Added futures premium index kline data (#1424)

JKorf · Sep 22, 2024 · eae5fba · eae5fba
1 parent c6cc6bd
commit eae5fba
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Showing 10 changed files with 152 additions and 11 deletions.
diff --git a/Binance.Net.UnitTests/BinanceRestIntegrationTests.cs b/Binance.Net.UnitTests/BinanceRestIntegrationTests.cs
@@ -203,6 +203,7 @@ public async Task TestUsdFuturesExchangeData()
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetGlobalLongShortAccountRatioAsync("ETHUSDT", Enums.PeriodInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetMarkPriceKlinesAsync("ETHUSDT", Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetKlinesAsync("ETHUSDT", Enums.KlineInterval.OneHour, DateTime.UtcNow.AddDays(-1), DateTime.UtcNow, 1, CancellationToken.None), false);
+            await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetPremiumIndexKlinesAsync("ETHUSDT", Enums.KlineInterval.OneHour, DateTime.UtcNow.AddDays(-1), DateTime.UtcNow, 1, CancellationToken.None), false);
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetTickerAsync("ETHUSDT", CancellationToken.None), false);
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetTickersAsync(CancellationToken.None), false);
             await RunAndCheckResult(client => client.UsdFuturesApi.ExchangeData.GetPriceAsync("ETHUSDT", CancellationToken.None), false);
@@ -267,6 +268,7 @@ public async Task TestCoinFuturesExchangeData()
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetIndexPriceKlinesAsync("ETHUSD", Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetContinuousContractKlinesAsync("ETHUSD", Enums.ContractType.Perpetual, Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetKlinesAsync("ETHUSD_PERP", Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
+            await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetPremiumIndexKlinesAsync("ETHUSD_PERP", Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetMarkPricesAsync(null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetMarkPriceKlinesAsync("ETHUSD_PERP", Enums.KlineInterval.OneDay, null, null, null, CancellationToken.None), false);
             await RunAndCheckResult(client => client.CoinFuturesApi.ExchangeData.GetGlobalLongShortAccountRatioAsync("ETHUSD", Enums.PeriodInterval.OneDay, null, null, null, CancellationToken.None), false);

