ftx

README

go-ftx

Golang bindings for ftx api

This is based on the golang code provided by ftx here.

Documentation

Index

• func SubscribeTicker(ctx context.Context, endpoint, market, channel string, ...) error
• type ChannelRequest
• type ChannelResponse
• type ChannelResponseHeader
• type Client
  • func NewClient(api, secret, subaccount string) (*Client, error)
• type HistoricalPrices
• type Logger
  • func SetupLogger(defaultLevel, envName string) Logger
• type NewOrder
• type NewOrderResponse
• type NewTriggerOrder
• type NewTriggerOrderResponse
• type OpenOrders
• type OpenTriggerOrders
• type Order
• type OrderHistory
• type Positions
• type Subaccount
• type SubaccountBalances
• type SubaccountsList
• type TickerChannelUpdate
• type Trades
• type TransferSubaccounts
• type TriggerOrder
• type TriggerOrderHistory
• type Triggers

Functions

func SubscribeTicker

func SubscribeTicker(ctx context.Context, endpoint, market, channel string, outputChan chan<- *ChannelResponse[TickerChannelUpdate]) error

Types

type ChannelRequest

type ChannelRequest struct {
	Op      string `json:"op"`
	Channel string `json:"channel"`
	Market  string `json:"market"`
}

type ChannelResponse

type ChannelResponse[T any] struct {
	ChannelResponseHeader
	Data *T `json:"data,omitempty"`
}

type ChannelResponseHeader

type ChannelResponseHeader struct {
	Channel string `json:"channel"`
	Market  string `json:"market"`
	Type    string `json:"type"`
	Code    string `json:"code"`
	Msg     string `json:"msg"`
}

type Client

type Client struct {
	Api        string
	Secret     []byte
	Subaccount string
}

Client is the client to ftx api.

func NewClient

func NewClient(api, secret, subaccount string) (*Client, error)

NewClient creates a new client

type HistoricalPrices

type HistoricalPrices struct {
	Success bool `json:"success"`
	Result  []struct {
		Close     decimal.Decimal `json:"close"`
		High      decimal.Decimal `json:"high"`
		Low       decimal.Decimal `json:"low"`
		Open      decimal.Decimal `json:"open"`
		StartTime time.Time       `json:"startTime"`
		Volume    decimal.Decimal `json:"volume"`
	} `json:"result"`
}

type Logger

type Logger interface {
	Debugf(string, ...any)
	Infof(string, ...any)
	Warnf(string, ...any)
	Errorf(string, ...any)
	Fatalf(string, ...any)
}

Logger defines an interface to log. By default this is uber's zap.

func SetupLogger

func SetupLogger(defaultLevel, envName string) Logger

type NewOrder

type NewOrder struct {
	Market                  string          `json:"market"`
	Side                    string          `json:"side"`
	Price                   decimal.Decimal `json:"price"`
	Type                    string          `json:"type"`
	Size                    decimal.Decimal `json:"size"`
	ReduceOnly              bool            `json:"reduceOnly"`
	Ioc                     bool            `json:"ioc"`
	PostOnly                bool            `json:"postOnly"`
	ExternalReferralProgram string          `json:"externalReferralProgram"`
}

type NewOrderResponse

type NewOrderResponse struct {
	Success bool  `json:"success"`
	Result  Order `json:"result"`
}

type NewTriggerOrder

type NewTriggerOrder struct {
	Market           string          `json:"market"`
	Side             string          `json:"side"`
	Size             decimal.Decimal `json:"size"`
	Type             string          `json:"type"`
	ReduceOnly       bool            `json:"reduceOnly"`
	RetryUntilFilled bool            `json:"retryUntilFilled"`
	TriggerPrice     decimal.Decimal `json:"triggerPrice,omitempty"`
	OrderPrice       decimal.Decimal `json:"orderPrice,omitempty"`
	TrailValue       decimal.Decimal `json:"trailValue,omitempty"`
}

type NewTriggerOrderResponse

type NewTriggerOrderResponse struct {
	Success bool         `json:"success"`
	Result  TriggerOrder `json:"result"`
}

type OpenOrders

type OpenOrders struct {
	Success bool    `json:"success"`
	Result  []Order `json:"result"`
}

type OpenTriggerOrders

type OpenTriggerOrders struct {
	Success bool           `json:"success"`
	Result  []TriggerOrder `json:"result"`
}

type Order

type Order struct {
	CreatedAt     time.Time       `json:"createdAt"`
	FilledSize    decimal.Decimal `json:"filledSize"`
	Future        string          `json:"future"`
	ID            int64           `json:"id"`
	Market        string          `json:"market"`
	Price         decimal.Decimal `json:"price"`
	AvgFillPrice  decimal.Decimal `json:"avgFillPrice"`
	RemainingSize decimal.Decimal `json:"remainingSize"`
	Side          string          `json:"side"`
	Size          decimal.Decimal `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"`
}

