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FTX used aggregates

Author: Inventors quantify - small dreams, Created: 2020-07-20 10:37:13, Updated: 2020-07-20 10:44:12

FTX used aggregates

The API documentation address is:https://docs.ftx.com/#rest-apiInformation about the contract:https://help.ftx.com/hc/zh-cn/articles/360032938532-完整合约要素及参考公式

The cash

In addition, it is necessary to distinguish between spot and futures, each of which is packaged as a separate exchange object.API KEYIt's a common practice.

Futures

  • The contract is settled using USD, using a stable currency deposit, and after the rollover, the exchange credits the futures account with USD, the asset is Balance, i.e. the contract is a gold-based contract (non-currency-based contract, the currency asset is automatically discounted to USD).
  • The amount of the contract can be 0.001 depending on the currency pair.
  • The trading pair is standardised in XXX_USD.
  • The contract code is: This is a permanent contract:swapQuarterly contract:quarterThe contract for the next quarter:next_quarterThe contract code for the volatility rate is:BTC-MOVE-0711

Options

  • When adding an exchange, add:Futures_FTX
  • The option contract code is: For example:BTC-20201021-9200-P, refers to a contract for BTC on October 21, 2020, with a strike price of 9200, and an option for PUT (a bear option).
  • FTX options do not have a market interface, but you can access the current option request, place orders and trade counterparties for the request. See the exchange's API documentation.
  • Do not supportGetOrderYou can check the order details of an ID.
  • Options Other interfaces availableexchange.IO("api", ...)Access, see the API documentation for details.

If you are an older version of the host, you need to update the host.


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I won't quantify it.I learned.

Number of investments 01I'm looking forward to supporting coinex futures as soon as possible.