authenticate and place an order on Coinbase Exchange in R

CoinbaseExchangeEnterOrder.R

library(RCurl)   # for base64Decode(), base64Encode(), getURLContent(), and getCurlHandle()
library(digest)  # for hmac()
library(RJSONIO) # for toJSON() and fromJSON()

api.key <- "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
secret <- "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
passphrase <- "your passphrase"

api.url <- "https://api.gdax.com"
req.url <- "/orders"
method <- "POST"

timestamp <- format(as.numeric(Sys.time()), digits=13)
key <- base64Decode(secret, mode="raw")
order <- list(price="1.0", size="0.01", side="buy", product_id="BTC-USD")
body <- toJSON(order, collapse="")
what <- paste0(timestamp, toupper(method), req.url, body)

sign <- base64Encode(hmac(key, what, algo="sha256", raw=TRUE))

# set headers
httpheader <- list('CB-ACCESS-KEY'=api.key,
                'CB-ACCESS-SIGN'=sign,
                'CB-ACCESS-TIMESTAMP'=timestamp,
                'CB-ACCESS-PASSPHRASE'=passphrase,
                'Content-Type'='application/json')

# place an order
(order <- fromJSON(getURLContent(url=paste0(api.url, req.url), 
                                curl=getCurlHandle(useragent="R"),
                                httpheader=httpheader, 
                                postfields=body)))

rgdax is now available on cran. library(rgdax) should give you all the common functions needed.

@DheerajAgarwal thanks for making the effort to put together this code. But the bad request error does not seem to go away. Can you please share the exact code you got working, without burying the message in details about rgdax?

hey @prateekji2016, my complete code with examples is available on CRAN as well as my repo. https://github.com/DheerajAgarwal/rgdax for some time. I believe posting code is only going to make it more confusing as the actual code continues to evolve. Hope you will find what you are looking for.