mirror of
https://github.com/c9s/bbgo.git
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392 lines
10 KiB
Go
392 lines
10 KiB
Go
package ftx
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import (
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"fmt"
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"strings"
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"time"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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// ex: 2019-03-05T09:56:55.728933+00:00
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const timeLayout = "2006-01-02T15:04:05.999999Z07:00"
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type datetime struct {
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time.Time
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}
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func parseDatetime(s string) (time.Time, error) {
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return time.Parse(timeLayout, s)
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}
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// used in unit test
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func mustParseDatetime(s string) time.Time {
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t, err := parseDatetime(s)
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if err != nil {
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panic(err)
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}
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return t
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}
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func (d *datetime) UnmarshalJSON(b []byte) error {
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// remove double quote from json string
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s := strings.Trim(string(b), "\"")
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if len(s) == 0 {
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d.Time = time.Time{}
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return nil
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}
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t, err := parseDatetime(s)
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if err != nil {
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return err
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}
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d.Time = t
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return nil
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}
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/*
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{
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"success": true,
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"result": {
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"backstopProvider": true,
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"collateral": 3568181.02691129,
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"freeCollateral": 1786071.456884368,
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"initialMarginRequirement": 0.12222384240257728,
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"leverage": 10,
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"liquidating": false,
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"maintenanceMarginRequirement": 0.07177992558058484,
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"makerFee": 0.0002,
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"marginFraction": 0.5588433331419503,
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"openMarginFraction": 0.2447194090423075,
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"takerFee": 0.0005,
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"totalAccountValue": 3568180.98341129,
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"totalPositionSize": 6384939.6992,
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"username": "user@domain.com",
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"positions": [
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{
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"cost": -31.7906,
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"entryPrice": 138.22,
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"future": "ETH-PERP",
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"initialMarginRequirement": 0.1,
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"longOrderSize": 1744.55,
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"maintenanceMarginRequirement": 0.04,
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"netSize": -0.23,
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"openSize": 1744.32,
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"realizedPnl": 3.39441714,
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"shortOrderSize": 1732.09,
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"side": "sell",
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"size": 0.23,
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"unrealizedPnl": 0
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}
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]
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}
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}
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*/
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type accountResponse struct {
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Success bool `json:"success"`
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Result account `json:"result"`
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}
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type account struct {
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MakerFee fixedpoint.Value `json:"makerFee"`
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TakerFee fixedpoint.Value `json:"takerFee"`
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TotalAccountValue fixedpoint.Value `json:"totalAccountValue"`
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}
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type positionsResponse struct {
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Success bool `json:"success"`
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Result []position `json:"result"`
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}
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/*
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{
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"cost": -31.7906,
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"entryPrice": 138.22,
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"estimatedLiquidationPrice": 152.1,
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"future": "ETH-PERP",
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"initialMarginRequirement": 0.1,
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"longOrderSize": 1744.55,
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"maintenanceMarginRequirement": 0.04,
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"netSize": -0.23,
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"openSize": 1744.32,
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"realizedPnl": 3.39441714,
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"shortOrderSize": 1732.09,
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"side": "sell",
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"size": 0.23,
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"unrealizedPnl": 0,
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"collateralUsed": 3.17906
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}
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*/
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type position struct {
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Cost fixedpoint.Value `json:"cost"`
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EntryPrice fixedpoint.Value `json:"entryPrice"`
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EstimatedLiquidationPrice fixedpoint.Value `json:"estimatedLiquidationPrice"`
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Future string `json:"future"`
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InitialMarginRequirement fixedpoint.Value `json:"initialMarginRequirement"`
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LongOrderSize fixedpoint.Value `json:"longOrderSize"`
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MaintenanceMarginRequirement fixedpoint.Value `json:"maintenanceMarginRequirement"`
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NetSize fixedpoint.Value `json:"netSize"`
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OpenSize fixedpoint.Value `json:"openSize"`
