ccxt-xigua
Version:
3,144 lines • 141 kB
JavaScript
'use strict';
// ---------------------------------------------------------------------------
const Exchange = require ('./base/Exchange');
const { TICK_SIZE } = require ('./base/functions/number');
const { ExchangeError, InvalidOrder, BadRequest, InsufficientFunds, OrderNotFound, AuthenticationError, RateLimitExceeded, ExchangeNotAvailable, CancelPending, ArgumentsRequired, PermissionDenied, BadSymbol, DuplicateOrderId, BadResponse } = require ('./base/errors');
const Precise = require ('./base/Precise');
// ---------------------------------------------------------------------------
module.exports = class ftx extends Exchange {
describe () {
return this.deepExtend (super.describe (), {
'id': 'ftx',
'name': 'FTX',
'countries': [ 'BS' ], // Bahamas
// hard limit of 7 requests per 200ms => 35 requests per 1000ms => 1000ms / 35 = 28.5714 ms between requests
// 10 withdrawal requests per 30 seconds = (1000ms / rateLimit) / (1/3) = 90.1
// cancels do not count towards rateLimit
// only 'order-making' requests count towards ratelimit
'rateLimit': 28.57,
'certified': true,
'pro': true,
'hostname': 'ftx.com', // or ftx.us
'urls': {
'logo': 'https://user-images.githubusercontent.com/1294454/67149189-df896480-f2b0-11e9-8816-41593e17f9ec.jpg',
'www': 'https://ftx.com',
'api': {
'public': 'https://{hostname}',
'private': 'https://{hostname}',
},
'doc': 'https://github.com/ftexchange/ftx',
'fees': 'https://ftexchange.zendesk.com/hc/en-us/articles/360024479432-Fees',
'referral': {
'url': 'https://ftx.com/#a=ccxt',
'discount': 0.05,
},
},
'has': {
'CORS': undefined,
'spot': true,
'margin': true,
'swap': true,
'future': true,
'option': false,
'cancelAllOrders': true,
'cancelOrder': true,
'createOrder': true,
'createReduceOnlyOrder': true,
'createStopLimitOrder': true,
'createStopMarketOrder': true,
'createStopOrder': true,
'editOrder': true,
'fetchBalance': true,
'fetchBorrowInterest': true,
'fetchBorrowRate': true,
'fetchBorrowRateHistories': true,
'fetchBorrowRateHistory': true,
'fetchBorrowRates': true,
'fetchClosedOrders': undefined,
'fetchCurrencies': true,
'fetchDepositAddress': true,
'fetchDeposits': true,
'fetchFundingHistory': true,
'fetchFundingRate': true,
'fetchFundingRateHistory': true,
'fetchFundingRates': false,
'fetchIndexOHLCV': true,
'fetchLeverageTiers': false,
'fetchMarginMode': false,
'fetchMarketLeverageTiers': false,
'fetchMarkets': true,
'fetchMarkOHLCV': false,
'fetchMyTrades': true,
'fetchOHLCV': true,
'fetchOpenInterestHistory': false,
'fetchOpenOrders': true,
'fetchOrder': true,
'fetchOrderBook': true,
'fetchOrders': true,
'fetchOrderTrades': true,
'fetchPosition': false,
'fetchPositionMode': false,
'fetchPositions': true,
'fetchPositionsRisk': false,
'fetchPremiumIndexOHLCV': false,
'fetchTicker': true,
'fetchTickers': true,
'fetchTime': false,
'fetchTrades': true,
'fetchTradingFee': true,
'fetchTradingFees': true,
'fetchTransactionFees': undefined,
'fetchTransfer': undefined,
'fetchTransfers': undefined,
'fetchWithdrawals': true,
'reduceMargin': false,
'setLeverage': true,
'setMarginMode': false, // FTX only supports cross margin
'setPositionMode': false,
'transfer': true,
'withdraw': true,
},
'timeframes': {
'15s': '15',
'1m': '60',
'5m': '300',
'15m': '900',
'1h': '3600',
'4h': '14400',
'1d': '86400',
'3d': '259200',
'1w': '604800',
'2w': '1209600',
// the exchange does not align candles to the start of the month
// it can only fetch candles in fixed intervals of multiples of whole days
// that works for all timeframes, except the monthly timeframe
// because months have varying numbers of days
'1M': '2592000',
},
'api': {
'public': {
'get': {
'coins': 1,
// markets
'markets': 1,
'markets/{market_name}': 1,
'markets/{market_name}/orderbook': 1, // ?depth={depth}
'markets/{market_name}/trades': 1, // ?limit={limit}&start_time={start_time}&end_time={end_time}
'markets/{market_name}/candles': 1, // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// futures
'futures': 1,
'futures/{future_name}': 1,
'futures/{future_name}/stats': 1,
'funding_rates': 1,
'indexes/{index_name}/weights': 1,
'expired_futures': 1,
'indexes/{market_name}/candles': 1, // ?resolution={resolution}&limit={limit}&start_time={start_time}&end_time={end_time}
// wallet
'wallet/coins': 1,
// leverage tokens
'lt/tokens': 1,
'lt/{token_name}': 1,
// etfs
'etfs/rebalance_info': 1,
// options
'options/requests': 1,
'options/trades': 1,
'options/historical_volumes/BTC': 1,
'stats/24h_options_volume': 1,
'options/open_interest/BTC': 1,
'options/historical_open_interest/BTC': 1,
// spot margin
'spot_margin/history': 1,
'spot_margin/borrow_summary': 1,
// nfts
'nft/nfts': 1,
'nft/{nft_id}': 1,
'nft/{nft_id}/trades': 1,
'nft/all_trades': 1,
'nft/{nft_id}/account_info': 1,
'nft/collections': 1,
// ftx pay
'ftxpay/apps/{user_specific_id}/details': 1,
},
'post': {
'ftxpay/apps/{user_specific_id}/orders': 1,
},
},
'private': {
'get': {
// subaccounts
'subaccounts': 1,
'subaccounts/{nickname}/balances': 1,
// account
'account': 1,
'positions': 1,
// wallet
'wallet/balances': 1,
'wallet/all_balances': 1,
'wallet/deposit_address/{coin}': 1, // ?method={method}
'wallet/deposits': 1,
'wallet/withdrawals': 1,
'wallet/airdrops': 1,
'wallet/withdrawal_fee': 1,
'wallet/saved_addresses': 1,
// orders
'orders': 1, // ?market={market}
'orders/history': 1, // ?market={market}
'orders/{order_id}': 1,
'orders/by_client_id/{client_order_id}': 1,
// conditional orders
'conditional_orders': 1, // ?market={market}
'conditional_orders/{conditional_order_id}/triggers': 1,
'conditional_orders/history': 1, // ?market={market}
'fills': 1, // ?market={market}
'funding_payments': 1,
// leverage tokens
'lt/balances': 1,
'lt/creations': 1,
'lt/redemptions': 1,
// options
'options/my_requests': 1,
'options/requests/{request_id}/quotes': 1,
'options/my_quotes': 1,
'options/account_info': 1,
'options/positions': 1,
'options/fills': 1,
// staking
'staking/stakes': 1,
'staking/unstake_requests': 1,
'staking/balances': 1,
'staking/staking_rewards': 1,
// otc
'otc/quotes/{quoteId}': 1,
// spot margin
'spot_margin/borrow_rates': 1,
'spot_margin/lending_rates': 1,
'spot_margin/market_info': 1, // ?market={market}
'spot_margin/borrow_history': 1,
'spot_margin/lending_history': 1,
'spot_margin/offers': 1,
'spot_margin/lending_info': 1,
// nfts
'nft/balances': 1,
'nft/bids': 1,
'nft/deposits': 1,
'nft/withdrawals': 1,
'nft/fills': 1,
'nft/gallery/{gallery_id}': 1,
'nft/gallery_settings': 1,
// latency statistics
'stats/latency_stats': 1,
// pnl
'pnl/historical_changes': 1,
},
'post': {
// subaccounts
'subaccounts': 1,
'subaccounts/update_name': 1,
'subaccounts/transfer': 1,
// account
'account/leverage': 1,
// wallet
'wallet/deposit_address/list': 1,
'wallet/withdrawals': 90,
'wallet/saved_addresses': 1,
// orders
'orders': 1,
'conditional_orders': 1,
'orders/{order_id}/modify': 1,
'orders/by_client_id/{client_order_id}/modify': 1,
'conditional_orders/{order_id}/modify': 1,
// leverage tokens
'lt/{token_name}/create': 1,
'lt/{token_name}/redeem': 1,
// options
'options/requests': 1,
'options/requests/{request_id}/quotes': 1,
'options/quotes/{quote_id}/accept': 1,
// staking
'staking/unstake_requests': 1,
'srm_stakes/stakes': 1,
// otc
'otc/quotes/{quote_id}/accept': 1,
'otc/quotes': 1,
// spot margin
'spot_margin/offers': 1,
// nfts
'nft/offer': 1,
'nft/buy': 1,
'nft/auction': 1,
'nft/edit_auction': 1,
'nft/cancel_auction': 1,
'nft/bids': 1,
'nft/redeem': 1,
'nft/gallery_settings': 1,
// ftx pay
'ftxpay/apps/{user_specific_id}/orders': 1,
},
'delete': {
// subaccounts
'subaccounts': 1,
// wallet
'wallet/saved_addresses/{saved_address_id}': 1,
// orders
'orders/{order_id}': 1,
'orders/by_client_id/{client_order_id}': 1,
'orders': 1,
'conditional_orders/{order_id}': 1,
// options
'options/requests/{request_id}': 1,
'options/quotes/{quote_id}': 1,
// staking
'staking/unstake_requests/{request_id}': 1,
},
},
},
'fees': {
'trading': {
'tierBased': true,
'percentage': true,
'maker': this.parseNumber ('0.0002'),
'taker': this.parseNumber ('0.0007'),
'tiers': {
'taker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0007') ],
[ this.parseNumber ('2000000'), this.parseNumber ('0.0006') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.00055') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.0005') ],
[ this.parseNumber ('25000000'), this.parseNumber ('0.0045') ],
[ this.parseNumber ('50000000'), this.parseNumber ('0.0004') ],
],
'maker': [
[ this.parseNumber ('0'), this.parseNumber ('0.0002') ],
[ this.parseNumber ('2000000'), this.parseNumber ('0.00015') ],
[ this.parseNumber ('5000000'), this.parseNumber ('0.0001') ],
[ this.parseNumber ('10000000'), this.parseNumber ('0.00005') ],
[ this.parseNumber ('25000000'), this.parseNumber ('0') ],
[ this.parseNumber ('50000000'), this.parseNumber ('0') ],
],
},
},
'funding': {
'withdraw': {},
},
},
'exceptions': {
'exact': {
'Slow down': RateLimitExceeded, // {"error":"Slow down","success":false}
'Size too small for provide': InvalidOrder, // {"error":"Size too small for provide","success":false}
'Not enough balances': InsufficientFunds, // {"error":"Not enough balances","success":false}
'InvalidPrice': InvalidOrder, // {"error":"Invalid price","success":false}
'Size too small': InvalidOrder, // {"error":"Size too small","success":false}
'Size too large': InvalidOrder, // {"error":"Size too large","success":false}
'Invalid price': InvalidOrder, // {"success":false,"error":"Invalid price"}
'Missing parameter price': InvalidOrder, // {"error":"Missing parameter price","success":false}
'Order not found': OrderNotFound, // {"error":"Order not found","success":false}
'Order already closed': InvalidOrder, // {"error":"Order already closed","success":false}
'Trigger price too high': InvalidOrder, // {"error":"Trigger price too high","success":false}
'Trigger price too low': InvalidOrder, // {"error":"Trigger price too low","success":false}
'Order already queued for cancellation': CancelPending, // {"error":"Order already queued for cancellation","success":false}
'Duplicate client order ID': DuplicateOrderId, // {"error":"Duplicate client order ID","success":false}
'Spot orders cannot be reduce-only': InvalidOrder, // {"error":"Spot orders cannot be reduce-only","success":false}
'Invalid reduce-only order': InvalidOrder, // {"error":"Invalid reduce-only order","success":false}
'Account does not have enough balances': InsufficientFunds, // {"success":false,"error":"Account does not have enough balances"}
'Not authorized for subaccount-specific access': PermissionDenied, // {"success":false,"error":"Not authorized for subaccount-specific access"}
'Not approved to trade this product': PermissionDenied, // {"success":false,"error":"Not approved to trade this product"}
'Internal Error': ExchangeNotAvailable, // {"success":false,"error":"Internal Error"}
},
'broad': {
// {"error":"Not logged in","success":false}
// {"error":"Not logged in: Invalid API key","success":false}
'Not logged in': AuthenticationError,
'Account does not have enough margin for order': InsufficientFunds,
'Invalid parameter': BadRequest, // {"error":"Invalid parameter start_time","success":false}
'The requested URL was not found on the server': BadRequest,
'No such coin': BadRequest,
'No such subaccount': AuthenticationError,
'No such future': BadSymbol,
'No such market': BadSymbol,
