From 4acd326c2a1b0d5e95e10be7d41815a7af968ac0 Mon Sep 17 00:00:00 2001 From: Gabriel Date: Thu, 20 Aug 2020 19:50:13 -0300 Subject: [PATCH] first commit --- LICENSE | 7 ++ README.md | 81 +++++++++++++++ ftx/__init__.py | 1 + ftx/api.py | 254 +++++++++++++++++++++++++++++++++++++++++++++++ requirements.txt | 4 + setup.py | 42 ++++++++ 6 files changed, 389 insertions(+) create mode 100644 LICENSE create mode 100644 README.md create mode 100644 ftx/__init__.py create mode 100644 ftx/api.py create mode 100644 requirements.txt create mode 100644 setup.py diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..202b398 --- /dev/null +++ b/LICENSE @@ -0,0 +1,7 @@ +Copyright 2020 thomgabriel + +Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: + +The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. \ No newline at end of file diff --git a/README.md b/README.md new file mode 100644 index 0000000..7088775 --- /dev/null +++ b/README.md @@ -0,0 +1,81 @@ +# FTX Python client +A Unofficial Python3 library to interact with [FTX's](https://ftx.com/) API. The library can be used to fetch +market data, make trades, place orders or create third-party clients. + +For more information, see [the FTX documentation.](https://docs.ftx.com/) + + +## Installation + + $ pip install ftx + +## Quickstart +This is an introduction on how to get started with FTX client. First, make sure the FTX library is installed. + +The next thing you need to do is import the library and get an instance of the client: + + import ftx + client = ftx.FtxClient() + + +### Get ordedrbook +Get the orderbook levels of bid/ask: + + >>> import ftx + >>> client = ftx.FtxClient() + >>> result = client.get_orderbook('BTC/USD', 1) + >>> result + {'asks': [[11861.0, 1.778]], 'bids': [[11860.5, 0.1]]} + + >>> result['asks'] + [[11861.0, 1.778]] + + >>> result['bids'] + [[11860.5, 0.1]] + +### Market's Instrument data +The API supports fetching full data for one or multiple markets. + + >>> client.get_market('BTC/USD') + {'ask': 11849.0, 'baseCurrency': 'BTC', 'bid': 11848.5, 'change1h': 0.00025325004220834034, 'change24h': 0.008983693106825051, 'changeBod': 0.006925855109411514, 'enabled': True, 'last': 11849.0, 'minProvideSize': 0.0001, 'name': 'BTC/USD', 'postOnly': False, 'price': 11849.0, 'priceIncrement': 0.5, 'quoteCurrency': 'USD', 'quoteVolume24h': 9271567.5201, 'restricted': False, 'sizeIncrement': 0.0001, 'type': 'spot', 'underlying': None, 'volumeUsd24h': 9271567.5201} + +### Date ranges +Any time-based parameters accept Python `datetime` objects. All timestamps returned from FTX are UTC. + + >>> client = ftx.FtxClient() + >>> client.get_trades('BTC/USD', 1, datetime.datetime(2020,8,20).timestamp()) + [{'id': 88953674, 'liquidation': False, 'price': 11861.0, 'side': 'sell', 'size': 0.0105, 'time': '2020-08-20T17:33:19.115690+00:00'}] + +### Authenticated endpoints +Private endpoints require authentication. Clients authenticate with an API key. For more information, see:[API keys](https://help.ftx.com/hc/en-us/articles/360044411911-FTX-Features-Overview#h_6a76d63d-e6cd-45db-87ab-5778af4e3b07) + +To get an authenticated client instance: + + >>> client = ftx.FtxClient(api_key=, api_secret=) + +If you try to access a private endpoint with an unauthenticated client, an error is raised. Calls +to private endpoints work the same as regular ones: + + client.get_open_orders('BTC/USD') + + +## Advanced usage + +### Placing orders +An order can be placed through the `place_order()` function. See +[the API Documentation](https://docs.ftx.com/#place-order) for required and optional parameters. + + client.place_order('BTC/USD', 'sell', 12345.0, 10) + +### Modifying orders +Orders can be modified by providing the original order ID. + + >>> client.place_order('BTC/USD', 'sell', 12345.0, 10) + {"createdAt": "2020-08-20T17:33:19.115690+00:00","filledSize": 0,"id": 9596912,"market": "BTC/USD"... + + >>> client.modify_order(9596912, 12500.0, 