leechunhao2000/ftx-api-wrapper-python3

FTX Exchange API wrapper in python3

FTX-Trader

Warning

This is an UNOFFICIAL wrapper for FTX exchange HTTP API written in Python 3.7

The library can be used to fetch market data, make trades, place orders or create third-party clients

USE THIS WRAPPER AT YOUR OWN RISK, I WILL NOT CORRESPOND TO ANY LOSES

Features

• Except OTC and Option, implementation of all public and private endpoints
• Simple handling of authentication with API key and secret
• For asset safety, WITHDRAWAL function will never be supported !

Donate

If useful, buy me a coffee?

• ETH: 0x00000000051CBcE3fD04148CcE2c0adc7c651829 (brendanc.eth)

Installation

$ git clone https://github.com/LeeChunHao2000/ftx-api-wrapper-python3

• This wrapper requires requests

Requirement

1. Register an account with FTX exchange (referral link)
2. Generate API key and secret, assign relevant permissions to it
3. Clone this repository, and put in the key and secret
4. Write your own trading policies

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:

from FTX.client import Client
client = Client('PUY_MY_API_KEY_HERE', 'PUY_MY_API_SECRET_HERE')

Get ordedrbook

>>> from FTX.client import Client
>>> client = Client('PUY_MY_API_KEY_HERE', 'PUY_MY_API_SECRET_HERE')
>>> result = client.get_public_orderbook('BTC/USD', 1)
>>> result
{'asks': [[10854.5, 11.856]], 'bids': [[10854.0, 0.4315]]}
>>> result['asks']
[[10854.5, 11.856]]
>>> result['bids']
[[10854.0, 0.4315]]

Positions (DataFrame)

>>> import pandas as pd
>>> result = pd.DataFrame(client.get_private_account_positions())
>>> result = result.sort_values(by=['realizedPnl'], ascending=False)
>>> result
        collateralUsed      cost  entryPrice  ...  side     size  unrealizedPnl
0          0.00000     0.000         NaN  ...   buy     0.00            0.0
49         0.00000     0.000         NaN  ...   buy     0.00            0.0
4        535.09500  2972.750    594.5500  ...   buy     5.00            0.0
35       206.93750  2069.375     82.7750  ...   buy    25.00            0.0
3          0.00000     0.000         NaN  ...   buy     0.00            0.0
5        152.28000  1522.800      2.5380  ...   buy   600.00            0.0

Version Logs

2020-12-24

Bugfixes

• Fixed a bug with function of cancel orders

Features

• Add Spot Margin Support

2020-09-14

• Birth!

ftx-api-wrapper-python3's Issues

Ftx

publish to PyPI

finish type hinting all methods

Chase

add some basic unit tests

Market Maker version

Hello sir,

It's possible to make a simple Market Maker version to FTX like this one:

https://github.com/sandybradley/DeribitMarketMaker/blob/master/pyMarketMaker.py

?

thank you

make it pip installable

(then add it to PyPI?)

Introduce a "failsafe" flag for risky private operations

For any private operations which are "risky" -- meaning that they'll actually do something with assets when they're called, like buy/sell assets -- what do you think about an im_sure flag which defaults to False? And it could maybe raise an exception when it's set to False saying "Please set im_sure to True if you want this transaction to go through."

Unable to place order

I'm using the following line of code to place market order :

test = client.create_order(pair="DOGEBULL/USD",side="buy",_type="market",size=1,price=0)
The order is getting executed on my main account.
Please let me know how o place an order on a specific sub account.
Thanks!

return None or raise an exception when there's a "success" = False

For example, client.public_get_market("DOESNTEXIST") should probably return None instead of {'success': False, 'error': 'No such market: ZECBULL/UASD '}

include pagination

It seems like the default quantity per page is 100 with FTX's API -- might be good to be able to optionally get more than that.

validate arguments before they're sent to the API

Within reason. For example, the orderbook limit of > 20 and <= 100

check for disparities with the FTX UI

See here for a possible disparity, maybe there's a way of resolving it via certain arguments to the API endpoints?

make the API simpler

The method names are quite long and repetitive. How about cutting out the "public" and "private" names and maybe using the more semantically clear "create" in place of "set"?

add missing methods

all of the /staking endpoints are not implemented. The withdrawal and saved addresses endpoints are, I think, purposefully omitted.

I've verified that the other categories of endpoints are present, haven't checked through all these yet:

orders
fills
funding payments
leveraged tokens
options

include rate limiting

"30 requests per minute" at this moment according to the docs. Maybe have an option to either raise or enqueue operations when you hit that limit. I'd suggest doing this counting in a class attribute of Client