diff --git a/Binance.Net.UnitTests/Endpoints/CoinFutures/ExchangeData/GetPremiumIndexKlines.txt b/Binance.Net.UnitTests/Endpoints/CoinFutures/ExchangeData/GetPremiumIndexKlines.txt
@@ -0,0 +1,19 @@
+GET
+/dapi/v1/premiumIndexKlines
+false
+[
+  [
+    1691603820000,
+    "-0.00042931",
+    "-0.00023641",
+    "-0.00059406",
+    "-0.00043659",
+    "0",
+    1691603879999,
+    "0",
+    12,
+    "0",
+    "0",
+    "0"
+  ]
+]
diff --git a/Binance.Net.UnitTests/Endpoints/UsdFutures/ExchangeData/GetPremiumIndexKlines.txt b/Binance.Net.UnitTests/Endpoints/UsdFutures/ExchangeData/GetPremiumIndexKlines.txt
@@ -0,0 +1,19 @@
+GET
+/fapi/v1/premiumIndexKlines
+false
+[
+  [
+    1691603820000,
+    "-0.00042931",
+    "-0.00023641",
+    "-0.00059406",
+    "-0.00043659",
+    "0",
+    1691603879999,
+    "0",
+    12,
+    "0",
+    "0",
+    "0"
+  ]
+]
diff --git a/Binance.Net.UnitTests/RestRequestTests.cs b/Binance.Net.UnitTests/RestRequestTests.cs
@@ -42,7 +42,7 @@ public async Task ValidateSpotAccountCalls()
             await tester.ValidateAsync(client => client.SpotApi.Account.GetWalletBalancesAsync(), "GetWalletBalances");
             await tester.ValidateAsync(client => client.SpotApi.Account.GetAssetDividendRecordsAsync(), "GetAssetDividendRecords");
             await tester.ValidateAsync(client => client.SpotApi.Account.GetDustLogAsync(), "GetDustLog");
-            await tester.ValidateAsync(client => client.SpotApi.Account.DustTransferAsync(new[] {"ETH"}), "DustTransfer");
+            await tester.ValidateAsync(client => client.SpotApi.Account.DustTransferAsync(new[] { "ETH" }), "DustTransfer");
             await tester.ValidateAsync(client => client.SpotApi.Account.GetAssetsForDustTransferAsync(), "GetAssetsForDustTransfer");
             await tester.ValidateAsync(client => client.SpotApi.Account.GetBnbBurnStatusAsync(), "GetBnbBurnStatus");
             await tester.ValidateAsync(client => client.SpotApi.Account.SetBnbBurnStatusAsync(true), "SetBnbBurnStatus");
@@ -176,7 +176,7 @@ public async Task ValidateSpotTradingCalls()
             await tester.ValidateAsync(client => client.SpotApi.Trading.GetLeveragedTokensRedemptionRecordsAsync("ETHUSDT", 1), "GetLeveragedTokensRedemptionRecords");
             await tester.ValidateAsync(client => client.SpotApi.Trading.GetC2CTradeHistoryAsync(Enums.OrderSide.Buy), "GetC2CTradeHistory", "data");
             //await tester.ValidateAsync(client => client.SpotApi.Trading.GetPayTradeHistoryAsync(), "GetPayTradeHistory", "data", new List<string>{ "walletTypes", "walletAssetCost" });
-            await tester.ValidateAsync(client => client.SpotApi.Trading.GetPayTradeHistoryAsync(), "GetPayTradeHistory2", "data", new List<string>{ "walletTypes", "walletAssetCost" });
+            await tester.ValidateAsync(client => client.SpotApi.Trading.GetPayTradeHistoryAsync(), "GetPayTradeHistory2", "data", new List<string> { "walletTypes", "walletAssetCost" });
             await tester.ValidateAsync(client => client.SpotApi.Trading.ConvertQuoteRequestAsync("USDT", "ETH", 1), "ConvertQuoteRequest");
             await tester.ValidateAsync(client => client.SpotApi.Trading.GetConvertOrderStatusAsync("123"), "GetConvertOrderStatus");
             await tester.ValidateAsync(client => client.SpotApi.Trading.GetConvertTradeHistoryAsync(DateTime.UtcNow, DateTime.UtcNow), "GetConvertTradeHistory");
@@ -257,6 +257,7 @@ public async Task ValidateUsdFuturesExchangeDataCalls()
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetMarkPriceAsync("ETHUSDT"), "GetMarkPrice");
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetTickerAsync("ETHUSDT"), "GetTicker");
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetKlinesAsync("ETHUSDT", Enums.KlineInterval.OneDay), "GetKlines");
+            await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetPremiumIndexKlinesAsync("ETHUSDT", Enums.KlineInterval.OneDay), "GetPremiumIndexKlines");
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetBookPriceAsync("ETHUSDT"), "GetBookPrice");
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetOpenInterestAsync("ETHUSDT"), "GetOpenInterest");
             await tester.ValidateAsync(client => client.UsdFuturesApi.ExchangeData.GetOpenInterestHistoryAsync("ETHUSDT", Enums.PeriodInterval.OneDay), "GetOpenInterestHistory");
@@ -373,6 +374,7 @@ public async Task ValidateCoinFuturesExchangeDataCalls()
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetTradeHistoryAsync("ETHUSDT"), "GetTradeHistory");
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetMarkPricesAsync("ETHUSDT"), "GetMarkPrices");
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetKlinesAsync("ETHUSDT", Enums.KlineInterval.OneSecond), "GetKlines");
+            await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetPremiumIndexKlinesAsync("ETHUSDT", Enums.KlineInterval.OneSecond), "GetPremiumIndexKlines");
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetContinuousContractKlinesAsync("ETHUSDT", Enums.ContractType.Perpetual, Enums.KlineInterval.OneSecond), "GetContinuousContractKlines");
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetIndexPriceKlinesAsync("ETHUSDT", Enums.KlineInterval.OneSecond), "GetIndexPriceKlines");
             await tester.ValidateAsync(client => client.CoinFuturesApi.ExchangeData.GetTickersAsync("ETHUSDT"), "GetTickers");