'Do not send more than': RateLimitExceeded,
'Cannot send more than': RateLimitExceeded, // {"success":false,"error":"Cannot send more than 1500 requests per minute"}
'An unexpected error occurred': ExchangeNotAvailable, // {"error":"An unexpected error occurred, please try again later (58BC21C795).","success":false}
'Please retry request': ExchangeNotAvailable, // {"error":"Please retry request","success":false}
'Please try again': ExchangeNotAvailable, // {"error":"Please try again","success":false}
'Try again': ExchangeNotAvailable, // {"error":"Try again","success":false}
'Only have permissions for subaccount': PermissionDenied, // {"success":false,"error":"Only have permissions for subaccount *sub_name*"}
},
},
'precisionMode': TICK_SIZE,
'options': {
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
'fetchMarkets': {
// the expiry datetime may be undefined for expiring futures, https://github.com/ccxt/ccxt/pull/12692
'throwOnUndefinedExpiry': false,
},
'cancelOrder': {
'method': 'privateDeleteOrdersOrderId', // privateDeleteConditionalOrdersOrderId
},
'fetchOpenOrders': {
'method': 'privateGetOrders', // privateGetConditionalOrders
},
'fetchOrders': {
'method': 'privateGetOrdersHistory', // privateGetConditionalOrdersHistory
},
'sign': {
'ftx.com': 'FTX',
'ftx.us': 'FTXUS',
},
'networks': {
'SOL': 'sol',
'SPL': 'sol',
'TRX': 'trx',
'TRC20': 'trx',
'ETH': 'erc20',
'ERC20': 'erc20',
'OMNI': 'omni',
'BEP2': 'bep2',
'BNB': 'bep2',
'BEP20': 'bsc',
'BSC': 'bsc',
},
},
'commonCurrencies': {
'AMC': 'AMC Entertainment Holdings',
'STARS': 'StarLaunch',
},
});
}
async fetchCurrencies (params = {}) {
/**
* @method
* @name ftx#fetchCurrencies
* @description fetches all available currencies on an exchange
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} an associative dictionary of currencies
*/
const response = await this.publicGetCoins (params);
const currencies = this.safeValue (response, 'result', []);
//
// {
// "success":true,
// "result": [
// {"id":"BTC","name":"Bitcoin"},
// {"id":"ETH","name":"Ethereum"},
// {"id":"ETHMOON","name":"10X Long Ethereum Token","underlying":"ETH"},
// {"id":"EOSBULL","name":"3X Long EOS Token","underlying":"EOS"},
// ],
// }
//
const result = {};
for (let i = 0; i < currencies.length; i++) {
const currency = currencies[i];
const id = this.safeString (currency, 'id');
const code = this.safeCurrencyCode (id);
const name = this.safeString (currency, 'name');
result[code] = {
'id': id,
'code': code,
'info': currency,
'type': undefined,
'name': name,
'active': undefined,
'deposit': undefined,
'withdraw': undefined,
'fee': undefined,
'precision': undefined,
'limits': {
'withdraw': { 'min': undefined, 'max': undefined },
'amount': { 'min': undefined, 'max': undefined },
},
};
}
return result;
}
async fetchMarkets (params = {}) {
/**
* @method
* @name ftx#fetchMarkets
* @description retrieves data on all markets for ftx
* @param {dict} params extra parameters specific to the exchange api endpoint
* @returns {[dict]} an array of objects representing market data
*/
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.37,
// "baseCurrency":null,
// "bid":170.31,
// "change1h":-0.019001554672655036,
// "change24h":-0.024841165359738997,
// "changeBod":-0.03816406029469881,
// "enabled":true,
// "last":170.37,
// "name":"ETH-PERP",
// "price":170.37,
// "priceIncrement":0.01,
// "quoteCurrency":null,
// "quoteVolume24h":7742164.59889,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH",
// "volumeUsd24h":7742164.59889
// },
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
// {
// name: "BTC-PERP",
// enabled: true,
// postOnly: false,
// priceIncrement: "1.0",
// sizeIncrement: "0.0001",
// minProvideSize: "0.001",
// last: "60397.0",
// bid: "60387.0",
// ask: "60388.0",
// price: "60388.0",
// type: "future",
// baseCurrency: null,
// quoteCurrency: null,
// underlying: "BTC",
// restricted: false,
// highLeverageFeeExempt: true,
// change1h: "-0.0036463231533270636",
// change24h: "-0.01844838515677064",
// changeBod: "-0.010130151132675475",
// quoteVolume24h: "2892083192.6099",
// volumeUsd24h: "2892083192.6099"
// }
//
let allFuturesResponse = undefined;
if (this.has['future'] && (this.hostname !== 'ftx.us')) {
allFuturesResponse = await this.publicGetFutures ();
}
//
// {
// success: true,
// result: [
// {
// name: "1INCH-PERP",
// underlying: "1INCH",
// description: "1INCH Token Perpetual Futures",
// type: "perpetual",
// expiry: null,
// perpetual: true,
// expired: false,
// enabled: true,
// postOnly: false,
// priceIncrement: "0.0001",
// sizeIncrement: "1.0",
// last: "2.5556",
// bid: "2.5555",
// ask: "2.5563",
// index: "2.5612449804010833",
// mark: "2.5587",
// imfFactor: "0.0005",
// lowerBound: "2.4315",
// upperBound: "2.6893",
// underlyingDescription: "1INCH Token",
// expiryDescription: "Perpetual",
// moveStart: null,
// marginPrice: "2.5587",
// positionLimitWeight: "20.0",
// group: "perpetual",
// change1h: "0.00799716356760164",
// change24h: "0.004909276569004792",
// changeBod: "0.008394419484511705",
// volumeUsd24h: "17834492.0818",
// volume: "7224898.0",
// openInterest: "5597917.0",
// openInterestUsd: "14323390.2279",
// },
// ...
// ],
// }
//
const result = [];
const markets = this.safeValue (response, 'result', []);
const allFutures = this.safeValue (allFuturesResponse, 'result', []);
const allFuturesDict = this.indexBy (allFutures, 'name');
for (let i = 0; i < markets.length; i++) {
const market = markets[i];
const id = this.safeString (market, 'name');
const future = this.safeValue (allFuturesDict, id);
const marketType = this.safeString (market, 'type');
const contract = (marketType === 'future');
const baseId = this.safeString2 (market, 'baseCurrency', 'underlying');
const quoteId = this.safeString (market, 'quoteCurrency', 'USD');
const settleId = contract ? 'USD' : undefined;
let base = this.safeCurrencyCode (baseId);
const quote = this.safeCurrencyCode (quoteId);
const settle = this.safeCurrencyCode (settleId);
const spot = !contract;
const margin = !contract;
const perpetual = this.safeValue (future, 'perpetual', false);
const swap = perpetual;
const option = false;
const isFuture = contract && !swap;
let expiry = undefined;
const expiryDatetime = this.safeString (future, 'expiry');
let type = 'spot';
let symbol = base + '/' + quote;
if (swap) {
type = 'swap';
symbol = base + '/' + quote + ':' + settle;
} else if (isFuture) {
type = 'future';
expiry = this.parse8601 (expiryDatetime);
if (expiry === undefined) {
// it is likely a future that is expiring in this moment
const options = this.safeValue (this.options, 'fetchMarkets', {});
const throwOnUndefinedExpiry = this.safeValue (options, 'throwOnUndefinedExpiry', false);
if (throwOnUndefinedExpiry) {
throw new BadResponse (this.id + " symbol '" + id + "' is a future contract with an invalid expiry datetime.");
} else {
continue;
}
}
const parsedId = id.split ('-');
const length = parsedId.length;
if (length > 2) {
// handling for MOVE contracts
// BTC-MOVE-2022Q1
// BTC-MOVE-0106
// BTC-MOVE-WK-0121
parsedId.pop ();
// remove expiry
// [ 'BTC', 'MOVE' ]
// [ 'BTC', 'MOVE' ]
// [ 'BTC', 'MOVE', 'WK' ]
base = parsedId.join ('-');
}
symbol = base + '/' + quote + ':' + settle + '-' + this.yymmdd (expiry, '');
}
// check if a market is a spot or future market
const sizeIncrement = this.safeString (market, 'sizeIncrement');
const minProvideSize = this.safeString (market, 'minProvideSize');
let minAmountString = sizeIncrement;
if (minProvideSize !== undefined) {
minAmountString = Precise.stringGt (minProvideSize, sizeIncrement) ? sizeIncrement : minProvideSize;
}
result.push ({
'id': id,
'symbol': symbol,
'base': base,
'quote': quote,
'settle': settle,
'baseId': baseId,
'quoteId': quoteId,
'settleId': settleId,
'type': type,
'spot': spot,
'margin': margin,
'swap': swap,
'future': isFuture,
'option': option,
'active': this.safeValue (market, 'enabled'),
'contract': contract,
'linear': contract ? true : undefined,
'inverse': contract ? false : undefined,
'contractSize': this.parseNumber ('1'),
'expiry': expiry,
'expiryDatetime': this.iso8601 (expiry),
'strike': undefined,
'optionType': undefined,
'precision': {
'amount': this.parseNumber (sizeIncrement),
'price': this.safeNumber (market, 'priceIncrement'),
},
'limits': {
'leverage': {
'min': this.parseNumber ('1'),
'max': this.parseNumber ('20'),
},
'amount': {
'min': this.parseNumber (minAmountString),
'max': undefined,
},
'price': {
'min': undefined,
'max': undefined,
},
'cost': {
'min': undefined,
'max': undefined,
},
},
'info': market,
});
}
return result;
}
parseTicker (ticker, market = undefined) {
//
// {
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
//
const marketId = this.safeString (ticker, 'name');
if (marketId in this.markets_by_id) {
market = this.markets_by_id[marketId];
}
const symbol = this.safeSymbol (marketId, market);
const last = this.safeString (ticker, 'last');
const timestamp = this.safeTimestamp (ticker, 'time', this.milliseconds ());
let percentage = this.safeString (ticker, 'change24h');
if (percentage !== undefined) {
percentage = Precise.stringMul (percentage, '100');
}
return this.safeTicker ({
'symbol': symbol,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'high': this.safeString (ticker, 'high'),
'low': this.safeString (ticker, 'low'),
'bid': this.safeString (ticker, 'bid'),
'bidVolume': this.safeString (ticker, 'bidSize'),
'ask': this.safeString (ticker, 'ask'),
'askVolume': this.safeString (ticker, 'askSize'),
'vwap': undefined,
'open': undefined,
'close': last,
'last': last,
'previousClose': undefined,
'change': undefined,
'percentage': percentage,
'average': undefined,
'baseVolume': undefined,
'quoteVolume': this.safeString (ticker, 'quoteVolume24h'),
'info': ticker,
}, market);
}
async fetchTicker (symbol, params = {}) {
/**
* @method
* @name ftx#fetchTicker
* @description fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
* @param {str} symbol unified symbol of the market to fetch the ticker for
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [ticker structure]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
const response = await this.publicGetMarketsMarketName (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "ask":171.29,
// "baseCurrency":null, // base currency for spot markets
// "bid":171.24,
// "change1h":-0.0012244897959183673,
// "change24h":-0.031603346901854366,
// "changeBod":-0.03297013492914808,
// "enabled":true,
// "last":171.44,
// "name":"ETH-PERP",
// "price":171.29,
// "priceIncrement":0.01,
// "quoteCurrency":null, // quote currency for spot markets
// "quoteVolume24h":8570651.12113,
// "sizeIncrement":0.001,
// "type":"future",
// "underlying":"ETH", // null for spot markets
// "volumeUsd24h":8570651.12113,
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTicker (result, market);
}
async fetchTickers (symbols = undefined, params = {}) {
/**
* @method
* @name ftx#fetchTickers
* @description fetches price tickers for multiple markets, statistical calculations with the information calculated over the past 24 hours each market
* @param {[str]|undefined} symbols unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} an array of [ticker structures]{@link https://docs.ccxt.com/en/latest/manual.html#ticker-structure}
*/
await this.loadMarkets ();
symbols = this.marketSymbols (symbols);
