R GDAX-API Delete Request

Question

I am having trouble with DELETE requests in R. I have been successful in making GET and POST requests using the below code. Any help / pointers will be appreciated.

It will require an api.key, secret & passphrase from GDAX to work.

Here is my function:

library(RCurl)
library(jsonlite)
library(httr)
library(digest)

cancel_order <- function(api.key,
                         secret,
                         passphrase) {
  api.url <- "https://api.gdax.com"

  #get url extension----
  req.url <- "/orders/"

  #define method----
  method = "DELETE"

  url <- paste0(api.url, req.url)

  timestamp <-
    format(as.numeric(Sys.time()), digits = 13) # create nonce
  key <- base64Decode(secret, mode = "raw") # encode api secret

  #create final end point----
  what <- paste0(timestamp, method, req.url)

  #create encoded signature----
  sign <-
    base64Encode(hmac(key, what, algo = "sha256", raw = TRUE)) # hash

  #define headers----
  httpheader <- list(
    'CB-ACCESS-KEY' = api.key,
    'CB-ACCESS-SIGN' = sign,
    'CB-ACCESS-TIMESTAMP' = timestamp,
    'CB-ACCESS-PASSPHRASE' = passphrase,
    'Content-Type' = 'application/json'
  )
  ##------------------------------------------------
  response <- getURL(
    url = url,
    curl = getCurlHandle(useragent = "R"),
    httpheader = httpheader
  )
  print(rawToChar(response)) #rawToChar only on macOS and not on Win
}

The error I get is "{\"message\":\"invalid signature\"}" even though the same command will code and signature will work with GET & POST.

Ref: GDAX API DOCs

score 0 · Answer 1 · answered Dec 28 '17 at 19:54

0

just a guess as I am not familiar with the API, but perhaps you are missing the 'order-id' ...

look at: https://docs.gdax.com/?javascript#cancel-an-order

answered Dec 28 '17 at 19:54

AlphaDrivers

136
4

There are two endpoints. One to cancel all and the other to cancel an order. If I was missing the order id I would have had a bad request, not invalid signature. – Drj Dec 28 '17 at 23:23

Drj · Accepted Answer · 2018-01-24T14:10:24.843

Ok. I took @mrflick's advise and pointed my connection to requestbin based on his feedback on a different but related question.

After careful inspection, I realized that the my request for some reason was treated as a POST request and not a DELETE request. So I decided to replace the getURL function with another higher level function from RCurl for it to work.

response <- httpDELETE(
  url = url,
  curl = getCurlHandle(useragent = "R"),
  httpheader = httpheader
)

Everything else remains the same. Apparently there never was an issue with the signature.

I have added this function now to my unofficial wrapper rgdax

EDIT::
The unofficial wrapper is now official and on CRAN.

R GDAX-API Delete Request

2 Answers2