package ftx import ( "bytes" "context" "encoding/json" "errors" "fmt" "io" "net/http" "net/url" "strconv" "strings" "time" "github.com/thrasher-corp/gocryptotrader/common/crypto" exchange "github.com/thrasher-corp/gocryptotrader/exchanges" "github.com/thrasher-corp/gocryptotrader/exchanges/order" "github.com/thrasher-corp/gocryptotrader/exchanges/request" ) // FTX is the overarching type across this package type FTX struct { exchange.Base } const ( ftxAPIURL = "https://ftx.com/api" // Public endpoints getMarkets = "/markets" getMarket = "/markets/" getOrderbook = "/markets/%s/orderbook?depth=%s" getTrades = "/markets/%s/trades?" getHistoricalData = "/markets/%s/candles?" getFutures = "/futures" getFuture = "/futures/" getFutureStats = "/futures/%s/stats" getFundingRates = "/funding_rates" getIndexWeights = "/indexes/%s/weights" getAllWalletBalances = "/wallet/all_balances" // Authenticated endpoints getAccountInfo = "/account" getPositions = "/positions" setLeverage = "/account/leverage" getCoins = "/wallet/coins" getBalances = "/wallet/balances" getDepositAddress = "/wallet/deposit_address/" getDepositHistory = "/wallet/deposits" getWithdrawalHistory = "/wallet/withdrawals" withdrawRequest = "/wallet/withdrawals" getOpenOrders = "/orders?" getOrderHistory = "/orders/history?" getOpenTriggerOrders = "/conditional_orders?" getTriggerOrderTriggers = "/conditional_orders/%s/triggers" getTriggerOrderHistory = "/conditional_orders/history?" placeOrder = "/orders" placeTriggerOrder = "/conditional_orders" modifyOrder = "/orders/%s/modify" modifyOrderByClientID = "/orders/by_client_id/%s/modify" modifyTriggerOrder = "/conditional_orders/%s/modify" getOrderStatus = "/orders/" getOrderStatusByClientID = "/orders/by_client_id/" deleteOrder = "/orders/" deleteOrderByClientID = "/orders/by_client_id/" cancelTriggerOrder = "/conditional_orders/" getFills = "/fills?" getFundingPayments = "/funding_payments?" getLeveragedTokens = "/lt/tokens" getTokenInfo = "/lt/" getLTBalances = "/lt/balances" getLTCreations = "/lt/creations" requestLTCreation = "/lt/%s/create" getLTRedemptions = "/lt/redemptions" requestLTRedemption = "/lt/%s/redeem" getListQuotes = "/options/requests" getMyQuotesRequests = "/options/my_requests" createQuoteRequest = "/options/requests" deleteQuote = "/options/requests/" endpointQuote = "/options/requests/%s/quotes" getMyQuotes = "/options/my_quotes" deleteMyQuote = "/options/quotes/" acceptQuote = "/options/quotes/%s/accept" getOptionsInfo = "/options/account_info" getOptionsPositions = "/options/positions" getPublicOptionsTrades = "/options/trades" getOptionsFills = "/options/fills" requestOTCQuote = "/otc/quotes" getOTCQuoteStatus = "/otc/quotes/" acceptOTCQuote = "/otc/quotes/%s/accept" // Other Consts trailingStopOrderType = "trailingStop" takeProfitOrderType = "takeProfit" closedStatus = "closed" spotString = "spot" futuresString = "future" ratePeriod = time.Second rateLimit = 30 ) // GetMarkets gets market data func (f *FTX) GetMarkets() ([]MarketData, error) { resp := struct { Data []MarketData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(ftxAPIURL+getMarkets, &resp) } // GetMarket gets market data for a provided asset type func (f *FTX) GetMarket(marketName string) (MarketData, error) { resp := struct { Data MarketData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(ftxAPIURL+getMarket+marketName, &resp) } // GetOrderbook gets orderbook for a given market with a given depth (default depth 20) func (f *FTX) GetOrderbook(marketName string, depth int64) (OrderbookData, error) { result := struct { Data TempOBData `json:"result"` }{} strDepth := strconv.FormatInt(depth, 10) var resp OrderbookData err := f.SendHTTPRequest(fmt.Sprintf(ftxAPIURL+getOrderbook, marketName, strDepth), &result) if err != nil { return resp, err } resp.MarketName = marketName for x := range result.Data.Asks { resp.Asks = append(resp.Asks, OData{Price: result.Data.Asks[x][0], Size: result.Data.Asks[x][1], }) } for y := range result.Data.Bids { resp.Bids = append(resp.Bids, OData{Price: result.Data.Bids[y][0], Size: result.Data.Bids[y][1], }) } return resp, nil } // GetTrades gets trades based on the conditions specified func (f *FTX) GetTrades(marketName string, startTime, endTime time.Time, limit int64) ([]TradeData, error) { strLimit := strconv.FormatInt(limit, 10) params := url.Values{} params.Set("limit", strLimit) resp := struct { Data []TradeData `json:"result"` }{} if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } return resp.Data, f.SendHTTPRequest(fmt.Sprintf(ftxAPIURL+getTrades, marketName)+params.Encode(), &resp) } // GetHistoricalData gets historical OHLCV data for a given market pair func (f *FTX) GetHistoricalData(marketName, timeInterval, limit string, startTime, endTime time.Time) ([]OHLCVData, error) { resp := struct { Data []OHLCVData `json:"result"` }{} params := url.Values{} params.Set("resolution", timeInterval) if limit != "" { params.Set("limit", limit) } if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } return resp.Data, f.SendHTTPRequest(fmt.Sprintf(ftxAPIURL+getHistoricalData, marketName)+params.Encode(), &resp) } // GetFutures gets data on futures func (f *FTX) GetFutures() ([]FuturesData, error) { resp := struct { Data []FuturesData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(ftxAPIURL+getFutures, &resp) } // GetFuture gets data on a given future func (f *FTX) GetFuture(futureName string) (FuturesData, error) { resp := struct { Data FuturesData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(ftxAPIURL+getFuture+futureName, &resp) } // GetFutureStats gets data on a given future's stats func (f *FTX) GetFutureStats(futureName string) (FutureStatsData, error) { resp := struct { Data FutureStatsData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(fmt.Sprintf(ftxAPIURL+getFutureStats, futureName), &resp) } // GetFundingRates gets data on funding rates func (f *FTX) GetFundingRates() ([]FundingRatesData, error) { resp := struct { Data []FundingRatesData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(ftxAPIURL+getFundingRates, &resp) } // GetIndexWeights gets index weights func (f *FTX) GetIndexWeights(index string) (IndexWeights, error) { var resp IndexWeights return resp, f.SendHTTPRequest(ftxAPIURL+fmt.Sprintf(getIndexWeights, index), &resp) } // SendHTTPRequest sends an unauthenticated HTTP request func (f *FTX) SendHTTPRequest(path string, result interface{}) error { return f.SendPayload(context.Background(), &request.Item{ Method: http.MethodGet, Path: path, Result: result, Verbose: f.Verbose, HTTPDebugging: f.HTTPDebugging, HTTPRecording: f.HTTPRecording, }) } // GetAccountInfo gets account info func (f *FTX) GetAccountInfo() (AccountInfoData, error) { resp := struct { Data AccountInfoData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getAccountInfo, nil, &resp) } // GetPositions gets the users positions func (f *FTX) GetPositions() ([]PositionData, error) { resp := struct { Data []PositionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getPositions, nil, &resp) } // ChangeAccountLeverage changes default leverage used by account func (f *FTX) ChangeAccountLeverage(leverage float64) error { req := make(map[string]interface{}) req["leverage"] = leverage return f.SendAuthHTTPRequest(http.MethodPost, setLeverage, req, nil) } // GetCoins gets coins' data in the account wallet func (f *FTX) GetCoins() ([]WalletCoinsData, error) { resp := struct { Data []WalletCoinsData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getCoins, nil, &resp) } // GetBalances gets balances of the account func (f *FTX) GetBalances() ([]BalancesData, error) { resp := struct { Data []BalancesData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getBalances, nil, &resp) } // GetAllWalletBalances gets all wallets' balances func (f *FTX) GetAllWalletBalances() (AllWalletAccountData, error) { resp := struct { Data AllWalletAccountData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getAllWalletBalances, nil, &resp) } // FetchDepositAddress gets deposit address for a given coin func (f *FTX) FetchDepositAddress(coin string) (DepositData, error) { resp := struct { Data DepositData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getDepositAddress+coin, nil, &resp) } // FetchDepositHistory gets deposit history func (f *FTX) FetchDepositHistory() ([]TransactionData, error) { resp := struct { Data []TransactionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getDepositHistory, nil, &resp) } // FetchWithdrawalHistory gets withdrawal history func (f *FTX) FetchWithdrawalHistory() ([]TransactionData, error) { resp := struct { Data []TransactionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getWithdrawalHistory, nil, &resp) } // Withdraw sends a withdrawal request func (f *FTX) Withdraw(coin, address, tag, password, code string, size float64) (TransactionData, error) { req := make(map[string]interface{}) req["coin"] = coin