Add FTX place stop limit order support

 - Refactor around the trailing space logic, making it more reusable and
   isolated.

Author: Fernando Fernandes

Sources/SwiftTrader/Model/Error/SwiftTraderError+Details.swift

@@ -11,28 +11,31 @@ import Foundation
 public extension SwiftTraderError {
 
     static func error(for operation: SwiftTraderOperation, statusCode: Int, localizedErrorMessage: String, data: Data) -> SwiftTraderError {
-        
         switch operation {
-            
-        case .ftxPositions:
-            return .ftxStatusCodeNotOK(statusCode: statusCode, localizedErrorMessage: localizedErrorMessage)
-            
+        case .ftxPositions, .ftxPlaceStopLimitOrder:
+            guard let ftxError = try? JSONDecoder().decode(FTXError.self, from: data) else {
+                return .ftxStatusCodeNotOK(statusCode: statusCode, localizedErrorMessage: localizedErrorMessage)
+            }
+            return .ftxStatusCodeNotOK(
+                statusCode: statusCode,
+                localizedErrorMessage: localizedErrorMessage,
+                isSuccess: ftxError.isSuccess,
+                errorMessage: ftxError.errorMessage
+            )
         case .kucoinFuturesAccountOverview,
                 .kucoinFuturesCancelStopOrders,
                 .kucoinFuturesOrderList,
                 .kucoinFuturesStopOrderList,
                 .kucoinFuturesPlaceStopLimitOrder,
                 .kucoinFuturesPositionList:
-            
             guard let kucoinError = try? JSONDecoder().decode(KucoinSystemError.self, from: data) else {
                 return .kucoinStatusCodeNotOK(statusCode: statusCode, localizedErrorMessage: localizedErrorMessage)
             }
-            
             return .kucoinStatusCodeNotOK(
                 statusCode: statusCode,
                 localizedErrorMessage: localizedErrorMessage,
-                kucoinErrorCode: kucoinError.code,
-                kucoinErrorMessage: kucoinError.message
+                errorCode: kucoinError.code,
+                errorMessage: kucoinError.message
             )
         }
     }

Sources/SwiftTrader/Model/Error/SwiftTraderError.swift

@@ -18,16 +18,41 @@ public enum SwiftTraderError: Error {
     /// The returned model is unexpected.
     case unexpectedResponse(modelString: String)
 
+    // MARK: Target Price Calculation
+    
+    /// Something went wrong while trying to set the target price.
+    case couldNotCalculateTargetPrice(input: SwiftTraderStopLimitOrderInput)
+    
+    /// The offsett has to be lower than the percentage of the profit; the order will not be placed.
+    case invalidOffset(offset: Double, profitPercentage: Double)
+    
+    /// (`long` position) The target price is lower than the entry price; the order will not be placed.
+    case invalidTargetPriceTooLow(entryPrice: String, targetPrice: String)
+    
+    /// (`short` position) The target price is higher than the entry price; the order will not be placed.
+    case invalidTargetPriceTooHigh(entryPrice: String, targetPrice: String)
+    
     // MARK: - FTX Related
 
+    /// The number of the assets that were bought has to be greater than zero.
+    case ftxInvalidSize
+    
     /// No `FTXAuth` instance was given; it will be impossible to authenticate with FTX.
     case ftxMissingAuthentication
 
     /// And error ocurred while executing the function `SwiftTrader.ftxPositions`.
     case ftxPositions(error: Error)
 
+    /// And error ocurred while executing the function `SwiftTrader.ftxPlaceStopLimitOrder`.
+    case ftxPlaceStopLimitOrder(error: Error)
+    
     /// The response status code is something other than `200`.
-    case ftxStatusCodeNotOK(statusCode: Int, localizedErrorMessage: String)
+    case ftxStatusCodeNotOK(
+        statusCode: Int,
+        localizedErrorMessage: String,
+        isSuccess: Bool? = nil,
+        errorMessage: String? = nil
+    )
 
