mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-29 07:26:52 +00:00
FTX: Margin lending/borrow rate history (#981)
* Adds lending rates/borrows to FTX and the command * Movements, renames, rpc test * Fleshing out rpc response * Allows rpcserver to calculate offline (but not gctcli). Expands tests * rn structs. add exchange_wrapper_issues support * Adds a nice yearly rate * Surprise yearly borrow rate! * Rn+Mv to margin package. Fixes some serious whoopsies * Adds average lend/borrow rates instead of sum * rm oopsie whoopsie * This is what the linter was having an issue with * re-gen * lintl * niteroos
This commit is contained in:
Scott
GitHub
@@ -35,6 +35,7 @@ import (
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/margin"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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@@ -4361,7 +4362,7 @@ func (s *RPCServer) GetCollateral(ctx context.Context, r *gctrpc.GetCollateralRe
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return nil, err
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}
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err = checkParams(r.Exchange, exch, a, currency.Pair{})
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err = checkParams(r.Exchange, exch, a, currency.EMPTYPAIR)
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if err != nil {
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return nil, err
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}
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@@ -4749,3 +4750,182 @@ func (s *RPCServer) GetTechnicalAnalysis(ctx context.Context, r *gctrpc.GetTechn
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return &gctrpc.GetTechnicalAnalysisResponse{Signals: signals}, nil
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}
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// GetMarginRatesHistory returns the margin lending or borrow rates for an exchange, asset, currency along with many customisable options
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func (s *RPCServer) GetMarginRatesHistory(ctx context.Context, r *gctrpc.GetMarginRatesHistoryRequest) (*gctrpc.GetMarginRatesHistoryResponse, error) {
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if r == nil {
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return nil, fmt.Errorf("%w GetLendingRatesRequest", common.ErrNilPointer)
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}
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exch, err := s.GetExchangeByName(r.Exchange)
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if err != nil {
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return nil, err
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}
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a, err := asset.New(r.Asset)
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if err != nil {
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return nil, err
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}
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err = checkParams(r.Exchange, exch, a, currency.EMPTYPAIR)
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if err != nil {
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return nil, err
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}
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c := currency.NewCode(r.Currency)
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pairs, err := exch.GetEnabledPairs(a)
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if err != nil {
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return nil, err
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}
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if !pairs.ContainsCurrency(c) {
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return nil, fmt.Errorf("%w '%v' in enabled pairs", currency.ErrCurrencyNotFound, r.Currency)
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}
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start := time.Now().AddDate(0, -1, 0)
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end := time.Now()
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if r.StartDate != "" {
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start, err = time.Parse(common.SimpleTimeFormat, r.StartDate)
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if err != nil {
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return nil, err
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}
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}
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if r.EndDate != "" {
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end, err = time.Parse(common.SimpleTimeFormat, r.EndDate)
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if err != nil {
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return nil, err
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}
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}
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err = common.StartEndTimeCheck(start, end)
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if err != nil {
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return nil, err
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}
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req := &margin.RateHistoryRequest{
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Exchange: exch.GetName(),
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Asset: a,
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Currency: c,
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StartDate: start,
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EndDate: end,
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GetPredictedRate: r.GetPredictedRate,
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GetLendingPayments: r.GetLendingPayments,
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GetBorrowRates: r.GetBorrowRates,
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GetBorrowCosts: r.GetBorrowCosts,
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CalculateOffline: r.CalculateOffline,
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}
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if req.CalculateOffline {
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if r.TakerFeeRate == "" {
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return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
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}
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req.TakeFeeRate, err = decimal.NewFromString(r.TakerFeeRate)
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if err != nil {
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return nil, err
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}
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if req.TakeFeeRate.LessThanOrEqual(decimal.Zero) {
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return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
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}
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if len(r.Rates) == 0 {
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return nil, fmt.Errorf("%w for offline calculations", common.ErrCannotCalculateOffline)
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}
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req.Rates = make([]margin.Rate, len(r.Rates))
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for i := range r.Rates {
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var offlineRate margin.Rate
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offlineRate.Time, err = time.Parse(common.SimpleTimeFormat, r.Rates[i].Time)
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if err != nil {
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return nil, err
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}
