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
2026-06-07 15:11:03 +00:00 · 2023-07-26 14:25:43 +10:00
parent 2ad9304045
commit 471f4f21c4
39 changed files with 5785 additions and 3416 deletions
--- a/gctrpc/rpc.pb.go
+++ b/gctrpc/rpc.pb.go
--- a/gctrpc/rpc.pb.gw.go
+++ b/gctrpc/rpc.pb.gw.go
--- a/gctrpc/rpc.proto
+++ b/gctrpc/rpc.proto
@@ -1038,12 +1038,15 @@ message FundingData {
  string exchange = 1;
  string asset = 2;
  CurrencyPair pair = 3;
-  string start_date = 4;
-  string end_date = 5;
-  repeated FundingRate rates = 6;
-  FundingRate latest_rate = 7;
-  FundingRate upcoming_rate = 8;
-  string payment_sum = 9;
+  string payment_currency = 4;
+  string start_date = 5;
+  string end_date = 6;
+  repeated FundingRate rates = 7;
+  FundingRate latest_rate = 8;
+  FundingRate upcoming_rate = 9;
+  string payment_sum = 10;
+  string payment_message = 11;
+  string time_of_next_rate = 12;
 }

 message FuturesPositionStats {
@@ -1190,15 +1193,28 @@ message CollateralUsedBreakdown {
 message GetFundingRatesRequest {
  string exchange = 1;
  string asset = 2;
-  repeated string pairs = 3;
+  CurrencyPair pair = 3;
  string start_date = 4;
  string end_date = 5;
-  bool include_predicted = 6;
-  bool include_payments = 7;
+  string payment_currency = 6;
+  bool include_predicted = 7;
+  bool include_payments = 8;
+  bool respect_history_limits = 9;
 }

 message GetFundingRatesResponse {
-  repeated FundingData funding_payments = 1;
+  FundingData rates = 1;
+}
+
+message GetLatestFundingRateRequest {
+  string exchange = 1;
+  string asset = 2;
+  CurrencyPair pair = 3;
+  bool include_predicted = 4;
+}
+
+message GetLatestFundingRateResponse {
+  FundingData rate = 1;
 }

