package ftxapi //go:generate -command GetRequest requestgen -method GET -responseType .APIResponse -responseDataField Result //go:generate -command PostRequest requestgen -method POST -responseType .APIResponse -responseDataField Result //go:generate -command DeleteRequest requestgen -method DELETE -responseType .APIResponse -responseDataField Result import ( "bytes" "context" "crypto/hmac" "crypto/sha256" "encoding/base64" "encoding/json" "fmt" "net/http" "net/url" "strconv" "time" "github.com/c9s/requestgen" "github.com/pkg/errors" "github.com/c9s/bbgo/pkg/fixedpoint" ) const defaultHTTPTimeout = time.Second * 15 const RestBaseURL = "https://ftx.com/api" type APIResponse struct { Success bool `json:"success"` Result json.RawMessage `json:"result,omitempty"` } type RestClient struct { BaseURL *url.URL client *http.Client Key, Secret, subAccount string /* AccountService *AccountService MarketDataService *MarketDataService TradeService *TradeService BulletService *BulletService */ } func NewClient() *RestClient { u, err := url.Parse(RestBaseURL) if err != nil { panic(err) } client := &RestClient{ BaseURL: u, client: &http.Client{ Timeout: defaultHTTPTimeout, }, } /* client.AccountService = &AccountService{client: client} client.MarketDataService = &MarketDataService{client: client} client.TradeService = &TradeService{client: client} client.BulletService = &BulletService{client: client} */ return client } func (c *RestClient) Auth(key, secret, subAccount string) { c.Key = key c.Secret = secret c.subAccount = subAccount } // NewRequest create new API request. Relative url can be provided in refURL. func (c *RestClient) NewRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) { rel, err := url.Parse(refURL) if err != nil { return nil, err } if params != nil { rel.RawQuery = params.Encode() } body, err := castPayload(payload) if err != nil { return nil, err } pathURL := c.BaseURL.ResolveReference(rel) return http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body)) } // sendRequest sends the request to the API server and handle the response func (c *RestClient) SendRequest(req *http.Request) (*requestgen.Response, error) { resp, err := c.client.Do(req) if err != nil { return nil, err } // newResponse reads the response body and return a new Response object response, err := requestgen.NewResponse(resp) if err != nil { return response, err } // Check error, if there is an error, return the ErrorResponse struct type if response.IsError() { return response, errors.New(string(response.Body)) } return response, nil } // newAuthenticatedRequest creates new http request for authenticated routes. func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) { if len(c.Key) == 0 { return nil, errors.New("empty api key") } if len(c.Secret) == 0 { return nil, errors.New("empty api secret") } rel, err := url.Parse(refURL) if err != nil { return nil, err } if params != nil { rel.RawQuery = params.Encode() } pathURL := c.BaseURL.ResolveReference(rel) path := pathURL.Path if rel.RawQuery != "" { path += "?" + rel.RawQuery } body, err := castPayload(payload) if err != nil { return nil, err } req, err := http.NewRequestWithContext(ctx, method, pathURL.String(), bytes.NewReader(body)) if err != nil { return nil, err } req.Header.Add("Content-Type", "application/json") req.Header.Add("Accept", "application/json") // Build authentication headers c.attachAuthHeaders(req, method, path, body) return req, nil } func (c *RestClient) attachAuthHeaders(req *http.Request, method string, path string, body []byte) { millisecondTs := time.Now().UnixNano() / int64(time.Millisecond) ts := strconv.FormatInt(millisecondTs, 10) p := fmt.Sprintf("%s%s%s", ts, method, path) p += string(body) signature := sign(c.Secret, p) req.Header.Set("FTX-KEY", c.Key) req.Header.Set("FTX-SIGN", signature) req.Header.Set("FTX-TS", ts) if c.subAccount != "" { req.Header.Set("FTX-SUBACCOUNT", c.subAccount) } } // sign uses sha256 to sign the payload with the given secret func sign(secret, payload string) string { var sig = hmac.New(sha256.New, []byte(secret)) _, err := sig.Write([]byte(payload)) if err != nil { return "" } return base64.StdEncoding.EncodeToString(sig.Sum(nil)) } func castPayload(payload interface{}) ([]byte, error) { if payload != nil { switch v := payload.