Merge pull request #5242 from rizer1980/PR/funding-rate-websocket

[core] FundingRate.class changes

Author: timmolter

xchange-binance/src/main/java/org/knowm/xchange/binance/BinanceAdapters.java

@@ -675,7 +675,7 @@ public static FundingRate adaptFundingRate(BinanceFundingRate binanceFundingRate
                     BigDecimal.valueOf(8),
                     binanceFundingRate.getLastFundingRate().scale(),
                     RoundingMode.HALF_EVEN))
-        .fundingRate8h(binanceFundingRate.getLastFundingRate())
+        .fundingRate(binanceFundingRate.getLastFundingRate())
         .instrument(binanceFundingRate.getInstrument())
         .fundingRateDate(binanceFundingRate.getNextFundingTime())
         .fundingRateEffectiveInMinutes(

xchange-binance/src/main/java/org/knowm/xchange/binance/BinanceFutures.java

@@ -10,6 +10,7 @@
 import org.knowm.xchange.binance.dto.BinanceException;
 import org.knowm.xchange.binance.dto.marketdata.BinanceAggTrades;
 import org.knowm.xchange.binance.dto.marketdata.BinanceFundingRate;
+import org.knowm.xchange.binance.dto.marketdata.BinanceFundingRateInfo;
 import org.knowm.xchange.binance.dto.marketdata.BinanceOrderbook;
 import org.knowm.xchange.binance.dto.marketdata.BinanceTicker24h;
 import org.knowm.xchange.binance.dto.meta.BinanceSystemStatus;
@@ -122,6 +123,15 @@ List<BinanceAggTrades> aggTrades(
   BinanceFundingRate fundingRate(@QueryParam("symbol") String symbol)
       throws IOException, BinanceException;
 
+  /**
+   * @return BinanceFundingRateInfo
+   * @throws IOException
+   * @throws BinanceException
+   */
+  @GET
+  @Path("fapi/v1/fundingInfo")
+  List<BinanceFundingRateInfo> fundingRateInfo() throws IOException, BinanceException;
+
   /**
    * Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.<br>
    * If startTime and endTime are not sent, the most recent klines are returned.

xchange-binance/src/main/java/org/knowm/xchange/binance/dto/marketdata/BinanceFundingRateInfo.java

@@ -0,0 +1,28 @@
+package org.knowm.xchange.binance.dto.marketdata;
+
+import com.fasterxml.jackson.annotation.JsonProperty;
+import java.math.BigDecimal;
+import lombok.Getter;
+import lombok.ToString;
+import org.knowm.xchange.binance.BinanceAdapters;
+import org.knowm.xchange.instrument.Instrument;
+
+@Getter
+@ToString
+public class BinanceFundingRateInfo {
+  private final Instrument instrument;
+  private final BigDecimal adjustedFundingRateCap;
+  private final BigDecimal adjustedFundingRateFloor;
+  private final int fundingIntervalHours;
+
+  public BinanceFundingRateInfo(
+      @JsonProperty("symbol") String symbol,
+      @JsonProperty("adjustedFundingRateCap") BigDecimal adjustedFundingRateCap,
+      @JsonProperty("adjustedFundingRateFloor") BigDecimal adjustedFundingRateFloor,
+      @JsonProperty("fundingIntervalHours") int fundingIntervalHours) {
+    this.instrument = BinanceAdapters.adaptSymbol(symbol, true);
+    this.adjustedFundingRateCap = adjustedFundingRateCap;
+    this.adjustedFundingRateFloor = adjustedFundingRateFloor;
+    this.fundingIntervalHours = fundingIntervalHours;
+  }
+}

xchange-binance/src/main/java/org/knowm/xchange/binance/service/BinanceMarketDataServiceRaw.java

@@ -9,6 +9,7 @@
 import org.knowm.xchange.binance.BinanceExchange;
 import org.knowm.xchange.binance.dto.marketdata.BinanceAggTrades;
 import org.knowm.xchange.binance.dto.marketdata.BinanceFundingRate;
+import org.knowm.xchange.binance.dto.marketdata.BinanceFundingRateInfo;
 import org.knowm.xchange.binance.dto.marketdata.BinanceKline;
 import org.knowm.xchange.binance.dto.marketdata.BinanceOrderbook;
 import org.knowm.xchange.binance.dto.marketdata.BinancePrice;
@@ -168,6 +169,12 @@ public BinanceFundingRate getBinanceFundingRate(Instrument instrument) throws IO
         .call();
   }
 
