ftx

Documentation

Overview

Code generated by go generate; DO NOT EDIT.

Index

• func TrimLowerString(original string) string
• func TrimUpperString(original string) string
• type Candle
• type ErrorResponse
  • func (r *ErrorResponse) Error() string
• type Exchange
  • func NewExchange(key, secret string, subAccount string) *Exchange
  • func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error
  • func (e *Exchange) DefaultFeeRates() types.ExchangeFee
  • func (e *Exchange) IsSupportedInterval(interval types.Interval) bool
  • func (e *Exchange) Name() types.ExchangeName
  • func (e *Exchange) NewStream() types.Stream
  • func (e *Exchange) PlatformFeeCurrency() string
  • func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)
  • func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)
  • func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error)
  • func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error)
  • func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, ...) ([]types.KLine, error)
  • func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)
  • func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)
  • func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error)
  • func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)
  • func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error)
  • func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error)
  • func (e *Exchange) SetModifyOrderAmountForFee(feeRate types.ExchangeFee)
  • func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error)
  • func (e *Exchange) SupportedInterval() map[types.Interval]int
  • func (e *Exchange) Transfer(ctx context.Context, coin string, size float64, destination string) (string, error)
• type HistoricalPricesResponse
• type MarketMap
• type MarketTicker
• type OrderType
• type Stream
  • func NewStream(key, secret string, subAccount string, e *Exchange) *Stream
  • func (s *Stream) Close() error
  • func (s *Stream) Connect(ctx context.Context) error
  • func (s *Stream) Subscribe(channel types.Channel, symbol string, option types.SubscribeOptions)
• type TransferPayload

Functions

func TrimLowerString

func TrimLowerString(original string) string

func TrimUpperString

func TrimUpperString(original string) string

Types

type Candle

type Candle struct {
	Close     fixedpoint.Value `json:"close"`
	High      fixedpoint.Value `json:"high"`
	Low       fixedpoint.Value `json:"low"`
	Open      fixedpoint.Value `json:"open"`
	StartTime datetime         `json:"startTime"`
	Volume    fixedpoint.Value `json:"volume"`
}

type ErrorResponse

type ErrorResponse struct {
	*util.Response

	IsSuccess   bool   `json:"success"`
	ErrorString string `json:"error,omitempty"`
}

func (*ErrorResponse) Error

func (r *ErrorResponse) Error() string

type Exchange

type Exchange struct {
	// contains filtered or unexported fields
}

func NewExchange

func NewExchange(key, secret string, subAccount string) *Exchange

func (*Exchange) CancelOrders

func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) error

func (*Exchange) DefaultFeeRates

func (e *Exchange) DefaultFeeRates() types.ExchangeFee

DefaultFeeRates returns the FTX Tier 1 fee See also https://help.ftx.com/hc/en-us/articles/360024479432-Fees

func (*Exchange) IsSupportedInterval

func (e *Exchange) IsSupportedInterval(interval types.Interval) bool

func (*Exchange) Name

func (e *Exchange) Name() types.ExchangeName

func (*Exchange) NewStream

func (e *Exchange) NewStream() types.Stream

func (*Exchange) PlatformFeeCurrency

func (e *Exchange) PlatformFeeCurrency() string

func (*Exchange) QueryAccount

func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error)

func (*Exchange) QueryAccountBalances

func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error)

func (*Exchange) QueryClosedOrders

func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error)

symbol, since and until are all optional. FTX can only query by order created time, not updated time. FTX doesn't support lastOrderID, so we will query by the time range first, and filter by the lastOrderID.

func (*Exchange) QueryDepositHistory

func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error)

func (*Exchange) QueryKLines

func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error)

func (*Exchange) QueryMarkets

func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error)

func (*Exchange) QueryOpenOrders

func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error)

func (*Exchange) QueryOrder

func (e *Exchange) QueryOrder(ctx context.Context, q types.OrderQuery) (*types.Order, error)

func (*Exchange) QueryTicker

func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error)

func (*Exchange) QueryTickers

func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error)

func (*Exchange) QueryTrades

func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) ([]types.Trade, error)

func (*Exchange) SetModifyOrderAmountForFee

func (e *Exchange) SetModifyOrderAmountForFee(feeRate types.ExchangeFee)

SetModifyOrderAmountForFee protects the limit buy orders by reducing amount with taker fee. The amount is recalculated before submit: submit_amount = original_amount / (1 + taker_fee_rate) . This prevents balance exceeding error while closing position without spot margin enabled.

func (*Exchange) SubmitOrder

func (e *Exchange) SubmitOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error)

func (*Exchange) SupportedInterval

func (e *Exchange) SupportedInterval() map[types.Interval]int

func (*Exchange) Transfer

func (e *Exchange) Transfer(ctx context.Context, coin string, size float64, destination string) (string, error)

type HistoricalPricesResponse

type HistoricalPricesResponse struct {
	Success bool     `json:"success"`
	Result  []Candle `json:"result"`
}

{
  "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 MarketMap

type MarketMap map[string]MarketTicker

type MarketTicker

type MarketTicker struct {
	Market types.Market
	Price  fixedpoint.Value
	Ask    fixedpoint.Value
	Bid    fixedpoint.Value
	Last   fixedpoint.Value
}

type OrderType

type OrderType string

const (
	OrderTypeLimit  OrderType = "limit"
	OrderTypeMarket OrderType = "market"
)

type Stream

type Stream struct {
	*types.StandardStream
	// contains filtered or unexported fields
}

func NewStream

func NewStream(key, secret string, subAccount string, e *Exchange) *Stream

func (*Stream) Close

func (s *Stream) Close() error

func (*Stream) Connect

func (s *Stream) Connect(ctx context.Context) error

func (*Stream) Subscribe

func (s *Stream) Subscribe(channel types.Channel, symbol string, option types.SubscribeOptions)

type TransferPayload

type TransferPayload struct {
	Coin        string
	Size        float64
	Source      string
	Destination string
}