second,
+		},
+	}
+}
+
+// queryCoinbase performs one HTTP request for a single <300‑bucket window.
+func queryCoinbase(start, end time.Time, product string,
+	g Granularity, cl *http.Client) ([]byte, error) {
+
+	url := fmt.Sprintf(coinbaseHistoryAPI, product) +
+		fmt.Sprintf("?start=%s&end=%s&granularity=%d",
+			start.Format(time.RFC3339),
+			end.Format(time.RFC3339),
+			int(g.aggregation.Seconds()))
+
+	// #nosec G107 – public data
+	resp, err := cl.Get(url)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+
+	return io.ReadAll(resp.Body)
+}
+
+// parseCoinbaseData parses the JSON response from Coinbase's candles endpoint.
+//
+// Coinbase “product candles” endpoint
+//
+//	GET https://api.exchange.coinbase.com/products/<product‑id>/candles
+//
+// Response body ─ array of fixed‑width arrays:
+//
+//	[
+//	  [ time,  low,       high,      open,      close,     volume ],
+//	  ...
+//	]
+//
+// Field meanings (per Coinbase docs [1]):
+//   - time    – UNIX epoch **seconds** marking the *start* of the bucket (UTC).
+//   - low     – lowest trade price during the bucket interval.
+//   - high    – highest trade price during the bucket interval.
+//   - open    – price of the first trade in the interval.
+//   - close   – price of the last trade in the interval.
+//   - volume  – amount of the base‑asset traded during the interval.
+//
+// Additional quirks
+//   - Candles are returned in *reverse‑chronological* order (newest‑first).
+//   - `granularity` must be one of 60, 300, 900, 3600, 21600, 86400 seconds.
+//   - A single request can return at most 300 buckets; larger spans must be
+//     paged by adjusting `start`/`end` query parameters.
+//
+// Example (1‑hour granularity, newest‑first):
+//
+//	[
+//	  [1714632000, 64950.12, 65080.00, 65010.55, 65075.00, 84.213],
+//	  [1714628400, 64890.00, 65020.23, 64900.00, 64950.12, 92.441],
+//	  ...
+//	]
+//
+// [1] https://docs.cdp.coinbase.com/exchange/reference/exchangerestapi_getproductcandles
+func parseCoinbaseData(data []byte) ([]*Price, error) {
+	var raw [][]float64
+	if err := json.Unmarshal(data, &raw); err != nil {
+		return nil, err
+	}
+
+	prices := make([]*Price, 0, len(raw))
+	for _, c := range raw {
+		// Historical rate data may be incomplete. No data is published
+		// for intervals where there are no ticks.
+		if len(c) < 5 {
+			continue
+		}
+		ts := time.Unix(int64(c[0]), 0).UTC()
+		closePx := decimal.NewFromFloat(c[4])
+
+		prices = append(prices, &Price{
+			Timestamp: ts,
+			Price:     closePx,
+			Currency:  coinbaseDefaultCurr,
+		})
+	}
+	return prices, nil
+}
+
+// rawPriceData satisfies the fiatBackend interface.
+func (c *coinbaseAPI) rawPriceData(ctx context.Context,
+	startTime, endTime time.Time) ([]*Price, error) {
+
+	// Coinbase cap = 300 * granularity.
+	chunk := c.granularity.aggregation * coinbaseCandleCap
+	start := startTime.Truncate(c.granularity.aggregation)
+	end := start.Add(chunk)
+	if end.After(endTime) {
+		end = endTime
+	}
+
+	var all []*Price
+	for start.Before(endTime) {
+		query := func() ([]byte, error) {
+			return queryCoinbase(
+				start, end, c.product, c.granularity, c.client,
+			)
+		}
+
+		records, err := retryQuery(ctx, query, parseCoinbaseData)
+		if err != nil {
+			return nil, err
+		}
+		all = append(all, records...)
+
+		start = end
+		end = start.Add(chunk)
+		if end.After(endTime) {
+			end = endTime
+		}
+	}
+
+	return all, nil
+}

