tiagosiebler / ftx-api

Node.js connector for the FTX.com & FTX.us APIs and WebSockets, with TypeScript & browser support.
https://www.npmjs.com/package/ftx-api
MIT License
123 stars 47 forks source link
algorithmic-trading cryptocurrency cryptocurrency-exchanges ftx ftx-apis ftx-exchange ftx-websockets ftxbot typescript

ftx-api

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Node.js connector for the FTX APIs and WebSockets, with TypeScript & browser support.

Installation

npm install --save ftx-api

Issues & Discussion

Related projects

Check out my related projects:

Documentation

Most methods accept JS objects, except for methods with only one parameter. These can be populated using parameters specified by FTX's API documentation.

Structure

This project uses typescript. Resources are stored in 3 key structures:


Usage

Create API credentials at FTX

REST API Clients

Import and instance the RestClient to access all REST API methods.

Example

To use the REST APIs, import the `RestClient`. Click here to expand and see full sample: ```javascript const { RestClient } = require('ftx-api'); const restClientOptions = { // override the max size of the request window (in ms) recv_window?: number; // how often to sync time drift with FTX servers sync_interval_ms?: number | string; // Default: false. Disable above sync mechanism if true. disable_time_sync?: boolean; // Default: false. If true, we'll throw errors if any params are undefined strict_param_validation?: boolean; // Optionally override API protocol + domain // e.g 'https://ftx.us/api' baseUrl?: string; // Default: true. whether to try and post-process request exceptions. parse_exceptions?: boolean; // Subaccount nickname URI-encoded subAccountName?: string; }; const API_KEY = 'xxx'; const PRIVATE_KEY = 'yyy'; const client = new RestClient( API_KEY, PRIVATE_KEY, // restClientOptions, // requestLibraryOptions ); client.getMarkets() .then(result => { console.log("getMarkets result: ", result); }) .catch(err => { console.error("getMarkets error: ", err); }); client.setAccountLeverage(5) .then(result => { console.log("setAccountLeverage result: ", result); }) .catch(err => { console.error("setAccountLeverage error: ", err); }); ```

See rest-client.ts for further information.

WebSockets

WebSocket channels can be subscribed to via the `WebsocketClient`. Click here to expand and see full sample: ```javascript const { WebsocketClient } = require('ftx-api'); const API_KEY = 'xxx'; const PRIVATE_KEY = 'yyy'; const wsConfig = { key: API_KEY, secret: PRIVATE_KEY, /* The following parameters are optional: */ // Subaccount nickname // subAccountName: 'sub1', // how long to wait (in ms) before deciding the connection should be terminated & reconnected // pongTimeout: 1000, // how often to check (in ms) that WS connection is still alive // pingInterval: 10000, // how long to wait before attempting to reconnect (in ms) after connection is closed // reconnectTimeout: 500, // config options sent to RestClient (used for time sync). See RestClient docs. // restOptions: { }, // config for axios used for HTTP requests. E.g for proxy support // requestOptions: { } // override which URL to use for websocket connections // wsUrl: 'wss://example.ftx.com/ws' }; const ws = new WebsocketClient(wsConfig); // subscribe to multiple topics at once ws.subscribe(['fills', 'orders']); // and/or subscribe to individual topics on demand ws.subscribe('fills'); // and/or subscribe to complex topics on demand, one at a time ws.subscribe({ channel: 'trades', market: 'BTC-PERP' }); // or as a list of complex topics ws.subscribe([ { channel: 'trades', market: 'BTC-PERP' }, { channel: 'orderbookGrouped', market: 'BTC-PERP', grouping: 500 } ]); // Listen to events coming from websockets. This is the primary data source ws.on('update', data => { console.log('update', data); }); // Optional: Listen to websocket connection open event (automatic after subscribing to one or more topics) ws.on('open', ({ event }) => { console.log('connection opened'); }); // Optional: Listen to responses to websocket queries (e.g. the response after subscribing to a topic) ws.on('response', response => { console.log('response', response); }); // Optional: Listen to connection close event. Unexpected connection closes are automatically reconnected. ws.on('close', () => { console.log('connection closed'); }); // Optional: Listen to raw error events. // Note: responses to invalid topics are currently only sent in the "response" event. ws.on('error', err => { console.error('ERR', err); }); ```

See websocket-client.ts for further information.

Examples

More demonstrations can be found in the examples folder.


Customise Logging

Pass a custom logger which supports the log methods silly, debug, notice, info, warning and error, or override methods from the default logger as desired.

Click here to expand and see full sample: ```javascript const { WebsocketClient, DefaultLogger } = require('ftx-api'); // Disable all logging on the silly level DefaultLogger.silly = () => {}; const ws = new WebsocketClient( { key: 'xxx', secret: 'yyy' }, DefaultLogger ); ```

Browser Usage

Build a bundle using webpack:

The bundle can be found in dist/. Altough usage should be largely consistent, smaller differences will exist. Documentation is still TODO.


FTX.US

This client also supports the US FTX exchange. Simply set the "domain" to "ftxus" in both the RestClient and the WebsocketClient. See examples/ftxus.ts for a demonstration.

Contributions & Thanks

Donations

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Contributions & Pull Requests

Contributions are encouraged, I will review any incoming pull requests. See the issues tab for todo items.