const response = await this.publicGetMarkets (params);
//
// {
// 'success': true,
// "result": [
// {
// "ask":170.44,
// "baseCurrency":"ETH",
// "bid":170.41,
// "change1h":-0.018485459257126403,
// "change24h":-0.023825887743413515,
// "changeBod":-0.037605872388481086,
// "enabled":true,
// "last":172.72,
// "name":"ETH/USD",
// "price":170.44,
// "priceIncrement":0.01,
// "quoteCurrency":"USD",
// "quoteVolume24h":382802.0252,
// "sizeIncrement":0.001,
// "type":"spot",
// "underlying":null,
// "volumeUsd24h":382802.0252
// },
// ],
// }
//
const tickers = this.safeValue (response, 'result', []);
return this.parseTickers (tickers, symbols);
}
async fetchOrderBook (symbol, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOrderBook
* @description fetches information on open orders with bid (buy) and ask (sell) prices, volumes and other data
* @param {str} symbol unified symbol of the market to fetch the order book for
* @param {int|undefined} limit the maximum amount of order book entries to return
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} A dictionary of [order book structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-book-structure} indexed by market symbols
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market_name': market['id'],
};
if (limit !== undefined) {
request['depth'] = limit; // max 100, default 20
}
const response = await this.publicGetMarketsMarketNameOrderbook (this.extend (request, params));
//
// {
// "success":true,
// "result":{
// "asks":[
// [171.95,279.865],
// [171.98,102.42],
// [171.99,124.11],
// ],
// "bids":[
// [171.93,69.749],
// [171.9,288.325],
// [171.88,87.47],
// ],
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrderBook (result, symbol);
}
parseOHLCV (ohlcv, market = undefined) {
//
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// }
//
return [
this.safeInteger (ohlcv, 'time'),
this.safeNumber (ohlcv, 'open'),
this.safeNumber (ohlcv, 'high'),
this.safeNumber (ohlcv, 'low'),
this.safeNumber (ohlcv, 'close'),
this.safeNumber (ohlcv, 'volume'),
];
}
getMarketId (symbol, key, params = {}) {
const parts = this.getMarketParams (symbol, key, params);
return this.safeString (parts, 1, symbol);
}
getMarketParams (symbol, key, params = {}) {
let market = undefined;
let marketId = undefined;
if (symbol in this.markets) {
market = this.market (symbol);
marketId = market['id'];
} else {
marketId = this.safeString (params, key, symbol);
}
return [ market, marketId ];
}
async fetchOHLCV (symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOHLCV
* @description fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market
* @param {str} symbol unified symbol of the market to fetch OHLCV data for
* @param {str} timeframe the length of time each candle represents
* @param {int|undefined} since timestamp in ms of the earliest candle to fetch
* @param {int|undefined} limit the maximum amount of candles to fetch
* @param {dict} params extra parameters specific to the ftx api endpoint
* @param {str|undefined} params.price "index" for index price candles
* @param {int|undefined} params.until timestamp in ms of the latest candle to fetch
* @returns {[[int]]} A list of candles ordered as timestamp, open, high, low, close, volume (units in quote currency)
*/
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market_name', params);
// max 1501 candles, including the current candle when since is not specified
const maxLimit = 5000;
const defaultLimit = 1500;
limit = (limit === undefined) ? defaultLimit : Math.min (limit, maxLimit);
const request = {
'resolution': this.timeframes[timeframe],
'market_name': marketId,
// 'start_time': parseInt (since / 1000),
// 'end_time': this.seconds (),
'limit': limit,
};
const price = this.safeString (params, 'price');
const until = this.safeInteger (params, 'until');
params = this.omit (params, [ 'price', 'until' ]);
if (since !== undefined) {
const startTime = parseInt (since / 1000);
request['start_time'] = startTime;
const duration = this.parseTimeframe (timeframe);
const endTime = this.sum (startTime, limit * duration);
request['end_time'] = Math.min (endTime, this.seconds ());
if (duration > 86400) {
const wholeDaysInTimeframe = parseInt (duration / 86400);
request['limit'] = Math.min (limit * wholeDaysInTimeframe, maxLimit);
}
}
if (until !== undefined) {
request['end_time'] = parseInt (until / 1000);
}
let method = 'publicGetMarketsMarketNameCandles';
if (price === 'index') {
if (symbol in this.markets) {
request['market_name'] = market['baseId'];
}
method = 'publicGetIndexesMarketNameCandles';
}
const response = await this[method] (this.extend (request, params));
//
// {
// "success": true,
// "result":[
// {
// "close":177.23,
// "high":177.45,
// "low":177.2,
// "open":177.43,
// "startTime":"2019-10-17T13:27:00+00:00",
// "time":1571318820000.0,
// "volume":0.0
// },
// {
// "close":177.26,
// "high":177.33,
// "low":177.23,
// "open":177.23,
// "startTime":"2019-10-17T13:28:00+00:00",
// "time":1571318880000.0,
// "volume":0.0
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOHLCVs (result, market, timeframe, since, limit);
}
parseTrade (trade, market = undefined) {
//
// fetchTrades (public)
//
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// }
//
// fetchMyTrades (private)
//
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "feeCurrency": "USD",
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
//
// {
// "baseCurrency": "BTC",
// "fee": 0,
// "feeCurrency": "USD",
// "feeRate": 0,
// "future": null,
// "id": 664079556,
// "liquidity": "taker",
// "market": null,
// "orderId": null,
// "price": 34830.61359,
// "quoteCurrency": "USD",
// "side": "sell",
// "size": 0.0005996,
// "time": "2021-01-15T16:05:29.246135+00:00",
// "tradeId": null,
// "type": "otc"
// }
//
// with -ve fee
// {
// "id": 1171258927,
// "fee": -0.0000713875,
// "side": "sell",
// "size": 1,
// "time": "2021-03-11T13:34:35.523627+00:00",
// "type": "order",
// "price": 14.2775,
// "future": null,
// "market": "SOL/USD",
// "feeRate": -0.000005,
// "orderId": 33182929044,
// "tradeId": 582936801,
// "liquidity": "maker",
// "feeCurrency": "USD",
// "baseCurrency": "SOL",
// "quoteCurrency": "USD"
// }
//
// // from OTC order
// {
// "id": 1172129651,
// "fee": 0,
// "side": "sell",
// "size": 1.47568846,
// "time": "2021-03-11T15:04:46.893383+00:00",
// "type": "otc",
// "price": 14.60932598,
// "future": null,
// "market": null,
// "feeRate": 0,
// "orderId": null,
// "tradeId": null,
// "liquidity": "taker",
// "feeCurrency": "USD",
// "baseCurrency": "BCHA",
// "quoteCurrency": "USD"
// }
//
const id = this.safeString (trade, 'id');
const takerOrMaker = this.safeString (trade, 'liquidity');
// a workaround for the OTC trades, they don't have a symbol
const baseId = this.safeString (trade, 'baseCurrency');
const quoteId = this.safeString (trade, 'quoteCurrency');
let defaultMarketId = undefined;
if ((baseId !== undefined) && (quoteId !== undefined)) {
defaultMarketId = baseId + '/' + quoteId;
}
const marketId = this.safeString (trade, 'market', defaultMarketId);
market = this.safeMarket (marketId, market, '/');
const symbol = market['symbol'];
const timestamp = this.parse8601 (this.safeString (trade, 'time'));
const priceString = this.safeString (trade, 'price');
const amountString = this.safeString (trade, 'size');
const side = this.safeString (trade, 'side');
let fee = undefined;
const feeCostString = this.safeString (trade, 'fee');
if (feeCostString !== undefined) {
const feeCurrencyId = this.safeString (trade, 'feeCurrency');
const feeCurrencyCode = this.safeCurrencyCode (feeCurrencyId);
fee = {
'cost': feeCostString,
'currency': feeCurrencyCode,
'rate': this.safeString (trade, 'feeRate'),
};
}
const orderId = this.safeString (trade, 'orderId');
return this.safeTrade ({
'info': trade,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'symbol': symbol,
'id': id,
'order': orderId,
'type': undefined,
'takerOrMaker': takerOrMaker,
'side': side,
'price': priceString,
'amount': amountString,
'cost': undefined,
'fee': fee,
}, market);
}
async fetchTrades (symbol, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchTrades
* @description get the list of most recent trades for a particular symbol
* @param {str} symbol unified symbol of the market to fetch trades for
* @param {int|undefined} since timestamp in ms of the earliest trade to fetch
* @param {int|undefined} limit the maximum amount of trades to fetch
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html?#public-trades}
*/
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market_name', params);
const request = {
'market_name': marketId,
};
if (since !== undefined) {
// the exchange aligns results to end_time returning 5000 trades max
// the user must set the end_time (in seconds) close enough to start_time
// for a proper pagination, fetch the most recent trades first
// then set the end_time parameter to the timestamp of the last trade
// start_time and end_time must be in seconds, divided by a thousand
request['start_time'] = parseInt (since / 1000);
// start_time doesn't work without end_time
request['end_time'] = this.seconds ();
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.publicGetMarketsMarketNameTrades (this.extend (request, params));
//
// {
// "success":true,
// "result":[
// {
// "id":1715826,
// "liquidation":false,
// "price":171.62,
// "side":"buy",
// "size":2.095,
// "time":"2019-10-18T12:59:54.288166+00:00"
// },
// {
// "id":1715763,
// "liquidation":false,
// "price":171.89,
// "side":"sell",
// "size":1.477,
// "time":"2019-10-18T12:58:38.443734+00:00"
// },
// ],
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseTrades (result, market, since, limit);
}
parseTradingFee (fee, market = undefined) {
//
// {
// "backstopProvider": true,
// "collateral": 3568181.02691129,
// "freeCollateral": 1786071.456884368,
// "initialMarginRequirement": 0.12222384240257728,
// "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,
// },
// ],
// },
//
const symbol = this.safeSymbol (undefined, market);
const maker = this.safeNumber (fee, 'makerFee');
const taker = this.safeNumber (fee, 'takerFee');
return {
'info': fee,
'symbol': symbol,
'maker': maker,
'taker': taker,
'percentage': true,
'tierBased': true,
};
}
parseTradingFees (response) {
const result = {};
for (let i = 0; i < this.symbols.length; i++) {
const symbol = this.symbols[i];
const market = this.market (symbol);
result[symbol] = this.parseTradingFee (response, market);
}
return result;
}
async fetchTradingFee (symbol, params = {}) {
/**
* @method
* @name ftx#fetchTradingFee
* @description fetch the trading fee for a market
* @param {str} symbol unified symbol of the market to fetch the fee for
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [fee structure]{@link https://docs.ccxt.com/en/latest/manual.html#fee-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const response = await this.privateGetAccount (params);
const result = this.safeValue (response, 'result', {});
return this.parseTradingFee (result, market);
}
async fetchTradingFees (params = {}) {
/**
* @method
* @name ftx#fetchTradingFees
* @description fetch the trading fees for multiple markets
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a dictionary of [fee structures]{@link https://docs.ccxt.com/en/latest/manual.html#fee-structure} indexed by market symbols
