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BFX_Function_Codebase.bas
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BFX_Function_Codebase.bas
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Attribute VB_Name = "User_Defined_Functions"
Function BFX(Optional Symbol As String, Optional Field As String, Optional Timestamp As String, Optional Timeframe As String, Optional Period As String, Optional Second_Symbol As String, Optional Second_Timestamp As String)
'First, the Function declares the different variables requires to make an API call
Dim URL As String
Dim ApiData As String
Dim Pair As String
Dim Endpoint As String
Dim Query_Parameters As String
Dim Path_Parameters As String
Dim Data1 As Double
Dim Data2 As Double
Dim SymMem As String
Dim ErrorCheck As String
'The Bitfinex API prepends trading symbols with a 't' and funding symbols with an 'f'.
'Since there are nu funding symbols longer than four characters, the script can use this to distinguish trading and funding symbols in order to prepend them with the appropriate symbol.
If Len(Symbol) < 5 Then
Pair = "f" + Symbol
Else
Pair = "t" + Symbol
End If
'The script uses the field argument entered into the function to determine which endpoint and parameters should be used when buildling the URL.
'The script calls the BuildURL() function to combine the Endpoint, Path Parameters, and Query Parameters into a valid URL.
'The script call the SendRequest() function to send a call to the API and retrieve the response.
'The script calls the ReturnField function to determine which element of the API response should be returned to the Excel worksheet.
If Field = "Bid" Or Field = "Bid_Size" Or Field = "Ask" Or Field = "Ask_Size" Or Field = "Daily_Change" Or Field = "Daily_Change_Relative" Or Field = "Last_Price" Or Field = "Volume" And Timeframe = "" Or Field = "High" And Timeframe = "" Or Field = "Low" And Timeframe = "" Or Field = "FRR" Or Field = "Bid_Period" Or Field = "Ask_Period" Or Field = "FRR_AA" Then
If Len(Symbol) > 4 And Field = "FRR" Or Len(Symbol) > 4 And Field = "Bid_Period" Or Len(Symbol) > 4 And Field = "Ask_Period" Or Len(Symbol) > 4 And Field = "FRR_AA" Then
BFX = "Error, field not available for this SYMBOL"
ElseIf Symbol <> "" Then
Endpoint = "tickers"
Query_Parameters = "symbols=" + Pair
URL = BuildURL(Endpoint, , Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint, , , Symbol)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Last_Price_Hist" Or Field = "First_Price_Hist" Then
If Symbol <> "" And Timestamp <> "" Then
Endpoint = "trades"
Path_Parameters = Pair + "/hist"
If Field = "Last_Price_Hist" Then
Query_Parameters = "end=" + Timestamp + "&limit=1"
ElseIf Field = "First_Price_Hist" Then
Query_Parameters = "start=" + Timestamp + "&limit=1" + "&sort=1"
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
Else
If Symbol = "" And Timestamp = "" Then
BFX = "Error, SYMBOL and TIMESTAMP missing"
ElseIf Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
End If
End If
ElseIf Field = "Mid_Price" Then
If Symbol <> "" Then
Endpoint = "book"
Path_Parameters = Pair + "/P0"
Query_Parameters = "len=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
Else
BFX = "Error, SYMBOL missing"
End If