+  public List<BinanceFundingRateInfo> getBinanceFundingRateInfo() throws IOException {
+    return decorateApiCall(() -> binanceFutures.fundingRateInfo())
+        .withRetry(retry("fundingRate"))
+        .call();
+  }
+
   public BinancePrice tickerPrice(CurrencyPair pair) throws IOException {
     return tickerAllPrices().stream()
         .filter(p -> p.getCurrencyPair().equals(pair))

xchange-bybit/src/main/java/org/knowm/xchange/bybit/dto/marketdata/tickers/BybitTicker.java

@@ -3,10 +3,12 @@
 import com.fasterxml.jackson.annotation.JsonProperty;
 import java.math.BigDecimal;
 import lombok.Data;
+import lombok.NoArgsConstructor;
 import lombok.experimental.SuperBuilder;
 
 @SuperBuilder
 @Data
+@NoArgsConstructor
 public abstract class BybitTicker {
 
   @JsonProperty("symbol")

xchange-bybit/src/main/java/org/knowm/xchange/bybit/dto/marketdata/tickers/linear/BybitLinearInverseTicker.java

@@ -1,16 +1,21 @@
 package org.knowm.xchange.bybit.dto.marketdata.tickers.linear;
 
+import com.fasterxml.jackson.annotation.JsonInclude;
+import com.fasterxml.jackson.annotation.JsonInclude.Include;
 import com.fasterxml.jackson.annotation.JsonProperty;
 import java.math.BigDecimal;
 import java.util.Date;
+import lombok.EqualsAndHashCode;
 import lombok.Value;
 import lombok.experimental.SuperBuilder;
 import lombok.extern.jackson.Jacksonized;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTicker;
 
+@EqualsAndHashCode(callSuper = true)
 @SuperBuilder
 @Jacksonized
 @Value
+@JsonInclude(Include.NON_NULL)
 public class BybitLinearInverseTicker extends BybitTicker {
 
   @JsonProperty("indexPrice")
@@ -54,4 +59,10 @@ public class BybitLinearInverseTicker extends BybitTicker {
 
   @JsonProperty("deliveryTime")
   Date deliveryTime;
+
+  @JsonProperty("fundingIntervalHour")
+  Integer fundingIntervalHour;
+
+  @JsonProperty("fundingCap")
+  String fundingCap;
 }

xchange-core/src/main/java/org/knowm/xchange/dto/marketdata/FundingRate.java

@@ -6,28 +6,35 @@
 import java.util.Date;
 import java.util.concurrent.TimeUnit;
 import lombok.Getter;
+import lombok.NoArgsConstructor;
+import lombok.Setter;
 import lombok.ToString;
 import org.knowm.xchange.instrument.Instrument;
 
 @Getter
 @ToString
+@Setter
+@NoArgsConstructor
 public class FundingRate {
 
-  private final Instrument instrument;
-  private final BigDecimal fundingRate1h;
-  private final BigDecimal fundingRate8h;
-  private final Date fundingRateDate;
-  private final long fundingRateEffectiveInMinutes;
+  private Instrument instrument;
+  private BigDecimal fundingRate1h;
+  private BigDecimal fundingRate;
+  private FundingRateInterval fundingRateInterval;
+  private Date fundingRateDate;
+  private long fundingRateEffectiveInMinutes;
 
   public FundingRate(
       @JsonProperty("instrument") Instrument instrument,
       @JsonProperty("fundingRate1h") BigDecimal fundingRate1h,
-      @JsonProperty("fundingRate8h") BigDecimal fundingRate8h,
+      @JsonProperty("fundingRate") BigDecimal fundingRate,
+      @JsonProperty("fundingRateInterval") FundingRateInterval fundingRateInterval,
       @JsonProperty("fundingRateDate") Date fundingRateDate,
       @JsonProperty("fundingRateEffectiveInMinutes") long fundingRateEffectiveInMinutes) {
     this.instrument = instrument;
     this.fundingRate1h = fundingRate1h;
-    this.fundingRate8h = fundingRate8h;
+    this.fundingRate = fundingRate;
+    this.fundingRateInterval = fundingRateInterval;
     this.fundingRateDate = fundingRateDate;
     this.fundingRateEffectiveInMinutes =
         (fundingRateEffectiveInMinutes == 0 && fundingRateDate != null)
@@ -39,7 +46,8 @@ public static class Builder {
 
