Merge pull request #3 from tiagosiebler/ftxus

Add support for ftx.us

README.md

@@ -58,7 +58,7 @@ const restClientOptions = {
   strict_param_validation?: boolean;
 
   // Optionally override API protocol + domain
-  // e.g 'https://api.bytick.com'
+  // e.g 'https://ftx.us/api'
   baseUrl?: string;
 
   // Default: true. whether to try and post-process request exceptions.
@@ -71,7 +71,7 @@ const restClientOptions = {
 const API_KEY = 'xxx';
 const PRIVATE_KEY = 'yyy';
 
-const client = new InverseClient(
+const client = new RestClient(
   API_KEY,
   PRIVATE_KEY,
 
@@ -237,6 +237,9 @@ The bundle can be found in `dist/`. Altough usage should be largely consistent,
 
 ---
 
+## 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](./examples/ftxus.ts) for a demonstration.
+
 ## Contributions & Thanks
 ### Donations
 #### tiagosiebler

examples/ftxus.ts

@@ -0,0 +1,78 @@
+import { RestClient } from "../src/rest-client";
+import { RestClientOptions, WSClientConfigurableOptions } from "../src/util/requestUtils";
+import { WebsocketClient } from "../src/websocket-client";
+
+/*
+
+  FTX.us uses a different API domain for both REST and Websockets. Headers are also slightly different.
+
+  Set the domain in all client options to 'ftxus' to connect to ftx.us. Examples for REST and Websockets are below.
+
+  Note: some API calls may be unavailable due to limitations in the FTX.us APIs.
+
+*/
+
+(async () => {
+  // Optional, but required for private endpoints
+  const key = 'apiKeyHere';
+  const secret = 'apiSecretHere';
+
+  const restClientOptions: RestClientOptions = {
+    domain: 'ftxus'
+  };
+
+  const wsClientOptions: WSClientConfigurableOptions = {
+    key: 'apikeyhere',
+    secret: 'apisecrethere',
+    // subAccountName: 'sub1',
+    domain: 'ftxus',
+    restOptions: restClientOptions
+  };
+
+  // Prepare websocket connection
+  const ws = new WebsocketClient(wsClientOptions);
+  ws.on('response', msg => console.log('response: ', msg));
+  ws.on('update', msg => console.log('update: ', msg));
+  ws.on('error', msg => console.log('err: ', msg));
+
+  // Prepare rest client and trigger API calls as desired
+  const client = new RestClient(key, secret, restClientOptions);
+
+  // Try some public API calls
+  try {
+    console.log('getBalances: ', await client.getBalances());
+    console.log('getSubaccountBalances: ', await client.getSubaccountBalances('sub1'));
+    console.log('getMarkets: ', await client.getMarket('ABNB-0326'));
+  } catch (e) {
+    console.error('public get method failed: ', e);
+  }
+
+  // Try some authenticated API calls
+  const market = 'BTC/USD';
+  try {
+    console.log('buysome: ', await client.placeOrder({
+      market,
+      side: 'buy',
+      type: 'market',
+      size: 0.001,
+      price: null
+    }));
+  } catch (e) {
+    console.error('buy failed: ', e);
+  }
+
+  try {
+    console.log('sellsome: ', await client.placeOrder({
+      market,
+      side: 'sell',
+      type: 'market',
+      size: 0.001,
+      price: null
+    }));
+  } catch (e) {
+    console.error('sell failed: ', e);
+  }
+
+  // Nothing left - close the process
+  process.exit();
+})();

package.json

@@ -1,6 +1,6 @@
 {
   "name": "ftx-api",
-  "version": "1.0.0",
+  "version": "1.0.2",
   "description": "Node.js connector for FTX's REST APIs and WebSockets",
   "main": "lib/index.js",
   "types": "lib/index.d.ts",

src/util/requestUtils.ts

@@ -1,5 +1,9 @@
+import { AxiosRequestConfig } from 'axios';
 import { createHmac } from 'crypto';
 
+
+export type FtxDomain = 'ftxcom' | 'ftxus';
+
 export interface RestClientOptions {
   // override the max size of the request window (in ms)
   recv_window?: number;
@@ -14,14 +18,17 @@ export interface RestClientOptions {
   strict_param_validation?: boolean;
 
   // Optionally override API protocol + domain
-  // e.g 'https://api.bytick.com'
+  // 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;
+
+  // Default: 'ftxcom'. Choose between ftxcom or ftxus.
+  domain?: FtxDomain;
 }
 
 export interface WSClientConfigurableOptions {
@@ -35,10 +42,21 @@ export interface WSClientConfigurableOptions {
   pongTimeout?: number;
   pingInterval?: number;
   reconnectTimeout?: number;
-  restOptions?: any;
-  requestOptions?: any;
+  restOptions?: RestClientOptions;
+  requestOptions?: AxiosRequestConfig;
 
+  // Optionally override websocket API protocol + domain
+  // E.g: 'wss://ftx.com/ws/'
   wsUrl?: string;
+
+  // Default: 'ftxcom'. Choose between ftxcom or ftxus.
+  domain?: FtxDomain;
+};
+
+export interface WebsocketClientOptions extends WSClientConfigurableOptions {
+  pongTimeout: number;
+  pingInterval: number;
+  reconnectTimeout: number;
 };
 
 export type GenericAPIResponse = Promise<any>;
@@ -68,14 +86,32 @@ export function serializeParams(params: object = {}, strict_validation = false):
     .join('&');
 };
 
+export type apiNetwork = 'ftxcom' | 'ftxus';
+
 export function getRestBaseUrl(restClientOptions: RestClientOptions) {
   if (restClientOptions.baseUrl) {
     return restClientOptions.baseUrl;
   }
 
