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FTX: Add REST staking and basic subaccount functionality (#692)

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* Add FTX staking, missing margin APIs and basic subaccount support

* Fix backtester tests and add optional subaccount support to exchange_wrapper_issues tool

* subAccount to subaccount

* Fix TyPo

* Expand test coverage

* Address nitterinos

* Fix typos

* Remove unusued error type
This commit is contained in:
Adrian Gallagher
2021-06-02 15:52:46 +10:00
committed by GitHub
parent 5ea5245afb
commit f234726382
17 changed files with 361 additions and 84 deletions
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159
exchanges/ftx/ftx.go
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@@ -99,6 +99,7 @@ const (
// Margin Endpoints
marginBorrowRates = "/spot_margin/borrow_rates"
marginLendingRates = "/spot_margin/lending_rates"
marginLendingHistory = "/spot_margin/history"
dailyBorrowedAmounts = "/spot_margin/borrow_summary"
marginMarketInfo = "/spot_margin/market_info?market=%s"
marginBorrowHistory = "/spot_margin/borrow_history"
@@ -107,6 +108,13 @@ const (
marginLendingInfo = "/spot_margin/lending_info"
submitLendingOrder = "/spot_margin/offers"
// Staking endpoints
stakes = "/staking/stakes"
unstakeRequests = "/staking/unstake_requests"
stakeBalances = "/staking/balances"
stakingRewards = "/staking/staking_rewards"
serumStakes = "/srm_stakes/stakes"
// Other Consts
trailingStopOrderType = "trailingStop"
takeProfitOrderType = "takeProfit"
@@ -328,20 +336,62 @@ func (f *FTX) GetMarginMarketInfo(market string) ([]MarginMarketInfo, error) {
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, fmt.Sprintf(marginMarketInfo, market), nil, &r)
}
// GetMarginBorrowHistory gets margin borrowing history
func (f *FTX) GetMarginBorrowHistory() ([]MarginTransactionHistoryData, error) {
// GetMarginBorrowHistory gets the margin borrow history data
func (f *FTX) GetMarginBorrowHistory(startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
r := struct {
Data []MarginTransactionHistoryData `json:"result"`
}{}
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginBorrowHistory, nil, &r)
params := url.Values{}
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return nil, errStartTimeCannotBeAfterEndTime
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
endpoint := common.EncodeURLValues(marginBorrowHistory, params)
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, nil, &r)
}
// GetMarginMarketLendingHistory gets the markets margin lending rate history
func (f *FTX) GetMarginMarketLendingHistory(coin currency.Code, startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
r := struct {
Data []MarginTransactionHistoryData `json:"result"`
}{}
params := url.Values{}
if !coin.IsEmpty() {
params.Set("coin", coin.Upper().String())
}
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return nil, errStartTimeCannotBeAfterEndTime
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
endpoint := common.EncodeURLValues(marginLendingHistory, params)
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, params, &r)
}
// GetMarginLendingHistory gets margin lending history
func (f *FTX) GetMarginLendingHistory() ([]MarginTransactionHistoryData, error) {
func (f *FTX) GetMarginLendingHistory(coin currency.Code, startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
r := struct {
Data []MarginTransactionHistoryData `json:"result"`
}{}
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendHistory, nil, &r)
params := url.Values{}
if !coin.IsEmpty() {
params.Set("coin", coin.Upper().String())
}
if !startTime.IsZero() && !endTime.IsZero() {
if startTime.After(endTime) {
return nil, errStartTimeCannotBeAfterEndTime
}
params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
}
endpoint := common.EncodeURLValues(marginLendHistory, params)
return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendHistory, endpoint, &r)
}
// GetMarginLendingOffers gets margin lending offers
@@ -361,13 +411,13 @@ func (f *FTX) GetLendingInfo() ([]LendingInfoData, error) {
}
// SubmitLendingOffer submits an offer for margin lending
func (f *FTX) SubmitLendingOffer(coin string, size, rate float64) error {
func (f *FTX) SubmitLendingOffer(coin currency.Code, size, rate float64) error {
resp := struct {
Result string `json:"result"`
Success bool `json:"success"`
}{}
req := make(map[string]interface{})
req["coin"] = strings.ToUpper(coin)
req["coin"] = coin.Upper().String()
req["size"] = size
req["rate"] = rate
@@ -429,11 +479,11 @@ func (f *FTX) GetAllWalletBalances() (AllWalletBalances, error) {
}
// FetchDepositAddress gets deposit address for a given coin
func (f *FTX) FetchDepositAddress(coin string) (DepositData, error) {
func (f *FTX) FetchDepositAddress(coin currency.Code) (DepositData, error) {
resp := struct {
Data DepositData `json:"result"`
}{}
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getDepositAddress+strings.ToUpper(coin), nil, &resp)
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getDepositAddress+coin.Upper().String(), nil, &resp)
}
// FetchDepositHistory gets deposit history
@@ -453,9 +503,9 @@ func (f *FTX) FetchWithdrawalHistory() ([]TransactionData, error) {
}
// Withdraw sends a withdrawal request
func (f *FTX) Withdraw(coin, address, tag, password, code string, size float64) (TransactionData, error) {