req["address"] = address req["size"] = size if code != "" { req["code"] = code } if tag != "" { req["tag"] = tag } if password != "" { req["password"] = password } resp := struct { Data TransactionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, withdrawRequest, req, &resp) } // GetOpenOrders gets open orders func (f *FTX) GetOpenOrders(marketName string) ([]OrderData, error) { params := url.Values{} if marketName != "" { params.Set("market", marketName) } resp := struct { Data []OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOpenOrders+params.Encode(), nil, &resp) } // FetchOrderHistory gets order history func (f *FTX) FetchOrderHistory(marketName string, startTime, endTime time.Time, limit string) ([]OrderData, error) { resp := struct { Data []OrderData `json:"result"` }{} params := url.Values{} if marketName != "" { params.Set("market", marketName) } if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if limit != "" { params.Set("limit", limit) } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOrderHistory+params.Encode(), nil, &resp) } // GetOpenTriggerOrders gets trigger orders that are currently open func (f *FTX) GetOpenTriggerOrders(marketName, orderType string) ([]TriggerOrderData, error) { params := url.Values{} if marketName != "" { params.Set("market", marketName) } if orderType != "" { params.Set("type", orderType) } resp := struct { Data []TriggerOrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOpenTriggerOrders+params.Encode(), nil, &resp) } // GetTriggerOrderTriggers gets trigger orders that are currently open func (f *FTX) GetTriggerOrderTriggers(orderID string) ([]TriggerData, error) { resp := struct { Data []TriggerData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, fmt.Sprintf(getTriggerOrderTriggers, orderID), nil, &resp) } // GetTriggerOrderHistory gets trigger orders that are currently open func (f *FTX) GetTriggerOrderHistory(marketName string, startTime, endTime time.Time, side, orderType, limit string) ([]TriggerOrderData, error) { resp := struct { Data []TriggerOrderData `json:"result"` }{} params := url.Values{} if marketName != "" { params.Set("market", marketName) } if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if side != "" { params.Set("side", side) } if orderType != "" { params.Set("type", orderType) } if limit != "" { params.Set("limit", limit) } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getTriggerOrderHistory+params.Encode(), nil, &resp) } // Order places an order func (f *FTX) Order(marketName, side, orderType, reduceOnly, ioc, postOnly, clientID string, price, size float64) (OrderData, error) { req := make(map[string]interface{}) req["market"] = marketName req["side"] = side req["price"] = price req["type"] = orderType req["size"] = size if reduceOnly != "" { req["reduceOnly"] = reduceOnly } if ioc != "" { req["ioc"] = ioc } if postOnly != "" { req["postOnly"] = postOnly } if clientID != "" { req["clientID"] = clientID } resp := struct { Data OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, placeOrder, req, &resp) } // TriggerOrder places an order func (f *FTX) TriggerOrder(marketName, side, orderType, reduceOnly, retryUntilFilled string, size, triggerPrice, orderPrice, trailValue float64) (TriggerOrderData, error) { req := make(map[string]interface{}) req["market"] = marketName req["side"] = side req["type"] = orderType req["size"] = size if reduceOnly != "" { req["reduceOnly"] = reduceOnly } if retryUntilFilled != "" { req["retryUntilFilled"] = retryUntilFilled } if orderType == order.Stop.Lower() || orderType == "" { req["triggerPrice"] = triggerPrice req["orderPrice"] = orderPrice } if orderType == trailingStopOrderType { req["trailValue"] = trailValue } if orderType == takeProfitOrderType { req["triggerPrice"] = triggerPrice req["orderPrice"] = orderPrice } resp := struct { Data TriggerOrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, placeTriggerOrder, req, &resp) } // ModifyPlacedOrder modifies a placed order func (f *FTX) ModifyPlacedOrder(orderID, clientID string, price, size float64) (OrderData, error) { req := make(map[string]interface{}) req["price"] = price req["size"] = size if clientID != "" { req["clientID"] = clientID } resp := struct { Data OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(modifyOrder, orderID), req, &resp) } // ModifyOrderByClientID modifies a placed order via clientOrderID func (f *FTX) ModifyOrderByClientID(clientOrderID, clientID