15).result() + +### Canceling orders +An order can be canceled given the order ID: + + client.cancel_order(9596912).result() diff --git a/ftx/__init__.py b/ftx/__init__.py new file mode 100644 index 0000000..82fbd51 --- /dev/null +++ b/ftx/__init__.py @@ -0,0 +1 @@ +from api import FtxClient \ No newline at end of file diff --git a/ftx/api.py b/ftx/api.py new file mode 100644 index 0000000..1bf3550 --- /dev/null +++ b/ftx/api.py @@ -0,0 +1,254 @@ +import time +import urllib.parse +from typing import Optional, Dict, Any, List + +from requests import Request, Session, Response +import hmac +from ciso8601 import parse_datetime + + +class FtxClient: + + def __init__(self, base_url=None, api_key=None, api_secret=None, subaccount_name=None) -> None: + self._session = Session() + self._base_url = 'https://ftx.com/api/' + self._api_key = api_key + self._api_secret = api_secret + self._subaccount_name = subaccount_name + + def _get(self, path: str, params: Optional[Dict[str, Any]] = None) -> Any: + return self._request('GET', path, params=params) + + def _post(self, path: str, params: Optional[Dict[str, Any]] = None) -> Any: + return self._request('POST', path, json=params) + + def _delete(self, path: str, params: Optional[Dict[str, Any]] = None) -> Any: + return self._request('DELETE', path, json=params) + + def _request(self, method: str, path: str, **kwargs) -> Any: + request = Request(method, self._base_url + path, **kwargs) + if self._api_key: + self._sign_request(request) + response = self._session.send(request.prepare()) + + return self._process_response(response) + + def _sign_request(self, request: Request) -> None: + ts = int(time.time() * 1000) + prepared = request.prepare() + signature_payload = f'{ts}{prepared.method}{prepared.path_url}'.encode() + if prepared.body: + signature_payload += prepared.body + signature = hmac.new(self._api_secret.encode(), signature_payload, 'sha256').hexdigest() + request.headers['FTX-KEY'] = self._api_key + request.headers['FTX-SIGN'] = signature + request.headers['FTX-TS'] = str(ts) + if self._subaccount_name: + request.headers['FTX-SUBACCOUNT'] = urllib.parse.quote(self._subaccount_name) + + def _process_response(self, response: Response) -> Any: + try: + data = response.json() + except ValueError: + response.raise_for_status() + raise + else: + if not data['success']: + raise Exception(data['error']) + return data['result'] + + + # + # Authentication required methods + # + + def authentication_required(fn): + """Annotation for methods that require auth.""" + def wrapped(self, *args, **kwargs): + if not self._api_key: + raise TypeError("You must be authenticated to use this method") + else: + return fn(self, *args, **kwargs) + return wrapped + + @authentication_required + def get_account_info(self) -> dict: + return self._get(f'account') + + @authentication_required + def get_open_orders(self, market: str = None) -> List[dict]: + return self._get(f'orders', {'market': market}) + + @authentication_required + def get_order_history(self, market: str = None, side: str = None, order_type: str = None, start_time: float = None, end_time: float = None) -> List[dict]: + return self._get(f'orders/history', {'market': market, 'side': side, 'orderType': order_type, 'start_time': start_time, 'end_time': end_time}) + + @authentication_required + def get_conditional_order_history(self, market: str = None, side: str = None, type: str = None, order_type: str = None, start_time: float = None, end_time: float = None) -> List[dict]: + return self._get(f'conditional_orders/history', {'market': market, 'side': side, 'type': type, 'orderType': order_type, 'start_time': start_time, 'end_time': end_time}) + + @authentication_required + def modify_order( + self, existing_order_id: Optional[str] = None, + existing_client_order_id: Optional[str] = None, price: Optional[float] = None, + size: Optional[float] = None, client_order_id: Optional[str] = None, + ) -> dict: + assert (existing_order_id is None) ^ (existing_client_order_id is None), \ + 'Must supply exactly one ID for the order to modify' + assert (price is None) or (size is None), 'Must modify price or size of order' + path = f'orders/{existing_order_id}/modify' if existing_order_id is not None else \ + f'orders/by_client_id/{existing_client_order_id}/modify' + return self._post(path, { + **({'size': size} if size is not None else {}), + **({'price': price} if price is not None else {}), + ** ({'clientId': client_order_id} if client_order_id is not None else {}), + }) + + @authentication_required + def get_conditional_orders(self, market: str = None) -> List[dict]: + return self._get(f'conditional_orders', {'market': market}) + + @authentication_required + def place_order(self, market: str, side: str, price: float, size: float, type: str = 'limit', + reduce_only: bool = False, ioc: bool = False, post_only: bool = False, + client_id: str = None) -> dict: + return self._post(f'orders', {'market': market, + 'side': side, + 'price': price, + 'size': size, + 'type': type, + 'reduceOnly': reduce_only, + 'ioc': ioc, + 'postOnly': post_only, + 'clientId': client_id, + }) + @authentication_required + def place_conditional_order( + self, market: str, side: str, size: float, type: str = 'stop', + limit_price: float = None, reduce_only: bool = False, cancel: bool = True, + trigger_price: float = None, trail_value: float = None + ) -> dict: + """ + To send a Stop Market order, set type='stop' and supply a trigger_price + To send a Stop Limit order, also supply a limit_price + To send a Take Profit Market order, set type='trailing_stop' and supply a trigger_price + To send a Trailing Stop order, set type='trailing_stop' and supply a trail_value + """ + assert type in ('stop', 'take_profit', 'trailing_stop') + assert type not in ('stop', 'take_profit') or trigger_price is not None, \ + 'Need trigger prices for stop losses and take profits' + assert type not in ('trailing_stop',) or (trigger_price is None and trail_value is not None), \ + 'Trailing stops need a trail value and cannot take a trigger price' + + return self._post(f'conditional_orders', + {'market': market, 'side': side, 'triggerPrice': trigger_price, + 'size': size, 'reduceOnly': reduce_only, 'type': 'stop', + 'cancelLimitOnTrigger': cancel, 'orderPrice': limit_price}) + + @authentication_required + def cancel_order(self, order_id: str) -> dict: + return self._delete(f'orders/{order_id}') + + @authentication_required + def cancel_orders(self, market_name: str = None, conditional_orders: bool = False, + limit_orders: bool = False) -> dict: + return self._delete(f'orders', {'market': market_name, + 'conditionalOrdersOnly': conditional_orders, + 'limitOrdersOnly': limit_orders, + }) + + @authentication_required + def get_fills(self) -> List[dict]: + return self._get(f'fills') + + @authentication_required + def get_balances(self) -> List[dict]: + return self._get(f'wallet/balances') + + @authentication_required + def get_deposit_address(self, ticker: str) -> dict: + return self._get(f'wallet/deposit_address/{ticker}') + + @authentication_required + def get_positions(self, show_avg_price: bool = False) -> List[dict]: + return self._get(f'positions', {'showAvgPrice': show_avg_price}) + + @authentication_required + def get_position(self, name: str, show_avg_price: bool = False) -> dict: + return next(filter(lambda x: x['future'] == name, self.get_positions(show_avg_price)), None) + + @authentication_required + def set_leverage(self, leverage): + return self._post(f'account/leverage', {'leverage': leverage}) + + @authentication_required + def get_subaccounts(self) -> List[dict]: + return self._get(f'subaccounts') + + @authentication_required + def create_subaccounts(self, nickname) -> List[dict]: + return self._post(f'subaccounts', {'nickname': nickname}) + + @authentication_required + def delete_subaccounts(self, nickname) -> List[dict]: + return