func (f *FTX) Withdraw(coin currency.Code, address, tag, password, code string, size float64) (TransactionData, error) {
req := make(map[string]interface{})
req["coin"] = strings.ToUpper(coin)
req["coin"] = coin.Upper().String()
req["address"] = address
req["size"] = size
if code != "" {
@@ -851,9 +901,9 @@ func (f *FTX) GetYourQuoteRequests() ([]PersonalQuotesData, error) {
}
// CreateQuoteRequest sends a request to create a quote
func (f *FTX) CreateQuoteRequest(underlying, optionType, side string, expiry int64, requestExpiry string, strike, size, limitPrice, counterParyID float64, hideLimitPrice bool) (CreateQuoteRequestData, error) {
func (f *FTX) CreateQuoteRequest(underlying currency.Code, optionType, side string, expiry int64, requestExpiry string, strike, size, limitPrice, counterPartyID float64, hideLimitPrice bool) (CreateQuoteRequestData, error) {
req := make(map[string]interface{})
req["underlying"] = strings.ToUpper(underlying)
req["underlying"] = underlying.Upper().String()
req["type"] = optionType
req["side"] = side
req["strike"] = strike
@@ -865,8 +915,8 @@ func (f *FTX) CreateQuoteRequest(underlying, optionType, side string, expiry int
if requestExpiry != "" {
req["requestExpiry"] = requestExpiry
}
if counterParyID != 0 {
req["counterParyID"] = counterParyID
if counterPartyID != 0 {
req["counterpartyId"] = counterPartyID
}
req["hideLimitPrice"] = hideLimitPrice
resp := struct {
@@ -978,6 +1028,76 @@ func (f *FTX) GetOptionsFills(startTime, endTime time.Time, limit string) ([]Opt
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getOptionsFills, req, &resp)
}
// GetStakes returns a list of staked assets
func (f *FTX) GetStakes() ([]Stake, error) {
resp := struct {
Data []Stake `json:"result"`
}{}
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, stakes, nil, &resp)
}
// GetUnstakeRequests returns a collection of unstake requests
func (f *FTX) GetUnstakeRequests() ([]UnstakeRequest, error) {
resp := struct {
Data []UnstakeRequest `json:"result"`
}{}
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, unstakeRequests, nil, &resp)
}
// GetStakeBalances returns a collection of staked coin balances
func (f *FTX) GetStakeBalances() ([]StakeBalance, error) {
resp := struct {
Data []StakeBalance `json:"result"`
}{}
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, stakeBalances, nil, &resp)
}
// UnstakeRequest unstakes an existing staked coin
func (f *FTX) UnstakeRequest(coin currency.Code, size float64) (*UnstakeRequest, error) {
resp := struct {
Data UnstakeRequest `json:"result"`
}{}
req := make(map[string]interface{})
req["coin"] = coin.Upper().String()
req["size"] = strconv.FormatFloat(size, 'f', -1, 64)
return &resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, unstakeRequests, req, &resp)
}
// CancelUnstakeRequest cancels a pending unstake request
func (f *FTX) CancelUnstakeRequest(requestID int64) (bool, error) {
resp := struct {
Result string
}{}
path := unstakeRequests + "/" + strconv.FormatInt(requestID, 10)
if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodDelete, path, nil, &resp); err != nil {
return false, err
}
if resp.Result != "Cancelled" {
return false, errors.New("failed to cancel unstake request")
}
return true, nil
}
// GetStakingRewards returns a collection of staking rewards
func (f *FTX) GetStakingRewards() ([]StakeReward, error) {
resp := struct {
Data []StakeReward `json:"result"`
}{}
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, stakingRewards, nil, &resp)
}
// StakeRequest submits a stake request based on the specified currency and size
func (f *FTX) StakeRequest(coin currency.Code, size float64) (*Stake, error) {
resp := struct {
Data Stake `json:"result"`
}{}
req := make(map[string]interface{})
req["coin"] = coin.Upper().String()
req["size"] = strconv.FormatFloat(size, 'f', -1, 64)
return &resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, serumStakes, req, &resp)
}
// SendAuthHTTPRequest sends an authenticated request
func (f *FTX) SendAuthHTTPRequest(ep exchange.URL, method, path string, data, result interface{}) error {
endpoint, err := f.API.Endpoints.GetURL(ep)
@@ -1003,6 +1123,9 @@ func (f *FTX) SendAuthHTTPRequest(ep exchange.URL, method, path string, data, re
headers["FTX-KEY"] = f.API.Credentials.Key
headers["FTX-SIGN"] = crypto.HexEncodeToString(hmac)
headers["FTX-TS"] = ts
if f.API.Credentials.Subaccount != "" {
headers["FTX-SUBACCOUNT"] = url.QueryEscape(f.API.Credentials.Subaccount)
}
headers["Content-Type"] = "application/json"
return f.SendPayload(context.Background(), &request.Item{
Method: method,
@@ -1090,13 +1213,13 @@ func (f *FTX) compatibleOrderVars(orderSide, orderStatus, orderType string, amou
}
// RequestForQuotes requests for otc quotes
func (f *FTX) RequestForQuotes(base, quote string, amount float64) (RequestQuoteData, error) {
func (f *FTX) RequestForQuotes(base, quote currency.Code, amount float64) (RequestQuoteData, error) {
resp := struct {
Data RequestQuoteData `json:"result"`
}{}
req := make(map[string]interface{})
req["fromCoin"] = strings.ToUpper(base)
req["toCoin"] = strings.ToUpper(quote)
req["fromCoin"] = base.Upper().String()
req["toCoin"] = quote.Upper().String()
req["size"] = amount
return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, requestOTCQuote, req, &resp)
}