     // MARK: - Kucoin Related
 
@@ -40,8 +65,8 @@ public enum SwiftTraderError: Error {
     case kucoinStatusCodeNotOK(
         statusCode: Int,
         localizedErrorMessage: String,
-        kucoinErrorCode: String? = nil,
-        kucoinErrorMessage: String? = nil
+        errorCode: String? = nil,
+        errorMessage: String? = nil
     )
 
     // MARK: Account Overview
@@ -56,18 +81,6 @@ public enum SwiftTraderError: Error {
 
     // MARK: Orders
 
-    /// Something went wrong while trying to set the target price.
-    case kucoinCouldNotCalculateTheTargetPrice(input: SwiftTraderStopLimitOrderInput)
-    
-    /// The offsett has to be lower than the percentage of the profit; the order will not be placed.
-    case kucoinInvalidOffset(offset: Double, profitPercentage: Double)
-    
-    /// (`long` position) The target price is lower than the entry price; the order will not be placed.
-    case kucoinInvalidTargetPriceLower(entryPrice: String, targetPrice: String)
-    
-    /// (`short` position) The target price is higher than the entry price; the order will not be placed.
-    case kucoinInvalidTargetPriceHigher(entryPrice: String, targetPrice: String)
-    
     /// And error ocurred while executing the function `SwiftTrader.kucoinFuturesOrderList(orderStatus:)`.
     case kucoinFuturesOrderList(error: Error)
 

Sources/SwiftTrader/Model/FTX/FTXError.swift

@@ -0,0 +1,19 @@
+//
+//  FTXError.swift
+//  
+//
+//  Created by Fernando Fernandes on 08.03.22.
+//
+
+import Foundation
+
+/// Encapsulates FTX  errors that may occur while interacting with its REST APIs.
+public struct FTXError: Codable {
+    public let isSuccess: Bool
+    public let errorMessage: String
+    
+    enum CodingKeys: String, CodingKey {
+        case isSuccess = "success"
+        case errorMessage = "error"
+    }
+}

Sources/SwiftTrader/Model/FTX/Order/FTXOrderParameters.swift

@@ -0,0 +1,55 @@
+//
+//  FTXOrderParameters.swift
+//  
+//
+//  Created by Fernando Fernandes on 08.03.22.
+//
+
+import Foundation
+
+/// Encapsulates parameters do place an order, for example via `FTXPlaceOrderRequest`.
+public struct FTXTriggerOrderParameters {
+    
+    // MARK: - Properties
+    
+    public let market: String
+    public let side: OrderSide
+    public let size: Double
+    public let type: FTXTTriggerOrderType
+    public let reduceOnly: Bool
+    public let retryUntilFilled: Bool
+    public let triggerPrice: Double
+    public let orderPrice: Double
+    
+    // MARK: - Lifecycle
+    
+    public init(market: String,
+                side: OrderSide,
+                size: Double,
+                type: FTXTTriggerOrderType,
+                reduceOnly: Bool,
+                retryUntilFilled: Bool,
+                triggerPrice: Double,
+                orderPrice: Double) {
+        self.market = market
+        self.side = side
+        self.size = size
+        self.type = type
+        self.reduceOnly = reduceOnly
+        self.retryUntilFilled = retryUntilFilled
+        self.triggerPrice = triggerPrice
+        self.orderPrice = orderPrice
+    }
+}
+
+/// Holds the keys of the parameters for placing a FTX trigger order.
+public enum FTXTriggerOrderParameterKey: String {
+    case market
+    case side
+    case size
+    case type
+    case reduceOnly
+    case retryUntilFilled
+    case triggerPrice
+    case orderPrice
+}

Sources/SwiftTrader/Model/FTX/Order/FTXOrderType.swift

@@ -0,0 +1,14 @@
+//
+//  FTXOrderType.swift
+//  
+//
+//  Created by Fernando Fernandes on 08.03.22.
+//
+
+import Foundation
+
+public enum FTXTTriggerOrderType: String, Codable {
+    case stop
+    case trailingStop
+    case takeProfit
+}