self._delete(f'subaccounts', {'nickname': nickname}) + + @authentication_required + def get_subaccounts_balance(self, nickname) -> List[dict]: + return self._get(f'subaccounts/{nickname}/balances', {'nickname': nickname}) + + @authentication_required + def request_quote(self, fromCoin, toCoin , size) -> List[dict]: + return self._post(f'otc/quotes', {'fromCoin': fromCoin, 'toCoin': toCoin, 'size': size}) + + # + # Public methods + # + + def get_futures(self) -> List[dict]: + return self._get(f'futures') + + def get_future(self, future_name: str) -> dict: + return self._get(f'futures/{future_name}') + + def get_markets(self) -> List[dict]: + return self._get(f'markets') + + def get_market(self, market: str) -> dict: + return self._get(f'markets/{market}') + + def get_orderbook(self, market: str, depth: int = None) -> dict: + return self._get(f'markets/{market}/orderbook', {'depth': depth}) + + def get_trades(self, market: str, limit: int = 100, start_time: float = None, end_time: float = None) -> dict: + return self._get(f'markets/{market}/trades', {'limit':limit, 'start_time': start_time, 'end_time': end_time}) + + def get_all_trades(self, market: str, start_time: float = None, end_time: float = None) -> List: + ids = set() + limit = 100 + results = [] + while True: + response = self._get(f'markets/{market}/trades', { + 'end_time': end_time, + 'start_time': start_time, + }) + deduped_trades = [r for r in response if r['id'] not in ids] + results.extend(deduped_trades) + ids |= {r['id'] for r in deduped_trades} + print(f'Adding {len(response)} trades with end time {end_time}') + if len(response) == 0: + break + end_time = min(parse_datetime(t['time']) for t in response).timestamp() + if len(response) < limit: + break + return results + + def get_historical_data(self,market_name: str,resolution: int ,limit: int ,start_time: float ,end_time: float ) -> dict: + return self._get(f'markets/{market_name}/candles', dict(resolution=resolution,limit=limit,start_time=start_time,end_time=end_time)) + + def get_future_stats(self, future_name) -> List[dict]: + return self._get(f'futures/{future_name}/stats', {'future_name' : future_name}) + + def get_funding_rates(self) -> List[dict]: + return self._get(f'funding_rates') + diff --git a/requirements.txt b/requirements.txt new file mode 100644 index 0000000..51c7700 --- /dev/null +++ b/requirements.txt @@ -0,0 +1,4 @@ +requests==2.23.0 +schedule==0.6.0 +satoshi==0.1.3 +dateparser==0.7.6 \ No newline at end of file diff --git a/setup.py b/setup.py new file mode 100644 index 0000000..e4a3dd4 --- /dev/null +++ b/setup.py @@ -0,0 +1,42 @@ +#!/usr/bin/env python + +from setuptools import setup, find_packages +from os.path import join, dirname + +here = dirname(__file__) + +setup(name='ftx', + version='0.0.1', + description="Unofficial python3 FTX exchange API 1.0.", + long_description=open(join(here, 'README.md')).read(), + license='MIT', + author='thomgabriel', + author_email='thomgabriel@protonmail.com', + url='https://github.com/thomgabriel/ftx', + download_url = 'https://github.com/thomgabriel/ftx/dist/ftx-0.0.1.tar.gz', + install_requires=[ + 'requests==2.23.0', + 'schedule==0.6.0', + 'satoshi==0.1.3' + ], + packages=find_packages(), + keywords = ['ftx', 'bitcoin', 'crypto-api', 'api-connector', 'exchange-api', + 'crypto-exchange', 'digital-currency', 'trading'], + classifiers=[ + 'Development Status :: 5 - Production/Stable', + 'Intended Audience :: Developers', + 'Intended Audience :: Financial and Insurance Industry', + 'Topic :: Software Development', + 'License :: OSI Approved :: MIT License', + 'Programming Language :: Python :: 3', + 'Programming Language :: Python :: 3.4', + 'Programming Language :: Python :: 3.5', + 'Programming Language :: Python :: 3.6', + 'Programming Language :: Python :: 3.7', + 'Operating System :: OS Independent', + ], + ) + +# PyPi publish flow +# python3 setup.py sdist bdist_wheel +# python3 -m twine upload dist/* \ No newline at end of file