FTX REST bootstrapping, websocket is missing orderbook channel and ex…

…ample ftx.ws client is working.

.github/ISSUE_TEMPLATES/ccip---ccex-improvement-proposal.md

@@ -0,0 +1,19 @@
+---
+name: CCIP - CCEX Improvement Proposal
+about: Suggest an idea for this project
+title: "[CCIP]"
+labels: ''
+assignees: murlokito
+---
+
+**Is your feature request related to a problem? Please describe.**
+A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
+
+**Describe the solution you'd like**
+A clear and concise description of what you want to happen.
+
+**Describe alternatives you've considered**
+A clear and concise description of any alternative solutions or features you've considered.
+
+**Additional context**
+Add any other context or screenshots about the feature request here.

.github/ISSUE_TEMPLATES/issues---bug-reports.md

@@ -0,0 +1,31 @@
+---
+name: Issues / Bug Reports
+about: Create a report to help us improve
+title: "[Issue]"
+labels: ''
+assignees: murlokito
+---
+
+**Describe the bug**
+A clear and concise description of what the bug is.
+
+**To Reproduce**
+Steps to reproduce the behavior:
+1. Go to '...'
+2. Click on '....'
+3. Scroll down to '....'
+4. See error
+
+**Expected behavior**
+A clear and concise description of what you expected to happen.
+
+**Screenshots**
+If applicable, add screenshots to help explain your problem.
+
+**Desktop (please complete the following information):**
+- OS: [e.g. iOS]
+- Browser [e.g. chrome, safari]
+- Version [e.g. 22]
+
+**Additional context**
+Add any other context about the problem here.

builder/builder.go

@@ -2,28 +2,29 @@ package builder
 
 import (
 	"fmt"
-	. "github.com/murlokito/ccex"
-
+	"github.com/murlokito/ccex"
 	"github.com/murlokito/ccex/config"
+	"github.com/murlokito/ccex/exchange"
+	"github.com/murlokito/ccex/ftx"
 )
 
 // NewExchange returns a configured client with the passed config.
-func NewExchange(exchange Exchange, config *config.Configuration) (*ExchangeClient, error) {
+func NewExchange(exchange exchange.Exchange, config *config.Configuration) (*exchange.ExchangeClient, error) {
 	switch exchange {
 	case Binance:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	case BinanceUS:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	case BitMEX:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	case Bybit:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	case Deribit:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	case FTX:
-		return NewFTXClient(config)
+		return ftx.NewFTXClient(config)
 	case FTXUS:
-		return nil, ErrExchangeNotImplemented
+		return nil, ccex.ErrExchangeNotImplemented
 	default:
 		return nil, fmt.Errorf("new clients error [%v]", Exchanges[exchange])
 	}

exchanges.go → builder/exchanges.go

@@ -1,4 +1,4 @@
-package ccex
+package builder
 
 const (
 	Binance = iota

bybit/errors.go

@@ -4,5 +4,5 @@ import "fmt"
 
 var (
 	ErrMethodNotImplemented = fmt.Errorf("bybit: method not implemented")
-	ErrNotAuthenticated = fmt.Errorf("bybit: not authenticated")
+	ErrNotAuthenticated     = fmt.Errorf("bybit: not authenticated")
 )

common/market.go

@@ -7,4 +7,4 @@ const (
 	Spot = iota
 	Futures
 	Options
-)
+)

common/order.go

@@ -7,6 +7,4 @@ const (
 	LimitOrder = iota
 	MarketOrder
 	TriggerOrder
-	)
-
-
+)

config/config.go

@@ -1,13 +1,20 @@
 package config
 
-import "github.com/murlokito/ccex/auth"
+import (
+	"fmt"
+	"github.com/murlokito/ccex/auth"
+)
 
 // Configuration holds everything necessary to
 type Configuration struct {
 	Auth       *auth.Authentication
 	SubAccount string
 }
 
+func (c Configuration) String() string {
+	return fmt.Sprintf("k: %v s: %v sub-account: %v", c.Auth.GetKey(), c.Auth.GetSecret(), c.SubAccount)
+}
+
 // GetAuth retrieves the configuration's authentication
 func (c *Configuration) GetAuth() *auth.Authentication {
 	return c.Auth

config/config_test.go

@@ -25,7 +25,7 @@ func TestConfig(t *testing.T) {
 
 func TestSetConfig(t *testing.T) {
 	config := Configuration{
-		Auth: nil,
+		Auth:       nil,
 		SubAccount: "none",
 	}
 	authInfo := &auth.Authentication{
@@ -40,4 +40,4 @@ func TestSetConfig(t *testing.T) {
 		}
 
 	})
-}
+}

examples/README.md

@@ -5,60 +5,3 @@ This package holds examples on how to use `ccex` in the following ways:
 - exchange-agnostic using the builder package
 - exchange-specific using any of the supported exchanges
 
