package ftx import ( "bytes" "context" "encoding/json" "errors" "fmt" "io" "net/http" "net/url" "strconv" "strings" "time" "github.com/thrasher-corp/gocryptotrader/common" "github.com/thrasher-corp/gocryptotrader/common/crypto" "github.com/thrasher-corp/gocryptotrader/currency" 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" subaccounts = "/subaccounts" subaccountsUpdateName = "/subaccounts/update_name" subaccountsBalance = "/subaccounts/%s/balances" subaccountsTransfer = "/subaccounts/transfer" // 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" marginLendHistory = "/spot_margin/lending_history" marginLendingOffers = "/spot_margin/offers" 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" closedStatus = "closed" spotString = "spot" futuresString = "future" ratePeriod = time.Second rateLimit = 30 ) var ( errStartTimeCannotBeAfterEndTime = errors.New("start timestamp cannot be after end timestamp") errSubaccountNameMustBeSpecified = errors.New("a subaccount name must be specified") errSubaccountUpdateNameInvalid = errors.New("invalid subaccount old/new name") errCoinMustBeSpecified = errors.New("a coin must be specified") errSubaccountTransferSizeGreaterThanZero = errors.New("transfer size must be greater than 0") errSubaccountTransferSourceDestinationMustNotBeEqual = errors.New("subaccount transfer source and destination must not be the same value") ) // GetMarkets gets market data func (f *FTX) GetMarkets() ([]MarketData, error) { resp := struct { Data []MarketData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, 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 := "20" // If we send a zero value we get zero asks from the // endpoint if depth != 0 { strDepth = strconv.FormatInt(depth, 10) } var resp OrderbookData err := f.SendHTTPRequest(exchange.RestSpot, fmt.Sprintf(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, limit int64) ([]TradeData, error) { if marketName == "" { return nil, errors.New("a market pair must be specified") } params := url.Values{} if limit != 0 { params.Set("limit", strconv.FormatInt(limit, 10)) } if startTime > 0 && endTime > 0 { if startTime >= (endTime) { return nil, errStartTimeCannotBeAfterEndTime } params.Set("start_time", strconv.FormatInt(startTime, 10)) params.Set("end_time", strconv.FormatInt(endTime, 10)) } resp := struct { Data []TradeData `json:"result"` }{} endpoint := common.EncodeURLValues(fmt.Sprintf(getTrades, marketName), params) return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &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) { if marketName == "" { return nil, errors.New("a market pair must be specified") } if timeInterval == "" { return nil, errors.New("a time interval must be specified") } params := url.Values{} params.Set("resolution", timeInterval) if limit != "" { params.Set("limit", limit) } 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)) } resp := struct { Data []OHLCVData `json:"result"` }{} endpoint := common.EncodeURLValues(fmt.Sprintf(getHistoricalData, marketName), params) return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &resp) } // GetFutures gets data on futures func (f *FTX) GetFutures() ([]FuturesData, error) { resp := struct { Data []FuturesData `json:"result"` }{} return resp.Data, f.SendHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, fmt.Sprintf(getFutureStats, futureName), &resp) } // GetFundingRates gets data on funding rates func (f *FTX) GetFundingRates(startTime, endTime time.Time, future string) ([]FundingRatesData, error) { resp := struct { Data []FundingRatesData `json:"result"` }{} params := url.Values{} if !startTime.IsZero() && !endTime.IsZero() { if startTime.After(endTime) { return resp.Data, errStartTimeCannotBeAfterEndTime } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if future != "" { params.Set("future", future) } endpoint := common.EncodeURLValues(getFundingRates, params) return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &resp) } // GetIndexWeights gets index weights func (f *FTX) GetIndexWeights(index string) (IndexWeights, error) { var resp IndexWeights return resp, f.SendHTTPRequest(exchange.RestSpot, fmt.Sprintf(getIndexWeights, index), &resp) } // SendHTTPRequest sends an unauthenticated HTTP request func (f *FTX) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error { endpoint, err := f.API.Endpoints.GetURL(ep) if err != nil { return err } return f.SendPayload(context.Background(), &request.Item{ Method: http.MethodGet, Path: endpoint + path, Result: result, Verbose: f.Verbose, HTTPDebugging: f.HTTPDebugging, HTTPRecording: f.HTTPRecording, }) } // GetMarginBorrowRates gets borrowing rates for margin trading func (f *FTX) GetMarginBorrowRates() ([]MarginFundingData, error) { r := struct { Data []MarginFundingData `json:"result"` }{} return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginBorrowRates, nil, &r) } // GetMarginLendingRates gets lending rates for margin trading func (f *FTX) GetMarginLendingRates() ([]MarginFundingData, error) { r := struct { Data []MarginFundingData `json:"result"` }{} return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingRates, nil, &r) } // MarginDailyBorrowedAmounts gets daily borrowed amounts for margin func (f *FTX) MarginDailyBorrowedAmounts() ([]MarginDailyBorrowStats, error) { r := struct { Data []MarginDailyBorrowStats `json:"result"` }{} return r.Data, f.SendHTTPRequest(exchange.RestSpot, dailyBorrowedAmounts, &r) } // GetMarginMarketInfo gets margin market data func (f *FTX) GetMarginMarketInfo(market string) ([]MarginMarketInfo, error) { r := struct { Data []MarginMarketInfo `json:"result"` }{} return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, fmt.Sprintf(marginMarketInfo, market), nil, &r) } // GetMarginBorrowHistory gets the margin borrow history data func (f *FTX) GetMarginBorrowHistory(startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) { r := struct { Data []MarginTransactionHistoryData `json:"result"` }{} 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(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(marginLendHistory, params) return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendHistory, endpoint, &r) } // GetMarginLendingOffers gets margin lending offers func (f *FTX) GetMarginLendingOffers() ([]LendingOffersData, error) { r := struct { Data []LendingOffersData `json:"result"` }{} return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingOffers, nil, &r) } // GetLendingInfo gets margin lending info func (f *FTX) GetLendingInfo() ([]LendingInfoData, error) { r := struct { Data []LendingInfoData `json:"result"` }{} return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingInfo, nil, &r) } // SubmitLendingOffer submits an offer for margin lending 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"] = coin.Upper().String() req["size"] = size req["rate"] = rate if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, marginLendingOffers, req, &resp); err != nil { return err } if !resp.Success { return errors.New(resp.Result) } return nil } // GetAccountInfo gets account info func (f *FTX) GetAccountInfo() (AccountInfoData, error) { resp := struct { Data AccountInfoData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, http.MethodGet, getCoins, nil, &resp) } // GetBalances gets balances of the account func (f *FTX) GetBalances() ([]WalletBalance, error) { resp := struct { Data []WalletBalance `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getBalances, nil, &resp) } // GetAllWalletBalances gets all wallets' balances func (f *FTX) GetAllWalletBalances() (AllWalletBalances, error) { resp := struct { Data AllWalletBalances `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getAllWalletBalances, nil, &resp) } // FetchDepositAddress gets deposit address for a given coin 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+coin.Upper().String(), nil, &resp) } // FetchDepositHistory gets deposit history func (f *FTX) FetchDepositHistory() ([]TransactionData, error) { resp := struct { Data []TransactionData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, http.MethodGet, getWithdrawalHistory, nil, &resp) } // Withdraw sends a withdrawal request func (f *FTX) Withdraw(coin currency.Code, address, tag, password, code string, size float64) (TransactionData, error) { req := make(map[string]interface{}) req["coin"] = coin.Upper().String() 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(exchange.RestSpot, 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"` }{} endpoint := common.EncodeURLValues(getOpenOrders, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, 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, errStartTimeCannotBeAfterEndTime } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if limit != "" { params.Set("limit", limit) } endpoint := common.EncodeURLValues(getOrderHistory, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, 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"` }{} endpoint := common.EncodeURLValues(getOpenTriggerOrders, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, 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(exchange.RestSpot, 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) { params := url.Values{} if marketName != "" { params.Set("market", marketName) } 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)) } if side != "" { params.Set("side", side) } if orderType != "" { params.Set("type", orderType) } if limit != "" { params.Set("limit", limit) } resp := struct { Data []TriggerOrderData `json:"result"` }{} endpoint := common.EncodeURLValues(getTriggerOrderHistory, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, http.MethodGet, getOrderStatusByClientID+clientOrderID, nil, &resp) } // DeleteOrder deletes an order func (f *FTX) DeleteOrder(orderID string) (string, error) { resp := struct { Result string `json:"result"` Success bool `json:"success"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodDelete, deleteOrder+orderID, nil, &resp); err != nil { return "", err } if !resp.Success { return resp.Result, errors.New("delete order request by ID unsuccessful") } return resp.Result, nil } // DeleteOrderByClientID deletes an order func (f *FTX) DeleteOrderByClientID(clientID string) (string, error) { resp := struct { Result string `json:"result"` Success bool `json:"success"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodDelete, deleteOrderByClientID+clientID, nil, &resp); err != nil { return "", err } if !resp.Success { return resp.Result, errors.New("delete order request by client ID unsuccessful") } return resp.Result, nil } // DeleteTriggerOrder deletes an order func (f *FTX) DeleteTriggerOrder(orderID string) (string, error) { resp := struct { Result string `json:"result"` Success bool `json:"success"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodDelete, cancelTriggerOrder+orderID, nil, &resp); err != nil { return "", err } if !resp.Success { return resp.Result, errors.New("delete trigger order request unsuccessful") } return resp.Result, nil } // 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, errStartTimeCannotBeAfterEndTime } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } endpoint := common.EncodeURLValues(getFills, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, 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, errStartTimeCannotBeAfterEndTime } params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10)) params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10)) } if future != "" { params.Set("future", future) } endpoint := common.EncodeURLValues(getFundingPayments, params) return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, nil, &resp) } // ListLeveragedTokens lists leveraged tokens func (f *FTX) ListLeveragedTokens() ([]LeveragedTokensData, error) { resp := struct { Data []LeveragedTokensData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, http.MethodGet, getMyQuotesRequests, nil, &resp) } // CreateQuoteRequest sends a request to create a quote 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"] = underlying.Upper().String() 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 counterPartyID != 0 { req["counterpartyId"] = counterPartyID } req["hideLimitPrice"] = hideLimitPrice resp := struct { Data CreateQuoteRequestData `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, 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(exchange.RestSpot, http.MethodGet, getOptionsPositions, nil, &resp) } // GetPublicOptionsTrades gets options' trades from public func (f *FTX) GetPublicOptionsTrades(startTime, endTime time.Time, limit string) ([]OptionsTradesData, error) { 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)) } if limit != "" { params.Set("limit", limit) } resp := struct { Data []OptionsTradesData `json:"result"` }{} endpoint := common.EncodeURLValues(getPublicOptionsTrades, params) return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &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, errStartTimeCannotBeAfterEndTime } } if limit != "" { req["limit"] = limit } 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) if err != nil { return err } ts := strconv.FormatInt(time.Now().UnixNano()/1000000, 10) var body io.Reader var hmac, payload []byte 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 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, Path: endpoint + 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 currency.Code, amount float64) (RequestQuoteData, error) { resp := struct { Data RequestQuoteData `json:"result"` }{} req := make(map[string]interface{}) 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) } // 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(exchange.RestSpot, http.MethodGet, getOTCQuoteStatus+quoteID, params, &resp) } // AcceptOTCQuote requests for otc quotes func (f *FTX) AcceptOTCQuote(quoteID string) error { return f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, fmt.Sprintf(acceptOTCQuote, quoteID), nil, nil) } // GetSubaccounts returns the users subaccounts func (f *FTX) GetSubaccounts() ([]Subaccount, error) { resp := struct { Data []Subaccount `json:"result"` }{} return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, subaccounts, nil, &resp) } // CreateSubaccount creates a new subaccount func (f *FTX) CreateSubaccount(name string) (*Subaccount, error) { if name == "" { return nil, errSubaccountNameMustBeSpecified } d := make(map[string]string) d["nickname"] = name resp := struct { Data Subaccount `json:"result"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, subaccounts, d, &resp); err != nil { return nil, err } return &resp.Data, nil } // UpdateSubaccountName updates an existing subaccount name func (f *FTX) UpdateSubaccountName(oldName, newName string) (*Subaccount, error) { if oldName == "" || newName == "" || oldName == newName { return nil, errSubaccountUpdateNameInvalid } d := make(map[string]string) d["nickname"] = oldName d["newNickname"] = newName resp := struct { Data Subaccount `json:"result"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, subaccountsUpdateName, d, &resp); err != nil { return nil, err } return &resp.Data, nil } // DeleteSubaccount deletes the specified subaccount name func (f *FTX) DeleteSubaccount(name string) error { if name == "" { return errSubaccountNameMustBeSpecified } d := make(map[string]string) d["nickname"] = name resp := struct { Data Subaccount `json:"result"` }{} return f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodDelete, subaccounts, d, &resp) } // SubaccountBalances returns the user's subaccount balances func (f *FTX) SubaccountBalances(name string) ([]SubaccountBalance, error) { if name == "" { return nil, errSubaccountNameMustBeSpecified } resp := struct { Data []SubaccountBalance `json:"result"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, fmt.Sprintf(subaccountsBalance, name), nil, &resp); err != nil { return nil, err } return resp.Data, nil } // SubaccountTransfer transfers a desired coin to the specified subaccount func (f *FTX) SubaccountTransfer(coin currency.Code, source, destination string, size float64) (*SubaccountTransferStatus, error) { if coin.IsEmpty() { return nil, errCoinMustBeSpecified } if size <= 0 { return nil, errSubaccountTransferSizeGreaterThanZero } if source == destination { return nil, errSubaccountTransferSourceDestinationMustNotBeEqual } d := make(map[string]interface{}) d["coin"] = coin.Upper().String() d["size"] = size if source == "" { source = "main" } d["source"] = source if destination == "" { destination = "main" } d["destination"] = destination resp := struct { Data SubaccountTransferStatus `json:"result"` }{} if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, subaccountsTransfer, d, &resp); err != nil { return nil, err } return &resp.Data, nil }