jesse-ftx 0.1.0

FTX driver for Jesse framework

FTX plugin for Jesse

This is the initial release of the FTX driver for Jesse. At the moment, it is only meant for importing candles and running backtests.

Installation

Install by running:

pip install jesse-ftx

Register your driver

Now you need to tell Jesse where to find this driver. We do that by adding it as a driver for importing candles in plugins.py file that exists in the root of Jesse projects. Here is an example where I register a driver for the FTX exchange:

from jesse.modes.import_candles_mode.drivers.binance import Binance
from jesse.modes.import_candles_mode.drivers.binance_futures import BinanceFutures
from jesse.modes.import_candles_mode.drivers.binance_inverse_futures import BinanceInverseFutures
from jesse.modes.import_candles_mode.drivers.bitfinex import Bitfinex
from jesse.modes.import_candles_mode.drivers.coinbase import Coinbase
from jesse.modes.import_candles_mode.drivers.testnet_binance_futures import TestnetBinanceFutures

from jesse_ftx import FTX

import_candles_drivers = {
    'Binance': Binance,
    'Binance Futures': BinanceFutures,
    'Binance Inverse Futures': BinanceInverseFutures,
    'Testnet Binance Futures': TestnetBinanceFutures,
    'Bitfinex': Bitfinex,
    'Coinbase': Coinbase,
    'FTX': FTX
}

Now I should be able to run import candles from FTX:

jesse import-candles 'FTX' 'BTC-USDT' '2012-06-04'

Add new config values for running backtests

Usually the reason for importing candles in the first place is to run backtests on them. So we need to tell Jesse where to find the config values for our newly added exchange in order for it run backtests on it.

We can do that by opening config.py and coping and pasting values from an existing exchange such as Binance Futures and changing the values according to our needs for out exchange:

# https://www.ftx.com
'FTX': {
    'fee': 0.0004,

    # backtest mode only: accepted are 'spot' and 'futures'
    'type': 'futures',

    # futures mode only
    'settlement_currency': 'USDT',
    # accepted values are: 'cross' and 'isolated'
    'futures_leverage_mode': 'isolated',
    # 1x, 2x, 10x, 50x, etc. Enter as integers
    'futures_leverage': 3,

    # used for spot exchange only
    'assets': [
        {'asset': 'USDT', 'balance': 10_000},
        {'asset': 'BTC', 'balance': 0},
    ],
},