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)