string, price, size float64) (OrderData, error) { req := make(map[string]interface{}) req["price"] = price req["size"] = size if clientID != "" { req["clientID"] = clientID } resp := struct { Data OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(modifyOrderByClientID, clientOrderID), req, &resp) } // ModifyTriggerOrder modifies an existing trigger order // Choices for ordertype include stop, trailingStop, takeProfit func (f *FTX) ModifyTriggerOrder(orderID, orderType string, size, triggerPrice, orderPrice, trailValue float64) (TriggerOrderData, error) { req := make(map[string]interface{}) req["size"] = size if orderType == order.Stop.Lower() || orderType == "" { req["triggerPrice"] = triggerPrice req["orderPrice"] = orderPrice } if orderType == trailingStopOrderType { req["trailValue"] = trailValue } if orderType == takeProfitOrderType { req["triggerPrice"] = triggerPrice req["orderPrice"] = orderPrice } resp := struct { Data TriggerOrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(modifyTriggerOrder, orderID), req, &resp) } // GetOrderStatus gets the order status of a given orderID func (f *FTX) GetOrderStatus(orderID string) (OrderData, error) { resp := struct { Data OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOrderStatus+orderID, nil, &resp) } // GetOrderStatusByClientID gets the order status of a given clientOrderID func (f *FTX) GetOrderStatusByClientID(clientOrderID string) (OrderData, error) { resp := struct { Data OrderData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOrderStatusByClientID+clientOrderID, nil, &resp) } // DeleteOrder deletes an order func (f *FTX) DeleteOrder(orderID string) (string, error) { resp := struct { Data string `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, deleteOrder+orderID, nil, &resp) } // DeleteOrderByClientID deletes an order func (f *FTX) DeleteOrderByClientID(clientID string) (string, error) { resp := struct { Data string `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, deleteOrderByClientID+clientID, nil, &resp) } // DeleteTriggerOrder deletes an order func (f *FTX) DeleteTriggerOrder(orderID string) (string, error) { resp := struct { Data string `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodDelete, cancelTriggerOrder+orderID, nil, &resp) } // GetFills gets fills' data func (f *FTX) GetFills(market, limit string, startTime, endTime time.Time) ([]FillsData, error) { resp := struct { Data []FillsData `json:"result"` }{} params := url.Values{} if market != "" { params.Set("market", market) } if limit != "" { params.Set("limit", limit) } if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getFills+params.Encode(), nil, &resp) } // GetFundingPayments gets funding payments func (f *FTX) GetFundingPayments(startTime, endTime time.Time, future string) ([]FundingPaymentsData, error) { resp := struct { Data []FundingPaymentsData `json:"result"` }{} params := url.Values{} if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if future != "" { params.Set("future", future) } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getFundingPayments+params.Encode(), nil, &resp) } // ListLeveragedTokens lists leveraged tokens func (f *FTX) ListLeveragedTokens() ([]LeveragedTokensData, error) { resp := struct { Data []LeveragedTokensData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getLeveragedTokens, nil, &resp) } // GetTokenInfo gets token info func (f *FTX) GetTokenInfo(tokenName string) ([]LeveragedTokensData, error) { resp := struct { Data []LeveragedTokensData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getTokenInfo+tokenName, nil, &resp) } // ListLTBalances gets leveraged tokens' balances func (f *FTX) ListLTBalances() ([]LTBalanceData, error) { resp := struct { Data []LTBalanceData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getLTBalances, nil, &resp) } // ListLTCreations lists the leveraged tokens' creation requests func (f *FTX) ListLTCreations() ([]LTCreationData, error) { resp := struct { Data []LTCreationData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getLTCreations, nil, &resp) } // RequestLTCreation sends a request to create a leveraged token func (f *FTX) RequestLTCreation(tokenName string, size float64) (RequestTokenCreationData, error) { req := make(map[string]interface{}) req["size"] = size resp := struct { Data RequestTokenCreationData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(requestLTCreation, tokenName), req, &resp) } // ListLTRedemptions