ElseIf Field = "Platform_Status" Then
Endpoint = "platform/status"
Path_Parameters = ""
Query_Parameters = ""
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
BFX = ReturnField(ApiData, Field, Endpoint)
ElseIf Field = "Open" Or Field = "Close" Or Field = "High" And Timeframe <> "" Or Field = "Low" And Timeframe <> "" Or Field = "Volume" And Timeframe <> "" Then
If Symbol <> "" And Len(Symbol) < 5 And Timeframe <> "" And Period = "" Then
BFX = "Error, funding candles require a period to be specified"
ElseIf Symbol <> "" And Timeframe <> "" Then
Endpoint = "candles"
If Period = "" Then
Path_Parameters = "trade:" + Timeframe + ":" + Pair + "/hist"
Else
Path_Parameters = "trade:" + Timeframe + ":" + Pair + ":" + Period + "/hist"
End If
If Timestamp = "" Then
Query_Parameters = "limit=1"
Else
Query_Parameters = "limit=1&end=" + Timestamp
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint, Timeframe)
Else
BFX = ErrorCheck
End If
ElseIf Symbol = "" Then
BFX = "Errors, SYMBOL missing"
ElseIf Timeframe = "" Then
BFX = "Error, TIMEFRAME missing"
End If
ElseIf Field = "Pos_Size_Long" Or Field = "Pos_Size_Short" Or Field = "Pos_Size_Long_Quote" Or Field = "Pos_Size_Short_Quote" Then
If Symbol <> "" Then
Endpoint = "stats1"
If Field = "Pos_Size_Long" Or Field = "Pos_Size_Long_Quote" Then
Path_Parameters = "pos.size:" + "1m:" + Pair + ":long" + "/hist"
ElseIf Field = "Pos_Size_Short" Or Field = "Pos_Size_Short_Quote" Then
Path_Parameters = "pos.size:" + "1m:" + Pair + ":short" + "/hist"
End If
If Timestamp = "" Then
Query_Parameters = "limit=1"
Else
Query_Parameters = "limit=1&end=" + Timestamp
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
If Field = "Pos_Size_Long" Or Field = "Pos_Size_Short" Then
BFX = ReturnField(ApiData, Field, Endpoint)
ElseIf Field = "Pos_Size_Long_Quote" Or Field = "Pos_Size_Short_Quote" Then
Data1 = ReturnField(ApiData, "Pos_Size_Long", Endpoint)
If Timestamp = "" Then
Data2 = BFX(Symbol, "Bid")
Else
Data2 = BFX(Symbol, "Last_Price_Hist", Timestamp)
End If
If CheckErrorReturned(Data2) = "Error" Then
BFX = Data2
Else
BFX = Data1 * Data2
End If
End If
Else
BFX = ErrorCheck
End If
ElseIf Symbol = "" Then
BFX = "Error, SYMBOL missing"
End If
ElseIf Field = "Funding_Size" Or Field = "Credits_Size" Or Field = "Credits_Size_Sym" Then
If Symbol <> "" Then
Endpoint = "stats1"
If Field = "Funding_Size" Then
Path_Parameters = "funding.size" + ":" + "1m" + ":" + Pair + "/hist"
ElseIf Field = "Credits_Size_Sym" Then
Path_Parameters = "credits.size.sym" + ":" + "1m" + ":" + Pair + ":" + "t" + Second_Symbol + "/hist"
ElseIf Field = "Credits_Size" Then
Path_Parameters = "credits.size" + ":" + "1m" + ":" + Pair + "/hist"
End If
If Timestamp = "" Then
Query_Parameters = "limit=1"
Else
Query_Parameters = "limit=1&end=" + Timestamp
End If
If Field = "credits.size.sym" And Second_Symbol = "" Then
BFX = "Error, SECOND_SYMBOL Missing"
ElseIf Field = "credits.size.sym" And Len(Symbol) > 4 Then
BFX = "Error, SYMBOL needs to be a funding currency"
ElseIf Field = "Credits_Size_Sym" And Len(Second_Symbol) < 4 Then
BFX = "Error, SECOND_SYMBOL needs to be a trading pair"
Else
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
End If
ElseIf Symbol = "" Then
