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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
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,82 @@ | ||
package futures | ||
|
||
import ( | ||
"context" | ||
"encoding/json" | ||
"net/http" | ||
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||
"github.com/adshao/go-binance/v2/common" | ||
) | ||
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// FundingRateHistoryService gets funding rate history | ||
type FundingRateHistoryService struct { | ||
c *Client | ||
symbol *string | ||
startTime *int64 | ||
endTime *int64 | ||
limit *int | ||
} | ||
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||
// Symbol set symbol | ||
func (s *FundingRateHistoryService) Symbol(symbol string) *FundingRateHistoryService { | ||
s.symbol = &symbol | ||
return s | ||
} | ||
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||
// StartTime set startTime | ||
func (s *FundingRateHistoryService) StartTime(startTime int64) *FundingRateHistoryService { | ||
s.startTime = &startTime | ||
return s | ||
} | ||
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||
// EndTime set startTime | ||
func (s *FundingRateHistoryService) EndTime(endTime int64) *FundingRateHistoryService { | ||
s.endTime = &endTime | ||
return s | ||
} | ||
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||
// Limit set limit | ||
func (s *FundingRateHistoryService) Limit(limit int) *FundingRateHistoryService { | ||
s.limit = &limit | ||
return s | ||
} | ||
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// Do send request | ||
func (s *FundingRateHistoryService) Do(ctx context.Context, opts ...RequestOption) (res []*FundingRateHistory, err error) { | ||
r := &request{ | ||
method: http.MethodGet, | ||
endpoint: "/fapi/v1/fundingRate", | ||
secType: secTypeNone, | ||
} | ||
if s.symbol != nil { | ||
r.setParam("symbol", *s.symbol) | ||
} | ||
if s.startTime != nil { | ||
r.setParam("startTime", *s.startTime) | ||
} | ||
if s.endTime != nil { | ||
r.setParam("endTime", *s.endTime) | ||
} | ||
if s.limit != nil { | ||
r.setParam("limit", *s.limit) | ||
} | ||
data, _, err := s.c.callAPI(ctx, r, opts...) | ||
data = common.ToJSONList(data) | ||
if err != nil { | ||
return []*FundingRateHistory{}, err | ||
} | ||
res = make([]*FundingRateHistory, 0) | ||
err = json.Unmarshal(data, &res) | ||
if err != nil { | ||
return []*FundingRateHistory{}, err | ||
} | ||
return res, nil | ||
} | ||
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// FundingRateHistory defines funding rate history data | ||
type FundingRateHistory struct { | ||
Symbol string `json:"symbol"` | ||
FundingTime int64 `json:"fundingTime"` | ||
FundingRate string `json:"fundingRate"` | ||
MarkPrice string `json:"markPrice"` | ||
} |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,59 @@ | ||
package futures | ||
|
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import ( | ||
"github.com/stretchr/testify/suite" | ||
"testing" | ||
) | ||
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type fundingRateHistoryServiceTestSuite struct { | ||
baseTestSuite | ||
} | ||
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func TestFundingRateHistoryService(t *testing.T) { | ||
suite.Run(t, new(fundingRateHistoryServiceTestSuite)) | ||
} | ||
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func (s *fundingRateHistoryServiceTestSuite) TestGetFundingRateHistory() { | ||
data := []byte(`[{ | ||
"symbol": "BTCUSDT", | ||
"fundingTime": 1698768000000, | ||
"fundingRate": "0.00010000", | ||
"markPrice": "34287.54619963" | ||
}]`) | ||
s.mockDo(data, nil) | ||
defer s.assertDo() | ||
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symbol := "BTCUSDT" | ||
startTime := int64(1576566020000) | ||
endTime := int64(1676566020000) | ||
limit := 10 | ||
s.assertReq(func(r *request) { | ||
e := newRequest().setParams(params{ | ||
"symbol": symbol, | ||
"startTime": startTime, | ||
"endTime": endTime, | ||
"limit": limit, | ||
}) | ||
s.assertRequestEqual(e, r) | ||
}) | ||