(type) { case string: return []byte(v), nil case []byte: return v, nil default: body, err := json.Marshal(v) return body, err } } return nil, nil } type Position struct { Cost fixedpoint.Value `json:"cost"` EntryPrice fixedpoint.Value `json:"entryPrice"` Future string `json:"future"` InitialMarginRequirement fixedpoint.Value `json:"initialMarginRequirement"` LongOrderSize fixedpoint.Value `json:"longOrderSize"` MaintenanceMarginRequirement fixedpoint.Value `json:"maintenanceMarginRequirement"` NetSize fixedpoint.Value `json:"netSize"` OpenSize fixedpoint.Value `json:"openSize"` ShortOrderSize fixedpoint.Value `json:"shortOrderSize"` Side string `json:"side"` Size fixedpoint.Value `json:"size"` RealizedPnl fixedpoint.Value `json:"realizedPnl"` UnrealizedPnl fixedpoint.Value `json:"unrealizedPnl"` } type Account struct { BackstopProvider bool `json:"backstopProvider"` Collateral fixedpoint.Value `json:"collateral"` FreeCollateral fixedpoint.Value `json:"freeCollateral"` Leverage int `json:"leverage"` InitialMarginRequirement fixedpoint.Value `json:"initialMarginRequirement"` MaintenanceMarginRequirement fixedpoint.Value `json:"maintenanceMarginRequirement"` Liquidating bool `json:"liquidating"` MakerFee fixedpoint.Value `json:"makerFee"` MarginFraction fixedpoint.Value `json:"marginFraction"` OpenMarginFraction fixedpoint.Value `json:"openMarginFraction"` TakerFee fixedpoint.Value `json:"takerFee"` TotalAccountValue fixedpoint.Value `json:"totalAccountValue"` TotalPositionSize fixedpoint.Value `json:"totalPositionSize"` Username string `json:"username"` Positions []Position `json:"positions"` } //go:generate GetRequest -url /api/account -type GetAccountRequest -responseDataType .Account type GetAccountRequest struct { client requestgen.AuthenticatedAPIClient } func (c *RestClient) NewGetAccountRequest() *GetAccountRequest { return &GetAccountRequest{ client: c, } } //go:generate GetRequest -url /api/positions -type GetPositionsRequest -responseDataType []Position type GetPositionsRequest struct { client requestgen.AuthenticatedAPIClient } func (c *RestClient) NewGetPositionsRequest() *GetPositionsRequest { return &GetPositionsRequest{ client: c, } } type Market struct { Name string `json:"name"` BaseCurrency string `json:"baseCurrency"` QuoteCurrency string `json:"quoteCurrency"` QuoteVolume24H fixedpoint.Value `json:"quoteVolume24h"` Change1H fixedpoint.Value `json:"change1h"` Change24H fixedpoint.Value `json:"change24h"` ChangeBod fixedpoint.Value `json:"changeBod"` VolumeUsd24H fixedpoint.Value `json:"volumeUsd24h"` HighLeverageFeeExempt bool `json:"highLeverageFeeExempt"` MinProvideSize fixedpoint.Value `json:"minProvideSize"` Type string `json:"type"` Underlying string `json:"underlying"` Enabled bool `json:"enabled"` Ask fixedpoint.Value `json:"ask"` Bid int `json:"bid"` Last fixedpoint.Value `json:"last"` PostOnly bool `json:"postOnly"` Price fixedpoint.Value `json:"price"` PriceIncrement fixedpoint.Value `json:"priceIncrement"` SizeIncrement fixedpoint.Value `json:"sizeIncrement"` Restricted bool `json:"restricted"` } //go:generate GetRequest -url /api/markets -type GetMarketsRequest -responseDataType []Market type GetMarketsRequest struct { client requestgen.AuthenticatedAPIClient } func (c *RestClient) NewGetMarketsRequest() *GetMarketsRequest { return &GetMarketsRequest{ client: c, } } //go:generate GetRequest -url "/api/markets/:market" -type GetMarketRequest -responseDataType .Market type GetMarketRequest struct { client requestgen.AuthenticatedAPIClient market string `param:"market,slug"` } func (c *RestClient) NewGetMarketRequest(market string) *GetMarketRequest { return &GetMarketRequest{ client: c, market: market, } } type Coin struct { Bep2Asset *string `json:"bep2Asset"` CanConvert bool `json:"canConvert"` CanDeposit bool `json:"canDeposit"` CanWithdraw bool `json:"canWithdraw"` Collateral bool `json:"collateral"` CollateralWeight fixedpoint.Value `json:"collateralWeight"` CreditTo *string `json:"creditTo"` Erc20Contract string `json:"erc20Contract"` Fiat bool `json:"fiat"` HasTag bool `json:"hasTag"` Id string `json:"id"` IsToken bool `json:"isToken"` Methods []string `json:"methods"` Name string `json:"name"` SplMint string `json:"splMint"` Trc20Contract string `json:"trc20Contract"` UsdFungible bool `json:"usdFungible"` } //go:generate GetRequest -url "/api/coins" -type GetCoinsRequest -responseDataType []Coin type GetCoinsRequest struct { client requestgen.AuthenticatedAPIClient } func (c *RestClient) NewGetCoinsRequest() *GetCoinsRequest { return &GetCoinsRequest{ client: c, } }