lists the leveraged tokens' redemption requests func (f *FTX) ListLTRedemptions() ([]LTRedemptionData, error) { resp := struct { Data []LTRedemptionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getLTRedemptions, nil, &resp) } // RequestLTRedemption sends a request to redeem a leveraged token func (f *FTX) RequestLTRedemption(tokenName string, size float64) (LTRedemptionRequestData, error) { req := make(map[string]interface{}) req["size"] = size resp := struct { Data LTRedemptionRequestData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(requestLTRedemption, tokenName), req, &resp) } // GetQuoteRequests gets a list of quote requests func (f *FTX) GetQuoteRequests() ([]QuoteRequestData, error) { resp := struct { Data []QuoteRequestData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getListQuotes, nil, &resp) } // GetYourQuoteRequests gets a list of your quote requests func (f *FTX) GetYourQuoteRequests() ([]PersonalQuotesData, error) { resp := struct { Data []PersonalQuotesData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getMyQuotesRequests, nil, &resp) } // 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) { req := make(map[string]interface{}) req["underlying"] = underlying req["type"] = optionType req["side"] = side req["strike"] = strike req["expiry"] = expiry req["size"] = size if limitPrice != 0 { req["limitPrice"] = limitPrice } if requestExpiry != "" { req["requestExpiry"] = requestExpiry } if counterParyID != 0 { req["counterParyID"] = counterParyID } req["hideLimitPrice"] = hideLimitPrice resp := struct { Data CreateQuoteRequestData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, createQuoteRequest, req, &resp) } // DeleteQuote sends request to cancel a quote func (f *FTX) DeleteQuote(requestID string) (CancelQuoteRequestData, error) { resp := struct { Data CancelQuoteRequestData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodDelete, deleteQuote+requestID, nil, &resp) } // GetQuotesForYourQuote gets a list of quotes for your quote func (f *FTX) GetQuotesForYourQuote(requestID string) (QuoteForQuoteData, error) { var resp QuoteForQuoteData return resp, f.SendAuthHTTPRequest(http.MethodGet, fmt.Sprintf(endpointQuote, requestID), nil, &resp) } // MakeQuote makes a quote for a quote func (f *FTX) MakeQuote(requestID, price string) ([]QuoteForQuoteData, error) { params := url.Values{} params.Set("price", price) resp := struct { Data []QuoteForQuoteData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(endpointQuote, requestID), nil, &resp) } // MyQuotes gets a list of my quotes for quotes func (f *FTX) MyQuotes() ([]QuoteForQuoteData, error) { resp := struct { Data []QuoteForQuoteData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getMyQuotes, nil, &resp) } // DeleteMyQuote deletes my quote for quotes func (f *FTX) DeleteMyQuote(quoteID string) ([]QuoteForQuoteData, error) { resp := struct { Data []QuoteForQuoteData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodDelete, deleteMyQuote+quoteID, nil, &resp) } // AcceptQuote accepts the quote for quote func (f *FTX) AcceptQuote(quoteID string) ([]QuoteForQuoteData, error) { resp := struct { Data []QuoteForQuoteData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(acceptQuote, quoteID), nil, &resp) } // GetAccountOptionsInfo gets account's options' info func (f *FTX) GetAccountOptionsInfo() (AccountOptionsInfoData, error) { resp := struct { Data AccountOptionsInfoData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOptionsInfo, nil, &resp) } // GetOptionsPositions gets options' positions func (f *FTX) GetOptionsPositions() ([]OptionsPositionsData, error) { resp := struct { Data []OptionsPositionsData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOptionsPositions, nil, &resp) } // GetPublicOptionsTrades gets options' trades from public func (f *FTX) GetPublicOptionsTrades(startTime, endTime time.Time, limit string) ([]OptionsTradesData, error) { resp := struct { Data []OptionsTradesData `json:"result"` }{} req := make(map[string]interface{}) if !startTime.IsZero() && !endTime.IsZero() { req["start_time"] = strconv.FormatInt(startTime.Unix(), 10) req["end_time"] = strconv.FormatInt(endTime.Unix(), 10) if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } } if limit != "" { req["limit"] = limit } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getPublicOptionsTrades, req, &resp) } // GetOptionsFills gets fills data for options func (f *FTX) GetOptionsFills(startTime, endTime time.Time, limit string) ([]OptionFillsData, error) { resp := struct { Data []OptionFillsData `json:"result"` }{} req := make(map[string]interface{}) if !startTime.IsZero() && !endTime.IsZero() { req["start_time"] = strconv.FormatInt(startTime.Unix(), 10) req["end_time"] = strconv.FormatInt(endTime.Unix(), 10) if startTime.After(endTime) { return resp.Data, errors.New("startTime cannot be after endTime") } } if limit != "" { req["limit"] = limit } return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOptionsFills, req, &resp) } // SendAuthHTTPRequest sends an authenticated request func (f *FTX) SendAuthHTTPRequest(method, path string, data, result interface{}) error { ts := strconv.FormatInt(time.Now().UnixNano()/1000000, 10) var body io.Reader var hmac, payload []byte var err error if data != nil { payload, err = json.Marshal(data) if err != nil { return err } body = bytes.NewBuffer(payload) sigPayload := ts + method + "/api" + path + string(payload) hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(f.API.Credentials.Secret)) } else { sigPayload := ts + method + "/api" + path hmac = crypto.GetHMAC(crypto.HashSHA256, []byte(sigPayload), []byte(f.API.Credentials.Secret)) } headers := make(map[string]string) headers["FTX-KEY"] = f.API.Credentials.Key headers["FTX-SIGN"] = crypto.HexEncodeToString(hmac) headers["FTX-TS"] = ts headers["Content-Type"] = "application/json" return f.SendPayload(context.Background(), &request.Item{ Method: method, Path: ftxAPIURL + path, Headers: headers, Body: body, Result: result, AuthRequest: true, Verbose: f.Verbose, HTTPDebugging: f.HTTPDebugging, HTTPRecording: f.HTTPRecording, }) } // GetFee returns an estimate of fee based on type of transaction func (f *FTX) GetFee(feeBuilder *exchange.FeeBuilder) (float64, error) { var fee float64 switch feeBuilder.FeeType { case exchange.OfflineTradeFee: fee = getOfflineTradeFee(feeBuilder) default: feeData, err := f.GetAccountInfo() if err != nil { return 0, err } switch feeBuilder.IsMaker { case true: fee = feeData.MakerFee * feeBuilder.Amount * feeBuilder.PurchasePrice case false: fee = feeData.TakerFee * feeBuilder.Amount * feeBuilder.PurchasePrice } if fee < 0 { fee = 0 } } return fee, nil } // getOfflineTradeFee calculates the worst case-scenario trading fee func getOfflineTradeFee(feeBuilder *exchange.FeeBuilder) float64 { if feeBuilder.IsMaker { return 0.0002 * feeBuilder.PurchasePrice * feeBuilder.Amount } return 0.0007 * feeBuilder.PurchasePrice * feeBuilder.Amount } func (f *FTX) compatibleOrderVars(orderSide, orderStatus, orderType string, amount, filledAmount, avgFillPrice float64) (OrderVars, error) { var resp OrderVars switch orderSide { case order.Buy.Lower(): resp.Side = order.Buy case order.Sell.Lower(): resp.Side = order.Sell } switch orderStatus { case strings.ToLower(order.New.String()): resp.Status = order.New case strings.ToLower(order.Open.String()): resp.Status = order.Open case closedStatus: if filledAmount != 0 && filledAmount != amount { resp.Status = order.PartiallyCancelled } if filledAmount == 0 { resp.Status = order.Cancelled } if filledAmount == amount { resp.Status = order.Filled } } var feeBuilder exchange.FeeBuilder feeBuilder.PurchasePrice = avgFillPrice feeBuilder.Amount = amount resp.OrderType = order.Market if strings.EqualFold(orderType, order.Limit.String()) { resp.OrderType = order.Limit feeBuilder.IsMaker = true } fee, err := f.GetFee(&feeBuilder) if err != nil { return resp, err } resp.Fee = fee return resp, nil } // RequestForQuotes requests for otc quotes func (f *FTX) RequestForQuotes(base, quote string, amount float64) (RequestQuoteData, error) { resp := struct { Data RequestQuoteData `json:"result"` }{} req := make(map[string]interface{}) req["fromCoin"] = base req["toCoin"] = quote req["size"] = amount return resp.Data, f.SendAuthHTTPRequest(http.MethodPost, requestOTCQuote, req, &resp) } // GetOTCQuoteStatus gets quote status of a quote func (f *FTX) GetOTCQuoteStatus(marketName, quoteID string) ([]QuoteStatusData, error) { resp := struct { Data []QuoteStatusData `json:"result"` }{} params := url.Values{} params.Set("market", marketName) return resp.Data, f.SendAuthHTTPRequest(http.MethodGet, getOTCQuoteStatus+quoteID, params, &resp) } // AcceptOTCQuote requests for otc quotes func (f *FTX) AcceptOTCQuote(quoteID string) error { return f.SendAuthHTTPRequest(http.MethodPost, fmt.Sprintf(acceptOTCQuote, quoteID), nil, nil) }