*/
await this.loadMarkets ();
const response = await this.privateGetAccount (params);
//
// {
// "success": true,
// "result": {
// "backstopProvider": true,
// "collateral": 3568181.02691129,
// "freeCollateral": 1786071.456884368,
// "initialMarginRequirement": 0.12222384240257728,
// "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,
// },
// ],
// },
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTradingFees (result);
}
async fetchFundingRateHistory (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchFundingRateHistory
* @description fetches historical funding rate prices
* @param {str|undefined} symbol unified symbol of the market to fetch the funding rate history for
* @param {int|undefined} since timestamp in ms of the earliest funding rate to fetch
* @param {int|undefined} limit the maximum amount of [funding rate structures]{@link https://docs.ccxt.com/en/latest/manual.html?#funding-rate-history-structure} to fetch
* @param {dict} params extra parameters specific to the ftx api endpoint
* @param {int|undefined} params.until timestamp in ms of the latest funding rate to fetch
* @returns {[dict]} a list of [funding rate structures]{@link https://docs.ccxt.com/en/latest/manual.html?#funding-rate-history-structure}
*/
await this.loadMarkets ();
const request = {};
if (symbol !== undefined) {
const market = this.market (symbol);
symbol = market['symbol'];
request['future'] = market['id'];
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
const until = this.safeInteger2 (params, 'until', 'till'); // unified in milliseconds
params = this.omit (params, [ 'until', 'till' ]);
if (until !== undefined) {
request['end_time'] = parseInt (until / 1000);
}
const response = await this.publicGetFundingRates (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "future": "BTC-PERP",
// "rate": 0.0025,
// "time": "2019-06-02T08:00:00+00:00"
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
const rates = [];
for (let i = 0; i < result.length; i++) {
const entry = result[i];
const marketId = this.safeString (entry, 'future');
const timestamp = this.parse8601 (this.safeString (entry, 'time'));
rates.push ({
'info': entry,
'symbol': this.safeSymbol (marketId),
'fundingRate': this.safeNumber (entry, 'rate'),
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
});
}
const sorted = this.sortBy (rates, 'timestamp');
return this.filterBySymbolSinceLimit (sorted, symbol, since, limit);
}
parseBalance (response) {
const result = {
'info': response,
};
const balances = this.safeValue (response, 'result', []);
for (let i = 0; i < balances.length; i++) {
const balance = balances[i];
const code = this.safeCurrencyCode (this.safeString (balance, 'coin'));
const account = this.account ();
account['free'] = this.safeString2 (balance, 'availableWithoutBorrow', 'free');
account['total'] = this.safeString (balance, 'total');
result[code] = account;
}
return this.safeBalance (result);
}
async fetchBalance (params = {}) {
/**
* @method
* @name ftx#fetchBalance
* @description query for balance and get the amount of funds available for trading or funds locked in orders
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [balance structure]{@link https://docs.ccxt.com/en/latest/manual.html?#balance-structure}
*/
await this.loadMarkets ();
const response = await this.privateGetWalletBalances (params);
//
// {
// "success": true,
// "result": [
// {
// "coin": "USDTBEAR",
// "free": 2320.2,
// "total": 2340.2
// },
// ],
// }
//
return this.parseBalance (response);
}
parseOrderStatus (status) {
const statuses = {
'new': 'open',
'open': 'open',
'closed': 'closed', // filled or canceled
'triggered': 'closed',
};
return this.safeString (statuses, status, status);
}
parseOrder (order, market = undefined) {
//
// limit orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder, editOrder
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
//
// market orders - fetchOrder, fetchOrders, fetchOpenOrders, createOrder
//
// {
// "avgFillPrice": 2666.0,
// "clientId": None,
// "createdAt": "2020-02-12T00: 53: 49.009726+00: 00",
// "filledSize": 0.0007,
// "future": None,
// "id": 3109208514,
// "ioc": True,
// "market": "BNBBULL/USD",
// "postOnly": False,
// "price": None,
// "reduceOnly": False,
// "remainingSize": 0.0,
// "side": "buy",
// "size": 0.0007,
// "status": "closed",
// "type": "market"
// }
//
// createOrder (conditional, "stop", "trailingStop", or "takeProfit")
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306525,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false
// }
//
// editOrder (conditional, stop, trailing stop, take profit)
//
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306225,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false,
// "orderType": "market",
// "filledSize": 0,
// "avgFillPrice": null,
// "retryUntilFilled": false
// }
//
// canceled order with a closed status
//
// {
// "avgFillPrice":null,
// "clientId":null,
// "createdAt":"2020-09-01T13:45:57.119695+00:00",
// "filledSize":0.0,
// "future":null,
// "id":8553541288,
// "ioc":false,
// "liquidation":false,
// "market":"XRP/USDT",
// "postOnly":false,
// "price":0.5,
// "reduceOnly":false,
// "remainingSize":0.0,
// "side":"sell",
// "size":46.0,
// "status":"closed",
// "type":"limit"
// }
//
const id = this.safeString (order, 'id');
const timestamp = this.parse8601 (this.safeString (order, 'createdAt'));
let status = this.parseOrderStatus (this.safeString (order, 'status'));
const amount = this.safeString (order, 'size');
const filled = this.safeString (order, 'filledSize');
let remaining = this.safeString (order, 'remainingSize');
if (Precise.stringEquals (remaining, '0')) {
remaining = Precise.stringSub (amount, filled);
if (Precise.stringGt (remaining, '0')) {
status = 'canceled';
}
}
const marketId = this.safeString (order, 'market');
market = this.safeMarket (marketId, market);
let symbol = market['symbol'];
if (symbol === undefined) {
// support for delisted market ids
// https://github.com/ccxt/ccxt/issues/7113
symbol = marketId;
}
const side = this.safeString (order, 'side');
const type = this.safeString (order, 'type');
const average = this.safeString (order, 'avgFillPrice');
const price = this.safeString2 (order, 'price', 'triggerPrice', average);
const lastTradeTimestamp = this.parse8601 (this.safeString (order, 'triggeredAt'));
const clientOrderId = this.safeString (order, 'clientId');
const stopPrice = this.safeNumber (order, 'triggerPrice');
const postOnly = this.safeValue (order, 'postOnly');
const ioc = this.safeValue (order, 'ioc');
let timeInForce = undefined;
if (ioc) {
timeInForce = 'IOC';
}
if (postOnly) {
timeInForce = 'PO';
}
return this.safeOrder ({
'info': order,
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'postOnly': postOnly,
'reduceOnly': this.safeValue (order, 'reduceOnly'),
'side': side,
'price': price,
'stopPrice': stopPrice,
'amount': amount,
'cost': undefined,
'average': average,
'filled': filled,
'remaining': remaining,
'status': status,
'fee': undefined,
'trades': undefined,
}, market);
}
async createOrder (symbol, type, side, amount, price = undefined, params = {}) {
/**
* @method
* @name ftx#createOrder
* @description create a trade order
* @param {str} symbol unified symbol of the market to create an order in
* @param {str} type 'market' or 'limit'
* @param {str} side 'buy' or 'sell'
* @param {float} amount how much of currency you want to trade in units of base currency
* @param {float|undefined} price the price at which the order is to be fullfilled, in units of the quote currency, ignored in market orders
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} an [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'market': market['id'],
'side': side, // 'buy' or 'sell'
// 'price': 0.306525, // send null for market orders
'size': parseFloat (this.amountToPrecision (symbol, amount)),
// 'reduceOnly': false, // optional, default is false
// 'ioc': false, // optional, default is false, limit or market orders only
// 'postOnly': false, // optional, default is false, limit or market orders only
// 'clientId': 'abcdef0123456789', // string, optional, client order id, limit or market orders only
// 'triggerPrice': 0.306525, // required for stop and takeProfit orders
// 'trailValue': -0.306525, // required for trailingStop orders, negative for "sell"; positive for "buy"
// 'orderPrice': 0.306525, // optional, for stop and takeProfit orders only (market by default). If not specified, a market order will be submitted
};
const reduceOnly = this.safeValue (params, 'reduceOnly');
if (reduceOnly === true) {
request['reduceOnly'] = reduceOnly;
}
const clientOrderId = this.safeString2 (params, 'clientId', 'clientOrderId');
if (clientOrderId !== undefined) {
request['clientId'] = clientOrderId;
params = this.omit (params, [ 'clientId', 'clientOrderId' ]);
}
let method = undefined;
let triggerPrice = this.safeValue2 (params, 'triggerPrice', 'stopPrice');
const stopLossPrice = this.safeValue (params, 'stopLossPrice');
const takeProfitPrice = this.safeValue (params, 'takeProfitPrice');
let isTakeProfit = type === 'takeProfit';
let isStopLoss = type === 'stop';
let isTriggerPrice = false;
if (triggerPrice !== undefined) {
isTriggerPrice = !isTakeProfit && !isStopLoss;
} else if (takeProfitPrice !== undefined) {
isTakeProfit = true;
triggerPrice = takeProfitPrice;
} else if (stopLossPrice !== undefined) {
isStopLoss = true;
triggerPrice = stopLossPrice;
}
if (!isTriggerPrice) {
request['type'] = type;
}
const isStopOrder = isTakeProfit || isStopLoss || isTriggerPrice;
params = this.omit (params, [ 'stopPrice', 'triggerPrice', 'stopLossPrice', 'takeProfitPrice' ]);
if (isStopOrder) {
if (triggerPrice === undefined) {
if (isTakeProfit) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a triggerPrice param, a stopPrice or a takeProfitPrice param for a takeProfit order');
} else if (isStopLoss) {
throw new ArgumentsRequired (this.id + ' createOrder() requires a triggerPrice param, a stopPrice or a stopLossPrice param for a stop order');
}
}
method = 'privatePostConditionalOrders';
request['triggerPrice'] = parseFloat (this.priceToPrecision (symbol, triggerPrice));
if ((type === 'limit') && (price === undefined)) {
throw new ArgumentsRequired (this.id + ' createOrder () requires a price argument for stop limit orders');
}
if (price !== undefined) {
request['orderPrice'] = parseFloat (this.priceToPrecision (symbol, price)); // optional, order type is limit if this is specified, otherwise market
}
if (isStopLoss || isTakeProfit) {
request['type'] = isStopLoss ? 'stop' : 'takeProfit';
}
} else if ((type === 'limit') || (type === 'market')) {
method = 'privatePostOrders';
let isMarketOrder = false;
if (type === 'limit') {
request['price'] = parseFloat (this.priceToPrecision (symbol, price));
} else if (type === 'market') {
request['price'] = null;
isMarketOrder = true;
}
const timeInForce = this.safeString (params, 'timeInForce');
const postOnly = this.isPostOnly (isMarketOrder, undefined, params);
params = this.omit (params, [ 'timeInForce', 'postOnly' ]);
if (timeInForce !== undefined) {
if (!((timeInForce === 'IOC') || (timeInForce === 'PO'))) {
throw new InvalidOrder (this.id + ' createOrder () does not accept timeInForce: ' + timeInForce + ' orders, only IOC and PO orders are allowed');
}
}
