ftx-api 0.2.0 → 0.2.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/.rubocop.yml

@@ -1,5 +1,5 @@
 AllCops:
-  TargetRubyVersion: 3.0
+  TargetRubyVersion: 3.0.1
 
 Style/StringLiterals:
   Enabled: true

data/Gemfile

@@ -8,6 +8,7 @@ gemspec
 group :test do
   gem 'simplecov', '< 0.18'
   gem 'httparty', '~> 0.19'
+  gem 'openssl', '~> 2.2'
 end
 
 gem "rake", "~> 13.0"

data/Gemfile.lock

@@ -1,8 +1,9 @@
 PATH
   remote: .
   specs:
-    ftx-api (0.2.0)
+    ftx-api (0.2.2)
       httparty (~> 0.19)
+      openssl (~> 2.2)
 
 GEM
   remote: https://rubygems.org/
@@ -21,6 +22,7 @@ GEM
     mime-types-data (3.2021.0901)
     minitest (5.14.4)
     multi_xml (0.6.0)
+    openssl (2.2.0)
     parallel (1.21.0)
     parser (3.0.2.0)
       ast (~> 2.4.1)
@@ -60,6 +62,7 @@ DEPENDENCIES
   ftx-api!
   httparty (~> 0.19)
   minitest (~> 5.0)
+  openssl (~> 2.2)
   pry-rails
   rake (~> 13.0)
   rubocop (~> 1.7)

data/README.md

@@ -1,8 +1,11 @@
-# Ftx::Api
+# FTX::API
 
-Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/ftx/api`. To experiment with that code, run `bin/console` for an interactive prompt.
+This gem is a ruby SDK for the FTX crypto exchange REST API.
+
+API docs can be found on the [FTX developer site](https://docs.ftx.com/)
+
+It is still under development and currently only covers the markets and futures endpoints.
 
-TODO: Delete this and the text above, and describe your gem
 
 ## Installation
 
@@ -22,11 +25,138 @@ Or install it yourself as:
 
 ## Usage
 
-TODO: Write usage instructions here
+### Markets
+
+Initialize a markets session:
+```ruby
+markets = FXT::API::Markets.new
+```
+
+Query for all current prices:
+```ruby
+markets.list
+```
+
+Fetch a single market price:
+```ruby
+markets.get('BTC/USD')
+```
+
+Check for market depth:
+```ruby
+markets.orderbook('BTC/USD', depth: 3)
+```
+
+View historic prices:
+```ruby
+markets.historic('BTC/USD', resolution: 86400*30)
+```
+*Check the [FTX API docs](https://docs.ftx.com/?python#get-historical-prices) for additional parameters such as start_time and end_time*
+
+Note: resolution is in seconds so 86,400 would be the number of seconds in a day. As a default, the API responds with 12 months of historical prices.
+
+### Futures
+
+Initialize a futures session:
+```ruby
+futures = FXT::API::Futures.new
+```
+
+Query for all current prices:
+```ruby
+futures.list
+```
+
+Fetch a single market price:
+```ruby
+futures.get('BTC-PERP')
+```
+
+### Account
+
+Initialize an account session:
+```ruby
+account = FXT::API::Account.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
+```
+
+Fetch information about account associated with key/secret:
+```ruby
+account.get
+```
+
+Query for all current account positions:
+```ruby
+account.positions
+```
+
+### Wallet
+
+Initialize a wallet session:
+```ruby
+wallet = FXT::API::Wallet.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
+```
+
+Query for all available coins:
+```ruby
+wallet.coins
+```
+
+Query for all current coin balances in your account:
+```ruby
+wallet.balances
+```
+
+Query for all current coin balances split into a hash by subaccount:
+```ruby
+wallet.all_balances
+```
+
+### Orders
+
+Initialize an orders session:
+```ruby
+orders = FXT::API::Orders.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
+```
+
+Query for all open orders:
+```ruby
+orders.open
+```
+
+Query for all historical orders:
+```ruby
+orders.history
+```
+
+Fetch a specific order:
+```ruby
+orders.get
+```
+
+Create a new order:
+```ruby
+args = {
+      market:       "XRP-PERP",     # coin or futures name
+      side:         "sell",         # "buy" or "sell"
+      price:        0.306525,       # Send nil for market orders.
+      type:         "limit",        # "limit" or "market"
+      size:         31431.0,
+      reduceOnly:   false,          # optional; default is false
+      ioc:          false,          # optional; default is false
+      postOnly:     false,          # optional; default is false
+      clientId:     nil             # optional; client order id
+    }
+
+orders.create(args)
+```
+
+Note: the create order method is not included as a test, because I have not been able to find FTX test keys and it seems a bit ridiculous to execute a live order for testing.
+
+*Check the [FTX API docs](https://docs.ftx.com/#orders) for all parameters*
 
