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futures: Implement GetLatestFundingRates across exchanges (#1339)

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* adds funding rate implementations and improvements

* merge fixes x1

* lint

* kucoin funding rates func make

* migrate sync-manager to keys

* some kucoin work

* adds some kucoin wrapper funcs

* ehhh, todo

* kucoin position

* start of orders

* adds the kucoin tests yay

* multiplier

* nits, EWS includes order limits

* NotYetImplemented, IsPerp improvements, cleaning

* lint, test fix, huobi time

* fixes issues, improves testing

* fixes linters I WRECKED

* local lint but remote lint, lint, lint, lint

* fixes err

* skip CI

* lint

* Supported rates, binance endpoints

* fixes weird mocktest problems

* no, CZ is invalid

* fixes some new EWS test errors
This commit is contained in:
Scott
2023-11-03 10:01:32 +10:00
committed by GitHub
parent f9437dbd08
commit 70690d9a04
78 changed files with 4088 additions and 527 deletions
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38
engine/rpcserver_test.go
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@@ -70,7 +70,7 @@ func (f fExchange) GetFuturesPositionSummary(context.Context, *futures.PositionS
MarkPrice: leet,
CurrentSize: leet,
AverageOpenPrice: leet,
PositionPNL: leet,
UnrealisedPNL: leet,
MaintenanceMarginFraction: leet,
FreeCollateral: leet,
TotalCollateral: leet,
@@ -141,29 +141,31 @@ func (f fExchange) GetFuturesPositionOrders(_ context.Context, req *futures.Posi
return resp, nil
}
func (f fExchange) GetLatestFundingRate(_ context.Context, request *fundingrate.LatestRateRequest) (*fundingrate.LatestRateResponse, error) {
func (f fExchange) GetLatestFundingRates(_ context.Context, request *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
leet := decimal.NewFromInt(1337)
return &fundingrate.LatestRateResponse{
Exchange: f.GetName(),
Asset: request.Asset,
Pair: request.Pair,
LatestRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
return []fundingrate.LatestRateResponse{
{
Exchange: f.GetName(),
Asset: request.Asset,
Pair: request.Pair,
LatestRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
},
PredictedUpcomingRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
},
TimeOfNextRate: time.Now(),
},
PredictedUpcomingRate: fundingrate.Rate{
Time: time.Now(),
Rate: leet,
Payment: leet,
},
TimeOfNextRate: time.Now(),
}, nil
}
func (f fExchange) GetFundingRates(_ context.Context, request *fundingrate.RatesRequest) (*fundingrate.Rates, error) {
func (f fExchange) GetHistoricalFundingRates(_ context.Context, request *fundingrate.HistoricalRatesRequest) (*fundingrate.HistoricalRates, error) {
leet := decimal.NewFromInt(1337)
return &fundingrate.Rates{
return &fundingrate.HistoricalRates{
Exchange: f.GetName(),
Asset: request.Asset,
Pair: request.Pair,