const ioc = (timeInForce === 'IOC');
if (postOnly) {
request['postOnly'] = true;
}
if (ioc) {
request['ioc'] = true;
}
} else if (type === 'trailingStop') {
const trailValue = this.safeNumber (params, 'trailValue', price);
if (trailValue === undefined) {
throw new ArgumentsRequired (this.id + ' createOrder () requires a trailValue parameter or a price argument (negative or positive) for a ' + type + ' order');
}
method = 'privatePostConditionalOrders';
request['trailValue'] = parseFloat (this.priceToPrecision (symbol, trailValue)); // negative for "sell", positive for "buy"
} else {
throw new InvalidOrder (this.id + ' createOrder () does not support order type ' + type + ', only limit, market, stop, trailingStop, or takeProfit orders are supported');
}
const response = await this[method] (this.extend (request, params));
//
// regular orders
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
// ]
// }
//
// conditional orders
//
// {
// "success":true,
// "result":{
// "id":215826320,
// "market":"BTC/USD",
// "future":null,
// "side":"sell",
// "type":"take_profit", // the API accepts the "takeProfit" string in camelCase notation but returns the "take_profit" type with underscore
// "orderPrice":40000.0,
// "triggerPrice":39000.0,
// "size":0.001,
// "status":"open",
// "createdAt":"2022-06-12T15:41:41.836788+00:00",
// "triggeredAt":null,
// "orderId":null,
// "error":null,
// "reduceOnly":false,
// "trailValue":null,
// "trailStart":null,
// "cancelledAt":null,
// "cancelReason":null,
// "retryUntilFilled":false,
// "orderType":"limit"
// }
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOrder (result, market);
}
async editOrder (id, symbol, type, side, amount, price = undefined, params = {}) {
await this.loadMarkets ();
const market = this.market (symbol);
const request = {};
let method = undefined;
const clientOrderId = this.safeString2 (params, 'client_order_id', 'clientOrderId');
const triggerPrice = this.safeNumber (params, 'triggerPrice');
const orderPrice = this.safeNumber (params, 'orderPrice');
const trailValue = this.safeNumber (params, 'trailValue');
params = this.omit (params, [ 'client_order_id', 'clientOrderId', 'triggerPrice', 'orderPrice', 'trailValue' ]);
const triggerPriceIsDefined = (triggerPrice !== undefined);
const orderPriceIsDefined = (orderPrice !== undefined);
const trailValueIsDefined = (trailValue !== undefined);
if (triggerPriceIsDefined || orderPriceIsDefined || trailValueIsDefined) {
method = 'privatePostConditionalOrdersOrderIdModify';
request['order_id'] = id;
if (triggerPriceIsDefined) {
request['triggerPrice'] = parseFloat (this.priceToPrecision (symbol, triggerPrice));
}
if (orderPriceIsDefined) {
// only for stop limit or take profit limit orders
request['orderPrice'] = parseFloat (this.priceToPrecision (symbol, orderPrice));
}
if (trailValueIsDefined) {
// negative for sell orders, positive for buy orders
request['trailValue'] = parseFloat (this.priceToPrecision (symbol, trailValue));
}
} else {
if (clientOrderId === undefined) {
method = 'privatePostOrdersOrderIdModify';
request['order_id'] = id;
} else {
method = 'privatePostOrdersByClientIdClientOrderIdModify';
request['client_order_id'] = clientOrderId;
// request['clientId'] = clientOrderId;
}
if (price !== undefined) {
request['price'] = parseFloat (this.priceToPrecision (symbol, price));
}
}
if (amount !== undefined) {
request['size'] = parseFloat (this.amountToPrecision (symbol, amount));
}
const response = await this[method] (this.extend (request, params));
//
// regular order
//
// {
// "success": true,
// "result": {
// "createdAt": "2019-03-05T11:56:55.728933+00:00",
// "filledSize": 0,
// "future": "XRP-PERP",
// "id": 9596932,
// "market": "XRP-PERP",
// "price": 0.326525,
// "remainingSize": 31431,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null,
// }
// }
//
// conditional trigger order
//
// {
// "success": true,
// "result": {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "triggerPrice": 0.306225,
// "orderId": null,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "stop",
// "orderPrice": null,
// "error": null,
// "triggeredAt": null,
// "reduceOnly": false,
// "orderType": "market",
// "filledSize": 0,
// "avgFillPrice": null,
// "retryUntilFilled": false
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrder (result, market);
}
async cancelOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name ftx#cancelOrder
* @description cancels an open order
* @param {str} id order id
* @param {str|undefined} symbol not used by ftx cancelOrder ()
* @param {dict} params extra parameters specific to the ftx api endpoint
* @param {bool} params.stop true if cancelling a stop/trigger order
* @returns {dict} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
const options = this.safeValue (this.options, 'cancelOrder', {});
const defaultMethod = this.safeString (options, 'method', 'privateDeleteOrdersOrderId');
let method = this.safeString (params, 'method', defaultMethod);
const type = this.safeValue (params, 'type'); // Deprecated: use params.stop instead
const stop = this.safeValue (params, 'stop');
const clientOrderId = this.safeValue2 (params, 'client_order_id', 'clientOrderId');
if (clientOrderId === undefined) {
request['order_id'] = parseInt (id);
if (stop || (type === 'stop') || (type === 'trailingStop') || (type === 'takeProfit')) {
method = 'privateDeleteConditionalOrdersOrderId';
}
} else {
request['client_order_id'] = clientOrderId;
method = 'privateDeleteOrdersByClientIdClientOrderId';
}
const query = this.omit (params, [ 'method', 'type', 'client_order_id', 'clientOrderId', 'stop' ]);
const response = await this[method] (this.extend (request, query));
//
// {
// "success": true,
// "result": "Order queued for cancelation"
// }
//
const result = this.safeValue (response, 'result', {});
return result;
}
async cancelAllOrders (symbol = undefined, params = {}) {
/**
* @method
* @name ftx#cancelAllOrders
* @description cancel all open orders
* @param {str|undefined} symbol unified market symbol, only orders in the market of this symbol are cancelled when symbol is not undefined
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {
// 'market': market['id'], // optional
// 'conditionalOrdersOnly': false, // cancel conditional orders only
// 'limitOrdersOnly': false, // cancel existing limit orders (non-conditional orders) only
};
const marketId = this.getMarketId (symbol, 'market', params);
if (marketId !== undefined) {
request['market'] = marketId;
}
const response = await this.privateDeleteOrders (this.extend (request, params));
const result = this.safeValue (response, 'result', {});
//
// {
// "success": true,
// "result": "Orders queued for cancelation"
// }
//
return result;
}
async fetchOrder (id, symbol = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOrder
* @description fetches information on an order made by the user
* @param {str|undefined} symbol not used by ftx fetchOrder
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} An [order structure]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
const clientOrderId = this.safeValue2 (params, 'client_order_id', 'clientOrderId');
let method = 'privateGetOrdersOrderId';
if (clientOrderId === undefined) {
request['order_id'] = id;
} else {
request['client_order_id'] = clientOrderId;
params = this.omit (params, [ 'client_order_id', 'clientOrderId' ]);
method = 'privateGetOrdersByClientIdClientOrderId';
}
const response = await this[method] (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseOrder (result);
}
async fetchOpenOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOpenOrders
* @description fetch all unfilled currently open orders
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch open orders for
* @param {int|undefined} limit the maximum number of open orders structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure}
*/
await this.loadMarkets ();
const request = {};
const [ market, marketId ] = this.getMarketParams (symbol, 'market', params);
if (marketId !== undefined) {
request['market'] = marketId;
}
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
const options = this.safeValue (this.options, 'fetchOpenOrders', {});
const defaultMethod = this.safeString (options, 'method', 'privateGetOrders');
let method = this.safeString (params, 'method', defaultMethod);
const type = this.safeValue (params, 'type');
const stop = this.safeValue (params, 'stop');
if (stop || (type === 'stop') || (type === 'trailingStop') || (type === 'takeProfit')) {
method = 'privateGetConditionalOrders';
}
const query = this.omit (params, [ 'method', 'type', 'stop' ]);
const response = await this[method] (this.extend (request, query));
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOrders (result, market, since, limit);
}
async fetchOrders (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOrders
* @description fetches information on multiple orders made by the user
* @param {str|undefined} symbol unified market symbol of the market orders were made in
* @param {int|undefined} since the earliest time in ms to fetch orders for
* @param {int|undefined} limit the maximum number of orde structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [order structures]{@link https://docs.ccxt.com/en/latest/manual.html#order-structure
*/
await this.loadMarkets ();
const request = {};
const [ market, marketId ] = this.getMarketParams (symbol, 'market', params);
if (marketId !== undefined) {
request['market'] = marketId;
}
if (limit !== undefined) {
request['limit'] = limit; // default 100, max 100
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
// support for canceling conditional orders
// https://github.com/ccxt/ccxt/issues/6669
const options = this.safeValue (this.options, 'fetchOrders', {});
const defaultMethod = this.safeString (options, 'method', 'privateGetOrdersHistory');
let method = this.safeString (params, 'method', defaultMethod);
const type = this.safeValue (params, 'type');
if ((type === 'stop') || (type === 'trailingStop') || (type === 'takeProfit')) {
method = 'privateGetConditionalOrdersHistory';
}
const query = this.omit (params, [ 'method', 'type' ]);
const response = await this[method] (this.extend (request, query));
//
// {
// "success": true,
// "result": [
// {
// "createdAt": "2019-03-05T09:56:55.728933+00:00",
// "filledSize": 10,
// "future": "XRP-PERP",
// "id": 9596912,
// "market": "XRP-PERP",
// "price": 0.306525,
// "avgFillPrice": 0.306526,
// "remainingSize": 31421,
// "side": "sell",
// "size": 31431,
// "status": "open",
// "type": "limit",
// "reduceOnly": false,
// "ioc": false,
// "postOnly": false,
// "clientId": null
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
return this.parseOrders (result, market, since, limit);
}
async fetchOrderTrades (id, symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchOrderTrades
* @description fetch all the trades made from a single order
* @param {str} id order id
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
const request = {
'orderId': id,
};
return await this.fetchMyTrades (symbol, since, limit, this.extend (request, params));
}
async fetchMyTrades (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchMyTrades
* @description fetch trades specific to you account
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch trades for
