Merge pull request #1874 from c9s/c9s/binance/margin-next-hourly-inte…

…rest-rate

FEATURE: [binance] margin next hourly interest rate support

pkg/exchange/binance/binanceapi/client_test.go

@@ -45,6 +45,28 @@ func TestClient_GetTradeFeeRequest(t *testing.T) {
 	t.Logf("tradeFees: %+v", tradeFees)
 }
 
+func TestClient_GetMarginFutureNextHourlyInterestRate(t *testing.T) {
+	client := getTestClientOrSkip(t)
+	ctx := context.Background()
+
+	err := client.SetTimeOffsetFromServer(ctx)
+	if assert.NoError(t, err) {
+		req := client.NewGetMarginFutureHourlyInterestRateRequest().
+			Assets("BTC,USDT").
+			IsIsolated("FALSE")
+		rates, err := req.Do(ctx)
+		assert.NoError(t, err)
+
+		t.Logf("rates: %+v", rates)
+		for _, rate := range rates {
+			t.Logf("%s: %s (annualized: %s)", rate.Asset,
+				rate.NextHourlyInterestRate.FormatPercentage(4),
+				rate.GetAnnualizedInterestRate().FormatPercentage(4),
+			)
+		}
+	}
+}
+
 func TestClient_GetDepositAddressRequest(t *testing.T) {
 	client := getTestClientOrSkip(t)
 	ctx := context.Background()

pkg/exchange/binance/binanceapi/get_margin_future_hourly_interest_rate_request.go

@@ -0,0 +1,34 @@
+package binanceapi
+
+import (
+	"math"
+
+	"github.com/c9s/requestgen"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+)
+
+type HourlyInterestRate struct {
+	Asset                  string           `json:"asset"`
+	NextHourlyInterestRate fixedpoint.Value `json:"nextHourlyInterestRate"`
+}
+
+func (r *HourlyInterestRate) GetAnnualizedInterestRate() fixedpoint.Value {
+	rf := r.NextHourlyInterestRate.Float64()
+	return fixedpoint.NewFromFloat(math.Pow(rf+1.0, 24*365) - 1.0)
+}
+
+//go:generate requestgen -method GET -url "/sapi/v1/margin/next-hourly-interest-rate" -type GetMarginFutureHourlyInterestRateRequest -responseType []HourlyInterestRate
+type GetMarginFutureHourlyInterestRateRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	// assets: List of assets, separated by commas, up to 20
+	assets string `param:"assets"`
+
+	// isIsolated: for isolated margin or not, "TRUE", "FALSE"
+	isIsolated string `param:"isIsolated"` // TRUE or FALSE
+}
+
+func (c *RestClient) NewGetMarginFutureHourlyInterestRateRequest() *GetMarginFutureHourlyInterestRateRequest {
+	return &GetMarginFutureHourlyInterestRateRequest{client: c}
+}

pkg/exchange/binance/exchange.go

@@ -306,6 +306,29 @@ func (e *Exchange) NewStream() types.Stream {
 	return stream
 }
 
+func (e *Exchange) QueryMarginFutureHourlyInterestRate(
+	ctx context.Context, assets []string,
+) (rates types.MarginNextHourlyInterestRateMap, err error) {
+	req := e.client2.NewGetMarginFutureHourlyInterestRateRequest()
+	req.Assets(strings.Join(assets, ","))
+	req.IsIsolated("FALSE")
+	rateSlice, err := req.Do(ctx)
+	if err != nil {
+		return nil, err
+	}
+
+	rateMap := make(types.MarginNextHourlyInterestRateMap)
+	for _, entry := range rateSlice {
+		rateMap[entry.Asset] = &types.MarginNextHourlyInterestRate{
+			Asset:          entry.Asset,
+			HourlyRate:     entry.NextHourlyInterestRate,
+			AnnualizedRate: entry.GetAnnualizedInterestRate(),
+		}
+	}
+
+	return rateMap, nil
+}
+
 func (e *Exchange) QueryMarginAssetMaxBorrowable(ctx context.Context, asset string) (amount fixedpoint.Value, err error) {
 	req := e.client2.NewGetMarginMaxBorrowableRequest()
 	req.Asset(asset)

pkg/types/margin.go

@@ -164,3 +164,11 @@ type IsolatedUserAsset struct {
 	RepayEnabled  bool             `json:"repayEnabled"`
 	TotalAsset    fixedpoint.Value `json:"totalAsset"`
 }
+
+type MarginNextHourlyInterestRate struct {
+	Asset          string           `json:"asset"`
+	HourlyRate     fixedpoint.Value `json:"hourlyRate"`
+	AnnualizedRate fixedpoint.Value `json:"annualizedRate"`
+}
+
+type MarginNextHourlyInterestRateMap map[string]*MarginNextHourlyInterestRate