ftx-api 0.2.4 → 0.2.8
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/CHANGELOG.md +25 -1
- data/Gemfile.lock +2 -2
- data/README.md +94 -8
- data/lib/ftx/api/base.rb +15 -10
- data/lib/ftx/api/convert.rb +23 -0
- data/lib/ftx/api/fills.rb +11 -0
- data/lib/ftx/api/funding.rb +15 -0
- data/lib/ftx/api/futures.rb +8 -0
- data/lib/ftx/api/orders.rb +4 -0
- data/lib/ftx/api/private.rb +5 -3
- data/lib/ftx/api/version.rb +1 -1
- data/lib/ftx/api.rb +4 -1
- metadata +5 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA256:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: 034ffdddca45eba8aefa59494ee718e329324b637f50585412eea9500a17011f
|
4
|
+
data.tar.gz: 6a19fc208851effb64df469a145d6ac76a94ea3ad6b2b4c338f07d99b7de57dd
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: e04b01cdc2240f3a69d8f3f7d2751d02f932fca080ee118918444a63b33b498cef423a090eaeeb5537244cb0513107a82e88ab9dc120f0e738df1c6465359d06
|
7
|
+
data.tar.gz: e8edc6cceb16276c0803185f1f025256e5b419d880dffc8487f53a1195e1b715b00cccc391be790229b8ba49d3c403fb1e2e03e1a54a6848654c39a9abb0190d
|
data/CHANGELOG.md
CHANGED
@@ -4,4 +4,28 @@
|
|
4
4
|
- Initial release
|
5
5
|
|
6
6
|
## [0.2.0] - 2021-09-23
|
7
|
-
- Implement public API covering Markets and Futures only
|
7
|
+
- Implement public API covering Markets and Futures only
|
8
|
+
|
9
|
+
## [0.2.1] - 2021-09-23
|
10
|
+
- Empty
|
11
|
+
|
12
|
+
## [0.2.2] - 2021-10-05
|
13
|
+
- Include private API endpoints with tests
|
14
|
+
|
15
|
+
## [0.2.3] - 2021-10-05
|
16
|
+
- Include private API endpoints with tests - further updates
|
17
|
+
|
18
|
+
## [0.2.4] - 2021-10-05
|
19
|
+
- Fix error compact_blank creates for rails db:migrate
|
20
|
+
|
21
|
+
## [0.2.5] - 2021-10-06
|
22
|
+
- Fix issues with post methods and add Convert endpoint
|
23
|
+
|
24
|
+
## [0.2.6] - 2021-10-06
|
25
|
+
- Implement Fills endpoint including tests
|
26
|
+
|
27
|
+
## [0.2.7] - 2021-10-06
|
28
|
+
- Implement orders get_by_client_id endpoint
|
29
|
+
|
30
|
+
## [0.2.8] - 2021-10-18
|
31
|
+
- Implement funding endpoints
|
data/Gemfile.lock
CHANGED
data/README.md
CHANGED
@@ -4,8 +4,6 @@ This gem is a ruby SDK for the FTX crypto exchange REST API.
|
|
4
4
|
|
5
5
|
API docs can be found on the [FTX developer site](https://docs.ftx.com/)
|
6
6
|
|
7
|
-
It is still under development and currently only covers the markets and futures endpoints.
|
8
|
-
|
9
7
|
|
10
8
|
## Installation
|
11
9
|
|
@@ -25,7 +23,7 @@ Or install it yourself as:
|
|
25
23
|
|
26
24
|
## Usage
|
27
25
|
|
28
|
-
### Markets
|
26
|
+
### Markets (public)
|
29
27
|
|
30
28
|
Initialize a markets session:
|
31
29
|
```ruby
|
@@ -53,9 +51,9 @@ markets.historic('BTC/USD', resolution: 86400*30)
|
|
53
51
|
```
|
54
52
|
*Check the [FTX API docs](https://docs.ftx.com/?python#get-historical-prices) for additional parameters such as start_time and end_time*
|
55
53
|
|
56
|
-
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.
|
54
|
+
> 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.