 ## Development
 
-After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake test` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+After checking out the repo, run `bin/setup` to install dependencies. You'll need to add environment variables ENV['FTX_KEY'] and ENV['FTX_SECRET']. Then, run `rake test` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
 
 To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and the created tag, and push the `.gem` file to [rubygems.org](https://rubygems.org).
 
@@ -40,4 +170,4 @@ The gem is available as open source under the terms of the [MIT License](https:/
 
 ## Code of Conduct
 
-Everyone interacting in the Ftx::Api project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/benrs44/ftx-api/blob/master/CODE_OF_CONDUCT.md).
+Everyone interacting in the Ftx::Api project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/benrs44/ftx-api/blob/master/CODE_OF_CONDUCT.md).

data/ftx-api.gemspec

@@ -33,6 +33,7 @@ Gem::Specification.new do |spec|
 
   # Uncomment to register a new dependency of your gem
   spec.add_dependency "httparty", "~> 0.19"
+  spec.add_dependency "openssl", "~> 2.2"
 
   # For more information and examples about making a new gem, checkout our
   # guide at: https://bundler.io/guides/creating_gem.html

data/lib/ext/array.rb

@@ -3,5 +3,9 @@ class Array
 	def symbolize_keys
 		map(&:symbolize_keys)
 	end
+
+	def compact_blank
+		delete_if {|i| i.respond_to?(:empty?) ? !!i.empty? : !i }
+	end
 	
 end

data/lib/ftx/api/account.rb

@@ -0,0 +1,15 @@
+# frozen_string_literal: true
+
+require_relative 'private'
+
+class FTX::API::Account < FTX::API::Private
+
+  def get
+    send_request(:get, "/account", {})
+  end
+
+  def positions
+    send_request(:get, "/positions", {})
+  end
+  
+end

data/lib/ftx/api/base.rb

@@ -3,12 +3,16 @@
 require 'httparty'
 
 class FTX::API::Base
+  
   include HTTParty
+  base_uri 'https://ftx.com/api'
 
-  attr_reader :config
+  attr_reader :config, :key, :secret
 
-  def initialize(config: nil)
-    @config = FTX::API::Config.new(config)
+  def initialize(args = {})
+    @config = FTX::API::Config.new(args.dig(:config))
+    @key = args.dig(:key)
+    @secret = args.dig(:secret)
   end
 
   protected
@@ -48,6 +52,10 @@ class FTX::API::Base
 
   def print_log(method, message)
     logger = @config.logger
-    logger.send(method, message) if logger
+    if logger
+      puts "#{method}: #{message}"
+      # logger[method] = message
+    end
   end
+  
 end

data/lib/ftx/api/config.rb

@@ -1,8 +1,8 @@
 # frozen_string_literal: true
 
 class FTX::API::Config
-  attr_accessor :timeout
-  attr_accessor :logger
+  
+  attr_accessor :timeout, :logger
 
   def initialize(data = nil)
     data ||= {}

data/lib/ftx/api/futures.rb

@@ -3,7 +3,6 @@
 require_relative 'public'
 
 class FTX::API::Futures < FTX::API::Public
-  base_uri 'https://ftx.com/api'
 
   def list
     send_request(:get, '/futures', {})
@@ -12,4 +11,5 @@ class FTX::API::Futures < FTX::API::Public
   def get(futures_name)
     send_request(:get, "/futures/#{futures_name}", {})
   end
+  
 end

data/lib/ftx/api/markets.rb

@@ -3,7 +3,6 @@
 require_relative 'public'
 
 class FTX::API::Markets < FTX::API::Public
-  base_uri 'https://ftx.com/api'
 
   def list
     send_request(:get, '/markets', {})
@@ -25,4 +24,5 @@ class FTX::API::Markets < FTX::API::Public
     
