mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* 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
1342 lines
45 KiB
Go
1342 lines
45 KiB
Go
package ftx
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import (
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"bytes"
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"context"
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"encoding/json"
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"errors"
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"fmt"
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"io"
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"net/http"
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"net/url"
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"strconv"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/crypto"
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"github.com/thrasher-corp/gocryptotrader/currency"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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)
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// FTX is the overarching type across this package
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type FTX struct {
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exchange.Base
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}
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const (
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ftxAPIURL = "https://ftx.com/api"
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// Public endpoints
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getMarkets = "/markets"
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getMarket = "/markets/"
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getOrderbook = "/markets/%s/orderbook?depth=%s"
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getTrades = "/markets/%s/trades"
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getHistoricalData = "/markets/%s/candles"
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getFutures = "/futures"
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getFuture = "/futures/"
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getFutureStats = "/futures/%s/stats"
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getFundingRates = "/funding_rates"
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getIndexWeights = "/indexes/%s/weights"
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getAllWalletBalances = "/wallet/all_balances"
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// Authenticated endpoints
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getAccountInfo = "/account"
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getPositions = "/positions"
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setLeverage = "/account/leverage"
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getCoins = "/wallet/coins"
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getBalances = "/wallet/balances"
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getDepositAddress = "/wallet/deposit_address/"
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getDepositHistory = "/wallet/deposits"
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getWithdrawalHistory = "/wallet/withdrawals"
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withdrawRequest = "/wallet/withdrawals"
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getOpenOrders = "/orders"
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getOrderHistory = "/orders/history"
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getOpenTriggerOrders = "/conditional_orders"
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getTriggerOrderTriggers = "/conditional_orders/%s/triggers"
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getTriggerOrderHistory = "/conditional_orders/history"
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placeOrder = "/orders"
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placeTriggerOrder = "/conditional_orders"
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modifyOrder = "/orders/%s/modify"
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modifyOrderByClientID = "/orders/by_client_id/%s/modify"
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modifyTriggerOrder = "/conditional_orders/%s/modify"
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getOrderStatus = "/orders/"
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getOrderStatusByClientID = "/orders/by_client_id/"
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deleteOrder = "/orders/"
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deleteOrderByClientID = "/orders/by_client_id/"
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cancelTriggerOrder = "/conditional_orders/"
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getFills = "/fills"
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getFundingPayments = "/funding_payments"
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getLeveragedTokens = "/lt/tokens"
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getTokenInfo = "/lt/"
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getLTBalances = "/lt/balances"
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getLTCreations = "/lt/creations"
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requestLTCreation = "/lt/%s/create"
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getLTRedemptions = "/lt/redemptions"
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requestLTRedemption = "/lt/%s/redeem"
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getListQuotes = "/options/requests"
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getMyQuotesRequests = "/options/my_requests"
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createQuoteRequest = "/options/requests"
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deleteQuote = "/options/requests/"
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endpointQuote = "/options/requests/%s/quotes"
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getMyQuotes = "/options/my_quotes"
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deleteMyQuote = "/options/quotes/"
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acceptQuote = "/options/quotes/%s/accept"
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getOptionsInfo = "/options/account_info"
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getOptionsPositions = "/options/positions"
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getPublicOptionsTrades = "/options/trades"
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getOptionsFills = "/options/fills"
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requestOTCQuote = "/otc/quotes"
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getOTCQuoteStatus = "/otc/quotes/"
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acceptOTCQuote = "/otc/quotes/%s/accept"
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subaccounts = "/subaccounts"
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subaccountsUpdateName = "/subaccounts/update_name"
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subaccountsBalance = "/subaccounts/%s/balances"
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subaccountsTransfer = "/subaccounts/transfer"
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// Margin Endpoints
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marginBorrowRates = "/spot_margin/borrow_rates"
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marginLendingRates = "/spot_margin/lending_rates"
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marginLendingHistory = "/spot_margin/history"
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dailyBorrowedAmounts = "/spot_margin/borrow_summary"
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marginMarketInfo = "/spot_margin/market_info?market=%s"
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marginBorrowHistory = "/spot_margin/borrow_history"
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marginLendHistory = "/spot_margin/lending_history"
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marginLendingOffers = "/spot_margin/offers"
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marginLendingInfo = "/spot_margin/lending_info"
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submitLendingOrder = "/spot_margin/offers"
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// Staking endpoints
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stakes = "/staking/stakes"