 message ShutdownRequest {}
@@ -1852,6 +1868,9 @@ service GoCryptoTraderService {
  rpc GetFundingRates(GetFundingRatesRequest) returns (GetFundingRatesResponse) {
    option (google.api.http) = {get: "/v1/getfundingrates"};
  }
+  rpc GetLatestFundingRate(GetLatestFundingRateRequest) returns (GetLatestFundingRateResponse) {
+    option (google.api.http) = {get: "/v1/getlatestfundingrate"};
+  }
  rpc GetOrderbookMovement(GetOrderbookMovementRequest) returns (GetOrderbookMovementResponse) {
    option (google.api.http) = {get: "/v1/getorderbookmovement"};
  }
--- a/gctrpc/rpc.swagger.json
+++ b/gctrpc/rpc.swagger.json
@@ -1902,14 +1902,22 @@
            "type": "string"
          },
          {
-            "name": "pairs",
+            "name": "pair.delimiter",
            "in": "query",
            "required": false,
-            "type": "array",
-            "items": {
-              "type": "string"
-            },
-            "collectionFormat": "multi"
+            "type": "string"
+          },
+          {
+            "name": "pair.base",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "pair.quote",
+            "in": "query",
+            "required": false,
+            "type": "string"
          },
          {
            "name": "startDate",
@@ -1923,6 +1931,12 @@
            "required": false,
            "type": "string"
          },
+          {
+            "name": "paymentCurrency",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
          {
            "name": "includePredicted",
            "in": "query",
@@ -1934,6 +1948,12 @@
            "in": "query",
            "required": false,
            "type": "boolean"
+          },
+          {
+            "name": "respectHistoryLimits",
+            "in": "query",
+            "required": false,
+            "type": "boolean"
          }
        ],
        "tags": [
@@ -2256,6 +2276,66 @@
        ]
      }
    },
+    "/v1/getlatestfundingrate": {
+      "get": {
+        "operationId": "GoCryptoTraderService_GetLatestFundingRate",
+        "responses": {
+          "200": {
+            "description": "A successful response.",
+            "schema": {
+              "$ref": "#/definitions/gctrpcGetLatestFundingRateResponse"
+            }
+          },
+          "default": {
+            "description": "An unexpected error response.",
+            "schema": {
+              "$ref": "#/definitions/rpcStatus"
+            }
+          }
+        },
+        "parameters": [
+          {
+            "name": "exchange",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "asset",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "pair.delimiter",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "pair.base",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "pair.quote",
+            "in": "query",
+            "required": false,
+            "type": "string"
+          },
+          {
+            "name": "includePredicted",
+            "in": "query",
+            "required": false,
+            "type": "boolean"
+          }
+        ],
+        "tags": [
+          "GoCryptoTraderService"
+        ]
+      }
+    },
    "/v1/getloggerdetails": {
      "get": {
        "operationId": "GoCryptoTraderService_GetLoggerDetails",
@@ -4323,6 +4403,7 @@
        "currencies": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcAccountCurrencyInfo"
          }
        }
@@ -4454,6 +4535,7 @@
        "orders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrders"
          }
        },
@@ -4495,6 +4577,7 @@
        "orders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrders"
          }
        }
@@ -4766,6 +4849,7 @@
        "currencyStates": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCurrencyState"
          }
        }
@@ -4844,6 +4928,7 @@
        "jobResults": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcDataHistoryJobResult"
          }
        },
@@ -4881,6 +4966,7 @@
        "results": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcDataHistoryJob"
          }
        }
@@ -4906,6 +4992,7 @@
        "addresses": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcDepositAddress"
          }
        }
@@ -5015,6 +5102,9 @@
        "pair": {
          "$ref": "#/definitions/gctrpcCurrencyPair"
        },
+        "paymentCurrency": {
+          "type": "string"
+        },
        "startDate": {
          "type": "string"
        },
@@ -5024,6 +5114,7 @@
        "rates": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcFundingRate"
          }
        },
@@ -5035,6 +5126,12 @@
        },
        "paymentSum": {
          "type": "string"
+        },
+        "paymentMessage": {
+          "type": "string"
+        },
+        "timeOfNextRate": {
+          "type": "string"
        }
      }
    },
@@ -5104,6 +5201,7 @@
        "orders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderDetails"
          }
        },
@@ -5218,6 +5316,7 @@
        "scripts": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcGCTScript"
          }
        }
@@ -5283,6 +5382,7 @@
        "accounts": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcAccount"
          }
        }
@@ -5294,6 +5394,7 @@
        "events": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcAuditEvent"
          }
        }
@@ -5354,12 +5455,14 @@
        "currencyBreakdown": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCollateralForCurrency"
          }
        },
        "positionBreakdown": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCollateralByPosition"
          }
        }
@@ -5560,6 +5663,7 @@
        "forexProviders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcForexProvider"
          }
        }
@@ -5571,6 +5675,7 @@
        "forexRates": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcForexRatesConversion"
          }
        }
@@ -5579,11 +5684,8 @@
    "gctrpcGetFundingRatesResponse": {
      "type": "object",
      "properties": {
-        "fundingPayments": {
-          "type": "array",
-          "items": {
-            "$ref": "#/definitions/gctrpcFundingData"
-          }
+        "rates": {
+          "$ref": "#/definitions/gctrpcFundingData"
        }
      }
    },
@@ -5609,6 +5711,7 @@
        "positions": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcFuturePosition"
          }
        }
@@ -5635,6 +5738,7 @@
        "candle": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCandle"
          }
        }
@@ -5674,6 +5778,14 @@
        }
      }
    },
+    "gctrpcGetLatestFundingRateResponse": {
+      "type": "object",
+      "properties": {
+        "rate": {
+          "$ref": "#/definitions/gctrpcFundingData"
+        }
+      }
+    },
    "gctrpcGetLoggerDetailsResponse": {
      "type": "object",
      "properties": {
@@ -5697,6 +5809,7 @@
        "positions": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcFuturePosition"
          }
        }
@@ -5708,6 +5821,7 @@
        "rates": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcMarginRate"
          }
        },
@@ -5918,6 +6032,7 @@
        "orderbooks": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderbooks"
          }
        }
@@ -5949,6 +6064,7 @@
        "orders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderDetails"
          }
        }
@@ -5960,6 +6076,7 @@
        "portfolio": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcPortfolioAddress"
          }
        }
@@ -5971,12 +6088,14 @@
        "coinTotals": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCoin"
          }
        },
        "coinsOffline": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCoin"
          }
        },
@@ -5989,6 +6108,7 @@
        "coinsOnline": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCoin"
          }
        },
@@ -6053,6 +6173,7 @@
        "tickers": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcTickers"
          }
        }
@@ -6140,6 +6261,7 @@
        "addresses": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOfflineCoinSummary"
          }
        }
@@ -6228,6 +6350,7 @@
        "trades": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcTradeHistory"
          }
        }
@@ -6262,12 +6385,14 @@
        "bids": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderbookItem"
          }
        },
        "asks": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderbookItem"
          }
        },
@@ -6292,6 +6417,7 @@
        "orderbooks": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderbookResponse"
          }
        }
@@ -6411,6 +6537,7 @@
        "trades": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcSavedTrades"
          }
        }
@@ -6443,6 +6570,7 @@
        "pairs": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcCurrencyPair"
          }
        },
@@ -6489,6 +6617,7 @@
        "orders": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcOrderbookItem"
          }
        },
@@ -6556,6 +6685,7 @@
        "trades": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcTrades"
          }
        }
@@ -6613,6 +6743,7 @@
        "tickers": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcTickerResponse"
          }
        }
@@ -6802,6 +6933,7 @@
        "subscriptions": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcWebsocketSubscription"
          }
        }
@@ -6991,6 +7123,7 @@
        "event": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/gctrpcWithdrawalEventResponse"
          }
        }
@@ -7057,6 +7190,7 @@
        "details": {
          "type": "array",
          "items": {
+            "type": "object",
            "$ref": "#/definitions/protobufAny"
          }
        }
--- a/gctrpc/rpc_grpc.pb.go
+++ b/gctrpc/rpc_grpc.pb.go