Files
gocryptotrader/exchanges/futures/contract.go
Scott 70690d9a04 futures: Implement GetLatestFundingRates across exchanges (#1339)
* 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
2023-11-03 11:01:32 +11:00

112 lines
2.3 KiB
Go

package futures
import (
"time"
"github.com/shopspring/decimal"
"github.com/thrasher-corp/gocryptotrader/currency"
"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
)
// Contract holds details on futures contracts
type Contract struct {
Exchange string
Name currency.Pair
Underlying currency.Pair
Asset asset.Item
StartDate time.Time
EndDate time.Time
IsActive bool
Status string
Type ContractType
SettlementType ContractSettlementType
// Optional values if the exchange offers them
SettlementCurrencies currency.Currencies
MarginCurrency currency.Code
Multiplier float64
MaxLeverage float64
LatestRate fundingrate.Rate
FundingRateFloor decimal.Decimal
FundingRateCeiling decimal.Decimal
}
// ContractSettlementType holds the various style of contracts offered by futures exchanges
type ContractSettlementType uint8
// ContractSettlementType definitions
const (
UnsetSettlementType ContractSettlementType = iota
Linear
Inverse
Quanto
LinearOrInverse
)
// String returns the string representation of a contract settlement type
func (d ContractSettlementType) String() string {
switch d {
case UnsetSettlementType:
return "unset"
case Linear:
return "linear"
case Inverse:
return "inverse"
case Quanto:
return "quanto"
case LinearOrInverse:
return "linearOrInverse"
default:
return "unknown"
}
}
// ContractType holds the various style of contracts offered by futures exchanges
type ContractType uint8
// ContractType definitions
const (
UnsetContractType ContractType = iota
Perpetual
LongDated
Weekly
Fortnightly
Monthly
Quarterly
SemiAnnually
HalfYearly
NineMonthly
Yearly
Unknown
)
// String returns the string representation of the contract type
func (c ContractType) String() string {
switch c {
case Perpetual:
return "perpetual"
case LongDated:
return "long_dated"
case Weekly:
return "weekly"
case Fortnightly:
return "fortnightly"
case Monthly:
return "monthly"
case Quarterly:
return "quarterly"
case SemiAnnually:
return "semi-annually"
case HalfYearly:
return "half-yearly"
case NineMonthly:
return "nine-monthly"
case Yearly:
return "yearly"
case Unknown:
return "unknown"
default:
return "unset"
}
}