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germanzelentsovgryumovyshadrinnuteaterartememelin
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Add endpoints to Binance Futures API (#20)
Co-authored-by: Stas Gryumov <33372067+gryumov@users.noreply.github.com> Co-authored-by: Yuri Shadrin <53979055+yshadrin@users.noreply.github.com> Co-authored-by: nuteater <60854537+nuteater@users.noreply.github.com> Co-authored-by: Artem Emelin <153018291+artememelin@users.noreply.github.com> Co-authored-by: Gleb <33556795+sirion34@users.noreply.github.com>
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‎Project.toml‎

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name = "CryptoAPIs"
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uuid = "5e3d4798-c815-4641-85e1-deed530626d3"
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version = "0.9.0"
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version = "0.10.0"
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[deps]
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Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"

‎docs/src/pages/Binance.md‎

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```@docs
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CryptoAPIs.Binance.USDMFutures.candle
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CryptoAPIs.Binance.USDMFutures.continuous_candle
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CryptoAPIs.Binance.USDMFutures.exchange_info
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CryptoAPIs.Binance.USDMFutures.funding_rate
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CryptoAPIs.Binance.USDMFutures.long_short_ratio
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CryptoAPIs.Binance.USDMFutures.open_interest_hist
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CryptoAPIs.Binance.USDMFutures.order_book
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CryptoAPIs.Binance.USDMFutures.premium_index
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CryptoAPIs.Binance.USDMFutures.taker_long_short_ratio
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CryptoAPIs.Binance.USDMFutures.ticker
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CryptoAPIs.Binance.USDMFutures.top_long_short_account_ratio
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CryptoAPIs.Binance.USDMFutures.top_long_short_position_ratio
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```
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## CoinMFutures

‎examples/Binance/CoinMFutures.jl‎

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startTime = DateTime("2023-06-22"),
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endTime = DateTime("2023-07-23"),
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limit = 1000,
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)
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)

‎examples/Binance/USDMFutures.jl‎

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limit = 5,
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)
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Binance.USDMFutures.continuous_candle(;
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pair = "BTCUSDT",
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contractType = Binance.USDMFutures.ContinuousCandle.PERPETUAL,
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interval = Binance.USDMFutures.ContinuousCandle.M1,
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)
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Binance.USDMFutures.exchange_info()
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Binance.USDMFutures.funding_rate(; symbol = "BTCUSDT")
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Binance.USDMFutures.long_short_ratio(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.LongShortRatio.h1,
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)
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Binance.USDMFutures.open_interest_hist(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.OpenInterestHist.h1,
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)
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Binance.USDMFutures.order_book(; symbol = "BTCUSDT")
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Binance.USDMFutures.order_book(; symbol = "BTCUSDT", limit = 10)
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Binance.USDMFutures.premium_index(; symbol = "BTCUSDT")
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Binance.USDMFutures.taker_long_short_ratio(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.TakerLongShortRatio.h1,
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)
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Binance.USDMFutures.ticker(; symbol = "BTCUSDT")
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Binance.USDMFutures.top_long_short_account_ratio(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.TopLongShortAccountRatio.h1,
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)
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Binance.USDMFutures.top_long_short_position_ratio(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.TopLongShortPositionRatio.h1,
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)