BFX = "Error, SYMBOL missing"
End If
ElseIf Field = "Vol.1d" Or Field = "Vol.7d" Or Field = "Vol.30d" Or Field = "Vwap" Then
Endpoint = "stats1"
If Field = "Vol.1d" Then
Path_Parameters = "vol.1d:30m:BFX/hist"
ElseIf Field = "Vol.7d" Then
Path_Parameters = "vol.7d:30m:BFX/hist"
ElseIf Field = "Vol.30d" Then
Path_Parameters = "vol.30d:30m:BFX/hist"
ElseIf Field = "Vwap" Then
Path_Parameters = "vwap:1d" + ":" + Pair + "/hist"
End If
If Timestamp = "" Then
Query_Parameters = "limit=1"
ElseIf Timestamp <> "" Then
Query_Parameters = "limit=1&end=" + Timestamp
End If
If Field = "Vwap" And Symbol = "" Then
BFX = "Error, SYMBOL missing"
Else
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Deriv_Mid_Price" Or Field = "Spot_Price_Underlying" Or Field = "Insurance_Fund_Balance" Or Field = "Next_Funding_TS" Or Field = "Next_Funding_Accrued" Or Field = "Next_Funding_Step" Or Field = "Current_Funding" Or Field = "Mark_Price" Or Field = "Open_Interest" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
Else
Endpoint = "status"
If Timestamp = "" Then
Path_Parameters = "deriv"
Query_Parameters = "keys=" + Pair + "&limit=1"
ElseIf Timestamp <> "" Then
Path_Parameters = "deriv/" + Pair + "/hist"
Query_Parameters = "limit=1&end=" + Timestamp
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint, , Timestamp)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Custom_Volume" Or Field = "Custom_High" Or Field = "Custom_Low" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
ElseIf Timeframe = "" Then
BFX = "Error, TIMEFRAME missing"
ElseIf Len(Symbol) < 5 And Period = "" Then
BFX = "Error, PERIOD is required for funding currency data"
ElseIf Second_Timestamp <> "" And Second_Timestamp < Timestamp Then
BFX = "Error, TIMESTAMP cannot be greater than SECOND_TIMESTAMP"
Else
Endpoint = "candles"
If Len(Symbol) < 5 Then
Path_Parameters = "trade" + ":" + Timeframe + ":" + Pair + ":" + Period + "/hist"
Else
Path_Parameters = "trade" + ":" + Timeframe + ":" + Pair + "/hist"
End If
Path_Parameters = "trade:" + Timeframe + ":" + Pair + "/hist"
Query_Parameters = "limit=10000&start=" + Timestamp + "&end=" + Second_Timestamp
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "1Y_Avg_Volume" Or Field = "26W_Avg_Volume" Or Field = "13W_Avg_Volume" Or Field = "4W_Avg_Volume" Or Field = "1Y_Volume" Or Field = "26W_Volume" Or Field = "13W_Volume" Or Field = "4W_Volume" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Len(Symbol) < 5 And Period = "" Then
BFX = "Error, PERIOD is required for funding currency data"
Else
Endpoint = "candles"
If Len(Symbol) < 5 Then
Path_Parameters = "trade:1D" + ":" + Pair + ":" + Period + "/hist"
Else
Path_Parameters = "trade:1D" + ":" + Pair + "/hist"
End If
If Field = "1Y_Avg_Volume" Or Field = "1Y_Volume" Then
Query_Parameters = "limit=365"
ElseIf Field = "26W_Avg_Volume" Or Field = "26W_Volume" Then
Query_Parameters = "limit=182"
ElseIf Field = "13W_Avg_Volume" Or Field = "13W_Volume" Then
Query_Parameters = "limit=91"
ElseIf Field = "4W_Avg_Volume" Or Field = "4W_Volume" Then
Query_Parameters = "limit=28"
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "High1Y" Or Field = "Low1Y" Or Field = "High26W" Or Field = "Low26W" Or Field = "High13W" Or Field = "Low13W" Or Field = "High4W" Or Field = "Low4W" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Len(Symbol) < 5 And Period = "" Then