-## Preview
-
-### Exchange agnostic
-
-```go
-package main
-
-import (
-	"fmt"
-	"net/http"
-
-	"github.com/murlokito/ccex"
-	builder "github.com/murlokito/ccex/builder"
-)
-
-func main() {
-
-	var (
-		exchanges []ccex.Exchange		
-    )
-
-	clients := ccex.{
-		ccex.FTX,
-		ccex.Binance,
-    }
-
-
-	params := &ccex.Parameters{
-		Debug:      false,
-		HttpClient: &http.Client{},
-		ProxyURL:   "",
-		AccessKey:  "access-key",
-		SecretKey:  "access-secret",
-	}
-
-	exchange, err := builder.NewExchangeFromParameters(ccex.FTX, params)
-	if err != nil {
-		fmt.Println(err)
-	}
-
-	exchange.
-}
-
-```
-
-### FTX
-
-```go
-package main
-
-import "github.com/murlokito/ccex"
-
-func main(){
-
-}
-
-```

examples/ftx/main.go

@@ -1,41 +1,78 @@
-package ftx
+package main
 
 import (
 	"fmt"
-	"github.com/murlokito/ccex/auth"
-	"github.com/murlokito/ccex/builder"
-	"github.com/murlokito/ccex/config"
+	"github.com/murlokito/ccex/ftx"
 	"github.com/murlokito/ccex/ftx/websocket"
 	"github.com/murlokito/ccex/ftx/websocket/models"
+	"time"
 )
 
+type Data struct {
+	Trades map[string][]models.TradeData
+	Ticker map[string]models.TickerData
+}
+
 func main() {
 
-	cfg := &config.Configuration{
-		Auth:       &auth.Authentication{
-			Key:    "some-key",
-			Secret: "some-secret",
-		},
-		SubAccount: "some-sub-account",
+	markets := []string{
+		"BTC-PERP", "ETH-PERP",
 	}
 
-	ftxClient, err := builder.NewFTXClient(cfg)
-	if err != nil {
-		fmt.Printf("err: %v", err)
+	data := Data{
+		Trades: map[string][]models.TradeData{},
+		Ticker: map[string]models.TickerData{},
 	}
 
-	handler := func(message models.TickerMessage) {
-		fmt.Printf("bid: %v ask: %v last: %v", message.Data.Bid, message.Data.Ask, message.Data.Last)
+	tickerHandler := func(message models.TickerMessage) {
+		//fmt.Printf("bid: %v ask: %v last: %v\n", message.Data.Bid, message.Data.Ask, message.Data.Last)
+		data.Ticker[message.Market] = message.Data
 	}
 
-	err = ftxClient.Websocket.TickerHandler(handler)
-	if err != nil {
-		fmt.Printf("err: %v", err)
+	tradeHandler := func(message models.TradeMessage) {
+		//complete := fmt.Sprintf("num trades: %v", len(message.Data))
+		for _, trade := range message.Data {
+			data.Trades[message.Market] = append(data.Trades[message.Market], trade)
+			//str := fmt.Sprintf("price: %v size: %v side: %v liq: %v\n", trade.Price, trade.Price, trade.Side, trade.Liquidation)
+			//complete += str
+			tradeVol := trade.Size * trade.Price
+			if tradeVol > 100000 {
+				fmt.Printf("{%v} {%v} Volume: $%.2f Price: $%v Liquidation: %v\n", message.Market, trade.Side, tradeVol, trade.Price, trade.Liquidation)
+			}
+		}
+		//fmt.Println(complete)
 	}
 
-	err = ftxClient.Websocket.Subscribe(websocket.Ticker, "BTC-PERP")
+	ftxClient, err := ftx.NewFTXClient(nil, nil, tickerHandler, tradeHandler, nil)
 	if err != nil {
 		fmt.Printf("err: %v", err)
 	}
 
+	ftxClient.Websocket.Connect()
+
+	for _, market := range markets {
+		err = ftxClient.Websocket.Subscribe(websocket.Ticker, market)
+		if err != nil {
+			fmt.Printf("err: %v", err)
+		}
+
+		err = ftxClient.Websocket.Subscribe(websocket.Trades, market)
+		if err != nil {
+			fmt.Printf("err: %v", err)
+		}
+	}
+
+	for {
+		if ftxClient.Websocket.Connected() {
+			fmt.Println(fmt.Sprintf("client is connected - active subs %v", ftxClient.Websocket.Subscriptions()))
+		}
+		for k, v := range data.Trades {
+			fmt.Println(fmt.Sprintf("number of trades for %v - %v", k, len(v)))
+		}
+		for k, v := range data.Ticker {
+			fmt.Println(fmt.Sprintf("latest ticker for %v - %v", k, v.Last))
+		}
+		time.Sleep(15 * time.Second)
+	}
+
 }

exchange/README.md

@@ -0,0 +1,3 @@
+# exchange
+
+This package specifies library-wide interfaces and constants.