+  if (restClientOptions.domain === 'ftxus') {
+    return 'https://ftx.us/api';
+  }
+
   return 'https://ftx.com/api';
 };
 
+export function getWsUrl(options: WebsocketClientOptions): string {
+  if (options.wsUrl) {
+    return options.wsUrl;
+  }
+
+  if (options.domain === 'ftxus') {
+    return 'wss://ftx.us/ws/';
+  }
+
+  return 'wss://ftx.com/ws/';
+};
+
 export function isPublicEndpoint (endpoint: string): boolean {
   if (endpoint.startsWith('https')) {
     return true;

src/util/requestWrapper.ts

@@ -1,6 +1,39 @@
 import axios, { AxiosRequestConfig, AxiosResponse, Method } from 'axios';
 
-import { signMessage, serializeParams, RestClientOptions, GenericAPIResponse, isPublicEndpoint } from './requestUtils';
+import { signMessage, serializeParams, RestClientOptions, GenericAPIResponse, FtxDomain } from './requestUtils';
+
+type ApiHeaders = 'key' | 'ts' | 'sign' | 'subaccount';
+
+const getHeader = (headerId: ApiHeaders, domain: FtxDomain = 'ftxcom'): string => {
+  if (domain === 'ftxcom') {
+    switch (headerId) {
+      case 'key':
+        return 'FTX-KEY';
+      case 'ts':
+        return 'FTX-TS';
+      case 'sign':
+        return 'FTX-SIGN';
+      case 'subaccount':
+        return 'FTX-SUBACCOUNT';
+    }
+  }
+
+  if (domain === 'ftxus') {
+    switch (headerId) {
+      case 'key':
+        return 'FTXUS-KEY';
+      case 'ts':
+        return 'FTXUS-TS';
+      case 'sign':
+        return 'FTXUS-SIGN';
+      case 'subaccount':
+        return 'FTXUS-SUBACCOUNT';
+    }
+  }
+
+  console.warn('No matching header name: ', { headerId, domain  });
+  return 'null';
+}
 
 export default class RequestUtil {
   private timeOffset: number | null;
@@ -38,12 +71,12 @@ export default class RequestUtil {
       ...requestOptions,
       // FTX requirements
       headers: {
-        'FTX-KEY': key,
+        [getHeader('key', options.domain)]: key,
       },
     };
 
     if (typeof this.options.subAccountName === 'string') {
-      this.globalRequestOptions.headers['FTX-SUBACCOUNT'] = this.options.subAccountName;
+      this.globalRequestOptions.headers[getHeader('subaccount', options.domain)] = this.options.subAccountName;
     }
 
     this.baseUrl = baseUrl;
@@ -92,8 +125,8 @@ export default class RequestUtil {
       }
 
       const { timestamp, sign } = this.getRequestSignature(method, endpoint, this.secret, params);
-      options.headers['FTX-TS'] = String(timestamp);
-      options.headers['FTX-SIGN'] = sign;
+      options.headers[getHeader('ts', this.options.domain)] = String(timestamp);
+      options.headers[getHeader('sign', this.options.domain)] = sign;
     }
 
     if (method === 'GET') {

src/websocket-client.ts

@@ -1,7 +1,7 @@
 import { EventEmitter } from 'events';
 import { RestClient } from './rest-client';
 import { DefaultLogger } from './logger';
-import { signMessage, serializeParams, signWsAuthenticate, WSClientConfigurableOptions } from './util/requestUtils';
+import { signMessage, serializeParams, signWsAuthenticate, WSClientConfigurableOptions, getWsUrl, WebsocketClientOptions } from './util/requestUtils';
 
 import WebSocket from 'isomorphic-ws';
 import WsStore from './util/WsStore';
@@ -23,14 +23,7 @@ export enum WsConnectionState {
   READY_STATE_RECONNECTING
 };
 
-export interface WebsocketClientOptions extends WSClientConfigurableOptions {
-  pongTimeout: number;
-  pingInterval: number;
-  reconnectTimeout: number;
-};
-
 export const wsKeyGeneral = 'ftx';
-export const wsBaseUrl = 'wss://ftx.com/ws/';
 
 export declare interface WebsocketClient {
   on(event: 'open' | 'reconnected', listener: ({ wsKey: string, event: any }) => void): this;
@@ -63,6 +56,13 @@ export class WebsocketClient extends EventEmitter {
       ...options
     };
 
+    if (options.domain != this.options.restOptions?.domain) {
+      this.options.restOptions = {
+        ...this.options.restOptions,
+        domain: options.domain
+      };
+    }
+
     this.restClient = new RestClient(undefined, undefined, this.options.restOptions, this.options.requestOptions);
   }
 
@@ -149,7 +149,7 @@ export class WebsocketClient extends EventEmitter {
         this.setWsState(wsKey, READY_STATE_CONNECTING);
       }
 
-      const url = this.getWsUrl(wsKey);
+      const url = getWsUrl(this.options);
       const ws = this.connectToWsUrl(url, wsKey);
 
       return this.wsStore.setWs(wsKey, ws);
@@ -390,14 +390,6 @@ export class WebsocketClient extends EventEmitter {
     this.wsStore.setConnectionState(wsKey, state);
   }
 
-  private getWsUrl(wsKey?: string): string {
-    if (this.options.wsUrl) {
-      return this.options.wsUrl;
-    }
-
-    return wsBaseUrl;
-  }
-
   private getWsKeyForTopic(topic: any) {
     return wsKeyGeneral;
   }