BFX = "Error, PERIOD is required for funding currency data"
Else
Endpoint = "candles"
If Len(Symbol) < 5 Then
Path_Parameters = "trade:1D" + ":" + Pair + ":" + Period + "/hist"
Else
Path_Parameters = "trade:1D" + ":" + Pair + "/hist"
End If
If Field = "High1Y" Or Field = "Low1Y" Then
Query_Parameters = "limit=365"
ElseIf Field = "High26W" Or Field = "Low26W" Then
Query_Parameters = "limit=182"
ElseIf Field = "High13W" Or Field = "Low13W" Then
Query_Parameters = "limit=91"
ElseIf Field = "High4W" Or Field = "Low4W" Then
Query_Parameters = "limit=28"
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
BFX = ReturnField(ApiData, Field, Endpoint)
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "1Y_Change" Or Field = "26W_Change" Or Field = "13W_Change" Or Field = "4W_Change" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
Else
Endpoint = "candles"
Path_Parameters = "trade:1D" + ":" + Pair + "/hist"
If Field = "1Y_Change" Then
Query_Parameters = "limit=365"
ElseIf Field = "26W_Change" Then
Query_Parameters = "limit=182"
ElseIf Field = "13W_Change" Then
Query_Parameters = "limit=91"
ElseIf Field = "4W_Change" Then
Query_Parameters = "limit=28"
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
If Field = "1Y_Change" Then
Data1 = ReturnField(ApiData, "1YOpen", Endpoint)
ElseIf Field = "26W_Change" Then
Data1 = ReturnField(ApiData, "26WOpen", Endpoint)
ElseIf Field = "13W_Change" Then
Data1 = ReturnField(ApiData, "13WOpen", Endpoint)
ElseIf Field = "4W_Change" Then
Data1 = ReturnField(ApiData, "4WOpen", Endpoint)
End If
Endpoint = "book"
Path_Parameters = Pair + "/P0"
Query_Parameters = "len=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Mid_Price", Endpoint)
BFX = Data2 - Data1
Else
BFX = ErrorCheck
End If
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "1Y_Change_Relative" Or Field = "26W_Change_Relative" Or Field = "13W_Change_Relative" Or Field = "4W_Change_Relative" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
Else
Endpoint = "candles"
Path_Parameters = "trade:1D" + ":" + Pair + "/hist"
If Field = "1Y_Change_Relative" Then
Query_Parameters = "limit=365"
ElseIf Field = "26W_Change_Relative" Then
Query_Parameters = "limit=182"
ElseIf Field = "13W_Change_Relative" Then
Query_Parameters = "limit=91"
ElseIf Field = "4W_Change_Relative" Then
Query_Parameters = "limit=28"
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
If Field = "1Y_Change_Relative" Then
Data1 = ReturnField(ApiData, "1YOpen", Endpoint)
ElseIf Field = "26W_Change_Relative" Then
Data1 = ReturnField(ApiData, "26WOpen", Endpoint)
ElseIf Field = "13W_Change_Relative" Then
Data1 = ReturnField(ApiData, "13WOpen", Endpoint)
ElseIf Field = "4W_Change_Relative" Then
Data1 = ReturnField(ApiData, "4WOpen", Endpoint)
End If
Endpoint = "book"
Path_Parameters = Pair + "/P0"
Query_Parameters = "len=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Mid_Price", Endpoint)
BFX = (Data2 - Data1) / Data1 * 100
Else
BFX = ErrorCheck
End If
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Custom_Change" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