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unstakeRequests = "/staking/unstake_requests"
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stakeBalances = "/staking/balances"
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stakingRewards = "/staking/staking_rewards"
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serumStakes = "/srm_stakes/stakes"
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// Other Consts
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trailingStopOrderType = "trailingStop"
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takeProfitOrderType = "takeProfit"
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closedStatus = "closed"
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spotString = "spot"
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futuresString = "future"
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ratePeriod = time.Second
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rateLimit = 30
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)
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var (
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errStartTimeCannotBeAfterEndTime = errors.New("start timestamp cannot be after end timestamp")
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errSubaccountNameMustBeSpecified = errors.New("a subaccount name must be specified")
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errSubaccountUpdateNameInvalid = errors.New("invalid subaccount old/new name")
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errCoinMustBeSpecified = errors.New("a coin must be specified")
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errSubaccountTransferSizeGreaterThanZero = errors.New("transfer size must be greater than 0")
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errSubaccountTransferSourceDestinationMustNotBeEqual = errors.New("subaccount transfer source and destination must not be the same value")
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)
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// GetMarkets gets market data
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func (f *FTX) GetMarkets() ([]MarketData, error) {
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resp := struct {
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Data []MarketData `json:"result"`
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}{}
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, getMarkets, &resp)
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}
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// GetMarket gets market data for a provided asset type
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func (f *FTX) GetMarket(marketName string) (MarketData, error) {
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resp := struct {
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Data MarketData `json:"result"`
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}{}
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, getMarket+marketName,
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&resp)
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}
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// GetOrderbook gets orderbook for a given market with a given depth (default depth 20)
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func (f *FTX) GetOrderbook(marketName string, depth int64) (OrderbookData, error) {
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result := struct {
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Data TempOBData `json:"result"`
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}{}
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strDepth := "20" // If we send a zero value we get zero asks from the
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// endpoint
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if depth != 0 {
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strDepth = strconv.FormatInt(depth, 10)
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}
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var resp OrderbookData
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err := f.SendHTTPRequest(exchange.RestSpot, fmt.Sprintf(getOrderbook, marketName, strDepth), &result)
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if err != nil {
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return resp, err
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}
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resp.MarketName = marketName
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for x := range result.Data.Asks {
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resp.Asks = append(resp.Asks, OData{
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Price: result.Data.Asks[x][0],
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Size: result.Data.Asks[x][1],
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})
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}
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for y := range result.Data.Bids {
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resp.Bids = append(resp.Bids, OData{
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Price: result.Data.Bids[y][0],
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Size: result.Data.Bids[y][1],
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})
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}
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return resp, nil
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}
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// GetTrades gets trades based on the conditions specified
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func (f *FTX) GetTrades(marketName string, startTime, endTime, limit int64) ([]TradeData, error) {
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if marketName == "" {
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return nil, errors.New("a market pair must be specified")
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}
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params := url.Values{}
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if limit != 0 {
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params.Set("limit", strconv.FormatInt(limit, 10))
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}
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if startTime > 0 && endTime > 0 {
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if startTime >= (endTime) {
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return nil, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime, 10))
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params.Set("end_time", strconv.FormatInt(endTime, 10))
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}
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resp := struct {
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Data []TradeData `json:"result"`
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}{}
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endpoint := common.EncodeURLValues(fmt.Sprintf(getTrades, marketName), params)
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &resp)
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}
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// GetHistoricalData gets historical OHLCV data for a given market pair
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func (f *FTX) GetHistoricalData(marketName, timeInterval, limit string, startTime, endTime time.Time) ([]OHLCVData, error) {
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if marketName == "" {
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return nil, errors.New("a market pair must be specified")
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}
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if timeInterval == "" {
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return nil, errors.New("a time interval must be specified")
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}
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params := url.Values{}
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params.Set("resolution", timeInterval)
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if limit != "" {
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params.Set("limit", limit)
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}
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if !startTime.IsZero() && !endTime.IsZero() {
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if startTime.After(endTime) {