     protected Instrument instrument;
     protected BigDecimal fundingRate1h;
-    protected BigDecimal fundingRate8h;
+    protected BigDecimal fundingRate;
+    protected FundingRateInterval fundingRateInterval;
     protected Date fundingRateDate;
     protected long fundingRateEffectiveInMinutes;
 
@@ -55,9 +63,9 @@ public FundingRate.Builder fundingRate1h(BigDecimal fundingRate1h) {
       return this;
     }
 
-    public FundingRate.Builder fundingRate8h(BigDecimal fundingRate8h) {
+    public FundingRate.Builder fundingRate(BigDecimal fundingRate) {
 
-      this.fundingRate8h = fundingRate8h;
+      this.fundingRate = fundingRate;
       return this;
     }
 
@@ -72,12 +80,18 @@ public FundingRate.Builder fundingRateEffectiveInMinutes(long fundingRateEffecti
       return this;
     }
 
+    public FundingRate.Builder fundingRateInterval(FundingRateInterval fundingRateInterval) {
+      this.fundingRateInterval = fundingRateInterval;
+      return this;
+    }
+
     public FundingRate build() {
 
       return new FundingRate(
           instrument,
           fundingRate1h,
-          fundingRate8h,
+          fundingRate,
+          fundingRateInterval,
           fundingRateDate,
           (fundingRateEffectiveInMinutes == 0 && fundingRateDate != null)
               ? calculateFundingRateEffectiveInMinutes(fundingRateDate)
@@ -89,4 +103,18 @@ private static long calculateFundingRateEffectiveInMinutes(Date fundingRateDate)
     return TimeUnit.MILLISECONDS.toMinutes(
         fundingRateDate.getTime() - Date.from(Instant.now()).getTime());
   }
+
+  @Getter
+  public enum FundingRateInterval {
+    H1(1),
+    H2(2),
+    H4(4),
+    H6(6),
+    H8(8);
+    private final int hours;
+
+    FundingRateInterval(int hours) {
+      this.hours = hours;
+    }
+  }
 }

xchange-krakenfutures/src/main/java/org/knowm/xchange/krakenfutures/KrakenFuturesAdapters.java

@@ -26,6 +26,7 @@
 import org.knowm.xchange.dto.account.OpenPositions;
 import org.knowm.xchange.dto.account.Wallet;
 import org.knowm.xchange.dto.marketdata.FundingRate;
+import org.knowm.xchange.dto.marketdata.FundingRate.FundingRateInterval;
 import org.knowm.xchange.dto.marketdata.FundingRates;
 import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.Ticker;
@@ -329,13 +330,14 @@ public static FundingRate adaptFundingRate(KrakenFuturesTicker krakenFuturesTick
             .divide(krakenFuturesTicker.getMarkPrice(), 8, RoundingMode.HALF_EVEN);
     return new FundingRate.Builder()
         .fundingRate1h(relative1hFundingRate)
-        .fundingRate8h(relative1hFundingRate.multiply(BigDecimal.valueOf(8)))
+        .fundingRate(relative1hFundingRate.multiply(BigDecimal.valueOf(8)))
         .fundingRateDate(
             Date.from(
                 now.plus(60 - now.get(ChronoField.MINUTE_OF_HOUR), ChronoUnit.MINUTES)
                     .toInstant(ZoneOffset.UTC)))
         .fundingRateEffectiveInMinutes(60 - LocalTime.now().getMinute())
         .instrument(adaptInstrument(krakenFuturesTicker.getSymbol()))
+        .fundingRateInterval(FundingRateInterval.H8)
         .build();
   }
 

xchange-krakenfutures/src/test/java/org/knowm/xchange/krakenfutures/KrakenFuturesPublicDataIntegration.java