diff --git a/Binance.Net/Binance.Net.xml b/Binance.Net/Binance.Net.xml
@@ -394,6 +394,9 @@
         <member name="M:Binance.Net.Clients.CoinFuturesApi.BinanceRestClientCoinFuturesApiExchangeData.GetKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
+        <member name="M:Binance.Net.Clients.CoinFuturesApi.BinanceRestClientCoinFuturesApiExchangeData.GetPremiumIndexKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
+            <inheritdoc />
+        </member>
         <member name="M:Binance.Net.Clients.CoinFuturesApi.BinanceRestClientCoinFuturesApiExchangeData.GetContinuousContractKlinesAsync(System.String,Binance.Net.Enums.ContractType,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
@@ -2085,6 +2088,9 @@
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceRestClientUsdFuturesApiExchangeData.GetKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
+        <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceRestClientUsdFuturesApiExchangeData.GetPremiumIndexKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
+            <inheritdoc />
+        </member>
         <member name="M:Binance.Net.Clients.UsdFuturesApi.BinanceRestClientUsdFuturesApiExchangeData.GetBookPriceAsync(System.String,System.Threading.CancellationToken)">
             <inheritdoc />
         </member>
@@ -5762,6 +5768,19 @@
             <param name="ct">Cancellation token</param>
             <returns>The candlestick data for the provided symbol</returns>
         </member>
+        <member name="M:Binance.Net.Interfaces.Clients.CoinFuturesApi.IBinanceRestClientCoinFuturesApiExchangeData.GetPremiumIndexKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
+            <summary>
+            Get premium index kline data for the provided symbol
+            <para><a href="https://binance-docs.github.io/apidocs/delivery/en/#premium-index-kline-data" /></para>
+            </summary>
+            <param name="symbol">The symbol to get the data for, for example `BTCUSD_PERP`</param>
+            <param name="interval">The candlestick timespan</param>
+            <param name="startTime">Start time to get candlestick data</param>
+            <param name="endTime">End time to get candlestick data</param>
+            <param name="limit">Max number of results</param>
+            <param name="ct">Cancellation token</param>
+            <returns>The candlestick data for the provided symbol</returns>
+        </member>
         <member name="M:Binance.Net.Interfaces.Clients.CoinFuturesApi.IBinanceRestClientCoinFuturesApiExchangeData.GetFundingInfoAsync(System.Threading.CancellationToken)">
             <summary>
             Get funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
@@ -11570,6 +11589,19 @@
             <param name="ct">Cancellation token</param>
             <returns></returns>
         </member>
+        <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceRestClientUsdFuturesApiExchangeData.GetPremiumIndexKlinesAsync(System.String,Binance.Net.Enums.KlineInterval,System.Nullable{System.DateTime},System.Nullable{System.DateTime},System.Nullable{System.Int32},System.Threading.CancellationToken)">
+            <summary>
+            Get premium index klines for a symbol
+            <para><a href="https://binance-docs.github.io/apidocs/futures/en/#premium-index-kline-data" /></para>
+            </summary>
+            <param name="symbol">The symbol, for example `ETHUSDT`</param>
+            <param name="interval">The kline interval</param>
+            <param name="startTime">Filter by start time</param>
+            <param name="endTime">Filter by end time</param>
+            <param name="limit">Max number of results</param>
+            <param name="ct">Cancellation token</param>
+            <returns></returns>
+        </member>
         <member name="M:Binance.Net.Interfaces.Clients.UsdFuturesApi.IBinanceRestClientUsdFuturesApiExchangeData.GetFundingInfoAsync(System.Threading.CancellationToken)">
             <summary>
             Get funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
@@ -16768,7 +16800,7 @@
         </member>
         <member name="T:Binance.Net.Objects.Models.Spot.BinanceMarkIndexKline">
             <summary>
-            Kline for mark or index price
+            Kline for mark or index price or Premium index
             </summary>
         </member>
         <member name="P:Binance.Net.Objects.Models.Spot.BinanceMarkIndexKline.OpenTime">

diff --git a/Binance.Net/Clients/CoinFuturesApi/BinanceRestClientCoinFuturesApiExchangeData.cs b/Binance.Net/Clients/CoinFuturesApi/BinanceRestClientCoinFuturesApiExchangeData.cs
@@ -1,11 +1,10 @@
-using System.Diagnostics;
-using Binance.Net.Converters;
-using Binance.Net.Enums;
+using Binance.Net.Enums;
 using Binance.Net.Interfaces;
 using Binance.Net.Interfaces.Clients.CoinFuturesApi;
 using Binance.Net.Objects.Models.Futures;
 using Binance.Net.Objects.Models.Spot;
 using CryptoExchange.Net.RateLimiting.Guards;
+using System.Diagnostics;
 
 namespace Binance.Net.Clients.CoinFuturesApi
 {
@@ -123,7 +122,7 @@ public async Task<WebCallResult<IEnumerable<BinanceFuturesFundingRateHistory>>>
         }
 
         #endregion
-        
+
         #region Get Funding Info
 
         /// <inheritdoc />
@@ -289,6 +288,27 @@ public async Task<WebCallResult<IEnumerable<IBinanceKline>>> GetKlinesAsync(stri
 
         #endregion
 
+        #region Kline/Premium Index
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<IEnumerable<BinanceMarkIndexKline>>> GetPremiumIndexKlinesAsync(string symbol, KlineInterval interval, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default)
+        {
+            limit?.ValidateIntBetween(nameof(limit), 1, 1500);
+            var parameters = new ParameterCollection {
+                { "symbol", symbol },
+            };
+            parameters.AddEnum("interval", interval);
+            parameters.AddOptionalParameter("startTime", DateTimeConverter.ConvertToMilliseconds(startTime));
+            parameters.AddOptionalParameter("endTime", DateTimeConverter.ConvertToMilliseconds(endTime));
+            parameters.AddOptionalParameter("limit", limit?.ToString(CultureInfo.InvariantCulture));
+
+            var requestWeight = limit == null ? 5 : limit <= 100 ? 1 : limit <= 500 ? 2 : limit <= 1000 ? 5 : 10;
+            var request = _definitions.GetOrCreate(HttpMethod.Get, "dapi/v1/premiumIndexKlines", BinanceExchange.RateLimiter.FuturesRest, requestWeight);
+            return await _baseClient.SendAsync<IEnumerable<BinanceMarkIndexKline>>(request, parameters, ct, requestWeight).ConfigureAwait(false);
+        }
+
+        #endregion
+
         #region Continuous contract Kline Data
 