‎src/Binance/USDMFutures/API/ContinuousCandle.jl‎

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module ContinuousCandle
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export ContinuousCandleQuery,
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ContinuousCandleData,
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continuous_candle
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using Serde
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using Dates, NanoDates, TimeZones
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using CryptoAPIs.Binance
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using CryptoAPIs: Maybe, APIsRequest
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@enum TimeInterval m1 m3 m5 m15 m30 h1 h2 h4 h6 h8 h12 d1 d3 w1 M1
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@enum ContractType PERPETUAL CURRENT_QUARTER NEXT_QUARTER
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Base.@kwdef struct ContinuousCandleQuery <: BinancePublicQuery
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pair::String
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contractType::ContractType
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interval::TimeInterval
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limit::Maybe{Int64} = nothing
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endTime::Maybe{DateTime} = nothing
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startTime::Maybe{DateTime} = nothing
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end
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function Serde.ser_type(::Type{<:ContinuousCandleQuery}, x::TimeInterval)::String
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x == m1 && return "1m"
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x == m3 && return "3m"
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x == m5 && return "5m"
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x == m15 && return "15m"
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x == m30 && return "30m"
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x == h1 && return "1h"
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x == h2 && return "2h"
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x == h4 && return "4h"
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x == h6 && return "6h"
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x == h8 && return "8h"
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x == h12 && return "12h"
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x == d1 && return "1d"
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x == d3 && return "3d"
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x == w1 && return "1w"
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x == M1 && return "1M"
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end
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struct ContinuousCandleData <: BinanceData
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openTime::NanoDate
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openPrice::Maybe{Float64}
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highPrice::Maybe{Float64}
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lowPrice::Maybe{Float64}
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closePrice::Maybe{Float64}
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volume::Maybe{Float64}
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closeTime::NanoDate
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quoteAssetVolume::Maybe{Float64}
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tradesNumber::Maybe{Int64}
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takerBuyVolume::Maybe{Float64}
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takerBuyQuoteAssetVolume::Maybe{Float64}
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end
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"""
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continuous_candle(client::BinanceClient, query::ContinuousCandleQuery)
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continuous_candle(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
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Kline/candlestick bars for a specific contract type.
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[`GET fapi/v1/continuousKlines`](https://binance-docs.github.io/apidocs/futures/en/#continuous-contract-kline-candlestick-data)
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## Parameters:
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| Parameter | Type | Required | Description |
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|:-------------|:---------------|:---------|:--------------------------------------------------------------|
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| pair | String | true | |
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| contractType | ContractType | true | PERPETUAL, CURRENT\\_QUARTER, NEXT\\_QUARTER |
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| interval | TimeInterval | true | m1, m3, m5, m15, m30, h1, h2, h4, h6, h8, h12, d1, d3, w1, M1 |
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| endTime | DateTime | false | |
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| limit | Int64 | false | |
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| startTime | DateTime | false |
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## Code samples:
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```julia
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using Serde
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using CryptoAPIs.Binance
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result = Binance.USDMFutures.continuous_candle(;
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pair = "BTCUSDT",
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contractType = Binance.USDMFutures.ContinuousCandle.PERPETUAL,
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interval = Binance.USDMFutures.ContinuousCandle.M1,
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)
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to_pretty_json(result.result)
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```
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## Result:
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```json
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[
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{
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"openTime":"2019-09-01T00:00:00",
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"openPrice":8042.08,
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"highPrice":10475.54,
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"lowPrice":7700.67,
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"closePrice":8041.96,
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"volume":608742.1109999999,
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"closeTime":"2019-09-30T23:59:59.999000064",
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"quoteAssetVolume":5.61187924896223e9,
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"tradesNumber":998055,
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"takerBuyVolume":298326.244,
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"takerBuyQuoteAssetVolume":2.7368038906708302e9
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},
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...
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]
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```
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"""
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function continuous_candle(client::BinanceClient, query::ContinuousCandleQuery)
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return APIsRequest{Vector{ContinuousCandleData}}("GET", "fapi/v1/continuousKlines", query)(client)
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end
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function continuous_candle(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
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return continuous_candle(client, ContinuousCandleQuery(; kw...))
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end
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end

‎src/Binance/USDMFutures/API/FundingRate.jl‎

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return funding_rate(client, FundingRateQuery(; kw...))
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end
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end
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end

‎src/Binance/USDMFutures/API/LongShortRatio.jl‎

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module LongShortRatio
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export LongShortRatioQuery,
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LongShortRatioData,
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long_short_ratio
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using Serde
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using Dates, NanoDates, TimeZones
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using CryptoAPIs.Binance
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using CryptoAPIs: Maybe, APIsRequest
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@enum TimeInterval m5 m15 m30 h1 h2 h4 h6 h12 d1
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Base.@kwdef struct LongShortRatioQuery <: BinancePublicQuery
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symbol::String
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period::TimeInterval
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limit::Maybe{Int64} = nothing
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endTime::Maybe{DateTime} = nothing
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startTime::Maybe{DateTime} = nothing
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end
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function Serde.ser_type(::Type{<:LongShortRatioQuery}, x::TimeInterval)::String
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x == m5 && return "5m"
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x == m15 && return "15m"
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x == m30 && return "30m"
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x == h1 && return "1h"
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x == h2 && return "2h"
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x == h4 && return "4h"
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x == h6 && return "6h"
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x == h12 && return "12h"
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x == d1 && return "1d"
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end
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struct LongShortRatioData <: BinanceData
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symbol::String
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longShortRatio::Maybe{Float64}
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longAccount::Maybe{Float64}
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shortAccount::Maybe{Float64}
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timestamp::NanoDate
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end
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"""
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long_short_ratio(client::BinanceClient, query::LongShortRatioQuery)
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long_short_ratio(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
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[`GET futures/data/globalLongShortAccountRatio`](https://binance-docs.github.io/apidocs/futures/en/#long-short-ratio)
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## Parameters:
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| Parameter | Type | Required | Description |
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|:-------------|:---------------|:---------|:-----------------------------------------------|
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| symbol | String | true | |
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| period | TimeInterval | true | m5, m15, m30, h1, h2, h4, h6, h12, d1 |
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| endTime | DateTime | false | |
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| limit | Int64 | false | default 30, max 500 |
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| startTime | DateTime | false | |
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## Code samples:
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```julia
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using Serde
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using CryptoAPIs.Binance
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result = Binance.USDMFutures.long_short_ratio(;
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symbol = "BTCUSDT",
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period = Binance.USDMFutures.LongShortRatio.h1,
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)
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to_pretty_json(result.result)
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```
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## Result:
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```json
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[
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{
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"symbol":"BTCUSDT",
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"longShortRatio":1.3305,
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"longAccount":0.5709,
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"shortAccount":0.4291,
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"timestamp":"2024-03-29T12:00:00"
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},
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...
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]
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```
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"""
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function long_short_ratio(client::BinanceClient, query::LongShortRatioQuery)
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return APIsRequest{Vector{LongShortRatioData}}("GET", "futures/data/globalLongShortAccountRatio", query)(client)
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end
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function long_short_ratio(client::BinanceClient = Binance.USDMFutures.public_client; kw...)
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return long_short_ratio(client, LongShortRatioQuery(; kw...))
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end
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end

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