ftx-api-typed/lib/types/rest/response/futures.d.ts

Node.js/typescript connector for FTX's REST APIs and WebSockets

export declare type FuturesCoinType = 'perpetual' | 'future' | 'prediction' | 'move';
export declare type FuturesCoinGroup = 'perpetual' | 'quarterly' | 'prediction';
export interface FuturesPosition {
    future: string;
    size: number;
    side: FuturesCoinType;
    netSize: number;
    longOrderSize: number;
    shortOrderSize: number;
    cost: number;
    entryPrice: null | number;
    unrealizedPnl: number;
    realizedPnl: number;
    initialMarginRequirement: number;
    maintenanceMarginRequirement: number;
    openSize: number;
    collateralUsed: number;
    estimatedLiquidationPrice: null | number;
    recentAverageOpenPrice: null | number;
    recentPnl: null | number;
    recentBreakEvenPrice: null | number;
    cumulativeBuySize: null | number;
    cumulativeSellSize: null | number;
}
export interface ActiveFuturesPosition extends FuturesPosition {
    estimatedLiquidationPrice: number;
    recentAverageOpenPrice: number;
    recentPnl: number;
    recentBreakEvenPrice: number;
    cumulativeBuySize: number;
    cumulativeSellSize: number;
}
export interface FutureCoin {
    /** @description ask on the orderbook */
    ask: number;
    /** @description bid on the orderbook */
    bid: number;
    /** @description price change in the last hour */
    change1h: number;
    /** @description price change in the last 24 hours */
    change24h: number;
    /** @description change since midnight UTC (beginning of day) */
    changeBod: number;
    /** @description: USD volume in the last 24 hours */
    volumeUsd24h: number;
    /** @description quantity traded in the last 24 hours */
    volume: number;
    24390.24: any;
    /** @example "Bitcoin March 2019 Futures" */
    description: string;
    enabled: boolean;
    expired: boolean;
    /** @example "2019-03-29T03:00:00+00:00	" */
    expiry: string;
    /** @description average of the Market Prices for the constituent markets in the index */
    index: number;
    imfFactor: number;
    /** @description last price the future traded at */
    last: number;
    /** @description the lowest price the future can trade at */
    lowerBound: number;
    /** @description 	mark price of the future */
    mark: number;
    /** @example "BTC" */
    name: string;
    /** @description open interest(in number of contracts) */
    openInterest: number;
    openInterestUsd: number;
    /** @description 	whether or not this is a perpetual contract */
    perpetual: boolean;
    positionLimitWeight: number;
    postOnly: boolean;
    priceIncrement: number;
    sizeIncrement: number;
    /** @example "BTC" */
    underlying: string;
    /** @description the highest price the future can trade at */
    upperBound: number;
    type: FuturesCoinType;
}
export declare type Futures = Array<FutureCoin>;
export interface FutureStats {
    volume: number;
    nextFundingRate: number;
    nextFundingTime: string;
    expirationPrice: number;
    predictedExpirationPrice: number;
    strikePrice: number;
    openInterest: number;
}
export interface FundingRate {
    /** @example "BTC-PERP" */
    future: string;
    rate: number;
    time: string;
}
export declare type FundingRates = Array<FundingRate>;
export interface HistoricalIndexItem {
    close: number;
    high: number;
    low: number;
    open: number;
    startTime: string;
    volume: null | number;
}
export declare type HistoricalIndex = Array<HistoricalIndexItem>;