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res, err := s.client.NewFundingRateHistoryService().Symbol(symbol).StartTime(startTime).EndTime(endTime).Limit(limit).Do(newContext()) | ||
s.r().NoError(err) | ||
e := []*FundingRateHistory{ | ||
{ | ||
Symbol: symbol, | ||
FundingTime: 1698768000000, | ||
FundingRate: "0.00010000", | ||
MarkPrice: "34287.54619963", | ||
}, | ||
} | ||
s.assertFundingRateHistoryEqual(e, res) | ||
} | ||
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func (s *fundingRateHistoryServiceTestSuite) assertFundingRateHistoryEqual(e, a []*FundingRateHistory) { | ||
r := s.r() | ||
r.Equal(e[0].Symbol, a[0].Symbol, "Symbol") | ||
r.Equal(e[0].FundingRate, a[0].FundingRate, "FundingRate") | ||
r.Equal(e[0].FundingTime, a[0].FundingTime, "FundingTime") | ||
r.Equal(e[0].MarkPrice, a[0].MarkPrice, "MarkPrice") | ||
} |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,42 @@ | ||
package futures | ||
|
||
import ( | ||
"context" | ||
"encoding/json" | ||
"net/http" | ||
|
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"github.com/adshao/go-binance/v2/common" | ||
) | ||
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// FundingRateInfoService gets funding rate info | ||
type FundingRateInfoService struct { | ||
c *Client | ||
} | ||
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// Do sends request | ||
func (s *FundingRateInfoService) Do(ctx context.Context, opts ...RequestOption) (res []*FundingRateInfo, err error) { | ||
r := &request{ | ||
method: http.MethodGet, | ||
endpoint: "/fapi/v1/fundingInfo", | ||
secType: secTypeNone, | ||
} | ||
data, _, err := s.c.callAPI(ctx, r, opts...) | ||
data = common.ToJSONList(data) | ||
if err != nil { | ||
return []*FundingRateInfo{}, err | ||
} | ||
res = make([]*FundingRateInfo, 0) | ||
err = json.Unmarshal(data, &res) | ||
if err != nil { | ||
return []*FundingRateInfo{}, err | ||
} | ||
return res, nil | ||
} | ||
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// FundingRateInfo defines funding rate info for symbols | ||
type FundingRateInfo struct { | ||
Symbol string `json:"symbol"` | ||
AdjustedFundingRateCap string `json:"adjustedFundingRateCap"` | ||
AdjustedFundingRateFloor string `json:"adjustedFundingRateFloor"` | ||
FundingIntervalHours int64 `json:"fundingIntervalHours"` | ||
} |
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,50 @@ | ||
package futures | ||
|
||
import ( | ||
"github.com/stretchr/testify/suite" | ||
"testing" | ||
) | ||
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type fundingRateInfoServiceTestSuite struct { | ||
baseTestSuite | ||
} | ||
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func TestFundingRateInfoService(t *testing.T) { | ||
suite.Run(t, new(fundingRateInfoServiceTestSuite)) | ||
} | ||
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func (s *fundingRateInfoServiceTestSuite) TestGetFundingRateInfo() { | ||
data := []byte(`[{ | ||
"symbol": "BTCUSDT", | ||
"adjustedFundingRateCap": "0.02500000", | ||
"adjustedFundingRateFloor": "-0.02500000", | ||
"fundingIntervalHours": 8 | ||
}]`) | ||
s.mockDo(data, nil) | ||
defer s.assertDo() | ||
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s.assertReq(func(r *request) { | ||
e := newRequest() | ||
s.assertRequestEqual(e, r) | ||
}) | ||
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res, err := s.client.NewFundingRateInfoService().Do(newContext()) | ||
s.r().NoError(err) | ||
e := []*FundingRateInfo{ | ||
{ | ||
Symbol: "BTCUSDT", | ||
AdjustedFundingRateCap: "0.02500000", | ||
AdjustedFundingRateFloor: "-0.02500000", | ||
FundingIntervalHours: 8, | ||
}, | ||
} | ||
s.assertFundingRateInfoEqual(e, res) | ||
} | ||
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func (s *fundingRateInfoServiceTestSuite) assertFundingRateInfoEqual(e, a []*FundingRateInfo) { | ||
r := s.r() | ||
r.Equal(e[0].Symbol, a[0].Symbol, "Symbol") | ||
r.Equal(e[0].AdjustedFundingRateCap, a[0].AdjustedFundingRateCap, "AdjustedFundingRateCap") | ||
r.Equal(e[0].AdjustedFundingRateFloor, a[0].AdjustedFundingRateFloor, "AdjustedFundingRateFloor") | ||
r.Equal(e[0].FundingIntervalHours, a[0].FundingIntervalHours, "FundingIntervalHours") | ||
} |