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IssengaardIssengaard
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Add functions to fetch funding rate data from market (#552)
* Add functions to fetch funding rate data from market * Remove invalid test function
1 parent 4a82de2 commit dc7abf8

5 files changed

+243
-0
lines changed

‎v2/futures/client.go

+10
Original file line numberDiff line numberDiff line change
@@ -546,6 +546,16 @@ func (c *Client) NewFundingRateService() *FundingRateService {
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return &FundingRateService{c: c}
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}
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// NewFundingRateHistoryService init funding rate history service
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func (c *Client) NewFundingRateHistoryService() *FundingRateHistoryService {
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return &FundingRateHistoryService{c: c}
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}
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// NewFundingRateInfoService init funding rate info service
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func (c *Client) NewFundingRateInfoService() *FundingRateInfoService {
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return &FundingRateInfoService{c: c}
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}
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// NewListUserLiquidationOrdersService init list user's liquidation orders service
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func (c *Client) NewListUserLiquidationOrdersService() *ListUserLiquidationOrdersService {
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return &ListUserLiquidationOrdersService{c: c}

‎v2/futures/funding_rate_history.go

+82
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,82 @@
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package futures
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import (
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"context"
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"encoding/json"
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"net/http"
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"github.com/adshao/go-binance/v2/common"
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)
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// FundingRateHistoryService gets funding rate history
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type FundingRateHistoryService struct {
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c *Client
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symbol *string
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startTime *int64
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endTime *int64
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limit *int
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}
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// Symbol set symbol
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func (s *FundingRateHistoryService) Symbol(symbol string) *FundingRateHistoryService {
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s.symbol = &symbol
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return s
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}
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// StartTime set startTime
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func (s *FundingRateHistoryService) StartTime(startTime int64) *FundingRateHistoryService {
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s.startTime = &startTime
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return s
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}
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// EndTime set startTime
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func (s *FundingRateHistoryService) EndTime(endTime int64) *FundingRateHistoryService {
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s.endTime = &endTime
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return s
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}
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// Limit set limit
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func (s *FundingRateHistoryService) Limit(limit int) *FundingRateHistoryService {
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s.limit = &limit
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return s
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}
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// Do send request
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func (s *FundingRateHistoryService) Do(ctx context.Context, opts ...RequestOption) (res []*FundingRateHistory, err error) {
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r := &request{
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method: http.MethodGet,
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endpoint: "/fapi/v1/fundingRate",
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secType: secTypeNone,
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}
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if s.symbol != nil {
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r.setParam("symbol", *s.symbol)
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}
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if s.startTime != nil {
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r.setParam("startTime", *s.startTime)
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}
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if s.endTime != nil {
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r.setParam("endTime", *s.endTime)
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}
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if s.limit != nil {
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r.setParam("limit", *s.limit)
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}
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data, _, err := s.c.callAPI(ctx, r, opts...)
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data = common.ToJSONList(data)
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if err != nil {
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return []*FundingRateHistory{}, err
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}
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res = make([]*FundingRateHistory, 0)
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err = json.Unmarshal(data, &res)
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if err != nil {
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return []*FundingRateHistory{}, err
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}
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return res, nil
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}
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// FundingRateHistory defines funding rate history data
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type FundingRateHistory struct {
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Symbol string `json:"symbol"`
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FundingTime int64 `json:"fundingTime"`
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FundingRate string `json:"fundingRate"`
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MarkPrice string `json:"markPrice"`
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}