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return nil, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
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params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
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}
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resp := struct {
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Data []OHLCVData `json:"result"`
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}{}
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endpoint := common.EncodeURLValues(fmt.Sprintf(getHistoricalData, marketName), params)
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &resp)
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}
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// GetFutures gets data on futures
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func (f *FTX) GetFutures() ([]FuturesData, error) {
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resp := struct {
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Data []FuturesData `json:"result"`
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}{}
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, getFutures, &resp)
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}
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// GetFuture gets data on a given future
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func (f *FTX) GetFuture(futureName string) (FuturesData, error) {
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resp := struct {
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Data FuturesData `json:"result"`
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}{}
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, getFuture+futureName, &resp)
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}
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// GetFutureStats gets data on a given future's stats
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func (f *FTX) GetFutureStats(futureName string) (FutureStatsData, error) {
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resp := struct {
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Data FutureStatsData `json:"result"`
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}{}
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, fmt.Sprintf(getFutureStats, futureName), &resp)
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}
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// GetFundingRates gets data on funding rates
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func (f *FTX) GetFundingRates(startTime, endTime time.Time, future string) ([]FundingRatesData, error) {
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resp := struct {
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Data []FundingRatesData `json:"result"`
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}{}
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params := url.Values{}
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if !startTime.IsZero() && !endTime.IsZero() {
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if startTime.After(endTime) {
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return resp.Data, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
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params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
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}
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if future != "" {
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params.Set("future", future)
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}
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endpoint := common.EncodeURLValues(getFundingRates, params)
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return resp.Data, f.SendHTTPRequest(exchange.RestSpot, endpoint, &resp)
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}
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// GetIndexWeights gets index weights
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func (f *FTX) GetIndexWeights(index string) (IndexWeights, error) {
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var resp IndexWeights
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return resp, f.SendHTTPRequest(exchange.RestSpot, fmt.Sprintf(getIndexWeights, index), &resp)
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}
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// SendHTTPRequest sends an unauthenticated HTTP request
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func (f *FTX) SendHTTPRequest(ep exchange.URL, path string, result interface{}) error {
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endpoint, err := f.API.Endpoints.GetURL(ep)
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if err != nil {
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return err
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}
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return f.SendPayload(context.Background(), &request.Item{
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Method: http.MethodGet,
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Path: endpoint + path,
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Result: result,
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Verbose: f.Verbose,
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HTTPDebugging: f.HTTPDebugging,
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HTTPRecording: f.HTTPRecording,
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})
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}
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// GetMarginBorrowRates gets borrowing rates for margin trading
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func (f *FTX) GetMarginBorrowRates() ([]MarginFundingData, error) {
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r := struct {
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Data []MarginFundingData `json:"result"`
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}{}
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginBorrowRates, nil, &r)
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}
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// GetMarginLendingRates gets lending rates for margin trading
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func (f *FTX) GetMarginLendingRates() ([]MarginFundingData, error) {
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r := struct {
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Data []MarginFundingData `json:"result"`
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}{}
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingRates, nil, &r)
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}
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// MarginDailyBorrowedAmounts gets daily borrowed amounts for margin
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func (f *FTX) MarginDailyBorrowedAmounts() ([]MarginDailyBorrowStats, error) {
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r := struct {
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Data []MarginDailyBorrowStats `json:"result"`
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}{}
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return r.Data, f.SendHTTPRequest(exchange.RestSpot, dailyBorrowedAmounts, &r)
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}
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// GetMarginMarketInfo gets margin market data
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func (f *FTX) GetMarginMarketInfo(market string) ([]MarginMarketInfo, error) {
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r := struct {
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Data []MarginMarketInfo `json:"result"`
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}{}
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, fmt.Sprintf(marginMarketInfo, market), nil, &r)
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}
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// GetMarginBorrowHistory gets the margin borrow history data
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func (f *FTX) GetMarginBorrowHistory(startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
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r := struct {
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Data []MarginTransactionHistoryData `json:"result"`
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}{}