ElseIf Second_Timestamp <> "" And Timestamp > Second_Timestamp Then
BFX = "Error, TIMESTAMP cannot be greater than SECOND_TIMESTAMP"
Else
Endpoint = "trades"
Path_Parameters = Pair + "/hist"
Query_Parameters = "end=" + Timestamp + "&limit=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data1 = ReturnField(ApiData, "Last_Price_Hist")
If Second_Timestamp = "" Then
Endpoint = "book"
Path_Parameters = Pair + "/P0"
Query_Parameters = "len=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Mid_Price", Endpoint)
Else
Date2 = ErrorCheck
End If
Else
Endpoint = "trades"
Path_Parameters = Pair + "/hist"
Query_Parameters = "end=" + Second_Timestamp + "&limit=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Last_Price_Hist")
Else
Data2 = ErrorCheck
End If
End If
If CheckErrorReturned(Data2) = False Then
BFX = Data2 - Data1
Else
BFX = Data2
End If
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Custom_Change_Relative" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
ElseIf Second_Timestamp <> "" And Timestamp > Second_Timestamp Then
BFX = "Error, TIMESTAMP cannot be greater than SECOND_TIMESTAMP"
Else
Endpoint = "trades"
Path_Parameters = Pair + "/hist"
Query_Parameters = "end=" + Timestamp + "&limit=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data1 = ReturnField(ApiData, "Last_Price_Hist", Endpoint)
If Second_Timestamp = "" Then
Endpoint = "book"
Path_Parameters = Pair + "/P0"
Query_Parameters = "len=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Mid_Price", Endpoint)
Else
Data2 = ErrorCheck
End If
Else
Endpoint = "trades"
Path_Parameters = Pair + "/hist"
Query_Parameters = "end=" + Second_Timestamp + "&limit=1"
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Last_Price_Hist")
Else
Data2 = ErrorCheck
End If
End If
If CheckErrorReturned(Data2) = False Then
BFX = (Data2 - Data1) / Data1 * 100
Else
BFX = Data2
End If
Else
BFX = Data1
End If
End If
ElseIf Field = "Percent_Long" Or Field = "Percent_Short" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Len(Symbol) < 5 Then
BFX = "Error, SYMBOL must be a trading pair"
Else
Endpoint = "stats1"
Path_Parameters = "pos.size:" + "1m:" + Pair + ":long" + "/hist"
If Timestamp = "" Then
Query_Parameters = "limit=1"
Else
Query_Parameters = "limit=1&end=" + Timestamp
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data1 = ReturnField(ApiData, "Pos_Size_Long", Endpoint)
Path_Parameters = "pos.size:" + "1m:" + Pair + ":short" + "/hist"
If Timestamp = "" Then
Query_Parameters = "limit=1"
Else
Query_Parameters = "limit=1&end=" + Timestamp
End If
URL = BuildURL(Endpoint, Path_Parameters, Query_Parameters)
ApiData = SendRequest(URL)
ErrorCheck = CheckErrors(ApiData)
If ErrorCheck = "Pass" Then
Data2 = ReturnField(ApiData, "Pos_Size_Short", Endpoint)
If Field = "Percent_Long" Then
BFX = (Data1 / (Data1 + Data2)) * 100
ElseIf Field = "Percent_Short" Then
BFX = (Data2 / (Data1 + Data2)) * 100
End If
Else
BFX = ErrorCheck
End If
Else
BFX = ErrorCheck
End If
End If
ElseIf Field = "Longs_Minus_Borrowed" Or Field = "Shorts_Minus_Borrowed" Or Field = "Longs_Borrowed_Ratio" Or Field = "Shorts_Borrowed_Ratio" Then
SymMem = Symbol
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Second_Symbol = "" Then
BFX = "Error, SECOND_SYMBOL missing"
