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

Browse Source 
* 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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530
testdata/http_mock/binance/binance.json vendored
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@@ -262657,6 +262657,12 @@
"queryString": "endTime=1580515200000\u0026limit=50\u0026startTime=1577836800000\u0026symbol=BTCUSD_PERP",
"bodyParams": "",
"headers": {}
},
{
"data": null,
"queryString": "endTime=1580515200000\u0026startTime=1577836800000\u0026symbol=BTCUSD_PERP",
"bodyParams": "",
"headers": {}
}
]
},
@@ -263338,6 +263344,24 @@
"queryString": "pair=BTCUSD",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"estimatedSettlePrice": "26803.50816028",
"indexPrice": "26792.39505234",
"interestRate": "0.00010000",
"lastFundingRate": "0.00006292",
"markPrice": "26780.20000000",
"nextFundingTime": 1687248000000,
"pair": "BTCUSD",
"symbol": "BTCUSD_PERP",
"time": 1687244113000
}
],
"queryString": "symbol=BTCUSD_PERP",
"bodyParams": "",
"headers": {}
}
]
},
@@ -300349,6 +300373,483 @@
"queryString": "endTime=1580515200000\u0026limit=2\u0026startTime=1577836800000\u0026symbol=BTCUSDT",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
"fundingRate": "-0.00012359",
"fundingTime": 1577836800000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "-0.00012383",
"fundingTime": 1577865600000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "-0.00009664",
"fundingTime": 1577894400000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00003662",
"fundingTime": 1577923200002,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00010000",
"fundingTime": 1577952000000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00000104",
"fundingTime": 1577980800000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "-0.00001664",
"fundingTime": 1578009600000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "-0.00001553",
"fundingTime": 1578038400000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00010000",
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"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00010000",
"fundingTime": 1578096000000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00000084",
"fundingTime": 1578124800000,
"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00007387",
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"symbol": "BTCUSDT"
},
{
"fundingRate": "0.00010000",
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"symbol": "BTCUSDT"
},
{
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"symbol": "BTCUSDT"
},
{
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"symbol": "BTCUSDT"
},
{
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"symbol": "BTCUSDT"
},
{
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},
{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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{
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}
],
"queryString": "endTime=1580515200000\u0026limit=1000\u0026startTime=1577836800000\u0026symbol=BTCUSDT",
"bodyParams": "",
"headers": {}
}
]
},
@@ -323501,20 +324002,6 @@
},
"/fapi/v1/premiumIndex": {
"GET": [
{
"data": {
"indexPrice": "11492.54018436",
"interestRate": "0.00010000",
"lastFundingRate": "0.00010000",
"markPrice": "11491.85000000",
"nextFundingTime": 1602835200000,
"symbol": "BTCUSDT",
"time": 1602819969000
},
"queryString": "symbol=BTCUSDT",
"bodyParams": "",
"headers": {}
},
{
"data": [
{
@@ -324142,6 +324629,21 @@
"queryString": "",
"bodyParams": "",
"headers": {}
},
{
"data": {
"estimatedSettlePrice": "26808.13173098",
"indexPrice": "26798.25197802",
"interestRate": "0.00010000",
"lastFundingRate": "0.00001226",
"markPrice": "26780.82240476",
"nextFundingTime": 1687248000000,
"symbol": "BTCUSDT",
"time": 1687244112000
},
"queryString": "symbol=BTCUSDT",
"bodyParams": "",
"headers": {}
}
]
},