|
57
55
|
|
58
|
-
### Futures
|
56
|
+
### Futures (public)
|
59
57
|
|
60
58
|
Initialize a futures session:
|
61
59
|
```ruby
|
@@ -72,6 +70,18 @@ Fetch a single market price:
|
|
72
70
|
futures.get('BTC-PERP')
|
73
71
|
```
|
74
72
|
|
73
|
+
Fetch stats for a future:
|
74
|
+
```ruby
|
75
|
+
futures.stats('BTC-PERP')
|
76
|
+
```
|
77
|
+
|
78
|
+
Fetch all or one funding rates:
|
79
|
+
```ruby
|
80
|
+
futures.funding_rates(future: 'BTC-PERP')
|
81
|
+
```
|
82
|
+
|
83
|
+
> Note: future is optional, start_time and end_time are also accepted per the FTX API docs
|
84
|
+
|
75
85
|
### Account
|
76
86
|
|
77
87
|
Initialize an account session:
|
@@ -128,9 +138,14 @@ Query for all historical orders:
|
|
128
138
|
orders.history
|
129
139
|
```
|
130
140
|
|
131
|
-
Fetch a specific order
|
141
|
+
Fetch a specific order by FTX `orderId`:
|
142
|
+
```ruby
|
143
|
+
orders.get(order_id)
|
144
|
+
```
|
145
|
+
|
146
|
+
Fetch a specific order by `clientId`:
|
132
147
|
```ruby
|
133
|
-
orders.
|
148
|
+
orders.get_by_client_id(clientId)
|
134
149
|
```
|
135
150
|
|
136
151
|
Create a new order:
|
@@ -150,10 +165,81 @@ args = {
|
|
150
165
|
orders.create(args)
|
151
166
|
```
|
152
167
|
|
153
|
-
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.
|
168
|
+
> 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.
|
154
169
|
|
155
170
|
*Check the [FTX API docs](https://docs.ftx.com/#orders) for all parameters*
|
156
171
|
|
172
|
+
### Fills
|
173
|
+
|
174
|
+
Initialize a fills session:
|
175
|
+
```ruby
|
176
|
+
fills = FXT::API::Fills.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
|
177
|
+
```
|
178
|
+
|
179
|
+
Query for all fills:
|
180
|
+
```ruby
|
181
|
+
fills.list
|
182
|
+
```
|
183
|
+
or
|
184
|
+
|
185
|
+
```ruby
|
186
|
+
fills.list(market: 'BTC/USD')
|
187
|
+
```
|
188
|
+
|
189
|
+
> Note: market is optional
|
190
|
+
|
191
|
+
### Funding
|
192
|
+
|
193
|
+
Initialize a funding session:
|
194
|
+
```ruby
|
195
|
+
funding = FXT::API::Funding.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
|
196
|
+
```
|
197
|
+
|
198
|
+
Query for all or one funding payments:
|
199
|
+
```ruby
|
200
|
+
funding.payments(future: 'BTC-PERP')
|
201
|
+
```
|
202
|
+
|
203
|
+
Query for all or one funding rates:
|
204
|
+
```ruby
|
205
|
+
funding.rates(future: 'BTC-PERP')
|
206
|
+
```
|
207
|
+
|
208
|
+
> Note: future is optional, start_time and end_time are also accepted per the FTX API docs
|
209
|
+
|
210
|
+
### Convert Coins
|
211
|
+
|
212
|
+
Initialize an convert session:
|
213
|
+
```ruby
|
214
|
+
convert = FXT::API::Convert.new(key: 'YOUR FTX KEY', secret: 'YOUR FTX SECRET')
|
215
|
+
```
|
216
|
+
|
217
|
+
Create a new quote:
|
218
|
+
```ruby
|
219
|
+
args = {
|
220
|
+
size: 0.01, # 0.01 is the smallest increment
|
221
|
+
fromCoin: "USD",
|
222
|
+
toCoin: "BTC",
|
223
|
+
}
|
224
|
+
|
225
|
+
convert.new_quote(args)
|
226
|
+
```
|
227
|
+
|
228
|
+
Response:
|
229
|
+
```ruby
|
230
|
+
{:quoteId=>2*******3}
|
231
|
+
```
|
232
|
+
|
233
|
+
Fetch a quote:
|
234
|
+
```ruby
|
235
|
+
convert.get_quote('quoteId')
|
236
|
+
```
|
237
|
+
|
238
|
+
Accept a quote:
|
239
|
+
```ruby
|
240
|
+
convert.accept_quote('quoteId')
|
241
|
+
```
|
242
|
+
|
157
243
|
## Development
|
158
244
|
|
159
245
|
After checking out the repo, run `bin/setup` to install dependencies.