* @param {int|undefined} limit the maximum number of trades structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @param {int|undefined} params.until timestamp in ms of the latest trade
* @returns {[dict]} a list of [trade structures]{@link https://docs.ccxt.com/en/latest/manual.html#trade-structure}
*/
await this.loadMarkets ();
const [ market, marketId ] = this.getMarketParams (symbol, 'market', params);
const request = {};
if (marketId !== undefined) {
request['market'] = marketId;
}
if (market !== undefined) {
symbol = market['symbol'];
}
const until = this.safeInteger2 (params, 'until', 'till');
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
request['end_time'] = this.seconds ();
}
if (until !== undefined) {
request['end_time'] = parseInt (until / 1000);
params = this.omit (params, [ 'until', 'till' ]);
}
if (limit !== undefined) {
request['limit'] = limit;
}
const response = await this.privateGetFills (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "fee": 20.1374935,
// "feeRate": 0.0005,
// "future": "EOS-0329",
// "id": 11215,
// "liquidity": "taker",
// "market": "EOS-0329",
// "baseCurrency": null,
// "quoteCurrency": null,
// "orderId": 8436981,
// "price": 4.201,
// "side": "buy",
// "size": 9587,
// "time": "2019-03-27T19:15:10.204619+00:00",
// "type": "order"
// }
// ]
// }
//
const trades = this.safeValue (response, 'result', []);
return this.parseTrades (trades, market, since, limit);
}
async transfer (code, amount, fromAccount, toAccount, params = {}) {
/**
* @method
* @name ftx#transfer
* @description transfer currency internally between wallets on the same account
* @param {str} code unified currency code
* @param {float} amount amount to transfer
* @param {str} fromAccount account to transfer from
* @param {str} toAccount account to transfer to
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [transfer structure]{@link https://docs.ccxt.com/en/latest/manual.html#transfer-structure}
*/
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'coin': currency['id'],
'source': fromAccount,
'destination': toAccount,
'size': amount,
};
const response = await this.privatePostSubaccountsTransfer (this.extend (request, params));
//
// {
// success: true,
// result: {
// id: '31222278',
// coin: 'USDT',
// size: '1.0',
// time: '2022-04-01T11:18:27.194188+00:00',
// notes: 'Transfer from main account to testSubaccount',
// status: 'complete'
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTransfer (result, currency);
}
parseTransfer (transfer, currency = undefined) {
//
// {
// id: '31222278',
// coin: 'USDT',
// size: '1.0',
// time: '2022-04-01T11:18:27.194188+00:00',
// notes: 'Transfer from main account to testSubaccount',
// status: 'complete'
// }
//
const currencyId = this.safeString (transfer, 'coin');
const notes = this.safeString (transfer, 'notes', '');
const status = this.safeString (transfer, 'status');
const fromTo = notes.replace ('Transfer from ', '');
const parts = fromTo.split (' to ');
let fromAccount = this.safeString (parts, 0);
fromAccount = fromAccount.replace (' account', '');
let toAccount = this.safeString (parts, 1);
toAccount = toAccount.replace (' account', '');
return {
'info': transfer,
'id': this.safeString (transfer, 'id'),
'timestamp': undefined,
'datetime': this.safeString (transfer, 'time'),
'currency': this.safeCurrencyCode (currencyId, currency),
'amount': this.safeNumber (transfer, 'size'),
'fromAccount': fromAccount,
'toAccount': toAccount,
'status': this.parseTransferStatus (status),
};
}
parseTransferStatus (status) {
const statuses = {
'complete': 'ok',
};
return this.safeString (statuses, status, status);
}
async withdraw (code, amount, address, tag = undefined, params = {}) {
/**
* @method
* @name ftx#withdraw
* @description make a withdrawal
* @param {str} code unified currency code
* @param {float} amount the amount to withdraw
* @param {str} address the address to withdraw to
* @param {str|undefined} tag
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [transaction structure]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
[ tag, params ] = this.handleWithdrawTagAndParams (tag, params);
await this.loadMarkets ();
this.checkAddress (address);
const currency = this.currency (code);
const request = {
'coin': currency['id'],
'size': amount,
'address': address,
// 'password': 'string', // optional withdrawal password if it is required for your account
// 'code': '192837', // optional 2fa code if it is required for your account
};
if (this.password !== undefined) {
request['password'] = this.password;
}
if (tag !== undefined) {
request['tag'] = tag;
}
const networks = this.safeValue (this.options, 'networks', {});
let network = this.safeStringUpper (params, 'network'); // this line allows the user to specify either ERC20 or ETH
network = this.safeStringLower (networks, network, network); // handle ERC20>ETH alias
if (network !== undefined) {
request['method'] = network;
params = this.omit (params, 'network');
}
const response = await this.privatePostWalletWithdrawals (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "coin": "USDTBEAR",
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null",
// "fee": 0,
// "id": 1,
// "size": "20.2",
// "status": "requested",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "null"
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseTransaction (result, currency);
}
async fetchPositions (symbols = undefined, params = {}) {
/**
* @method
* @name ftx#fetchPositions
* @description fetch all open positions
* @param {[str]|undefined} symbols list of unified market symbols
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [position structure]{@link https://docs.ccxt.com/en/latest/manual.html#position-structure}
*/
await this.loadMarkets ();
const request = {
'showAvgPrice': true,
};
const response = await this.privateGetPositions (this.extend (request, params));
//
// {
// "success": true,
// "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,
// "recentAverageOpenPrice": 278.98,
// "recentPnl": 2.44,
// "recentBreakEvenPrice": 278.98,
// "side": "sell",
// "size": 0.23,
// "unrealizedPnl": 0,
// "collateralUsed": 3.17906
// }
// ]
// }
//
const result = this.safeValue (response, 'result', []);
return this.parsePositions (result, symbols);
}
parsePosition (position, market = undefined) {
//
// {
// "future": "XMR-PERP",
// "size": "0.0",
// "side": "buy",
// "netSize": "0.0",
// "longOrderSize": "0.0",
// "shortOrderSize": "0.0",
// "cost": "0.0",
// "entryPrice": null,
// "unrealizedPnl": "0.0",
// "realizedPnl": "0.0",
// "initialMarginRequirement": "0.02",
// "maintenanceMarginRequirement": "0.006",
// "openSize": "0.0",
// "collateralUsed": "0.0",
// "estimatedLiquidationPrice": null
// }
//
const contractsString = this.safeString (position, 'size');
const rawSide = this.safeString (position, 'side');
const side = (rawSide === 'buy') ? 'long' : 'short';
const marketId = this.safeString (position, 'future');
const symbol = this.safeSymbol (marketId, market);
const liquidationPriceString = this.safeString (position, 'estimatedLiquidationPrice');
const initialMarginPercentage = this.safeString (position, 'initialMarginRequirement');
const leverage = parseInt (Precise.stringDiv ('1', initialMarginPercentage, 0));
// on ftx the entryPrice is actually the mark price
const markPriceString = this.safeString (position, 'entryPrice');
const notionalString = Precise.stringMul (contractsString, markPriceString);
const initialMargin = Precise.stringMul (notionalString, initialMarginPercentage);
const maintenanceMarginPercentageString = this.safeString (position, 'maintenanceMarginRequirement');
const maintenanceMarginString = Precise.stringMul (notionalString, maintenanceMarginPercentageString);
const unrealizedPnlString = this.safeString (position, 'recentPnl');
const percentage = this.parseNumber (Precise.stringMul (Precise.stringDiv (unrealizedPnlString, initialMargin, 4), '100'));
const entryPriceString = this.safeString (position, 'recentAverageOpenPrice');
let difference = undefined;
let collateral = undefined;
let marginRatio = undefined;
if ((entryPriceString !== undefined) && (Precise.stringGt (liquidationPriceString, '0'))) {
// collateral = maintenanceMargin ± ((markPrice - liquidationPrice) * size)
if (side === 'long') {
difference = Precise.stringSub (markPriceString, liquidationPriceString);
} else {
difference = Precise.stringSub (liquidationPriceString, markPriceString);
}
const loss = Precise.stringMul (difference, contractsString);
collateral = Precise.stringAdd (loss, maintenanceMarginString);
marginRatio = this.parseNumber (Precise.stringDiv (maintenanceMarginString, collateral, 4));
}
// ftx has a weird definition of realizedPnl
// it keeps the historical record of the realizedPnl per contract forever
// so we cannot use this data
return {
'info': position,
'symbol': symbol,
'timestamp': undefined,
'datetime': undefined,
'initialMargin': this.parseNumber (initialMargin),
'initialMarginPercentage': this.parseNumber (initialMarginPercentage),
'maintenanceMargin': this.parseNumber (maintenanceMarginString),
'maintenanceMarginPercentage': this.parseNumber (maintenanceMarginPercentageString),
'entryPrice': this.parseNumber (entryPriceString),
'notional': this.parseNumber (notionalString),
'leverage': leverage,
'unrealizedPnl': this.parseNumber (unrealizedPnlString),
'contracts': this.parseNumber (contractsString),
'contractSize': this.safeValue (market, 'contractSize'),
'marginRatio': marginRatio,
'liquidationPrice': this.parseNumber (liquidationPriceString),
'markPrice': this.parseNumber (markPriceString),
'collateral': this.parseNumber (collateral),
'marginMode': 'cross',
'side': side,
'percentage': percentage,
};
}
async fetchDepositAddress (code, params = {}) {
/**
* @method
* @name ftx#fetchDepositAddress
* @description fetch the deposit address for a currency associated with this account
* @param {str} code unified currency code
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} an [address structure]{@link https://docs.ccxt.com/en/latest/manual.html#address-structure}
*/
await this.loadMarkets ();
const currency = this.currency (code);
const request = {
'coin': currency['id'],
};
const networks = this.safeValue (this.options, 'networks', {});
let network = this.safeStringUpper (params, 'network'); // this line allows the user to specify either ERC20 or ETH
network = this.safeStringLower (networks, network, network); // handle ERC20>ETH alias
if (network !== undefined) {
request['method'] = network;
params = this.omit (params, 'network');
}
const response = await this.privateGetWalletDepositAddressCoin (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": null,
// "method": "erc20",
// "coin": null
// }
// }
//
const result = this.safeValue (response, 'result', {});
const networkId = this.safeString (result, 'method');
const address = this.safeString (result, 'address');
this.checkAddress (address);
return {
'currency': code,
'address': address,
'tag': this.safeString (result, 'tag'),
'network': this.safeNetwork (networkId),
'info': response,
};
}
safeNetwork (networkId) {
const networksById = {
'trx': 'TRC20',
'erc20': 'ERC20',
'sol': 'SOL',
'bsc': 'BEP20',
'bep2': 'BEP2',
};
return this.safeString (networksById, networkId, networkId);
}
parseTransactionStatus (status) {
const statuses = {
// what are other statuses here?