Sources/SwiftTrader/Model/FTX/Responses/FTXPlaceTriggerOrder.swift

@@ -37,7 +37,7 @@ public struct FTXOrder: Codable {
     public let size: Double
     public let status: String
     public let type: String
-    public let orderPrice: String?
+    public let orderPrice: Double?
     public let error: String?
     public let triggeredAt: String?
     public let reduceOnly: Bool
@@ -75,7 +75,7 @@ public struct FTXOrder: Codable {
         self.size = try container.decode(Double.self, forKey: .size)
         self.status = try container.decode(String.self, forKey: .status)
         self.type = try container.decode(String.self, forKey: .type)
-        self.orderPrice = try container.decodeIfPresent(String.self, forKey: .orderPrice)
+        self.orderPrice = try container.decodeIfPresent(Double.self, forKey: .orderPrice)
         self.error = try container.decodeIfPresent(String.self, forKey: .error)
         self.triggeredAt = try container.decodeIfPresent(String.self, forKey: .triggeredAt)
         self.reduceOnly = try container.decode(Bool.self, forKey: .reduceOnly)

Sources/SwiftTrader/Model/FTX/Responses/FTXPositionList.swift

@@ -23,8 +23,8 @@ public struct FTXPosition: Codable {
     public let cost: Double
     public let cumulativeBuySize: Double?
     public let cumulativeSellSize: Double?
-    public let entryPrice: Double
-    public let estimatedLiquidationPrice: Double
+    public let entryPrice: Double?
+    public let estimatedLiquidationPrice: Double?
     public let future: String
     public let initialMarginRequirement: Double
     public let longOrderSize: Double
@@ -71,8 +71,8 @@ public struct FTXPosition: Codable {
         self.cost = try container.decode(Double.self, forKey: .cost)
         self.cumulativeBuySize = try container.decodeIfPresent(Double.self, forKey: .cumulativeBuySize)
         self.cumulativeSellSize = try container.decodeIfPresent(Double.self, forKey: .cumulativeSellSize)
-        self.entryPrice = try container.decode(Double.self, forKey: .entryPrice)
-        self.estimatedLiquidationPrice = try container.decode(Double.self, forKey: .estimatedLiquidationPrice)
+        self.entryPrice = try container.decodeIfPresent(Double.self, forKey: .entryPrice)
+        self.estimatedLiquidationPrice = try container.decodeIfPresent(Double.self, forKey: .estimatedLiquidationPrice)
         self.future = try container.decode(String.self, forKey: .future)
         self.initialMarginRequirement = try container.decode(Double.self, forKey: .initialMarginRequirement)
         self.longOrderSize = try container.decode(Double.self, forKey: .longOrderSize)

Sources/SwiftTrader/Model/Kucoin/Order/KucoinOrderSide.swift renamed to Sources/SwiftTrader/Model/Generic/OrderSide.swift

@@ -1,13 +1,13 @@
 //
-//  KucoinOrderSide.swift
+//  OrderSide.swift
 //  
 //
 //  Created by Fernando Fernandes on 05.02.22.
 //
 
 import Foundation
 
-public enum KucoinOrderSide: String, Codable {
+public enum OrderSide: String, Codable {
     case buy
     case sell
 }

Sources/SwiftTrader/Model/Kucoin/KucoinError.swift renamed to Sources/SwiftTrader/Model/Kucoin/KucoinSystemError.swift

@@ -1,5 +1,5 @@
 //
-//  KucoinError.swift
+//  KucoinSystemError.swift
 //  
 //
 //  Created by Fernando Fernandes on 28.01.22.

