Add GDAX OpenAPI specification (only the public API for now)

[tbourvon]

This is a first shot at writing an OpenAPI specification for an exchange.

It's only the public API for now, and it still has some rough edges (for example, most fields should be marked as required so that we don't have useless Option wrappers around the API data models).

The API can be generated using swagger-codegen (https://github.com/swagger-api/swagger-codegen). Note that since the OpenAPI file uses OpenAPI v3.0.0, you need to use the 3.0.0 version of swagger-codegen as well.

There were some issues with the Rust code generation as swagger-codegen is still transitioning to 3.0.0. I submitted PRs upstream to fix the problems I've encountered, they should be merged soon. In the meantime you can build swagger-codegen from my fork (which contains the 4 commits being landed as PRs): https://github.com/tbourvon/swagger-codegen/tree/3.0.0

Since GDAX requires a User-Agent to be provided, here is the full swagger-codegen command you need to run:

java -jar swagger-codegen/modules/swagger-codegen-cli/target/swagger-codegen-cli.jar generate \
   -i apis/gdax/openapi.yaml \
   -l rust \
   -o src/gdax/generated_api/ \
   --http-user-agent "Coinnect/0.5.8"

A very good bonus to this is that the generated API uses Hyper async, so this is already a great step towards the async version of Coinnect.

Feel free to comment if you have specific remarks on the patch. Otherwise, I think it's best to keep the general discussion around OpenAPI in the issue #47.

[hugues31]

Hi! Thanks for your contribution. As I was very busy with this end of year holidays I didn't had the time to look at all the discussion around Coinnect. I will look at your OpenAPI implementation tomorrow. I wish you (and all other contributors) a good year ;)

[crackcomm]

I certainly appreciate that very much, thank you @tbourvon.

@hugues31 happy new year to you too :)

[hugues31]

mmmh.. for some reason when generating the lib with swagger-codegen (version 2.3) I get an error:

[main] ERROR io.swagger.parser.SwaggerCompatConverter - failed to read resource listing
com.fasterxml.jackson.core.JsonParseException: Unrecognized token 'openapi': was expecting ('true', 'false' or 'null')
 at [Source: openapi.yaml; line: 1, column: 9]

And same thing with version 3.0 :

Exception in thread "Thread-1" java.lang.RuntimeException: Could not generate model 'Candle'
	at io.swagger.codegen.DefaultGenerator.generateModels(DefaultGenerator.java:409)
	at io.swagger.codegen.DefaultGenerator.generate(DefaultGenerator.java:721)
	at io.swagger.codegen.cmd.Generate.run(Generate.java:290)
	at java.lang.Thread.run(Thread.java:748)
Caused by: com.github.jknack.handlebars.HandlebarsException: /rust/model.mustache:26:57: found: '-last', expected: 'no viable alternative at input '{{^-last''
  pub fn new({{#requiredVars}}{{name}}: {{{datatype}}}{{^-last}}, {{/-last}}{{/requiredVars}}) -> {{classname}} {

I'm on Mac currently (with java 1.8). I will retry this later

[tbourvon]

Happy new year to all of you! @hugues31 the error with version 2.3 is normal, since this OpenAPI file uses the 3.0.0 specification. As for the other error, it's one that my PRs to swagger-codegen fix (but they haven't been merged yet, you can use my fork as indicated in the first post).

[hugues31]

@tbourvon Oh, my bad! Didn't read that part... I'll try now EDIT: It works fine now

[crackcomm]

I hope to see private API too @tbourvon 👍

I will submit pull request with Poloniex private API soon, I will also look around for existing OpenAPI schemas for other exchanges.

[tbourvon]

@crackcomm Will be coming soon, but it's a much bigger piece, and I'm not on holidays anymore.

[crackcomm]

I have most of Poloniex trading API ready but it needs some polishing.