mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 01:05:15 +00:00
391 lines
9.9 KiB
Go
391 lines
9.9 KiB
Go
package ftx
|
|
|
|
import (
|
|
"fmt"
|
|
"strings"
|
|
"time"
|
|
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
)
|
|
|
|
//ex: 2019-03-05T09:56:55.728933+00:00
|
|
const timeLayout = "2006-01-02T15:04:05.999999Z07:00"
|
|
|
|
type datetime struct {
|
|
time.Time
|
|
}
|
|
|
|
func parseDatetime(s string) (time.Time, error) {
|
|
return time.Parse(timeLayout, s)
|
|
}
|
|
|
|
// used in unit test
|
|
func mustParseDatetime(s string) time.Time {
|
|
t, err := parseDatetime(s)
|
|
if err != nil {
|
|
panic(err)
|
|
}
|
|
return t
|
|
}
|
|
|
|
func (d *datetime) UnmarshalJSON(b []byte) error {
|
|
// remove double quote from json string
|
|
s := strings.Trim(string(b), "\"")
|
|
if len(s) == 0 {
|
|
d.Time = time.Time{}
|
|
return nil
|
|
}
|
|
t, err := parseDatetime(s)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
d.Time = t
|
|
return nil
|
|
}
|
|
|
|
/*
|
|
{
|
|
"success": true,
|
|
"result": {
|
|
"backstopProvider": true,
|
|
"collateral": 3568181.02691129,
|
|
"freeCollateral": 1786071.456884368,
|
|
"initialMarginRequirement": 0.12222384240257728,
|
|
"leverage": 10,
|
|
"liquidating": false,
|
|
"maintenanceMarginRequirement": 0.07177992558058484,
|
|
"makerFee": 0.0002,
|
|
"marginFraction": 0.5588433331419503,
|
|
"openMarginFraction": 0.2447194090423075,
|
|
"takerFee": 0.0005,
|
|
"totalAccountValue": 3568180.98341129,
|
|
"totalPositionSize": 6384939.6992,
|
|
"username": "user@domain.com",
|
|
"positions": [
|
|
{
|
|
"cost": -31.7906,
|
|
"entryPrice": 138.22,
|
|
"future": "ETH-PERP",
|
|
"initialMarginRequirement": 0.1,
|
|
"longOrderSize": 1744.55,
|
|
"maintenanceMarginRequirement": 0.04,
|
|
"netSize": -0.23,
|
|
"openSize": 1744.32,
|
|
"realizedPnl": 3.39441714,
|
|
"shortOrderSize": 1732.09,
|
|
"side": "sell",
|
|
"size": 0.23,
|
|
"unrealizedPnl": 0
|
|
}
|
|
]
|
|
}
|
|
}
|
|
*/
|
|
type accountResponse struct {
|
|
Success bool `json:"success"`
|
|
Result account `json:"result"`
|
|
}
|
|
|
|
type account struct {
|
|
MakerFee float64 `json:"makerFee"`
|
|
TakerFee float64 `json:"takerFee"`
|
|
TotalAccountValue float64 `json:"totalAccountValue"`
|
|
}
|
|
|
|
type positionsResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []position `json:"result"`
|
|
}
|
|
|
|
/*
|
|
{
|
|
"cost": -31.7906,
|
|
"entryPrice": 138.22,
|
|
"estimatedLiquidationPrice": 152.1,
|
|
"future": "ETH-PERP",
|
|
"initialMarginRequirement": 0.1,
|
|
"longOrderSize": 1744.55,
|
|
"maintenanceMarginRequirement": 0.04,
|
|
"netSize": -0.23,
|
|
"openSize": 1744.32,
|
|
"realizedPnl": 3.39441714,
|
|
"shortOrderSize": 1732.09,
|
|
"side": "sell",
|
|
"size": 0.23,
|
|
"unrealizedPnl": 0,
|
|
"collateralUsed": 3.17906
|
|
}
|
|
*/
|
|
type position struct {
|
|
Cost float64 `json:"cost"`
|
|
EntryPrice float64 `json:"entryPrice"`
|
|
EstimatedLiquidationPrice float64 `json:"estimatedLiquidationPrice"`
|
|
Future string `json:"future"`
|
|
InitialMarginRequirement float64 `json:"initialMarginRequirement"`
|
|
LongOrderSize float64 `json:"longOrderSize"`
|
|
MaintenanceMarginRequirement float64 `json:"maintenanceMarginRequirement"`
|
|
NetSize float64 `json:"netSize"`
|
|
OpenSize float64 `json:"openSize"`
