ftx4j

ftx4j is a Java wrapper library for the FTX's FIX client API.

This library aims to provide request/response interfaces for creating/cancelling orders, capsulizing the asynchronous nature of FIX protocol with the Java's standard CompletableFuture class. Asynchronous events, such as order updates and executions, are accessible via Ftx4jListener callback interface.

Prerequisites

Java Development Kit 11
Apache Maven / Gradle Build Tool

Repository

<repositories>
    <repository>
        <id>sonatype-snapshot</id>
        <url>https://oss.sonatype.org/content/repositories/snapshots</url>
        <releases>
            <enabled>false</enabled>
        </releases>
        <snapshots>
            <enabled>true</enabled>
        </snapshots>
    </repository>
</repositories>

<dependencies>
    <dependency>
        <groupId>com.after_sunrise.api</groupId>
        <artifactId>ftx4j</artifactId>
        <version>${latest}-SNAPSHOT</version>
    </dependency>
</dependencies>

Usage

Below is a snippet from Ftx4jApiTest.

class Ftx4jApiTest {

    public static void main(String[] args) throws Exception {

        Properties properties = new Properties(System.getProperties());
        properties.setProperty(Ftx4jConfig.AUTH_APIKEY.getId(), "foo");
        properties.setProperty(Ftx4jConfig.AUTH_SECRET.getId(), "bar");
        properties.setProperty(Ftx4jConfig.FIX_CANCEL_ON_DISCONNECT.getId(), "S");

        CompletableFuture<Ftx4jSession> future = new CompletableFuture<>();

        Ftx4jListener listener = new Ftx4jListener() {
            @Override
            public void onConnect(Ftx4jSession session) {
                future.complete(session); // logon completed
            }
        };

        //
        // Initialize API instance. (& terminate when finished.)
        //
        try (Ftx4jApi api = Ftx4jApi.create(properties, listener)) {

            //
            // Await for successful logon.
            //
            Ftx4jSession session = future.get(42, TimeUnit.SECONDS);
            System.out.println("Session : " + session);
            TimeUnit.SECONDS.sleep(5);

            //
            // Create order.
            //
            CompletableFuture<Ftx4jCreateResponse> create = api.createOrder(ImmutableFtx4jCreateRequest.builder()
                    .session(session)
                    .symbol("ETH-PERP")
                    .side(Ftx4jSideType.BUY)
                    .size(new BigDecimal("0.01"))
                    .price(new BigDecimal("123.0"))
                    .timeInForce(Ftx4jTimeInForceType.GOOD_TIL_CANCEL)
                    .execInst(Ftx4jExecInstType.POST_ONLY)
                    .build()
            );
            System.out.println("Create : " + create.get(5, TimeUnit.SECONDS));
            TimeUnit.SECONDS.sleep(15);

            //
            // Cancel order.
            //
            CompletableFuture<Ftx4jCancelResponse> cancel = api.cancelOrder(ImmutableFtx4jCancelRequest.builder()
                    .session(session)
                    .idType(Ftx4jIdType.SYSTEM)
                    .idValue(create.get().getOrder().getOrderId())
                    .build()
            );
            System.out.println("Cancel : " + cancel.get(5, TimeUnit.SECONDS));
            TimeUnit.SECONDS.sleep(5);

        }

    }

}

Configurations

Following properties are required, all else are optional.

Ftx4jConfig.AUTH_APIKEY
Ftx4jConfig.AUTH_SECRET

Refer to Ftx4jConfig for the list of available configurations and descriptions.

Notes / Disclaimers

No support, no guarantee. Use at your own risk.
Rate limit (per sub-account) is shared with the REST API.
FIX connection (logon) is per account. Create multiple API instances for multiple sub-accounts.
What's implemented:
- Logon (A)
- Heartbeat (0)
- Test Request (1)
- Logout (5)
- New Order Single (D)
- Order Cancel Request (F)
- Order Cancel Reject (9)
- Order Status Request (H) (IncludeFillInfo=N)
- Execution Report (8)
- Reject (3)
What's NOT implemented:
- Mass Order Cancel Request (q)
- Mass Order Cancel Report (r)
- Order Status Request (H) (IncludeFillInfo=Y)

after-the-sunrise / ftx4j