Binance,OKx: Implement fetching funding rates (#1239)

* adds basic groundwork for rates on binance

* more into rates on binance

* rm redudant redundancy, add payments

* mini commit before merging with testnet ability branch

* changes function signature and fixes resulting build

* gets billing data too

* funding rates package, features use, testnet reimpl

* new endpoint, refinements and tests

* cli fix, rpc impl, testing, payments

* fixups from looking at code

* typo fix

* niteroos

* merge fixes

* adds test, fixes cli issues

* woah nelly

exchanges/order/futures.go

@@ -12,6 +12,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
 )
 
 // SetupPositionController creates a position controller
@@ -126,7 +127,7 @@ func (c *PositionController) GetPositionsForExchange(exch string, item asset.Ite
 }
 
 // TrackFundingDetails applies funding rate details to a tracked position
-func (c *PositionController) TrackFundingDetails(d *FundingRates) error {
+func (c *PositionController) TrackFundingDetails(d *fundingrate.Rates) error {
 	if c == nil {
 		return fmt.Errorf("position controller %w", common.ErrNilPointer)
 	}
@@ -432,7 +433,7 @@ func (m *MultiPositionTracker) TrackNewOrder(d *Detail) error {
 }
 
 // TrackFundingDetails applies funding rate details to a tracked position
-func (m *MultiPositionTracker) TrackFundingDetails(d *FundingRates) error {
+func (m *MultiPositionTracker) TrackFundingDetails(d *fundingrate.Rates) error {
 	if m == nil {
 		return fmt.Errorf("multi-position tracker %w", common.ErrNilPointer)
 	}
@@ -550,9 +551,9 @@ func (p *PositionTracker) GetStats() *Position {
 	}
 
 	if p.fundingRateDetails != nil {
-		frs := make([]FundingRate, len(p.fundingRateDetails.FundingRates))
+		frs := make([]fundingrate.Rate, len(p.fundingRateDetails.FundingRates))
 		copy(frs, p.fundingRateDetails.FundingRates)
-		pos.FundingRates = FundingRates{
+		pos.FundingRates = fundingrate.Rates{
 			Exchange:              p.fundingRateDetails.Exchange,
 			Asset:                 p.fundingRateDetails.Asset,
 			Pair:                  p.fundingRateDetails.Pair,
@@ -660,7 +661,7 @@ func (p *PositionTracker) GetLatestPNLSnapshot() (PNLResult, error) {
 }
 
 // TrackFundingDetails sets funding rates to a position
-func (p *PositionTracker) TrackFundingDetails(d *FundingRates) error {
+func (p *PositionTracker) TrackFundingDetails(d *fundingrate.Rates) error {
 	if p == nil {
 		return fmt.Errorf("position tracker %w", common.ErrNilPointer)
 	}
@@ -688,7 +689,7 @@ func (p *PositionTracker) TrackFundingDetails(d *FundingRates) error {
 		return fmt.Errorf("%w for timeframe %v %v %v %v-%v", ErrNoPositionsFound, p.exchange, p.asset, p.contractPair, d.StartDate, d.EndDate)
 	}
 	if p.fundingRateDetails == nil {
-		p.fundingRateDetails = &FundingRates{
+		p.fundingRateDetails = &fundingrate.Rates{
 			Exchange:              d.Exchange,
 			Asset:                 d.Asset,
 			Pair:                  d.Pair,
@@ -699,7 +700,7 @@ func (p *PositionTracker) TrackFundingDetails(d *FundingRates) error {
 			PaymentSum:            d.PaymentSum,
 		}
 	}
-	rates := make([]FundingRate, 0, len(d.FundingRates))
+	rates := make([]fundingrate.Rate, 0, len(d.FundingRates))
 fundingRates:
 	for i := range d.FundingRates {
 		if d.FundingRates[i].Time.Before(p.openingDate) ||
@@ -823,12 +824,12 @@ func (p *PositionTracker) TrackNewOrder(d *Detail, isInitialOrder bool) error {
 			p.longPositions = append(p.longPositions, d.Copy())
 		}
 	}
-	var shortSide, longSide decimal.Decimal
+	var shortSideAmount, longSideAmount decimal.Decimal
 	for i := range p.shortPositions {
-		shortSide = shortSide.Add(decimal.NewFromFloat(p.shortPositions[i].Amount))
+		shortSideAmount = shortSideAmount.Add(decimal.NewFromFloat(p.shortPositions[i].Amount))
 	}
 	for i := range p.longPositions {
-		longSide = longSide.Add(decimal.NewFromFloat(p.longPositions[i].Amount))
+		longSideAmount = longSideAmount.Add(decimal.NewFromFloat(p.longPositions[i].Amount))
 	}
 
 	if isInitialOrder {
@@ -927,18 +928,18 @@ func (p *PositionTracker) TrackNewOrder(d *Detail, isInitialOrder bool) error {
 	p.unrealisedPNL = result.UnrealisedPNL
 
 	switch {
-	case longSide.GreaterThan(shortSide):
+	case longSideAmount.GreaterThan(shortSideAmount):
 		p.latestDirection = Long
-	case shortSide.GreaterThan(longSide):
+	case shortSideAmount.GreaterThan(longSideAmount):
 		p.latestDirection = Short
 	default:
 		p.latestDirection = ClosePosition
 	}
 