fiat/prices.go

@@ -105,6 +105,16 @@ func (cfg *PriceSourceConfig) validatePriceSourceConfig() error {
 		if len(cfg.PricePoints) == 0 {
 			return errPricePointsRequired
 		}
+
+	case CoinbasePriceBackend:
+		if cfg.Granularity == nil ||
+			(*cfg.Granularity != GranularityHour &&
+				*cfg.Granularity != GranularityDay) {
+
+			return fmt.Errorf("%w: coinbase supports hourly or "+
+				"daily granularity only",
+				errGranularityUnsupported)
+		}
 	}
 
 	return nil
@@ -162,6 +172,9 @@ const (
 
 	// CoinGeckoPriceBackend uses CoinGecko's API for fiat price data.
 	CoinGeckoPriceBackend
+
+	// CoinbasePriceBackend uses Coinbase's API for fiat price data.
+	CoinbasePriceBackend
 )
 
 var priceBackendNames = map[PriceBackend]string{
@@ -170,6 +183,7 @@ var priceBackendNames = map[PriceBackend]string{
 	CoinDeskPriceBackend:  "coindesk",
 	CustomPriceBackend:    "custom",
 	CoinGeckoPriceBackend: "coingecko",
+	CoinbasePriceBackend:  "coinbase",
 }
 
 // String returns the string representation of a price backend.
@@ -212,6 +226,11 @@ func NewPriceSource(cfg *PriceSourceConfig) (*PriceSource, error) {
 		return &PriceSource{
 			impl: &coinGeckoAPI{},
 		}, nil
+
+	case CoinbasePriceBackend:
+		return &PriceSource{
+			impl: newCoinbaseAPI(*cfg.Granularity),
+		}, nil
 	}
 
 	return nil, errUnknownPriceBackend

fiat/prices_test.go

@@ -1,10 +1,13 @@
 package fiat
 
 import (
+	"context"
 	"errors"
+	"net/http"
 	"testing"
 	"time"
 
+	"github.com/jarcoal/httpmock"
 	"github.com/lightningnetwork/lnd/lnwire"
 	"github.com/shopspring/decimal"
 	"github.com/stretchr/testify/require"
@@ -245,3 +248,57 @@ func TestValidatePriceSourceConfig(t *testing.T) {
 		})
 	}
 }
+
+// TestCoinbaseRawPriceData tests the rawPriceData method of the Coinbase API
+// implementation.
+func TestCoinbaseRawPriceData(t *testing.T) {
+	now := time.Now().UTC().Truncate(time.Hour)
+	start := now.Add(-time.Hour * 4)
+
+	// Stub HTTP client with httpmock (same pattern as CoinCap tests).
+	mock := httpmock.NewMockTransport()
+	client := &http.Client{Transport: mock}
+
+	// JSON response for the Coinbase API.
+	const numCandles = 4
+	candles := make([][]float64, numCandles)
+
+	for i := range candles {
+		timestamp := start.Add(time.Duration(i) * time.Hour).Unix()
+
+		// Example values; tweak as needed.
+		low := 45_000 + float64(i)
+		high := 55_000 + float64(i)
+		open := 0.0
+		close := 50_000 + float64(i)
+		vol := 0.0
+
+		candles[i] = []float64{
+			float64(timestamp), low, high, open, close, vol,
+		}
+	}
+
+	expected := make([]*Price, numCandles)
+	for i := range expected {
+		expected[i] = &Price{
+			Timestamp: start.Add(time.Hour * time.Duration(i)),
+			Price:     decimal.NewFromFloat(float64(50_000 + i)),
+			Currency:  "USD",
+		}
+	}
+
+	// Four hourly candles (close = 50000) returned.
+	mock.RegisterResponder(
+		"GET", `=~https://api.exchange.coinbase.com/.*`,
+		httpmock.NewJsonResponderOrPanic(200, candles),
+	)
+
+	api := newCoinbaseAPI(GranularityHour)
+	api.client = client
+
+	ctx := context.Background()
+	out, err := api.rawPriceData(ctx, start, now)
+	require.NoError(t, err)
+
+	require.EqualValues(t, expected, out)
+}