|
|
RealizedPnl float64 `json:"realizedPnl"`
|
|
ShortOrderSize float64 `json:"shortOrderSize"`
|
|
Side string `json:"Side"`
|
|
Size float64 `json:"size"`
|
|
UnrealizedPnl float64 `json:"unrealizedPnl"`
|
|
CollateralUsed float64 `json:"collateralUsed"`
|
|
}
|
|
|
|
type balances struct {
|
|
Success bool `json:"success"`
|
|
|
|
Result []struct {
|
|
Coin string `json:"coin"`
|
|
Free float64 `json:"free"`
|
|
Total float64 `json:"total"`
|
|
} `json:"result"`
|
|
}
|
|
|
|
/*
|
|
[
|
|
{
|
|
"name": "BTC/USD",
|
|
"enabled": true,
|
|
"postOnly": false,
|
|
"priceIncrement": 1.0,
|
|
"sizeIncrement": 0.0001,
|
|
"minProvideSize": 0.0001,
|
|
"last": 59039.0,
|
|
"bid": 59038.0,
|
|
"ask": 59040.0,
|
|
"price": 59039.0,
|
|
"type": "spot",
|
|
"baseCurrency": "BTC",
|
|
"quoteCurrency": "USD",
|
|
"underlying": null,
|
|
"restricted": false,
|
|
"highLeverageFeeExempt": true,
|
|
"change1h": 0.0015777151969599294,
|
|
"change24h": 0.05475756601279165,
|
|
"changeBod": -0.0035107262814994852,
|
|
"quoteVolume24h": 316493675.5463,
|
|
"volumeUsd24h": 316493675.5463
|
|
}
|
|
]
|
|
*/
|
|
type marketsResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []market `json:"result"`
|
|
}
|
|
|
|
type market struct {
|
|
Name string `json:"name"`
|
|
Enabled bool `json:"enabled"`
|
|
PostOnly bool `json:"postOnly"`
|
|
PriceIncrement float64 `json:"priceIncrement"`
|
|
SizeIncrement float64 `json:"sizeIncrement"`
|
|
MinProvideSize float64 `json:"minProvideSize"`
|
|
Last float64 `json:"last"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Price float64 `json:"price"`
|
|
Type string `json:"type"`
|
|
BaseCurrency string `json:"baseCurrency"`
|
|
QuoteCurrency string `json:"quoteCurrency"`
|
|
Underlying string `json:"underlying"`
|
|
Restricted bool `json:"restricted"`
|
|
HighLeverageFeeExempt bool `json:"highLeverageFeeExempt"`
|
|
Change1h float64 `json:"change1h"`
|
|
Change24h float64 `json:"change24h"`
|
|
ChangeBod float64 `json:"changeBod"`
|
|
QuoteVolume24h float64 `json:"quoteVolume24h"`
|
|
VolumeUsd24h float64 `json:"volumeUsd24h"`
|
|
}
|
|
|
|
/*
|
|
{
|
|
"success": true,
|
|
"result": [
|
|
{
|
|
"close": 11055.25,
|
|
"high": 11089.0,
|
|
"low": 11043.5,
|
|
"open": 11059.25,
|
|
"startTime": "2019-06-24T17:15:00+00:00",
|
|
"volume": 464193.95725
|
|
}
|
|
]
|
|
}
|
|
*/
|
|
type HistoricalPricesResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []Candle `json:"result"`
|
|
}
|
|
|
|
type Candle struct {
|
|
Close float64 `json:"close"`
|
|
High float64 `json:"high"`
|
|
Low float64 `json:"low"`
|
|
Open float64 `json:"open"`
|
|
StartTime datetime `json:"startTime"`
|
|
Volume float64 `json:"volume"`
|
|
}
|
|
|
|
type ordersHistoryResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []order `json:"result"`
|
|
HasMoreData bool `json:"hasMoreData"`
|
|
}
|
|
|
|
type ordersResponse struct {
|
|
Success bool `json:"success"`
|
|
|
|
Result []order `json:"result"`
|
|
}
|
|
|
|
type cancelOrderResponse struct {
|
|
Success bool `json:"success"`
|
|
Result string `json:"result"`
|
|
}
|
|
|
|
type order struct {
|
|
CreatedAt datetime `json:"createdAt"`
|
|
FilledSize float64 `json:"filledSize"`
|
|
// Future field is not defined in the response format table but in the response example.