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offlineRate.HourlyRate, err = decimal.NewFromString(r.Rates[i].HourlyRate)
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if err != nil {
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return nil, err
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}
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if r.Rates[i].BorrowCost != nil {
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offlineRate.BorrowCost.Size, err = decimal.NewFromString(r.Rates[i].BorrowCost.Size)
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if err != nil {
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return nil, err
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}
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}
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if r.Rates[i].LendingPayment != nil {
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offlineRate.LendingPayment.Size, err = decimal.NewFromString(r.Rates[i].LendingPayment.Size)
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if err != nil {
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return nil, err
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}
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}
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req.Rates[i] = offlineRate
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}
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}
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lendingResp, err := exch.GetMarginRatesHistory(ctx, req)
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if err != nil {
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return nil, err
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}
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if len(lendingResp.Rates) == 0 {
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return nil, order.ErrNoRates
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}
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resp := &gctrpc.GetMarginRatesHistoryResponse{
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LatestRate: &gctrpc.MarginRate{
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Time: lendingResp.Rates[len(lendingResp.Rates)-1].Time.Format(common.SimpleTimeFormatWithTimezone),
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HourlyRate: lendingResp.Rates[len(lendingResp.Rates)-1].HourlyRate.String(),
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YearlyRate: lendingResp.Rates[len(lendingResp.Rates)-1].YearlyRate.String(),
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MarketBorrowSize: lendingResp.Rates[len(lendingResp.Rates)-1].MarketBorrowSize.String(),
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},
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TotalRates: int64(len(lendingResp.Rates)),
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}
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if r.GetBorrowRates {
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resp.LatestRate.HourlyBorrowRate = lendingResp.Rates[len(lendingResp.Rates)-1].HourlyBorrowRate.String()
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resp.LatestRate.YearlyBorrowRate = lendingResp.Rates[len(lendingResp.Rates)-1].YearlyBorrowRate.String()
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}
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if r.GetBorrowRates || r.GetLendingPayments {
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resp.TakerFeeRate = lendingResp.TakerFeeRate.String()
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}
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if r.GetLendingPayments {
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resp.SumLendingPayments = lendingResp.SumLendingPayments.String()
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resp.AvgLendingSize = lendingResp.AverageLendingSize.String()
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}
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if r.GetBorrowCosts {
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resp.SumBorrowCosts = lendingResp.SumBorrowCosts.String()
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resp.AvgBorrowSize = lendingResp.AverageBorrowSize.String()
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}
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if r.GetPredictedRate {
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resp.PredictedRate = &gctrpc.MarginRate{
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Time: lendingResp.PredictedRate.Time.Format(common.SimpleTimeFormatWithTimezone),
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HourlyRate: lendingResp.PredictedRate.HourlyRate.String(),
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YearlyRate: lendingResp.PredictedRate.YearlyRate.String(),
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}
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if r.GetBorrowRates {
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resp.PredictedRate.HourlyBorrowRate = lendingResp.PredictedRate.HourlyBorrowRate.String()
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resp.PredictedRate.YearlyBorrowRate = lendingResp.PredictedRate.YearlyBorrowRate.String()
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}
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}
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if r.IncludeAllRates {
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resp.Rates = make([]*gctrpc.MarginRate, len(lendingResp.Rates))
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for i := range lendingResp.Rates {
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rate := &gctrpc.MarginRate{
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Time: lendingResp.Rates[i].Time.Format(common.SimpleTimeFormatWithTimezone),
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HourlyRate: lendingResp.Rates[i].HourlyRate.String(),
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YearlyRate: lendingResp.Rates[i].YearlyRate.String(),
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MarketBorrowSize: lendingResp.Rates[i].MarketBorrowSize.String(),
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}
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if r.GetBorrowRates {
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rate.HourlyBorrowRate = lendingResp.Rates[i].HourlyBorrowRate.String()
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rate.YearlyBorrowRate = lendingResp.Rates[i].YearlyBorrowRate.String()
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}
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if r.GetBorrowCosts {
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rate.BorrowCost = &gctrpc.BorrowCost{
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Cost: lendingResp.Rates[i].BorrowCost.Cost.String(),
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Size: lendingResp.Rates[i].BorrowCost.Size.String(),
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}
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}
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if r.GetLendingPayments {
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rate.LendingPayment = &gctrpc.LendingPayment{
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Payment: lendingResp.Rates[i].LendingPayment.Payment.String(),
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Size: lendingResp.Rates[i].LendingPayment.Size.String(),
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}
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}
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resp.Rates[i] = rate
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}
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}
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return resp, nil
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}
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