@@ -70,7 +70,7 @@ public void checkFundingRates() throws IOException {
             fundingRate -> {
               assertThat(fundingRate.getFundingRateEffectiveInMinutes()).isLessThan(61);
               assertThat(fundingRate.getFundingRate1h()).isNotNull();
-              assertThat(fundingRate.getFundingRate8h()).isNotNull();
+              assertThat(fundingRate.getFundingRate()).isNotNull();
               assertThat(fundingRate.getFundingRateDate()).isNotNull();
             });
   }
@@ -82,7 +82,7 @@ public void checkFundingRate() throws IOException {
     assertThat(fundingRate.getInstrument().toString()).isEqualTo("PF_XBT/USD/PERP");
     assertThat(fundingRate.getFundingRateEffectiveInMinutes()).isLessThan(61);
     assertThat(fundingRate.getFundingRate1h()).isNotNull();
-    assertThat(fundingRate.getFundingRate8h()).isNotNull();
+    assertThat(fundingRate.getFundingRate()).isNotNull();
     assertThat(fundingRate.getFundingRateDate()).isNotNull();
     System.out.println(fundingRate);
   }

xchange-okex/src/main/java/org/knowm/xchange/okex/OkexAdapters.java

@@ -32,6 +32,7 @@
 import org.knowm.xchange.dto.marketdata.CandleStick;
 import org.knowm.xchange.dto.marketdata.CandleStickData;
 import org.knowm.xchange.dto.marketdata.FundingRate;
+import org.knowm.xchange.dto.marketdata.FundingRate.FundingRateInterval;
 import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.OrderBookUpdate;
 import org.knowm.xchange.dto.marketdata.Ticker;
@@ -683,18 +684,59 @@ public static Type adaptOpenPositionType(OkexPosition okexPosition) {
   }
 
   public static FundingRate adaptFundingRate(List<OkexFundingRate> okexFundingRate) {
+    int interval =
+        ((int)
+                (okexFundingRate.get(0).getNextFundingTime().getTime()
+                    - okexFundingRate.get(0).getFundingTime().getTime())
+            / 3600000);
+    BigDecimal fundingRate = okexFundingRate.get(0).getFundingRate();
+    FundingRateInterval rateInterval = FundingRateInterval.H8;
+    BigDecimal fundingRate1h = BigDecimal.ZERO;
+    switch (interval) {
+      case 1:
+        {
+          rateInterval = FundingRateInterval.H1;
+          fundingRate1h = fundingRate;
+          break;
+        }
+      case 2:
+        {
+          rateInterval = FundingRateInterval.H2;
+          fundingRate1h =
+              fundingRate.divide(
+                  BigDecimal.valueOf(2), fundingRate.scale(), RoundingMode.HALF_EVEN);
+          break;
+        }
+      case 4:
+        {
+          rateInterval = FundingRateInterval.H4;
+          fundingRate1h =
+              fundingRate.divide(
+                  BigDecimal.valueOf(4), fundingRate.scale(), RoundingMode.HALF_EVEN);
+          break;
+        }
+      case 6:
+        {
+          rateInterval = FundingRateInterval.H6;
+          fundingRate1h =
+              fundingRate.divide(
+                  BigDecimal.valueOf(6), fundingRate.scale(), RoundingMode.HALF_EVEN);
+          break;
+        }
+      case 8:
+        {
+          fundingRate1h =
+              fundingRate.divide(
+                  BigDecimal.valueOf(8), fundingRate.scale(), RoundingMode.HALF_EVEN);
+          break;
+        }
+    }
     return new FundingRate.Builder()
         .instrument(adaptOkexInstrumentId(okexFundingRate.get(0).getInstId()))
-        .fundingRate8h(okexFundingRate.get(0).getFundingRate())
-        .fundingRate1h(
-            okexFundingRate
-                .get(0)
-                .getFundingRate()
-                .divide(
-                    BigDecimal.valueOf(8),
-                    okexFundingRate.get(0).getFundingRate().scale(),
-                    RoundingMode.HALF_EVEN))
+        .fundingRate(fundingRate)
+        .fundingRate1h(fundingRate1h)
         .fundingRateDate(okexFundingRate.get(0).getFundingTime())
+        .fundingRateInterval(rateInterval)
         .build();
   }