FTX Connector for StockSharp

This folder contains the source code of the FTX connector for the StockSharp trading platform. The connector allows applications built on top of S# to interact with the former FTX cryptocurrency exchange via both REST and WebSocket APIs.

Features

• Market data
  • Level1 quotes, order books, and trade ticks delivered through WebSocket streams.
  • Time frame candles requested via REST and streamed via WebSocket.
  • Supported candle time frames: 15 s, 1 min, 5 min, 15 min, 1 hour, 4 hours, and 1 day.
  • Order book depth up to 100 levels.
  • Security lookup through the REST API.
• Trading operations
  • Placing and cancelling market and limit orders.
  • Order status subscriptions with automatic retrieval of active and historical orders.
  • Portfolio and position information for the main account or a specified sub‑account.
• Connectivity
  • Asynchronous message adapter built on top of MessageAdapter.
  • Combined REST client for historical data and WebSocket client for real‑time updates.
  • Connection heartbeat interval of one second by default.

Configuration

The adapter is configured through the following properties:

• Key – API key issued by FTX.
• Secret – API secret corresponding to the key.
• SubaccountName – optional sub‑account name for trading and data requests.

These values can be saved to and loaded from a SettingsStorage object. When using transactional features (order management or portfolio information) the key and secret must be specified.

Usage

Create an instance of FtxMessageAdapter and pass it to Connector or another component that consumes message adapters:

var adapter = new FtxMessageAdapter(transactionIdGenerator)
{
    Key = mySecureApiKey,
    Secret = mySecureApiSecret,
    SubaccountName = "optional-subaccount"
};

Once connected, subscribe to the desired market data or send order messages according to the StockSharp API. See the source files in this directory for implementation details.

Notes

FTX filed for bankruptcy in 2022 and the exchange is no longer operational. The connector is provided for reference and historical purposes.