|
data/lib/ftx/api/base.rb
CHANGED
@@ -4,15 +4,15 @@ require 'httparty'
|
|
4
4
|
|
5
5
|
class FTX::API::Base
|
6
6
|
|
7
|
+
attr_reader :config, :key, :secret
|
8
|
+
|
7
9
|
include HTTParty
|
8
10
|
base_uri 'https://ftx.com/api'
|
9
11
|
|
10
|
-
attr_reader :config, :key, :secret
|
11
|
-
|
12
12
|
def initialize(args = {})
|
13
13
|
@config = FTX::API::Config.new(args.dig(:config))
|
14
|
-
@key = args.
|
15
|
-
@secret = args.
|
14
|
+
@key = args.fetch(:key, ENV['FTX_KEY'])
|
15
|
+
@secret = args.fetch(:secret, ENV['FTX_SECRET'])
|
16
16
|
end
|
17
17
|
|
18
18
|
protected
|
@@ -21,16 +21,21 @@ class FTX::API::Base
|
|
21
21
|
uuid = SecureRandom.uuid
|
22
22
|
print_log(:info, "[API] #{uuid} #{method.upcase} '#{path}' query = #{query}")
|
23
23
|
|
24
|
-
|
24
|
+
if method == :get
|
25
|
+
body_or_query = :query
|
26
|
+
else
|
27
|
+
body_or_query = :body
|
28
|
+
query = query.to_json
|
29
|
+
end
|
25
30
|
|
26
31
|
begin
|
27
32
|
response = self.class.send(
|
28
|
-
method,
|
29
|
-
path,
|
33
|
+
method,
|
34
|
+
path,
|
30
35
|
headers: headers,
|
31
36
|
timeout: @config.timeout,
|
32
|
-
body_or_query => query
|
33
|
-
)
|
37
|
+
body_or_query.to_sym => query
|
38
|
+
)
|
34
39
|
|
35
40
|
print_log(:info, "[API] #{uuid} response #{response}")
|
36
41
|
return parse_response(response)
|
@@ -43,6 +48,7 @@ class FTX::API::Base
|
|
43
48
|
private
|
44
49
|
|
45
50
|
def parse_response(response)
|
51
|
+
response = response.parsed_response
|
46
52
|
if response.dig("success")
|
47
53
|
response.dig("result").symbolize_keys
|
48
54
|
else
|
@@ -54,7 +60,6 @@ class FTX::API::Base
|
|
54
60
|
logger = @config.logger
|
55
61
|
if logger
|
56
62
|
puts "#{method}: #{message}"
|
57
|
-
# logger[method] = message
|
58
63
|
end
|
59
64
|
end
|
60
65
|
|
@@ -0,0 +1,23 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
require_relative 'private'
|
4
|
+
|
5
|
+
class FTX::API::Convert < FTX::API::Private
|
6
|
+
|
7
|
+
def new_quote(query = {})
|
8
|
+
raise ArgumentError.new(
|
9
|
+
"Size, fromCoin, toCoin params required"
|
10
|
+
) unless [:fromCoin, :toCoin, :size].all? { |i| query.include? i }
|
11
|
+
|
12
|
+
send_request(:post, "/otc/quotes", query)
|
13
|
+
end
|
14
|
+
|
15
|
+
def get_quote(quote_id)
|
16
|
+
send_request(:get, "/otc/quotes/#{quote_id}", {})
|
17
|
+
end
|
18
|
+
|
19
|
+
def accept_quote(quote_id)
|
20
|
+
send_request(:post, "/otc/quotes/#{quote_id}/accept", {})
|
21
|
+
end
|
22
|
+
|
23
|
+
end
|
@@ -0,0 +1,15 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
require_relative 'private'
|
4
|
+
|
5
|
+
class FTX::API::Funding < FTX::API::Private
|
6
|
+
|
7
|
+
def payments(query = {})
|
8
|
+
send_request(:get, '/funding_payments', query)
|
9
|
+
end
|
10
|
+
|
11
|
+
def rates(query = {})
|
12
|
+
send_request(:get, '/funding_rates', query)
|
13
|
+
end
|
14
|
+
|
15
|
+
end
|
data/lib/ftx/api/futures.rb