 	if p.latestDirection.IsLong() {
-		p.exposure = longSide.Sub(shortSide)
+		p.exposure = longSideAmount.Sub(shortSideAmount)
 	} else {
-		p.exposure = shortSide.Sub(longSide)
+		p.exposure = shortSideAmount.Sub(longSideAmount)
 	}
 
 	if p.exposure.Equal(decimal.Zero) {

exchanges/order/futures_test.go

@@ -10,6 +10,7 @@ import (
 	"github.com/thrasher-corp/gocryptotrader/common"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
 )
 
 const testExchange = "test"
@@ -538,8 +539,8 @@ func TestGetStats(t *testing.T) {
 	}
 
 	p.exchange = testExchange
-	p.fundingRateDetails = &FundingRates{
-		FundingRates: []FundingRate{
+	p.fundingRateDetails = &fundingrate.Rates{
+		FundingRates: []fundingrate.Rate{
 			{},
 		},
 	}
@@ -1264,7 +1265,7 @@ func TestPCTrackFundingDetails(t *testing.T) {
 	}
 
 	p := currency.NewPair(currency.BTC, currency.PERP)
-	rates := &FundingRates{
+	rates := &fundingrate.Rates{
 		Asset: asset.Futures,
 		Pair:  p,
 	}
@@ -1296,7 +1297,7 @@ func TestPCTrackFundingDetails(t *testing.T) {
 
 	rates.StartDate = tn.Add(-time.Hour)
 	rates.EndDate = tn
-	rates.FundingRates = []FundingRate{
+	rates.FundingRates = []fundingrate.Rate{
 		{
 			Time:    tn,
 			Rate:    decimal.NewFromInt(1337),
@@ -1323,7 +1324,7 @@ func TestMPTTrackFundingDetails(t *testing.T) {
 	}
 
 	cp := currency.NewPair(currency.BTC, currency.PERP)
-	rates := &FundingRates{
+	rates := &fundingrate.Rates{
 		Asset: asset.Futures,
 		Pair:  cp,
 	}
@@ -1333,7 +1334,7 @@ func TestMPTTrackFundingDetails(t *testing.T) {
 	}
 
 	mpt.exchange = testExchange
-	rates = &FundingRates{
+	rates = &fundingrate.Rates{
 		Exchange: testExchange,
 		Asset:    asset.Futures,
 		Pair:     cp,
@@ -1367,7 +1368,7 @@ func TestMPTTrackFundingDetails(t *testing.T) {
 
 	rates.StartDate = tn.Add(-time.Hour)
 	rates.EndDate = tn
-	rates.FundingRates = []FundingRate{
+	rates.FundingRates = []fundingrate.Rate{
 		{
 			Time:    tn,
 			Rate:    decimal.NewFromInt(1337),
@@ -1392,7 +1393,7 @@ func TestPTTrackFundingDetails(t *testing.T) {
 	}
 
 	cp := currency.NewPair(currency.BTC, currency.PERP)
-	rates := &FundingRates{
+	rates := &fundingrate.Rates{
 		Exchange: testExchange,
 		Asset:    asset.Futures,
 		Pair:     cp,
@@ -1431,7 +1432,7 @@ func TestPTTrackFundingDetails(t *testing.T) {
 		t.Errorf("received '%v' expected '%v", err, nil)
 	}
 
-	rates.FundingRates = []FundingRate{
+	rates.FundingRates = []fundingrate.Rate{
 		{
 			Time:    rates.StartDate,
 			Rate:    decimal.NewFromInt(1337),

exchanges/order/futures_types.go

@@ -9,6 +9,7 @@ import (
 	"github.com/shopspring/decimal"
 	"github.com/thrasher-corp/gocryptotrader/currency"
 	"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
+	"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
 )
 
 var (
@@ -194,7 +195,7 @@ type PositionTracker struct {
 	shortPositions     []Detail
 	longPositions      []Detail
 	pnlHistory         []PNLResult
-	fundingRateDetails *FundingRates
+	fundingRateDetails *fundingrate.Rates
 }
 
 // PositionTrackerSetup contains all required fields to
@@ -302,7 +303,7 @@ type Position struct {
 	CloseDate          time.Time
 	Orders             []Detail
 	PNLHistory         []PNLResult
-	FundingRates       FundingRates
+	FundingRates       fundingrate.Rates
 }
 
 // PositionSummaryRequest is used to request a summary of an open position
@@ -343,36 +344,6 @@ type PositionSummary struct {
 	TotalCollateral              decimal.Decimal
 }
 
-// FundingRatesRequest is used to request funding rate details for a position
-type FundingRatesRequest struct {
-	Asset                asset.Item
-	Pairs                currency.Pairs
-	StartDate            time.Time
-	EndDate              time.Time
-	IncludePayments      bool
-	IncludePredictedRate bool
-}
-
-// FundingRates is used to return funding rate details for a position
-type FundingRates struct {
-	Exchange              string
-	Asset                 asset.Item
-	Pair                  currency.Pair
-	StartDate             time.Time
-	EndDate               time.Time
-	LatestRate            FundingRate
-	PredictedUpcomingRate FundingRate
-	FundingRates          []FundingRate
-	PaymentSum            decimal.Decimal
-}
-
-// FundingRate holds details for an individual funding rate
-type FundingRate struct {
-	Time    time.Time
-	Rate    decimal.Decimal
-	Payment decimal.Decimal
-}
-
 // PositionDetails are used to track open positions
 // in the order manager
 type PositionDetails struct {