Add support for FTX + GET /positions

Author: Fernando Fernandes

Sources/SwiftTrader/Extensions/Data+HexString.swift

@@ -0,0 +1,23 @@
+//
+//  Data+HexString.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+
+public extension Data {
+    
+    private static let hexAlphabet = Array("0123456789abcdef".unicodeScalars)
+    
+    /// Converts `self` to HEX String.
+    ///
+    /// https://stackoverflow.com/a/47476781/584548
+    func hexStringEncoded() -> String {
+        String(reduce(into: "".unicodeScalars) { result, value in
+            result.append(Self.hexAlphabet[Int(value / 0x10)])
+            result.append(Self.hexAlphabet[Int(value % 0x10)])
+        })
+    }
+}

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

@@ -0,0 +1,39 @@
+//
+//  SwiftTraderError+Details.swift
+//  
+//
+//  Created by Fernando Fernandes on 30.01.22.
+//
+
+import Foundation
+
+/// Holds logic to return meaningful error messages containing detailed system errors whenever possible.
+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 .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
+            )
+        }
+    }
+}

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

@@ -18,6 +18,17 @@ public enum SwiftTraderError: Error {
     /// The returned model is unexpected.
     case unexpectedResponse(modelString: String)
 
+    // MARK: - FTX Related
+    
+    /// 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)
+    
+    /// The response status code is something other than `200`.
+    case ftxStatusCodeNotOK(statusCode: Int, localizedErrorMessage: String)
+
     // MARK: - Kucoin Related
 
     /// No `KucoinAuth` instance was given; it will be impossible to authenticate with Kucoin.

Sources/SwiftTrader/Model/Error/SwiftTraderError.swift

@@ -0,0 +1,24 @@
+//
+//  FTXAuth.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+
+/// Holds data required to authenticate requests against FTX APIs.
+public struct FTXAuth {
+
+    // MARK: - Properties
+
+    public let apiKey: String
+    public let apiSecret: String
+
+    // MARK: - Lifecycle
+
+    public init(apiKey: String, apiSecret: String) {
+        self.apiKey = apiKey
+        self.apiSecret = apiSecret
+    }
+}

Sources/SwiftTrader/Model/FTX/FTXAuth.swift

@@ -0,0 +1,92 @@
+//
+//  FTXPositionList.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+
+/// FTX "Get Positions" REST API response.
+///
+/// https://docs.ftx.com/#get-positions
+public struct FTXPositionList: Codable {
+    public let success: Bool
+    public let result: [Position]
+}
+
+// Represents an open position within FTX.
+public struct Position: Codable {
+    
+    // MARK: - Properties
+    
+    public let cost: Double
+    public let cumulativeBuySize: Double?
+    public let cumulativeSellSize: Double?
+    public let entryPrice: Double
+    public let estimatedLiquidationPrice: Double
+    public let future: String
+    public let initialMarginRequirement: Double
+    public let longOrderSize: Double
+    public let maintenanceMarginRequirement: Double
+    public let netSize: Double
+    public let openSize: Double
+    public let realizedPnl: Double
+    public let recentAverageOpenPrice: Double?
+    public let recentBreakEvenPrice: Double?
+    public let recentPnl: Double?
+    public let shortOrderSize: Double
+    public let side: String
+    public let size: Double
+    public let unrealizedPnl: Double
+    public let collateralUsed: Double
+    
+    enum CodingKeys: String, CodingKey {
+        case cost
+        case cumulativeBuySize
+        case cumulativeSellSize
+        case entryPrice
+        case estimatedLiquidationPrice
+        case future
+        case initialMarginRequirement
+        case longOrderSize
+        case maintenanceMarginRequirement
+        case netSize
+        case openSize
+        case realizedPnl
+        case recentAverageOpenPrice
+        case recentBreakEvenPrice
+        case recentPnl
+        case shortOrderSize
+        case side
+        case size
+        case unrealizedPnl
+        case collateralUsed
+    }
+    
+    // MARK: - Lifecycle
+    
+    public init(from decoder: Decoder) throws {
+        let container = try decoder.container(keyedBy: CodingKeys.self)
+        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.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)
+        self.maintenanceMarginRequirement = try container.decode(Double.self, forKey: .maintenanceMarginRequirement)
+        self.netSize = try container.decode(Double.self, forKey: .netSize)
+        self.openSize = try container.decode(Double.self, forKey: .openSize)
+        self.realizedPnl = try container.decode(Double.self, forKey: .realizedPnl)
+        self.recentAverageOpenPrice = try container.decodeIfPresent(Double.self, forKey: .recentAverageOpenPrice)
+        self.recentBreakEvenPrice = try container.decodeIfPresent(Double.self, forKey: .recentBreakEvenPrice)
+        self.recentPnl = try container.decodeIfPresent(Double.self, forKey: .recentPnl)
+        self.shortOrderSize = try container.decode(Double.self, forKey: .shortOrderSize)
+        self.side = try container.decode(String.self, forKey: .side)
+        self.size = try container.decode(Double.self, forKey: .size)
+        self.unrealizedPnl = try container.decode(Double.self, forKey: .unrealizedPnl)
+        self.collateralUsed = try container.decode(Double.self, forKey: .collateralUsed)
+    }
+}

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

@@ -7,7 +7,7 @@
 
 import Foundation
 
-/// Holds data required to authenticate the requests against Kucoin APIs.
+/// Holds data required to authenticate requests against Kucoin APIs.
 public struct KucoinAuth {
 