Sources/SwiftTrader/Model/Kucoin/Order/KucoinFuturesOrderList.swift

@@ -34,7 +34,7 @@ public struct KucoinFuturesOrder: Codable {
     public let symbol: String
 
     public let type: KucoinOrderType
-    public let side: KucoinOrderSide
+    public let side: OrderSide
 
     /// The price of one asset's unit. Although this is returned in Sandbox,
     /// it returns `null` in production. Therefore it's an optional.
@@ -112,7 +112,7 @@ public struct KucoinFuturesOrder: Codable {
         self.id = try container.decode(String.self, forKey: .id)
         self.symbol = try container.decode(String.self, forKey: .symbol)
         self.type = try container.decode(KucoinOrderType.self, forKey: .type)
-        self.side = try container.decode(KucoinOrderSide.self, forKey: .side)
+        self.side = try container.decode(OrderSide.self, forKey: .side)
         self.price = try container.decodeIfPresent(String.self, forKey: .price)
         self.size = try container.decode(Int.self, forKey: .size)
         self.value = try container.decode(String.self, forKey: .value)

Sources/SwiftTrader/Model/Kucoin/Order/KucoinOrderParameters.swift

@@ -16,7 +16,7 @@ public struct KucoinOrderParameters {
 
     public let clientOid = UUID().uuidString
     public let symbol: String
-    public let side: KucoinOrderSide
+    public let side: OrderSide
     public let type: KucoinOrderType
     public let stop: KucoinOrderStop
     public let stopPriceType: KucoinOrderStopPriceType
@@ -28,7 +28,7 @@ public struct KucoinOrderParameters {
     // MARK: - Lifecycle
 
     public init(symbol: String,
-                side: KucoinOrderSide,
+                side: OrderSide,
                 type: KucoinOrderType,
                 stop: KucoinOrderStop,
                 stopPriceType: KucoinOrderStopPriceType,

Sources/SwiftTrader/Model/SwiftTraderExchange.swift

@@ -9,7 +9,7 @@ import Foundation
 
 /// The list of supported exchanges.
 public enum SwiftTraderExchange: String, Codable {
-    case Binance
-    case FTX
-    case Kucoin
+    case binance
+    case ftx
+    case kucoin
 }

Sources/SwiftTrader/Model/SwiftTraderOperation.swift

@@ -9,7 +9,14 @@ import Foundation
 
 /// The currently running `SwiftTrader` operation.
 public enum SwiftTraderOperation {
+    
+    // MARK: - FTX
+    
     case ftxPositions
+    case ftxPlaceStopLimitOrder
+    
+    // MARK: - Kucoin
+    
     case kucoinFuturesAccountOverview
     case kucoinFuturesCancelStopOrders
     case kucoinFuturesOrderList

Sources/SwiftTrader/Model/SwiftTraderOrderInput.swift

@@ -20,6 +20,7 @@ public struct SwiftTraderStopLimitOrderInput {
     public let isLong: Bool
     public let offset: Double
     public let profitPercentage: Double
+    public let size: Double
     public let ticker: String
     public let tickerSize: String
 
@@ -42,6 +43,7 @@ public struct SwiftTraderStopLimitOrderInput {
     ///   of the current price (`1.0%` - `0.75%`). Using the same `offset`, if the `profitPercentage` is now `2.0%`, the stop order
     ///   will be placed at `1.25%` of the current price (`2.0%` - `0.75%`).
     ///   - profitPercentage: The percentage of the profit at this point, e.g.: "1.5", "0.67".
+    ///   - size: How much assets were bought.
     ///   - ticker: E.g.: BTCUSDT
     ///   - tickerSize: E.g.: "1", "0.05", "0.00001"
     public init(cancelStopOrders: Bool,
@@ -52,6 +54,7 @@ public struct SwiftTraderStopLimitOrderInput {
                 isLong: Bool,
                 offset: Double,
                 profitPercentage: Double,
+                size: Double,
                 ticker: String,
                 tickerSize: String) {
         self.cancelStopOrders = cancelStopOrders
@@ -62,6 +65,7 @@ public struct SwiftTraderStopLimitOrderInput {
         self.isLong = isLong
         self.offset = offset
         self.profitPercentage = profitPercentage
+        self.size = size
         self.ticker = ticker
         self.tickerSize = tickerSize
     }

Sources/SwiftTrader/Network/FTX/FTXAPI.swift

@@ -21,6 +21,7 @@ public struct FTXAPI {
     }
 
     public struct Path {
-        static let positions  = "/api/positions"
+        static let positions            = "/api/positions"
+        static let conditionalOrders    = "/api/conditional_orders"
     }
 }