CHANGED
@@ -11,5 +11,13 @@ class FTX::API::Futures < FTX::API::Public
|
|
11
11
|
def get(futures_name)
|
12
12
|
send_request(:get, "/futures/#{futures_name}", {})
|
13
13
|
end
|
14
|
+
|
15
|
+
def stats(futures_name)
|
16
|
+
send_request(:get, "/futures/#{futures_name}/stats", {})
|
17
|
+
end
|
18
|
+
|
19
|
+
def funding_rates(query = {})
|
20
|
+
send_request(:get, '/funding_rates', query)
|
21
|
+
end
|
14
22
|
|
15
23
|
end
|
data/lib/ftx/api/orders.rb
CHANGED
@@ -16,6 +16,10 @@ class FTX::API::Orders < FTX::API::Private
|
|
16
16
|
send_request(:get, "/orders/#{order_id}", {})
|
17
17
|
end
|
18
18
|
|
19
|
+
def get_by_client_id(client_id)
|
20
|
+
send_request(:get, "/orders/by_client_id/#{client_id}", {})
|
21
|
+
end
|
22
|
+
|
19
23
|
def create(query = {})
|
20
24
|
raise ArgumentError.new(
|
21
25
|
"Market, side, price (can be nil), tupe and size params required"
|
data/lib/ftx/api/private.rb
CHANGED
@@ -15,6 +15,8 @@ class FTX::API::Private < FTX::API::Base
|
|
15
15
|
'FTX-KEY' => key,
|
16
16
|
'FTX-SIGN' => signature(*args),
|
17
17
|
'FTX-TS' => ts.to_s,
|
18
|
+
'Content-Type' => 'application/json',
|
19
|
+
'Accepts' => 'application/json',
|
18
20
|
}
|
19
21
|
end
|
20
22
|
|
@@ -26,12 +28,12 @@ class FTX::API::Private < FTX::API::Base
|
|
26
28
|
payload = [ts, method.to_s.upcase, "/api", path].compact_empty
|
27
29
|
|
28
30
|
if method==:post
|
29
|
-
payload
|
31
|
+
payload << query.to_json
|
30
32
|
elsif method==:get
|
31
|
-
payload
|
33
|
+
payload << ("?" + URI.encode_www_form(query))
|
32
34
|
end unless query.empty?
|
33
35
|
|
34
|
-
|
36
|
+
payload.join.encode("UTF-8")
|
35
37
|
end
|
36
38
|
|
37
39
|
def ts
|
data/lib/ftx/api/version.rb
CHANGED
data/lib/ftx/api.rb
CHANGED
@@ -3,7 +3,10 @@ require_relative "../ext/base"
|
|
3
3
|
require_relative "api/version"
|
4
4
|
require_relative "api/config"
|
5
5
|
require_relative "api/markets"
|
6
|
+
require_relative "api/futures"
|
6
7
|
require_relative "api/account"
|
7
8
|
require_relative "api/wallet"
|
8
9
|
require_relative "api/orders"
|
9
|
-
require_relative "api/
|
10
|
+
require_relative "api/fills"
|
11
|
+
require_relative "api/funding"
|
12
|
+
require_relative "api/convert"
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: ftx-api
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
|
+
version: 0.2.8
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- benrs44
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-10-
|
11
|
+
date: 2021-10-19 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: httparty
|
@@ -63,6 +63,9 @@ files:
|
|
63
63
|
- lib/ftx/api/account.rb
|
64
64
|
- lib/ftx/api/base.rb
|
65
65
|
- lib/ftx/api/config.rb
|
66
|
+
- lib/ftx/api/convert.rb
|
67
|
+
- lib/ftx/api/fills.rb
|
68
|
+
- lib/ftx/api/funding.rb
|
66
69
|
- lib/ftx/api/futures.rb
|
67
70
|
- lib/ftx/api/markets.rb
|
68
71
|
- lib/ftx/api/orders.rb
|