|
|
Future string `json:"future"`
|
|
ID int64 `json:"id"`
|
|
Market string `json:"market"`
|
|
Price float64 `json:"price"`
|
|
AvgFillPrice float64 `json:"avgFillPrice"`
|
|
RemainingSize float64 `json:"remainingSize"`
|
|
Side string `json:"side"`
|
|
Size float64 `json:"size"`
|
|
Status string `json:"status"`
|
|
Type string `json:"type"`
|
|
ReduceOnly bool `json:"reduceOnly"`
|
|
Ioc bool `json:"ioc"`
|
|
PostOnly bool `json:"postOnly"`
|
|
ClientId string `json:"clientId"`
|
|
Liquidation bool `json:"liquidation"`
|
|
}
|
|
|
|
type orderResponse struct {
|
|
Success bool `json:"success"`
|
|
|
|
Result order `json:"result"`
|
|
}
|
|
|
|
/*
|
|
{
|
|
"success": true,
|
|
"result": [
|
|
{
|
|
"coin": "TUSD",
|
|
"confirmations": 64,
|
|
"confirmedTime": "2019-03-05T09:56:55.728933+00:00",
|
|
"fee": 0,
|
|
"id": 1,
|
|
"sentTime": "2019-03-05T09:56:55.735929+00:00",
|
|
"size": 99.0,
|
|
"status": "confirmed",
|
|
"time": "2019-03-05T09:56:55.728933+00:00",
|
|
"txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
|
|
}
|
|
]
|
|
}
|
|
*/
|
|
type depositHistoryResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []depositHistory `json:"result"`
|
|
}
|
|
|
|
type depositHistory struct {
|
|
ID int64 `json:"id"`
|
|
Coin string `json:"coin"`
|
|
TxID string `json:"txid"`
|
|
Address address `json:"address"`
|
|
Confirmations int64 `json:"confirmations"`
|
|
ConfirmedTime datetime `json:"confirmedTime"`
|
|
Fee float64 `json:"fee"`
|
|
SentTime datetime `json:"sentTime"`
|
|
Size float64 `json:"size"`
|
|
Status string `json:"status"`
|
|
Time datetime `json:"time"`
|
|
Notes string `json:"notes"`
|
|
}
|
|
|
|
/**
|
|
{
|
|
"address": "test123",
|
|
"tag": null,
|
|
"method": "ltc",
|
|
"coin": null
|
|
}
|
|
*/
|
|
type address struct {
|
|
Address string `json:"address"`
|
|
Tag string `json:"tag"`
|
|
Method string `json:"method"`
|
|
Coin string `json:"coin"`
|
|
}
|
|
|
|
type fillsResponse struct {
|
|
Success bool `json:"success"`
|
|
Result []fill `json:"result"`
|
|
}
|
|
|
|
/*
|
|
{
|
|
"id": 123,
|
|
"market": "TSLA/USD",
|
|
"future": null,
|
|
"baseCurrency": "TSLA",
|
|
"quoteCurrency": "USD",
|
|
"type": "order",
|
|
"side": "sell",
|
|
"price": 672.5,
|
|
"size": 1.0,
|
|
"orderId": 456,
|
|
"time": "2021-02-23T09:29:08.534000+00:00",
|
|
"tradeId": 789,
|
|
"feeRate": -5e-6,
|
|
"fee": -0.0033625,
|
|
"feeCurrency": "USD",
|
|
"liquidity": "maker"
|
|
}
|
|
*/
|
|
type fill struct {
|
|
ID int64 `json:"id"`
|
|
Market string `json:"market"`
|
|
Future string `json:"future"`
|
|
BaseCurrency string `json:"baseCurrency"`
|
|
QuoteCurrency string `json:"quoteCurrency"`
|
|
Type string `json:"type"`
|
|
Side types.SideType `json:"side"`
|
|
Price float64 `json:"price"`
|
|
Size float64 `json:"size"`
|
|
OrderId uint64 `json:"orderId"`
|
|
Time datetime `json:"time"`
|
|
TradeId int64 `json:"tradeId"`
|
|
FeeRate float64 `json:"feeRate"`
|
|
Fee float64 `json:"fee"`
|
|
FeeCurrency string `json:"feeCurrency"`
|
|
Liquidity string `json:"liquidity"`
|
|
}
|
|
|
|
type transferResponse struct {
|
|
Success bool `json:"success"`
|
|
Result transfer `json:"result"`
|
|
}
|
|
|
|
type transfer struct {
|
|
Id uint `json:"id"`
|
|
Coin string `json:"coin"`
|
|
Size float64 `json:"size"`
|
|
Time string `json:"time"`
|
|
Notes string `json:"notes"`
|
|
Status string `json:"status"`
|
|
}
|
|
|
|
func (t *transfer) String() string {
|
|
return fmt.Sprintf("%+v", *t)
|
|
}
|