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FTX: Margin lending/borrow rate history (#981)

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* 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
2022-07-12 14:27:35 +10:00
committed by GitHub
parent e02053a2d6
commit bed9425a08
21 changed files with 3135 additions and 989 deletions
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54
gctrpc/rpc.proto
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@@ -1146,6 +1146,55 @@ message GetTechnicalAnalysisResponse {
map<string, ListOfSignals> signals = 1;
}
message GetMarginRatesHistoryRequest {
string exchange = 1;
string asset = 2;
string currency = 3;
string start_date = 4;
string end_date = 5;
bool get_predicted_rate = 6;
bool get_lending_payments = 7;
bool get_borrow_rates = 8;
bool get_borrow_costs = 9;
bool include_all_rates = 10;
bool calculate_offline = 11;
string taker_fee_rate = 12;
repeated MarginRate rates = 13;
}
message LendingPayment {
string payment = 1;
string size = 2;
}
message BorrowCost {
string cost = 1;
string size = 2;
}
message MarginRate {
string time = 1;
string market_borrow_size = 2;
string hourly_rate = 3;
string yearly_rate = 4;
string hourly_borrow_rate = 5;
string yearly_borrow_rate = 6;
LendingPayment lending_payment = 7;
BorrowCost borrow_cost = 8;
}
message GetMarginRatesHistoryResponse {
repeated MarginRate rates = 1;
int64 total_rates = 2;
string sum_borrow_costs = 3;
string avg_borrow_size = 4;
string sum_lending_payments = 5;
string avg_lending_size = 6;
MarginRate latest_rate = 7;
MarginRate predicted_rate = 8;
string taker_fee_rate = 9;
}
service GoCryptoTraderService {
rpc GetInfo(GetInfoRequest) returns (GetInfoResponse) {
option (google.api.http) = {
@@ -1754,4 +1803,9 @@ service GoCryptoTraderService {
get: "/v1/gettechnicalanalysis"
};
}
rpc GetMarginRatesHistory(GetMarginRatesHistoryRequest) returns (GetMarginRatesHistoryResponse) {
option (google.api.http) = {
get: "/v1/getmarginrateshistory"
};
}
}