     send_request(:get, "/markets/#{market_name}/candles", query)
   end
+  
 end

data/lib/ftx/api/orders.rb

@@ -0,0 +1,27 @@
+# frozen_string_literal: true
+
+require_relative 'private'
+
+class FTX::API::Orders < FTX::API::Private
+
+  def open(query = {})
+    send_request(:get, "/orders", query)
+  end
+
+  def history(query = {})
+    send_request(:get, "/orders/history", query)
+  end
+
+  def get(order_id)
+    send_request(:get, "/orders/#{order_id}", {})
+  end
+
+  def create(query = {})
+    raise ArgumentError.new(
+      "Market, side, price (can be nil), tupe and size params required"
+      ) unless [:market, :side, :price, :type, :size].all? { |i| query.include? i }
+    
+    send_request(:post, "/orders", query)
+  end
+  
+end

data/lib/ftx/api/private.rb

@@ -0,0 +1,45 @@
+# frozen_string_literal: true
+
+require_relative 'base'
+
+class FTX::API::Private < FTX::API::Base
+
+  protected
+
+  def send_request(method, path, query)
+    super(method, path, headers(method, path, query), query)
+  end
+
+  def headers(*args)
+    {
+      'FTX-KEY' => key,
+      'FTX-SIGN' => signature(*args),
+      'FTX-TS' => ts.to_s,
+    }
+  end
+
+  def signature(*args)
+    OpenSSL::HMAC.hexdigest(digest, secret, signature_payload(*args))
+  end
+
+  def signature_payload(method, path, query)
+    payload = [ts, method.to_s.upcase, "/api", path].compact_blank
+    
+    if method==:post
+      payload.push(query.to_json)
+    elsif method==:get
+      payload.push("?" + URI.encode_www_form(query))
+    end unless query.empty?
+
+    "#{payload.join}".encode("UTF-8")
+  end
+
+  def ts
+    @ts ||= (Time.now.to_f * 1000).to_i
+  end
+
+  def digest
+    @digest ||= OpenSSL::Digest.new('sha256')
+  end
+  
+end

data/lib/ftx/api/public.rb

@@ -3,11 +3,11 @@
 require_relative 'base'
 
 class FTX::API::Public < FTX::API::Base
-  base_uri 'https://ftx.com/api'
 
   protected
 
   def send_request(method, path, query)
     super(method, path, {}, query)
   end
+  
 end

data/lib/ftx/api/version.rb

@@ -2,6 +2,6 @@
 
 module FTX
   module API
-    VERSION = "0.2.0"
+    VERSION = "0.2.2"
   end
 end

data/lib/ftx/api/wallet.rb

@@ -0,0 +1,19 @@
+# frozen_string_literal: true
+
+require_relative 'private'
+
+class FTX::API::Wallet < FTX::API::Private
+
+  def coins
+    send_request(:get, "/wallet/coins", {})
+  end
+
+  def balances
+    send_request(:get, "/wallet/balances", {})
+  end
+
+  def all_balances
+    send_request(:get, "/wallet/all_balances", {})
+  end
+  
+end

data/lib/ftx/api.rb

@@ -3,4 +3,7 @@ require_relative "../ext/base"
 require_relative "api/version"
 require_relative "api/config"
 require_relative "api/markets"
+require_relative "api/account"
+require_relative "api/wallet"
+require_relative "api/orders"
 require_relative "api/futures"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ftx-api
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.2.2
 platform: ruby
 authors:
 - benrs44
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-09-23 00:00:00.000000000 Z
+date: 2021-10-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: httparty
@@ -24,6 +24,20 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '0.19'
+- !ruby/object:Gem::Dependency
+  name: openssl
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.2'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.2'
 description: Ruby gem for the FTX Exchange API
 email:
 - ben@certoris.com
@@ -46,12 +60,16 @@ files:
 - lib/ext/base.rb
 - lib/ext/hash.rb
 - lib/ftx/api.rb
+- lib/ftx/api/account.rb
 - lib/ftx/api/base.rb
 - lib/ftx/api/config.rb
 - lib/ftx/api/futures.rb
 - lib/ftx/api/markets.rb
+- lib/ftx/api/orders.rb
+- lib/ftx/api/private.rb
 - lib/ftx/api/public.rb
 - lib/ftx/api/version.rb
+- lib/ftx/api/wallet.rb
 homepage: https://github.com/benrs44/ftx-api
 licenses:
 - MIT