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RealizedPnl fixedpoint.Value `json:"realizedPnl"`
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ShortOrderSize fixedpoint.Value `json:"shortOrderSize"`
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Side string `json:"Side"`
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Size fixedpoint.Value `json:"size"`
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UnrealizedPnl fixedpoint.Value `json:"unrealizedPnl"`
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CollateralUsed fixedpoint.Value `json:"collateralUsed"`
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}
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type balances struct {
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Success bool `json:"success"`
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Result []struct {
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Coin string `json:"coin"`
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Free fixedpoint.Value `json:"free"`
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Total fixedpoint.Value `json:"total"`
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} `json:"result"`
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}
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/*
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[
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{
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"name": "BTC/USD",
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"enabled": true,
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"postOnly": false,
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"priceIncrement": 1.0,
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"sizeIncrement": 0.0001,
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"minProvideSize": 0.0001,
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"last": 59039.0,
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"bid": 59038.0,
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"ask": 59040.0,
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"price": 59039.0,
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"type": "spot",
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"baseCurrency": "BTC",
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"quoteCurrency": "USD",
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"underlying": null,
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"restricted": false,
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"highLeverageFeeExempt": true,
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"change1h": 0.0015777151969599294,
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"change24h": 0.05475756601279165,
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"changeBod": -0.0035107262814994852,
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"quoteVolume24h": 316493675.5463,
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"volumeUsd24h": 316493675.5463
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}
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]
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*/
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type marketsResponse struct {
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Success bool `json:"success"`
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Result []market `json:"result"`
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}
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type market struct {
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Name string `json:"name"`
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Enabled bool `json:"enabled"`
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PostOnly bool `json:"postOnly"`
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PriceIncrement fixedpoint.Value `json:"priceIncrement"`
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SizeIncrement fixedpoint.Value `json:"sizeIncrement"`
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MinProvideSize fixedpoint.Value `json:"minProvideSize"`
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Last fixedpoint.Value `json:"last"`
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Bid fixedpoint.Value `json:"bid"`
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Ask fixedpoint.Value `json:"ask"`
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Price fixedpoint.Value `json:"price"`
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Type string `json:"type"`
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BaseCurrency string `json:"baseCurrency"`
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QuoteCurrency string `json:"quoteCurrency"`
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Underlying string `json:"underlying"`
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Restricted bool `json:"restricted"`
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HighLeverageFeeExempt bool `json:"highLeverageFeeExempt"`
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Change1h fixedpoint.Value `json:"change1h"`
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Change24h fixedpoint.Value `json:"change24h"`
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ChangeBod fixedpoint.Value `json:"changeBod"`
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QuoteVolume24h fixedpoint.Value `json:"quoteVolume24h"`
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VolumeUsd24h fixedpoint.Value `json:"volumeUsd24h"`
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}
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/*
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{
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"success": true,
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"result": [
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{
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"close": 11055.25,
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"high": 11089.0,
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"low": 11043.5,
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"open": 11059.25,
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"startTime": "2019-06-24T17:15:00+00:00",
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"volume": 464193.95725
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}
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]
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}
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*/
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type HistoricalPricesResponse struct {
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Success bool `json:"success"`
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Result []Candle `json:"result"`
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}
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type Candle struct {
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Close fixedpoint.Value `json:"close"`
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High fixedpoint.Value `json:"high"`
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Low fixedpoint.Value `json:"low"`
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Open fixedpoint.Value `json:"open"`
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StartTime datetime `json:"startTime"`
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Volume fixedpoint.Value `json:"volume"`
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}
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type ordersHistoryResponse struct {
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Success bool `json:"success"`
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Result []order `json:"result"`
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HasMoreData bool `json:"hasMoreData"`
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}
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type ordersResponse struct {
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Success bool `json:"success"`
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Result []order `json:"result"`
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}
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type cancelOrderResponse struct {
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Success bool `json:"success"`
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Result string `json:"result"`
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}
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type order struct {
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CreatedAt datetime `json:"createdAt"`
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FilledSize fixedpoint.Value `json:"filledSize"`
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// Future field is not defined in the response format table but in the response example.