'confirmed': 'ok', // deposits
'complete': 'ok', // withdrawals
'cancelled': 'canceled', // deposits
};
return this.safeString (statuses, status, status);
}
parseTransaction (transaction, currency = undefined) {
//
// fetchDeposits
//
// airdrop
//
// {
// "id": 9147072,
// "coin": "SRM_LOCKED",
// "size": 3.12,
// "time": "2021-04-27T23:59:03.565983+00:00",
// "notes": "SRM Airdrop for FTT holdings",
// "status": "complete"
// }
//
// regular deposits
//
// {
// "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"
// }
//
// fetchWithdrawals
//
// {
// "coin": "TUSD",
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null",
// "fee": 0,
// "id": 1,
// "size": "99.0",
// "status": "complete",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
// }
//
// {
// "coin": 'BTC',
// "id": 1969806,
// "notes": 'Transfer to Dd6gi7m2Eg4zzBbPAxuwfEaHs6tYvyUX5hbPpsTcNPXo',
// "size": 0.003,
// "status": 'complete',
// "time": '2021-02-03T20:28:54.918146+00:00'
// }
//
const code = this.safeCurrencyCode (this.safeString (transaction, 'coin'));
const id = this.safeString (transaction, 'id');
const amount = this.safeNumber (transaction, 'size');
const status = this.parseTransactionStatus (this.safeString (transaction, 'status'));
const timestamp = this.parse8601 (this.safeString (transaction, 'time'));
const txid = this.safeString (transaction, 'txid');
let tag = undefined;
let address = this.safeValue (transaction, 'address');
if (typeof address !== 'string') {
tag = this.safeString (address, 'tag');
address = this.safeString (address, 'address');
}
if (address === undefined) {
// parse address from internal transfer
const notes = this.safeString (transaction, 'notes');
if ((notes !== undefined) && (notes.indexOf ('Transfer to') >= 0)) {
address = notes.slice (12);
}
}
const fee = this.safeNumber (transaction, 'fee');
return {
'info': transaction,
'id': id,
'txid': txid,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'network': undefined,
'addressFrom': undefined,
'address': address,
'addressTo': address,
'tagFrom': undefined,
'tag': tag,
'tagTo': tag,
'type': undefined,
'amount': amount,
'currency': code,
'status': status,
'updated': undefined,
'fee': {
'currency': code,
'cost': fee,
'rate': undefined,
},
};
}
async fetchDeposits (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchDeposits
* @description fetch all deposits made to an account
* @param {str|undefined} code unified currency code
* @param {int|undefined} since the earliest time in ms to fetch deposits for
* @param {int|undefined} limit the maximum number of deposits structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [transaction structures]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
await this.loadMarkets ();
const response = await this.privateGetWalletDeposits (params);
//
// {
// "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"
// }
// }
//
const result = this.safeValue (response, 'result', []);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
return this.parseTransactions (result, currency, since, limit, { 'type': 'deposit' });
}
async fetchWithdrawals (code = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchWithdrawals
* @description fetch all withdrawals made from an account
* @param {str|undefined} code unified currency code
* @param {int|undefined} since the earliest time in ms to fetch withdrawals for
* @param {int|undefined} limit the maximum number of withdrawals structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [transaction structures]{@link https://docs.ccxt.com/en/latest/manual.html#transaction-structure}
*/
await this.loadMarkets ();
const response = await this.privateGetWalletWithdrawals (params);
//
// {
// "success": true,
// "result": {
// "coin": "TUSD",
// "address": "0x83a127952d266A6eA306c40Ac62A4a70668FE3BE",
// "tag": "null",
// "fee": 0,
// "id": 1,
// "size": "99.0",
// "status": "complete",
// "time": "2019-03-05T09:56:55.728933+00:00",
// "txid": "0x8078356ae4b06a036d64747546c274af19581f1c78c510b60505798a7ffcaf1"
// }
// }
//
const result = this.safeValue (response, 'result', []);
let currency = undefined;
if (code !== undefined) {
currency = this.currency (code);
}
return this.parseTransactions (result, currency, since, limit, { 'type': 'withdrawal' });
}
sign (path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
let request = '/api/' + this.implodeParams (path, params);
const signOptions = this.safeValue (this.options, 'sign', {});
const headerPrefix = this.safeString (signOptions, this.hostname, 'FTX');
const subaccountField = headerPrefix + '-SUBACCOUNT';
const chosenSubaccount = this.safeString2 (params, subaccountField, 'subaccount');
if (chosenSubaccount !== undefined) {
params = this.omit (params, [ subaccountField, 'subaccount' ]);
}
const query = this.omit (params, this.extractParams (path));
const baseUrl = this.implodeHostname (this.urls['api'][api]);
let url = baseUrl + request;
if (method !== 'POST') {
if (Object.keys (query).length) {
const suffix = '?' + this.urlencode (query);
url += suffix;
request += suffix;
}
}
if (api === 'private') {
this.checkRequiredCredentials ();
const timestamp = this.milliseconds ().toString ();
let auth = timestamp + method + request;
headers = {};
if ((method === 'POST') || (method === 'DELETE')) {
body = this.json (query);
auth += body;
headers['Content-Type'] = 'application/json';
}
const signature = this.hmac (this.encode (auth), this.encode (this.secret), 'sha256');
headers[headerPrefix + '-KEY'] = this.apiKey;
headers[headerPrefix + '-TS'] = timestamp;
headers[headerPrefix + '-SIGN'] = signature;
if (chosenSubaccount !== undefined) {
headers[subaccountField] = chosenSubaccount;
}
}
return { 'url': url, 'method': method, 'body': body, 'headers': headers };
}
handleErrors (code, reason, url, method, headers, body, response, requestHeaders, requestBody) {
if (response === undefined) {
return; // fallback to the default error handler
}
//
// {"error":"Invalid parameter start_time","success":false}
// {"error":"Not enough balances","success":false}
//
const success = this.safeValue (response, 'success');
if (!success) {
const feedback = this.id + ' ' + body;
const error = this.safeString (response, 'error');
this.throwExactlyMatchedException (this.exceptions['exact'], error, feedback);
this.throwBroadlyMatchedException (this.exceptions['broad'], error, feedback);
throw new ExchangeError (feedback); // unknown message
}
}
async setLeverage (leverage, symbol = undefined, params = {}) {
/**
* @method
* @name ftx#setLeverage
* @description set the level of leverage for a market
* @param {float} leverage the rate of leverage
* @param {str|undefined} symbol not used by ftx setLeverage ()
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} response from the exchange
*/
// WARNING: THIS WILL INCREASE LIQUIDATION PRICE FOR OPEN ISOLATED LONG POSITIONS
// AND DECREASE LIQUIDATION PRICE FOR OPEN ISOLATED SHORT POSITIONS
if ((leverage < 1) || (leverage > 20)) {
throw new BadRequest (this.id + ' setLeverage () leverage should be between 1 and 20');
}
const request = {
'leverage': leverage,
};
return await this.privatePostAccountLeverage (this.extend (request, params));
}
parseIncome (income, market = undefined) {
//
// {
// "future": "ETH-PERP",
// "id": 33830,
// "payment": 0.0441342,
// "time": "2019-05-15T18:00:00+00:00",
// "rate": 0.0001
// }
//
const marketId = this.safeString (income, 'future');
const symbol = this.safeSymbol (marketId, market);
const amount = this.safeNumber (income, 'payment');
const code = this.safeCurrencyCode ('USD');
const id = this.safeString (income, 'id');
const time = this.safeString (income, 'time');
const timestamp = this.parse8601 (time);
const rate = this.safe_number (income, 'rate');
return {
'info': income,
'symbol': symbol,
'code': code,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'id': id,
'amount': amount,
'rate': rate,
};
}
parseIncomes (incomes, market = undefined, since = undefined, limit = undefined) {
const result = [];
for (let i = 0; i < incomes.length; i++) {
const entry = incomes[i];
const parsed = this.parseIncome (entry, market);
result.push (parsed);
}
const sorted = this.sortBy (result, 'timestamp');
return this.filterBySinceLimit (sorted, since, limit, 'timestamp');
}
async fetchFundingHistory (symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchFundingHistory
* @description fetch the history of funding payments paid and received on this account
* @param {str|undefined} symbol unified market symbol
* @param {int|undefined} since the earliest time in ms to fetch funding history for
* @param {int|undefined} limit the maximum number of funding history structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [funding history structure]{@link https://docs.ccxt.com/en/latest/manual.html#funding-history-structure}
*/
await this.loadMarkets ();
const request = {};
let market = undefined;
if (symbol !== undefined) {
market = this.market (symbol);
request['future'] = market['id'];
}
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
request['end_time'] = this.seconds ();
}
const till = this.safeInteger (params, 'till');
if (till !== undefined) {
request['end_time'] = parseInt (till / 1000);
params = this.omit (params, 'till');
}
const response = await this.privateGetFundingPayments (this.extend (request, params));
const result = this.safeValue (response, 'result', []);
return this.parseIncomes (result, market, since, limit);
}
parseFundingRate (contract, market = undefined) {
//
// perp
// {
// "volume": "71294.7636",
// "nextFundingRate": "0.000033",
// "nextFundingTime": "2021-10-14T20:00:00+00:00",
// "openInterest": "47142.994"
// }
//
// delivery
// {
// "volume": "4998.727",
// "predictedExpirationPrice": "3798.820141757",
// "openInterest": "48307.96"
// }
//
const fundingRateDatetimeRaw = this.safeString (contract, 'nextFundingTime');
const fundingRateTimestamp = this.parse8601 (fundingRateDatetimeRaw);
const estimatedSettlePrice = this.safeNumber (contract, 'predictedExpirationPrice');
return {
'info': contract,
'symbol': market['symbol'],
'markPrice': undefined,
'indexPrice': undefined,
'interestRate': this.parseNumber ('0'),
'estimatedSettlePrice': estimatedSettlePrice,
'timestamp': undefined,
'datetime': undefined,