     // MARK: - Properties

Sources/SwiftTrader/Model/Kucoin/KucoinAuth.swift

@@ -10,5 +10,6 @@ import Foundation
 /// The list of supported exchanges.
 public enum SwiftTraderExchange: String, Codable {
     case Binance
+    case FTX
     case Kucoin
 }

Sources/SwiftTrader/Model/SwiftTraderExchange.swift

@@ -9,6 +9,7 @@ import Foundation
 
 /// The currently running `SwiftTrader` operation.
 public enum SwiftTraderOperation {
+    case ftxPositions
     case kucoinFuturesAccountOverview
     case kucoinFuturesCancelStopOrders
     case kucoinFuturesOrderList

Sources/SwiftTrader/Model/SwiftTraderOperation.swift

@@ -0,0 +1,53 @@
+//
+//  FTXAPI+Header.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+#if canImport(FoundationNetworking)
+import FoundationNetworking
+#endif
+
+/// Holds logic to set values for default HTTP header fields common to all FTX APIs requests.
+extension FTXAPI {
+    
+    /// Sets values for default header fields in the given `URLRequest`
+    ///
+    /// Default header fields include `FTX-KEY`, `FTX-TS`, `FTX-SIGN`, etc.
+    ///
+    /// - Parameters:
+    ///   - request: `URLRequest` where the header field values are to be set.
+    ///   - ftxAuth: `FTXAuth` that holds FTX authentication data.
+    static func setRequestHeaderFields(request: inout URLRequest, ftxAuth: FTXAuth) throws {
+        setAPIKey(request: &request, ftxAuth: ftxAuth)
+        try setAPISignature(request: &request, ftxAuth: ftxAuth)
+        setAPITimestamp(request: &request, ftxAuth: ftxAuth)
+    }
+}
+
+// MARK: - Private
+
+private extension FTXAPI {
+    
+    /// "FTX-KEY"
+    static func setAPIKey(request: inout URLRequest, ftxAuth: FTXAuth) {
+        request.setValue(ftxAuth.apiKey, forHTTPHeaderField: FTXAPI.HeaderField.apiKey)
+    }
+    
+    /// "FTX-SIGN"
+    static func setAPISignature(request: inout URLRequest, ftxAuth: FTXAuth) throws {
+        try NetworkRequestSignee.createHMACSignature(
+            for: &request,
+               secret: ftxAuth.apiSecret,
+               isHexString: true,
+               httpHeaderField: FTXAPI.HeaderField.apiSign
+        )
+    }
+    
+    /// "FTX-TS"
+    static func setAPITimestamp(request: inout URLRequest, ftxAuth: FTXAuth) {
+        request.setValue("\(Date().timestampMilliseconds)", forHTTPHeaderField: FTXAPI.HeaderField.apiTimestamp)
+    }
+}

Sources/SwiftTrader/Network/FTX/FTXAPI+Header.swift

@@ -0,0 +1,26 @@
+//
+//  FTXAPI.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+
+/// Holds constants related to  FTX REST APIs.
+public struct FTXAPI {
+    
+    public struct BaseURL {
+        static let production = "https://ftx.com"
+    }
+    
+    public struct HeaderField {
+        static let apiKey           = "FTX-KEY"
+        static let apiSign          = "FTX-SIGN"
+        static let apiTimestamp     = "FTX-TS"
+    }
+    
+    public struct Path {
+        static let positions  = "/api/positions"
+    }
+}

Sources/SwiftTrader/Network/FTX/FTXAPI.swift

@@ -0,0 +1,69 @@
+//
+//  FTXPositionListRequest.swift
+//  
+//
+//  Created by Fernando Fernandes on 07.03.22.
+//
+
+import Foundation
+#if canImport(FoundationNetworking)
+import FoundationNetworking
+#endif
+import Logging
+
+/// A **request** for the list of positions.
+///
+/// https://docs.ftx.com/#get-positions
+public struct FTXPositionListRequest: NetworkRequest {
+    
+    // MARK: - Properties
+    
+    public typealias DecodableModel = FTXPositionList
+    
+    public var logger: Logger {
+        NetworkRequestLogger().default
+    }
+    
+    public var session: URLSession
+    
+    public var request: URLRequest {
+        get throws {
+            let positionListResource = FTXPositionListResource()
+            var urlRequest = URLRequest(url: try positionListResource.url)
+            urlRequest.httpMethod = HTTPMethod.GET.rawValue
+            try FTXAPI.setRequestHeaderFields(request: &urlRequest, ftxAuth: ftxAuth)
+            return urlRequest
+        }
+    }
+    
+    public var settings: NetworkRequestSettings
+    
+    // MARK: Private
+    
+    private let ftxAuth: FTXAuth
+    
+    // MARK: - Lifecycle
+    
+    /// Creates a new `FTXPositionListRequest` instance.
+    ///
+    /// - Parameters:
+    ///   - session: `URLSession`, default is `.shared`.
+    ///   - ftxAuth: FTX authentication data.
+    ///   - settings: `NetworkRequestSettings`.
+    public init(session: URLSession = .shared,
+                ftxAuth: FTXAuth,
+                settings: NetworkRequestSettings) {
+        self.session = session
+        self.ftxAuth = ftxAuth
+        self.settings = settings
+    }
+}
+
+// MARK: - Network Request Protocol
+
+public extension FTXPositionListRequest {
+    
+    func decode(_ data: Data) throws -> DecodableModel {
+        try JSONDecoder().decode(FTXPositionList.self, from: data)
+    }
+}