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Future string `json:"future"`
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ID int64 `json:"id"`
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Market string `json:"market"`
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Price fixedpoint.Value `json:"price"`
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AvgFillPrice fixedpoint.Value `json:"avgFillPrice"`
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RemainingSize fixedpoint.Value `json:"remainingSize"`
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Side string `json:"side"`
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Size fixedpoint.Value `json:"size"`
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Status string `json:"status"`
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Type string `json:"type"`
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ReduceOnly bool `json:"reduceOnly"`
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Ioc bool `json:"ioc"`
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PostOnly bool `json:"postOnly"`
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ClientId string `json:"clientId"`
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Liquidation bool `json:"liquidation"`
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}
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type orderResponse struct {
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Success bool `json:"success"`
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Result order `json:"result"`
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}
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/*
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{
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"success": true,
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"result": [
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{
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"coin": "TUSD",
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"confirmations": 64,
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"confirmedTime": "2019-03-05T09:56:55.728933+00:00",
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"fee": 0,
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"id": 1,
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"sentTime": "2019-03-05T09:56:55.735929+00:00",
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"size": 99.0,
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"status": "confirmed",
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"time": "2019-03-05T09:56:55.728933+00:00",
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"txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
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}
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]
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}
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*/
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type depositHistoryResponse struct {
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Success bool `json:"success"`
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Result []depositHistory `json:"result"`
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}
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type depositHistory struct {
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ID int64 `json:"id"`
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Coin string `json:"coin"`
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TxID string `json:"txid"`
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Address address `json:"address"`
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Confirmations int64 `json:"confirmations"`
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ConfirmedTime datetime `json:"confirmedTime"`
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Fee fixedpoint.Value `json:"fee"`
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SentTime datetime `json:"sentTime"`
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Size fixedpoint.Value `json:"size"`
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Status string `json:"status"`
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Time datetime `json:"time"`
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Notes string `json:"notes"`
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}
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/**
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{
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"address": "test123",
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"tag": null,
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"method": "ltc",
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"coin": null
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}
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*/
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type address struct {
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Address string `json:"address"`
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Tag string `json:"tag"`
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Method string `json:"method"`
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Coin string `json:"coin"`
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}
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type fillsResponse struct {
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Success bool `json:"success"`
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Result []fill `json:"result"`
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}
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/*
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{
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"id": 123,
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"market": "TSLA/USD",
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"future": null,
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"baseCurrency": "TSLA",
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"quoteCurrency": "USD",
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"type": "order",
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"side": "sell",
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"price": 672.5,
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"size": 1.0,
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"orderId": 456,
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"time": "2021-02-23T09:29:08.534000+00:00",
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"tradeId": 789,
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"feeRate": -5e-6,
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"fee": -0.0033625,
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"feeCurrency": "USD",
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"liquidity": "maker"
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}
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*/
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type fill struct {
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ID int64 `json:"id"`
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Market string `json:"market"`
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Future string `json:"future"`
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BaseCurrency string `json:"baseCurrency"`
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QuoteCurrency string `json:"quoteCurrency"`
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Type string `json:"type"`
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Side types.SideType `json:"side"`
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Price fixedpoint.Value `json:"price"`
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Size fixedpoint.Value `json:"size"`
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OrderId uint64 `json:"orderId"`
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Time datetime `json:"time"`
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TradeId uint64 `json:"tradeId"`
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FeeRate fixedpoint.Value `json:"feeRate"`
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Fee fixedpoint.Value `json:"fee"`
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FeeCurrency string `json:"feeCurrency"`
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Liquidity string `json:"liquidity"`
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}
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type transferResponse struct {
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Success bool `json:"success"`
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Result transfer `json:"result"`
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}
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type transfer struct {
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Id uint `json:"id"`
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Coin string `json:"coin"`
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Size fixedpoint.Value `json:"size"`
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Time string `json:"time"`
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Notes string `json:"notes"`
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Status string `json:"status"`
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}
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func (t *transfer) String() string {
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return fmt.Sprintf("%+v", *t)
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}
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