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params := url.Values{}
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if !startTime.IsZero() && !endTime.IsZero() {
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if startTime.After(endTime) {
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return nil, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
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params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
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}
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endpoint := common.EncodeURLValues(marginBorrowHistory, params)
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, nil, &r)
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}
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// GetMarginMarketLendingHistory gets the markets margin lending rate history
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func (f *FTX) GetMarginMarketLendingHistory(coin currency.Code, startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
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r := struct {
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Data []MarginTransactionHistoryData `json:"result"`
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}{}
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params := url.Values{}
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if !coin.IsEmpty() {
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params.Set("coin", coin.Upper().String())
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}
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if !startTime.IsZero() && !endTime.IsZero() {
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if startTime.After(endTime) {
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return nil, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
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params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
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}
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endpoint := common.EncodeURLValues(marginLendingHistory, params)
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, endpoint, params, &r)
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}
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// GetMarginLendingHistory gets margin lending history
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func (f *FTX) GetMarginLendingHistory(coin currency.Code, startTime, endTime time.Time) ([]MarginTransactionHistoryData, error) {
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r := struct {
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Data []MarginTransactionHistoryData `json:"result"`
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}{}
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params := url.Values{}
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if !coin.IsEmpty() {
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params.Set("coin", coin.Upper().String())
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}
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if !startTime.IsZero() && !endTime.IsZero() {
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if startTime.After(endTime) {
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return nil, errStartTimeCannotBeAfterEndTime
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}
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params.Set("start_time", strconv.FormatInt(startTime.Unix(), 10))
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params.Set("end_time", strconv.FormatInt(endTime.Unix(), 10))
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}
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endpoint := common.EncodeURLValues(marginLendHistory, params)
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendHistory, endpoint, &r)
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}
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// GetMarginLendingOffers gets margin lending offers
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func (f *FTX) GetMarginLendingOffers() ([]LendingOffersData, error) {
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r := struct {
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Data []LendingOffersData `json:"result"`
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}{}
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingOffers, nil, &r)
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}
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// GetLendingInfo gets margin lending info
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func (f *FTX) GetLendingInfo() ([]LendingInfoData, error) {
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r := struct {
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Data []LendingInfoData `json:"result"`
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}{}
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return r.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, marginLendingInfo, nil, &r)
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}
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// SubmitLendingOffer submits an offer for margin lending
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func (f *FTX) SubmitLendingOffer(coin currency.Code, size, rate float64) error {
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resp := struct {
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Result string `json:"result"`
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Success bool `json:"success"`
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}{}
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req := make(map[string]interface{})
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req["coin"] = coin.Upper().String()
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req["size"] = size
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req["rate"] = rate
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if err := f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, marginLendingOffers, req, &resp); err != nil {
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return err
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}
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if !resp.Success {
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return errors.New(resp.Result)
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}
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return nil
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}
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// GetAccountInfo gets account info
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func (f *FTX) GetAccountInfo() (AccountInfoData, error) {
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resp := struct {
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Data AccountInfoData `json:"result"`
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}{}
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return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getAccountInfo, nil, &resp)
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}
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// GetPositions gets the users positions
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func (f *FTX) GetPositions() ([]PositionData, error) {
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resp := struct {
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Data []PositionData `json:"result"`
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}{}
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return resp.Data, f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodGet, getPositions, nil, &resp)
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}
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// ChangeAccountLeverage changes default leverage used by account
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func (f *FTX) ChangeAccountLeverage(leverage float64) error {
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req := make(map[string]interface{})
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req["leverage"] = leverage
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return f.SendAuthHTTPRequest(exchange.RestSpot, http.MethodPost, setLeverage, req, nil)
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}
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// 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
|
|
}
|