ElseIf Len(Symbol) > 4 Then
BFX = "Error, SYMBOL should be a funding currency"
ElseIf Len(Second_Symbol) < 5 Then
BFX = "Error, SECOND_SYMBOL should be a trading pair"
Else
If Field = "Longs_Minus_Borrowed" Or Field = "Longs_Borrowed_Ratio" Then
If Timestamp = "" Then
Data1 = BFX(Second_Symbol, "Pos_Size_Long_Quote")
Else
Data1 = BFX(Second_Symbol, "Pos_Size_Long_Quote", Timestamp)
End If
ElseIf Field = "Shorts_Minus_Borrowed" Or Field = "Shorts_Borrowed_Ratio" Then
If Timestamp = "" Then
Data1 = BFX(Second_Symbol, "Pos_Size_Short")
Else
Data1 = BFX(Second_Symbol, "Pos_Size_Short", Timestamp)
End If
End If
If CheckErrorReturned(Data1) = False Then
If Timestamp = "" Then
Data2 = BFX(SymMem, "Credits_Size_Sym", , , , Second_Symbol)
Else
Data2 = BFX(SymMem, "Credits_Size_Sym", Timestamp, , , Second_Symbol)
End If
If CheckErrorReturned(Data2) = False Then
If Field = "Shorts_Minus_Borrowed" Or Field = "Longs_Minus_Borrowed" Then
BFX = Data1 - Data2
ElseIf Field = "Longs_Borrowed_Ratio" Or Field = "Shorts_Borrowed_Ratio" Then
BFX = Data1 / Data2
End If
Else
BFX = Data2
End If
Else
BFX = Data1
End If
End If
ElseIf Field = "Long_Size_Change" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
Else
Data1 = BFX(Symbol, "Pos_Size_Long", Timestamp)
If CheckErrorReturned(Data1) = False Then
If Second_Timestamp <> "" Then
If Second_Timestamp > Timestamp Then
Data2 = BFX(Symbol, "Pos_Size_Long", Second_Timestamp)
If CheckErrorReturned(Data2) = False Then
BFX = Data2 - Data1
Else
BFX = Data2
End If
Else
BFX = "Error, Timestamp must be before Second_Timestamp"
End If
ElseIf Second_Timestamp = "" Then
If CheckErrorReturned(Data2) = False Then
Data2 = BFX(Symbol, "Pos_Size_Long")
BFX = Data2 - Data1
Else
BFX = Data2
End If
End If
Else
BFX = Data1
End If
End If
ElseIf Field = "Long_Size_Change_Quote" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
Else
Data1 = BFX(Symbol, "Pos_Size_Long_Quote", Timestamp)
If CheckErrorReturned(Data1) = False Then
If Second_Timestamp <> "" Then
If Second_Timestamp > Timestamp Then
Data2 = BFX(Symbol, "Pos_Size_Long_Quote", Second_Timestamp)
If CheckErrorReturned(Data2) = False Then
BFX = Data2 - Data1
Else
BFX = Data2
End If
Else
BFX = "Error, Timestamp must be before Second_Timestamp"
End If
ElseIf Second_Timestamp = "" Then
Data2 = BFX(Symbol, "Pos_Size_Long_Quote")
If CheckErrorReturned(Data2) = False Then
BFX = Data2 - Data1
Else
BFX = Data2
End If
End If
Else
BFX = Data1
End If
End If
ElseIf Field = "Long_Size_Change_Relative" Then
If Symbol = "" Then
BFX = "Error, SYMBOL missing"
ElseIf Timestamp = "" Then
BFX = "Error, TIMESTAMP missing"
Else
Data1 = BFX(Symbol, "Pos_Size_Long", Timestamp)
If CheckErrorReturned(Data1) = False Then
If Second_Timestamp <> "" Then
If Second_Timestamp > Timestamp Then
Data2 = BFX(Symbol, "Pos_Size_Long", Second_Timestamp)
If CheckErrorReturned(Data2) = False Then
BFX = ((Data2 - Data1) / Data1) * 100
Else
BFX = Data2
End If
Else
BFX = "Error, Timestamp must be before Second_Timestamp"
End If
ElseIf Second_Timestamp = "" Then
Data2 = BFX(Symbol, "Pos_Size_Long")
If CheckErrorReturned(Data2) = False Then
BFX = ((Data2 - Data1) / Data1) * 100
Else
BFX = Data2
End If
End If
Else
BFX = Data1
End If
End If