go.mod

@@ -6,6 +6,7 @@ require (
 	github.com/btcsuite/btcd/chaincfg/chainhash v1.1.0
 	github.com/btcsuite/btclog/v2 v2.0.1-0.20250110154127-3ae4bf1cb318
 	github.com/grpc-ecosystem/grpc-gateway/v2 v2.22.0
+	github.com/jarcoal/httpmock v1.4.0
 	github.com/jessevdk/go-flags v1.4.0
 	github.com/lightninglabs/faraday/frdrpc v1.0.0
 	github.com/lightninglabs/lndclient v0.19.0-2

go.sum

@@ -298,6 +298,8 @@ github.com/jackc/puddle v0.0.0-20190608224051-11cab39313c9/go.mod h1:m4B5Dj62Y0f
 github.com/jackc/puddle v1.1.3/go.mod h1:m4B5Dj62Y0fbyuIc15OsIqK0+JU8nkqQjsgx7dvjSWk=
 github.com/jackc/puddle/v2 v2.2.1 h1:RhxXJtFG022u4ibrCSMSiu5aOq1i77R3OHKNJj77OAk=
 github.com/jackc/puddle/v2 v2.2.1/go.mod h1:vriiEXHvEE654aYKXXjOvZM39qJ0q+azkZFrfEOc3H4=
+github.com/jarcoal/httpmock v1.4.0 h1:BvhqnH0JAYbNudL2GMJKgOHe2CtKlzJ/5rWKyp+hc2k=
+github.com/jarcoal/httpmock v1.4.0/go.mod h1:ftW1xULwo+j0R0JJkJIIi7UKigZUXCLLanykgjwBXL0=
 github.com/jessevdk/go-flags v0.0.0-20141203071132-1679536dcc89/go.mod h1:4FA24M0QyGHXBuZZK/XkWh8h0e1EYbRYJSGM75WSRxI=
 github.com/jessevdk/go-flags v1.4.0 h1:4IU2WS7AumrZ/40jfhf4QVDMsQwqA7VEHozFRrGARJA=
 github.com/jessevdk/go-flags v1.4.0/go.mod h1:4FA24M0QyGHXBuZZK/XkWh8h0e1EYbRYJSGM75WSRxI=
@@ -408,6 +410,8 @@ github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWE
 github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y=
 github.com/matttproud/golang_protobuf_extensions v1.0.1 h1:4hp9jkHxhMHkqkrB3Ix0jegS5sx/RkqARlsWZ6pIwiU=
 github.com/matttproud/golang_protobuf_extensions v1.0.1/go.mod h1:D8He9yQNgCq6Z5Ld7szi9bcBfOoFv/3dc6xSMkL2PC0=
+github.com/maxatome/go-testdeep v1.14.0 h1:rRlLv1+kI8eOI3OaBXZwb3O7xY3exRzdW5QyX48g9wI=
+github.com/maxatome/go-testdeep v1.14.0/go.mod h1:lPZc/HAcJMP92l7yI6TRz1aZN5URwUBUAfUNvrclaNM=
 github.com/miekg/dns v1.1.43 h1:JKfpVSCB84vrAmHzyrsxB5NAr5kLoMXZArPSw7Qlgyg=
 github.com/miekg/dns v1.1.43/go.mod h1:+evo5L0630/F6ca/Z9+GAqzhjGyn8/c+TBaOyfEl0V4=
 github.com/mitchellh/mapstructure v1.4.1 h1:CpVNEelQCZBooIPDn+AR3NpivK/TIKU8bDxdASFVQag=

version.go

@@ -25,7 +25,7 @@ const (
 	// Please update release_notes.md when updating this!
 	appMajor uint = 0
 	appMinor uint = 2
-	appPatch uint = 14
+	appPatch uint = 15
 
 	// appPreRelease MUST only contain characters from semanticAlphabet
 	// per the semantic versioning spec.