Cloudflare FTX Trading Worker

Do you want to connect your live-runnning TradingView Strategy to FTX in a robust way? If yes, this project is most likely for u! If you are not sure, then this project is most likely not for u as it has a very special purpose.

Architecture

TradingView Alert Web-hook

Cloudflare Worker

TODO: ASCII system design

Quick Start (only requires Cloudflare Workers account)

You will not be able to do much trading but you can quickly try out this project by deploying it to your Cloudflare Workers account.

1. Creating a KV namespace with and populate it with some test data:

   export WORKER_SECRET=UEO3GZGOYXWVNIXOQPH5TCVOAGHUPKGLI54ECTKUR6VAAVP2
   export FTX_SECRET=usAFwoAldHBBKy-PzQA3tNR8oMHu7riudUk66ncn:KHaWQHb0kMTnCuw_Tx5h5DhCyP2Wh8fMOoHycd5A:TEST_SUBACCOUNT
   wrangler kv:namespace create FTX_SECRETS
   wrangler kv:key put -c wrangler.toml --binding=FTX_SECRETS "$WORKER_SECRET" "$FTX_SECRET"

2. Add the returned kv_namespaces to wrangler.toml

3. Publish your worker with:

   wrangler publish

4. Connect to your the logs with:

   wrangler tail --env=staging

5. Test your worker with:

   export WORKERS_SUBDOMAIN=example.workers.dev
   curl -v -X POST "https://tradingview-ftx-worker.$WORKERS_SUBDOMAIN/$WORKER_SECRET" \
       -d "MY BOT: buy 0.0001 BTCPERP @ 20000"

Your worker should whine about "Not logged in: Invalid API key" because the $FTX_SECRET is invalid.

Key Takeaways

1. Each Bot has a unique and secret URL, which must only be known to the TradingView alert. Having access to the URL allows anybody to trade with the associated FTX account.
2. A worker can serve multiple TradingView alerts by adding more $WORKER_SECRET/$FTX_SECRET pairs to the FTX_SECRETS KV namespace.

Pre-requisites

1. Get a (free) Cloudflare Workers account as described [here]](https://developers.cloudflare.com/workers/get-started/guide).
2. Sign up for a (payed) TradingView Pro plan.
3. Sign up for a (free) FTX Trading account. You can get 5% discount by using my referral here.
4. Create an FTX sub-account and corresponding API Key with trading capabilities.

Security

1. By using TLS >=1.2 (enforced by Cloudflare), we rely on the fact that the path ($WORKER_SECRET) of the URL is kept secret during TLS handshake. In fact the only information that can be intercepter is leaked during the TLS handshake is the DNS hostname (which is not our security anchor).

2. It is important that the $WORKER_SECRET has "enough" entropy so that malicios actors cannot guess it. As the URL can be quite long we recommend the following command for generating strong "enough" (>256-bits of entropy) $WORKER_SECRETs:

   head -c 55 /dev/urandom | base32

3. Cloudflare's core bussiness is DoS protection. We rely on the fact that they will detect and miticate brute force attempts to the URL - even though the search space is ridiculously big.

Static Configuration

NOTE: Although you can change this from the Cloudflare UI, the values get reset to whatever is in wrangler.toml every time you publish your worker with the wrangler CLI.

Name	Purpose
ALERT_PATTERN	RegExp for parsing the TradeView alert message. Feel free to change but keep the named groups.
ALLOWED_IPS	Whitelists the TradingView Alert Service IPs. Normally, you don't want to change these.
COOLDOWN_SECONDS	Seconds of delay before retrying failed (HTTP >=500) FTX API requests. You can decrease this down to 1 seconds if you are really eager.
MAX_RETRIES	Seconds of times failed (HTTP >=500) FTX API requests are retryied before timeout occurs.
GRAFANA_GRAPHITE_URL	Optional Grafana Cloud/Graphite including username and password to enable pushing metrics.

TradingView Alert Setup

Specify your Worker's secret URL as Webhook URL.

For MARKET orders use the following message:

BOT_ID: {{strategy.order.action}} {{strategy.order.contracts}} {{ticker}}

For LIMIT orders use the following alert message:

BOT_ID: {{strategy.order.action}} {{strategy.order.contracts}} {{ticker}} @ {{strategy.order.price}}

Change BOT_ID to your desired bot identifier.