type OrderHistory

type OrderHistory struct {
	Success     bool    `json:"success"`
	Result      []Order `json:"result"`
	HasMoreData bool    `json:"hasMoreData"`
}

type Positions

type Positions struct {
	Success bool `json:"success"`
	Result  []struct {
		Cost                         decimal.Decimal `json:"cost"`
		EntryPrice                   decimal.Decimal `json:"entryPrice"`
		EstimatedLiquidationPrice    decimal.Decimal `json:"estimatedLiquidationPrice"`
		Future                       string          `json:"future"`
		InitialMarginRequirement     decimal.Decimal `json:"initialMarginRequirement"`
		LongOrderSize                decimal.Decimal `json:"longOrderSize"`
		MaintenanceMarginRequirement decimal.Decimal `json:"maintenanceMarginRequirement"`
		NetSize                      decimal.Decimal `json:"netSize"`
		OpenSize                     decimal.Decimal `json:"openSize"`
		RealizedPnl                  decimal.Decimal `json:"realizedPnl"`
		ShortOrderSize               decimal.Decimal `json:"shortOrderSize"`
		Side                         string          `json:"side"`
		Size                         decimal.Decimal `json:"size"`
		UnrealizedPnl                decimal.Decimal `json:"unrealizedPnl"`
	} `json:"result"`
}

type Subaccount

type Subaccount struct {
	Success bool `json:"success"`
	Result  struct {
		Nickname  string `json:"nickname"`
		Deletable bool   `json:"deletable"`
		Editable  bool   `json:"editable"`
	} `json:"result"`
}

type SubaccountBalances

type SubaccountBalances struct {
	Success bool `json:"success"`
	Result  []struct {
		Coin  string  `json:"coin"`
		Free  float64 `json:"free"`
		Total float64 `json:"total"`
	} `json:"result"`
}

type SubaccountsList

type SubaccountsList struct {
	Success bool `json:"success"`
	Result  []struct {
		Nickname  string `json:"nickname"`
		Deletable bool   `json:"deletable"`
		Editable  bool   `json:"editable"`
	} `json:"result"`
}

type TickerChannelUpdate

type TickerChannelUpdate struct {
	Bid  *decimal.Decimal `json:"bid,omitempty"`
	Ask  *decimal.Decimal `json:"ask,omitempty"`
	Last *decimal.Decimal `json:"last,omitempty"`
	Time decimal.Decimal  `json:"time"`
}

type Trades

type Trades struct {
	Success bool `json:"success"`
	Result  []struct {
		ID          int64           `json:"id"`
		Liquidation bool            `json:"liquidation"`
		Price       decimal.Decimal `json:"price"`
		Side        string          `json:"side"`
		Size        decimal.Decimal `json:"size"`
		Time        time.Time       `json:"time"`
	} `json:"result"`
}

type TransferSubaccounts

type TransferSubaccounts struct {
	Success bool `json:"success"`
	Result  struct {
		ID     int       `json:"id"`
		Coin   string    `json:"coin"`
		Size   float64   `json:"size"`
		Time   time.Time `json:"time"`
		Notes  string    `json:"notes"`
		Status string    `json:"status"`
	} `json:"result"`
}

type TriggerOrder

type TriggerOrder struct {
	CreatedAt        time.Time       `json:"createdAt"`
	Error            string          `json:"error"`
	Future           string          `json:"future"`
	ID               int64           `json:"id"`
	Market           string          `json:"market"`
	OrderID          int64           `json:"orderId"`
	OrderPrice       decimal.Decimal `json:"orderPrice"`
	ReduceOnly       bool            `json:"reduceOnly"`
	Side             string          `json:"side"`
	Size             decimal.Decimal `json:"size"`
	Status           string          `json:"status"`
	TrailStart       decimal.Decimal `json:"trailStart"`
	TrailValue       decimal.Decimal `json:"trailValue"`
	TriggerPrice     decimal.Decimal `json:"triggerPrice"`
	TriggeredAt      string          `json:"triggeredAt"`
	Type             string          `json:"type"`
	OrderType        string          `json:"orderType"`
	FilledSize       decimal.Decimal `json:"filledSize"`
	AvgFillPrice     decimal.Decimal `json:"avgFillPrice"`
	OrderStatus      string          `json:"orderStatus"`
	RetryUntilFilled bool            `json:"retryUntilFilled"`
}

type TriggerOrderHistory

type TriggerOrderHistory struct {
	Success     bool           `json:"success"`
	Result      []TriggerOrder `json:"result"`
	HasMoreData bool           `json:"hasMoreData"`
}

type Triggers

type Triggers struct {
	Success bool `json:"success"`
	Result  []struct {
		Error      string          `json:"error"`
		FilledSize decimal.Decimal `json:"filledSize"`
		OrderSize  decimal.Decimal `json:"orderSize"`
		OrderID    int64           `json:"orderId"`
		Time       time.Time       `json:"time"`
	} `json:"result"`
}