         /// <inheritdoc />

diff --git a/Binance.Net/Clients/UsdFuturesApi/BinanceRestClientUsdFuturesApiExchangeData.cs b/Binance.Net/Clients/UsdFuturesApi/BinanceRestClientUsdFuturesApiExchangeData.cs
@@ -1,11 +1,10 @@
-using System.Diagnostics;
-using Binance.Net.Converters;
-using Binance.Net.Enums;
+using Binance.Net.Enums;
 using Binance.Net.Interfaces;
 using Binance.Net.Interfaces.Clients.UsdFuturesApi;
 using Binance.Net.Objects.Models.Futures;
 using Binance.Net.Objects.Models.Spot;
 using CryptoExchange.Net.RateLimiting.Guards;
+using System.Diagnostics;
 
 namespace Binance.Net.Clients.UsdFuturesApi
 {
@@ -319,6 +318,27 @@ public async Task<WebCallResult<IEnumerable<IBinanceKline>>> GetKlinesAsync(stri
 
         #endregion
 
+        #region Kline/Premium Index
+
+        /// <inheritdoc />
+        public async Task<WebCallResult<IEnumerable<BinanceMarkIndexKline>>> GetPremiumIndexKlinesAsync(string symbol, KlineInterval interval, DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default)
+        {
+            limit?.ValidateIntBetween(nameof(limit), 1, 1500);
+            var parameters = new ParameterCollection {
+                { "symbol", symbol },
+            };
+            parameters.AddEnum("interval", interval);
+            parameters.AddOptionalParameter("startTime", DateTimeConverter.ConvertToMilliseconds(startTime));
+            parameters.AddOptionalParameter("endTime", DateTimeConverter.ConvertToMilliseconds(endTime));
+            parameters.AddOptionalParameter("limit", limit?.ToString(CultureInfo.InvariantCulture));
+
+            var requestWeight = limit == null ? 5 : limit <= 100 ? 1 : limit <= 500 ? 2 : limit <= 1000 ? 5 : 10;
+            var request = _definitions.GetOrCreate(HttpMethod.Get, "fapi/v1/premiumIndexKlines", BinanceExchange.RateLimiter.FuturesRest, requestWeight);
+            return await _baseClient.SendAsync<IEnumerable<BinanceMarkIndexKline>>(request, parameters, ct, requestWeight).ConfigureAwait(false);
+        }
+
+        #endregion
+
         #region Symbol Order Book Ticker
 
         /// <inheritdoc />

diff --git a/...nce.Net/Interfaces/Clients/CoinFuturesApi/IBinanceRestClientCoinFuturesApiExchangeData.cs b/...nce.Net/Interfaces/Clients/CoinFuturesApi/IBinanceRestClientCoinFuturesApiExchangeData.cs
@@ -82,6 +82,20 @@ public interface IBinanceRestClientCoinFuturesApiExchangeData
         Task<WebCallResult<IEnumerable<IBinanceKline>>> GetKlinesAsync(string symbol, KlineInterval interval,
             DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default);
 
+        /// <summary>
+        /// Get premium index kline data for the provided symbol
+        /// <para><a href="https://binance-docs.github.io/apidocs/delivery/en/#premium-index-kline-data" /></para>
+        /// </summary>
+        /// <param name="symbol">The symbol to get the data for, for example `BTCUSD_PERP`</param>
+        /// <param name="interval">The candlestick timespan</param>
+        /// <param name="startTime">Start time to get candlestick data</param>
+        /// <param name="endTime">End time to get candlestick data</param>
+        /// <param name="limit">Max number of results</param>
+        /// <param name="ct">Cancellation token</param>
+        /// <returns>The candlestick data for the provided symbol</returns>
+        Task<WebCallResult<IEnumerable<BinanceMarkIndexKline>>> GetPremiumIndexKlinesAsync(string symbol, KlineInterval interval,
+            DateTime? startTime = null, DateTime? endTime = null, int? limit = null, CancellationToken ct = default);
+
         /// <summary>
         /// Get funding rate info for symbols that had FundingRateCap/ FundingRateFloor / fundingIntervalHours adjustment
         /// <para><a href="https://binance-docs.github.io/apidocs/delivery/en/#get-funding-rate-info" /></para>