package ftx import ( "context" "fmt" "net/http" "net/url" "time" "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) const ( restEndpoint = "https://ftx.com" defaultHTTPTimeout = 15 * time.Second ) var logger = logrus.WithField("exchange", "ftx") type Exchange struct { rest *restRequest key, secret string } func NewExchange(key, secret string, subAccount string) *Exchange { u, err := url.Parse(restEndpoint) if err != nil { panic(err) } rest := newRestRequest(&http.Client{Timeout: defaultHTTPTimeout}, u).Auth(key, secret) if subAccount != "" { rest.SubAccount(subAccount) } return &Exchange{ rest: rest, key: key, secret: secret, } } func (e *Exchange) Name() types.ExchangeName { return types.ExchangeFTX } func (e *Exchange) PlatformFeeCurrency() string { panic("implement me") } func (e *Exchange) NewStream() types.Stream { return NewStream(e.key, e.secret) } func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { panic("implement me") } func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) { panic("implement me") } func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) { resp, err := e.rest.Balances(ctx) if err != nil { return nil, err } if !resp.Success { return nil, fmt.Errorf("ftx returns querying balances failure") } var balances = make(types.BalanceMap) for _, r := range resp.Result { balances[toGlobalCurrency(r.Coin)] = types.Balance{ Currency: toGlobalCurrency(r.Coin), Available: fixedpoint.NewFromFloat(r.Free), Locked: fixedpoint.NewFromFloat(r.Total).Sub(fixedpoint.NewFromFloat(r.Free)), } } return balances, nil } func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) { panic("implement me") } func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error) { panic("implement me") } func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) { panic("implement me") } func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) { panic("implement me") } func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (types.OrderSlice, error) { var createdOrders types.OrderSlice // TODO: currently only support limit and market order // TODO: support time in force for _, so := range orders { if so.TimeInForce != "GTC" { return createdOrders, fmt.Errorf("unsupported TimeInForce %s. only support GTC", so.TimeInForce) } or, err := e.rest.PlaceOrder(ctx, PlaceOrderPayload{ Market: TrimUpperString(so.Symbol), Side: TrimLowerString(string(so.Side)), Price: so.Price, Type: TrimLowerString(string(so.Type)), Size: so.Quantity, ReduceOnly: false, IOC: false, PostOnly: false, ClientID: so.ClientOrderID, }) if err != nil { return createdOrders, fmt.Errorf("failed to place order %+v: %w", so, err) } if !or.Success { return createdOrders, fmt.Errorf("ftx returns placing order failure") } globalOrder, err := toGlobalOrder(or.Result) if err != nil { return createdOrders, fmt.Errorf("failed to convert response to global order") } createdOrders = append(createdOrders, globalOrder) } return createdOrders, nil } func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) { // TODO: invoke open trigger orders resp, err := e.rest.OpenOrders(ctx, symbol) if err != nil { return nil, err } if !resp.Success { return nil, fmt.Errorf("ftx returns querying open orders failure") } for _, r := range resp.Result { o, err := toGlobalOrder(r) if err != nil { return nil, err } orders = append(orders, o) } return orders, nil } func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) { panic("implement me") } func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error { panic("implement me") } func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) { panic("implement me") } func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) { panic("implement me") }