‎v2/futures/funding_rate_history_test.go

+59
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,59 @@
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package futures
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import (
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"github.com/stretchr/testify/suite"
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"testing"
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)
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type fundingRateHistoryServiceTestSuite struct {
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baseTestSuite
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}
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func TestFundingRateHistoryService(t *testing.T) {
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suite.Run(t, new(fundingRateHistoryServiceTestSuite))
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}
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func (s *fundingRateHistoryServiceTestSuite) TestGetFundingRateHistory() {
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data := []byte(`[{
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"symbol": "BTCUSDT",
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"fundingTime": 1698768000000,
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"fundingRate": "0.00010000",
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"markPrice": "34287.54619963"
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}]`)
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s.mockDo(data, nil)
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defer s.assertDo()
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symbol := "BTCUSDT"
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startTime := int64(1576566020000)
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endTime := int64(1676566020000)
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limit := 10
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s.assertReq(func(r *request) {
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e := newRequest().setParams(params{
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"symbol": symbol,
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"startTime": startTime,
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"endTime": endTime,
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"limit": limit,
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})
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s.assertRequestEqual(e, r)
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})
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res, err := s.client.NewFundingRateHistoryService().Symbol(symbol).StartTime(startTime).EndTime(endTime).Limit(limit).Do(newContext())
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s.r().NoError(err)
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e := []*FundingRateHistory{
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{
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Symbol: symbol,
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FundingTime: 1698768000000,
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FundingRate: "0.00010000",
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MarkPrice: "34287.54619963",
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},
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}
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s.assertFundingRateHistoryEqual(e, res)
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}
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func (s *fundingRateHistoryServiceTestSuite) assertFundingRateHistoryEqual(e, a []*FundingRateHistory) {
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r := s.r()
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r.Equal(e[0].Symbol, a[0].Symbol, "Symbol")
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r.Equal(e[0].FundingRate, a[0].FundingRate, "FundingRate")
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r.Equal(e[0].FundingTime, a[0].FundingTime, "FundingTime")
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r.Equal(e[0].MarkPrice, a[0].MarkPrice, "MarkPrice")
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}

‎v2/futures/funding_rate_info.go

+42
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,42 @@
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package futures
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import (
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"context"
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"encoding/json"
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"net/http"
7+
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"github.com/adshao/go-binance/v2/common"
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)
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// FundingRateInfoService gets funding rate info
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type FundingRateInfoService struct {
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c *Client
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}
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// Do sends request
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func (s *FundingRateInfoService) Do(ctx context.Context, opts ...RequestOption) (res []*FundingRateInfo, err error) {
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r := &request{
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method: http.MethodGet,
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endpoint: "/fapi/v1/fundingInfo",
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secType: secTypeNone,
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}
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data, _, err := s.c.callAPI(ctx, r, opts...)
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data = common.ToJSONList(data)
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if err != nil {
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return []*FundingRateInfo{}, err
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}
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res = make([]*FundingRateInfo, 0)
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err = json.Unmarshal(data, &res)
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if err != nil {
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return []*FundingRateInfo{}, err
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}
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return res, nil
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}
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// FundingRateInfo defines funding rate info for symbols
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type FundingRateInfo struct {
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Symbol string `json:"symbol"`
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AdjustedFundingRateCap string `json:"adjustedFundingRateCap"`
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AdjustedFundingRateFloor string `json:"adjustedFundingRateFloor"`
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FundingIntervalHours int64 `json:"fundingIntervalHours"`
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}

‎v2/futures/funding_rate_info_test.go

+50
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,50 @@
1+
package futures
2+
3+
import (
4+
"github.com/stretchr/testify/suite"
5+
"testing"
6+
)
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8+
type fundingRateInfoServiceTestSuite struct {
9+
baseTestSuite
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}
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func TestFundingRateInfoService(t *testing.T) {
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suite.Run(t, new(fundingRateInfoServiceTestSuite))
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}
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func (s *fundingRateInfoServiceTestSuite) TestGetFundingRateInfo() {
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data := []byte(`[{
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"symbol": "BTCUSDT",
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"adjustedFundingRateCap": "0.02500000",
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"adjustedFundingRateFloor": "-0.02500000",
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"fundingIntervalHours": 8
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}]`)
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s.mockDo(data, nil)
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defer s.assertDo()
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s.assertReq(func(r *request) {
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e := newRequest()
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s.assertRequestEqual(e, r)
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})
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res, err := s.client.NewFundingRateInfoService().Do(newContext())
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s.r().NoError(err)
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e := []*FundingRateInfo{
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{
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Symbol: "BTCUSDT",
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AdjustedFundingRateCap: "0.02500000",
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AdjustedFundingRateFloor: "-0.02500000",
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FundingIntervalHours: 8,
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},
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}
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s.assertFundingRateInfoEqual(e, res)
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}
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func (s *fundingRateInfoServiceTestSuite) assertFundingRateInfoEqual(e, a []*FundingRateInfo) {
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r := s.r()
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r.Equal(e[0].Symbol, a[0].Symbol, "Symbol")
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r.Equal(e[0].AdjustedFundingRateCap, a[0].AdjustedFundingRateCap, "AdjustedFundingRateCap")
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r.Equal(e[0].AdjustedFundingRateFloor, a[0].AdjustedFundingRateFloor, "AdjustedFundingRateFloor")
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r.Equal(e[0].FundingIntervalHours, a[0].FundingIntervalHours, "FundingIntervalHours")
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}

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