/ftx

Library for connecting to the FTX API.

Primary LanguagePythonMIT LicenseMIT

FTX Python client

A Unofficial Python3 library to interact with FTX's 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.

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

To get an authenticated client instance:

>>> client = ftx.FtxClient(api_key=<YOUR API KEY>, api_secret=<YOUR 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 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()