lftp is the most powerful file transfer program in this planet, here are some tricks:

Debug the FTP connection
Using -d option to switch on debugging mode:

lftp -d user@domain.com


Within firewall
If got this issue:

lftp user@domain.com:/> ls
> `ls' at 0 [Making data connection...]

perhaps this is because the firewall problem, try “set ftp:passive-mode on” and “set ftp:ssl-allow off” to solve it.