'fundingRate': this.safeNumber (contract, 'nextFundingRate'),
'fundingTimestamp': fundingRateTimestamp,
'fundingDatetime': this.iso8601 (fundingRateTimestamp),
'nextFundingRate': undefined,
'nextFundingTimestamp': undefined,
'nextFundingDatetime': undefined,
'previousFundingRate': undefined,
'previousFundingTimestamp': undefined,
'previousFundingDatetime': undefined,
};
}
async fetchFundingRate (symbol, params = {}) {
/**
* @method
* @name ftx#fetchFundingRate
* @description fetch the current funding rate
* @param {str} symbol unified market symbol
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a [funding rate structure]{@link https://docs.ccxt.com/en/latest/manual.html#funding-rate-structure}
*/
await this.loadMarkets ();
const market = this.market (symbol);
const request = {
'future_name': market['id'],
};
const response = await this.publicGetFuturesFutureNameStats (this.extend (request, params));
//
// {
// "success": true,
// "result": {
// "volume": "71294.7636",
// "nextFundingRate": "0.000033",
// "nextFundingTime": "2021-10-14T20:00:00+00:00",
// "openInterest": "47142.994"
// }
// }
//
const result = this.safeValue (response, 'result', {});
return this.parseFundingRate (result, market);
}
async fetchBorrowRates (params = {}) {
/**
* @method
* @name ftx#fetchBorrowRates
* @description fetch the borrow interest rates of all currencies
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {dict} a list of [borrow rate structures]{@link https://docs.ccxt.com/en/latest/manual.html#borrow-rate-structure}
*/
await this.loadMarkets ();
const response = await this.privateGetSpotMarginBorrowRates (params);
//
// {
// "success":true,
// "result":[
// {"coin":"1INCH","previous":4.8763e-6,"estimate":4.8048e-6},
// {"coin":"AAPL","previous":0.0000326469,"estimate":0.0000326469},
// {"coin":"AAVE","previous":1.43e-6,"estimate":1.43e-6},
// ]
// }
//
const result = this.safeValue (response, 'result');
return this.parseBorrowRates (result, 'coin');
}
async fetchBorrowRateHistories (codes = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchBorrowRateHistories
* @description retrieves a history of a multiple currencies borrow interest rate at specific time slots, returns all currencies if no symbols passed, default is undefined
* @param {[str]|undefined} codes list of unified currency codes, default is undefined
* @param {int|undefined} since timestamp in ms of the earliest borrowRate, default is undefined
* @param {int|undefined} limit max number of borrow rate prices to return, default is undefined
* @param {dict} params extra parameters specific to the ftx api endpoint
* @param {dict} params.till timestamp in ms of the latest time to fetch the borrow rate
* @returns {dict} a dictionary of [borrow rate structures]{@link https://docs.ccxt.com/en/latest/manual.html#borrow-rate-structure} indexed by the market symbol
*/
await this.loadMarkets ();
const request = {};
let numCodes = 0;
let endTime = this.safeNumber2 (params, 'till', 'end_time');
if (codes !== undefined) {
numCodes = codes.length;
}
if (numCodes === 1) {
const millisecondsPer5000Hours = 18000000000;
if ((limit !== undefined) && (limit > 5000)) {
throw new BadRequest (this.id + ' fetchBorrowRateHistories () limit cannot exceed 5000 for a single currency');
}
if ((endTime !== undefined) && (since !== undefined) && ((endTime - since) > millisecondsPer5000Hours)) {
throw new BadRequest (this.id + ' fetchBorrowRateHistories () requires the time range between the since time and the end time to be less than 5000 hours for a single currency');
}
const currency = this.currency (codes[0]);
request['coin'] = currency['id'];
} else {
const millisecondsPer2Days = 172800000;
if ((limit !== undefined) && (limit > 48)) {
throw new BadRequest (this.id + ' fetchBorrowRateHistories () limit cannot exceed 48 for multiple currencies');
}
if ((endTime !== undefined) && (since !== undefined) && ((endTime - since) > millisecondsPer2Days)) {
throw new BadRequest (this.id + ' fetchBorrowRateHistories () requires the time range between the since time and the end time to be less than 48 hours for multiple currencies');
}
}
const millisecondsPerHour = 3600000;
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
if (endTime === undefined) {
const now = this.milliseconds ();
const sinceLimit = (limit === undefined) ? 2 : limit;
endTime = this.sum (since, millisecondsPerHour * (sinceLimit - 1));
endTime = Math.min (endTime, now);
}
} else {
if (limit !== undefined) {
if (endTime === undefined) {
endTime = this.milliseconds ();
}
const startTime = this.sum ((endTime - millisecondsPerHour * limit), 1000);
request['start_time'] = parseInt (startTime / 1000);
}
}
if (endTime !== undefined) {
request['end_time'] = parseInt (endTime / 1000);
}
const response = await this.publicGetSpotMarginHistory (this.extend (request, params));
//
// {
// "success": true,
// "result": [
// {
// "coin": "PYPL",
// "time": "2022-01-24T13:00:00+00:00",
// "size": 0.00500172,
// "rate": 1e-6
// },
// ...
// ]
// }
//
const result = this.safeValue (response, 'result');
return this.parseBorrowRateHistories (result, codes, since, limit);
}
async fetchBorrowRateHistory (code, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchBorrowRateHistory
* @description retrieves a history of a currencies borrow interest rate at specific time slots
* @param {str} code unified currency code
* @param {int|undefined} since timestamp for the earliest borrow rate
* @param {int|undefined} limit the maximum number of [borrow rate structures]{@link https://docs.ccxt.com/en/latest/manual.html#borrow-rate-structure} to retrieve
* @param {dict} params extra parameters specific to the exchange api endpoint
* @param {int|undefined} params.till Timestamp in ms of the latest time to fetch the borrow rate
* @returns {[dict]} an array of [borrow rate structures]{@link https://docs.ccxt.com/en/latest/manual.html#borrow-rate-structure}
*/
const histories = await this.fetchBorrowRateHistories ([ code ], since, limit, params);
const borrowRateHistory = this.safeValue (histories, code);
if (borrowRateHistory === undefined) {
throw new BadRequest (this.id + ' fetchBorrowRateHistory () returned no data for ' + code);
}
return borrowRateHistory;
}
parseBorrowRateHistories (response, codes, since, limit) {
// How to calculate borrow rate
// https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
const takerFee = this.fees['trading']['taker'].toString ();
const spotMarginBorrowRate = Precise.stringMul ('500', takerFee);
const borrowRateHistories = {};
for (let i = 0; i < response.length; i++) {
const item = response[i];
const code = this.safeCurrencyCode (this.safeString (item, 'coin'));
if (codes === undefined || this.inArray (code, codes)) {
if (!(code in borrowRateHistories)) {
borrowRateHistories[code] = [];
}
const lendingRate = this.safeString (item, 'rate');
const borrowRate = Precise.stringMul (lendingRate, Precise.stringAdd ('1', spotMarginBorrowRate));
const borrowRateStructure = this.extend (this.parseBorrowRate (item), { 'rate': borrowRate });
borrowRateHistories[code].push (borrowRateStructure);
}
}
const keys = Object.keys (borrowRateHistories);
for (let i = 0; i < keys.length; i++) {
const code = keys[i];
borrowRateHistories[code] = this.filterByCurrencySinceLimit (borrowRateHistories[code], code, since, limit);
}
return borrowRateHistories;
}
parseBorrowRates (response, codeKey) {
const result = {};
for (let i = 0; i < response.length; i++) {
const item = response[i];
const currency = this.safeString (item, codeKey);
const code = this.safeCurrencyCode (currency);
const borrowRate = this.parseBorrowRate (item);
result[code] = borrowRate;
}
return result;
}
parseBorrowRate (info, currency = undefined) {
//
// {
// "coin": "1INCH",
// "previous": 0.0000462375,
// "estimate": 0.0000462375
// }
//
const coin = this.safeString (info, 'coin');
const datetime = this.safeString (info, 'time');
const timestamp = this.parse8601 (datetime);
return {
'currency': this.safeCurrencyCode (coin),
'rate': this.safeNumber (info, 'previous'),
'period': 3600000,
'timestamp': timestamp,
'datetime': this.iso8601 (timestamp),
'info': info,
};
}
async fetchBorrowInterest (code = undefined, symbol = undefined, since = undefined, limit = undefined, params = {}) {
/**
* @method
* @name ftx#fetchBorrowInterest
* @description fetch the interest owed by the user for borrowing currency for margin trading
* @param {str|undefined} code unified currency code
* @param {str|undefined} symbol unified market symbol when fetch interest in isolated markets
* @param {int|undefined} since the earliest time in ms to fetch borrrow interest for
* @param {int|undefined} limit the maximum number of structures to retrieve
* @param {dict} params extra parameters specific to the ftx api endpoint
* @returns {[dict]} a list of [borrow interest structures]{@link https://docs.ccxt.com/en/latest/manual.html#borrow-interest-structure}
*/
await this.loadMarkets ();
const request = {};
if (since !== undefined) {
request['start_time'] = parseInt (since / 1000);
}
const response = await this.privateGetSpotMarginBorrowHistory (this.extend (request, params));
//
// {
// "success":true,
// "result":[
// {"coin":"USDT","time":"2021-12-26T01:00:00+00:00","size":4593.74214725,"rate":3.3003e-6,"cost":0.0151607272085692,"feeUsd":0.0151683341034461},
// {"coin":"USDT","time":"2021-12-26T00:00:00+00:00","size":4593.97110361,"rate":3.3003e-6,"cost":0.0151614828332441,"feeUsd":0.015169697173028324},
// {"coin":"USDT","time":"2021-12-25T23:00:00+00:00","size":4594.20005922,"rate":3.3003e-6,"cost":0.0151622384554438,"feeUsd":0.015170200298479137},
// ]
// }
//
const result = this.safeValue (response, 'result');
const interest = this.parseBorrowInterests (result);
return this.filterByCurrencySinceLimit (interest, code, since, limit);
}
parseBorrowInterest (info, market = undefined) {
const coin = this.safeString (info, 'coin');
const datetime = this.safeString (info, 'time');
return {
'account': 'cross',
'symbol': undefined,
'marginMode': 'cross',
'currency': this.safeCurrencyCode (coin),
'interest': this.safeNumber (info, 'cost'),
'interestRate': this.safeNumber (info, 'rate'),
'amountBorrowed': this.safeNumber (info, 'size'),
'timestamp': this.parse8601 (datetime),
'datetime': datetime,
'info': info,
};
}
};