HIP-17 [DG] Update FTX spot connector to gold standard

Category : Dev Grant Github Handle : https://github.com/CoinAlpha Ethereum Wallet : 0x3EFe566A7A8d5A9637eB037626792a31c7064bCd Total HBOT Requested : 140,000 HBOT Estimated Dev Days : 7 person days HBOT Per Day : 20,000 HBOT

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Summary

Proposal to update FTX spot connector to gold standard, following the gold standard of quality and performance, similar to the Binance spot connector implementation.

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Description

• Refactor connector to make it a pure Python connector.
• Adapt all REST API interactions to use the recently developed web assistant.
• Adapt all websocket API interactions to use the recently developed web assistant.
• Change implementation of all data source classes to use only one websocket connection in each of them.
• Ensure all consumptions of the API are regulated by the use of the throttler (both REST and websocket API)
• Refactor the connector to use the newly developed client order tracker to manage in flight orders.
• Refactor the connector to stop using ad hoc logic to translate from exchange token-pair notation to client token-pair notation and the other way round. Instead keep track of the mapping base on the information provided by the exchange and the tokens composing each pair (as done in Binance connector)
• Dosctrings for the "interface" methods that users of the class will use in preparation of the documentation simplification (can use the documentation that already exists in the .md files
• Ensure we are using the latest version of the exchange API.
• Complete the unit tests suit for the connector

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The connector will also undergo several days of our own QA testing to help the Foundation make sure it performs as expected and meets the minimum standard of quality.