Coinbase pro DCA with limit orders

main.py

import requests
import os
import time
import base64
import hmac
import hashlib

from decimal import Decimal, getcontext

API_URL = 'https://api.pro.coinbase.com'
PRODUCT = {'ETH-EUR': 45, 'BTC-EUR': 10}    # What products to buy and how much fiat to spend on each
PRICE = Decimal(0.995)    # What % of the bid price set limit orders to
API_KEY = os.environ["COINBASE_API_KEY"]
API_SECRET = os.environ["COINBASE_API_SECRET"]
API_PASSPHRASE = os.environ["COINBASE_API_PASSPHRASE"]

getcontext().prec = 6


class CoinbaseExchangeAuth(requests.auth.AuthBase):
    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 '')
        hmac_key = base64.b64decode(self.secret_key)
        signature = hmac.new(hmac_key, message, hashlib.sha256)
        signature_b64 = signature.digest().encode('base64').rstrip('\n')

        request.headers.update({
            'CB-ACCESS-SIGN': signature_b64,
            'CB-ACCESS-TIMESTAMP': timestamp,
            'CB-ACCESS-KEY': self.api_key,
            'CB-ACCESS-PASSPHRASE': self.passphrase,
            'Content-Type': 'application/json'
        })
        return request

auth = CoinbaseExchangeAuth(API_KEY, API_SECRET, API_PASSPHRASE)


def get_ticker(market):
    r = requests.get('%s/products/%s/ticker' % (API_URL, market), auth=auth)
    r.raise_for_status()
    return r.json()


def post_order(market, amount, price):
    order = dict(
        product_id=market,
        side='buy',
        type='limit',
        size=str(amount),
        price=str(round(price, 2)),
        post_only=True,
    )
    r = requests.post('%s/orders' % (API_URL), json=order, auth=auth)
    if r.status_code != 200:
        print(r.text)
    r.raise_for_status()
    return r.json()


def buy(market, amount):
    bid_price = Decimal(get_ticker(market)['bid'])
    buy_price = PRICE * bid_price
    print(post_order(market, amount / buy_price, buy_price))


for (market, amount) in PRODUCT.items():
    buy(market, amount)