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

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* 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
This commit is contained in:
Scott
2023-07-26 14:25:43 +10:00
committed by GitHub
parent 2ad9304045
commit 471f4f21c4
39 changed files with 5785 additions and 3416 deletions
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156
gctrpc/rpc.swagger.json
View File

@@ -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"
}
}