support binance futures trading data

pkg/exchange/binance/binanceapi/futures_get_global_long_short_account_ratio.go

@@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesGlobalLongShortAccountRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/globalLongShortAccountRatio" -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio
+type FuturesGlobalLongShortAccountRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesGlobalLongShortAccountRatioRequest() *FuturesGlobalLongShortAccountRatioRequest {
+	return &FuturesGlobalLongShortAccountRatioRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_get_open_interest.go

@@ -0,0 +1,24 @@
+package binanceapi
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesOpenInterest struct {
+	OpenInterest fixedpoint.Value           `json:"openInterest"`
+	Symbol       string                     `json:"symbol"`
+	Time         types.MillisecondTimestamp `json:"time"`
+}
+
+//go:generate requestgen -method GET -url "/fapi/v1/openInterest" -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest
+type FuturesGetOpenInterestRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string `param:"symbol"`
+}
+
+func (c *FuturesRestClient) NewFuturesGetOpenInterestRequest() *FuturesGetOpenInterestRequest {
+	return &FuturesGetOpenInterestRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_get_open_interest_request_requestgen.go

@@ -0,0 +1,148 @@
+// Code generated by "requestgen -method GET -url /fapi/v1/openInterest -type FuturesGetOpenInterestRequest -responseType FuturesOpenInterest"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"net/url"
+	"reflect"
+	"regexp"
+)
+
+func (f *FuturesGetOpenInterestRequest) Symbol(symbol string) *FuturesGetOpenInterestRequest {
+	f.symbol = symbol
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGetOpenInterestRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGetOpenInterestRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGetOpenInterestRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGetOpenInterestRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGetOpenInterestRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGetOpenInterestRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGetOpenInterestRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGetOpenInterestRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGetOpenInterestRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGetOpenInterestRequest) Do(ctx context.Context) (*FuturesOpenInterest, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/fapi/v1/openInterest"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse FuturesOpenInterest
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return &apiResponse, nil
+}

pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics.go

@@ -0,0 +1,32 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesOpenInterestStatistics struct {
+	Symbol               string                     `json:"symbol"`
+	SumOpenInterest      fixedpoint.Value           `json:"sumOpenInterest"`
+	SumOpenInterestValue fixedpoint.Value           `json:"sumOpenInterestValue"`
+	Timestamp            types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/openInterestHist" -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics
+type FuturesGetOpenInterestStatisticsRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol,required"`
+	period types.Interval `param:"period,required"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesGetOpenInterestStatisticsRequest() *FuturesGetOpenInterestStatisticsRequest {
+	return &FuturesGetOpenInterestStatisticsRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_get_open_interest_statistics_request_requestgen.go

@@ -0,0 +1,214 @@
+// Code generated by "requestgen -method GET -url /futures/data/openInterestHist -type FuturesGetOpenInterestStatisticsRequest -responseType []FuturesOpenInterestStatistics"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Symbol(symbol string) *FuturesGetOpenInterestStatisticsRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Period(period types.Interval) *FuturesGetOpenInterestStatisticsRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Limit(limit uint64) *FuturesGetOpenInterestStatisticsRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) StartTime(startTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) EndTime(endTime time.Time) *FuturesGetOpenInterestStatisticsRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGetOpenInterestStatisticsRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// TEMPLATE check-required
+	if len(symbol) == 0 {
+		return nil, fmt.Errorf("symbol is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// TEMPLATE check-required
+	if len(period) == 0 {
+		return nil, fmt.Errorf("period is required, empty string given")
+	}
+	// END TEMPLATE check-required
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGetOpenInterestStatisticsRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGetOpenInterestStatisticsRequest) Do(ctx context.Context) ([]FuturesOpenInterestStatistics, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/openInterestHist"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesOpenInterestStatistics
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/exchange/binance/binanceapi/futures_get_taker_buy_sell_volume.go

@@ -0,0 +1,32 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTakerBuySellVolume struct {
+	BuySellRatio fixedpoint.Value           `json:"buySellRatio"`
+	BuyVol       fixedpoint.Value           `json:"buyVol"`
+	SellVol      fixedpoint.Value           `json:"sellVol"`
+	Timestamp    types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/takerlongshortRatio" -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume
+type FuturesTakerBuySellVolumeRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTakerBuySellVolumeRequest() *FuturesTakerBuySellVolumeRequest {
+	return &FuturesTakerBuySellVolumeRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_account_ratio.go

@@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTopTraderLongShortAccountRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/topLongShortAccountRatio" -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio
+type FuturesTopTraderLongShortAccountRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTopTraderLongShortAccountRatioRequest() *FuturesTopTraderLongShortAccountRatioRequest {
+	return &FuturesTopTraderLongShortAccountRatioRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_get_top_trader_long_short_position_ratio.go

@@ -0,0 +1,33 @@
+package binanceapi
+
+import (
+	"time"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/requestgen"
+)
+
+type FuturesTopTraderLongShortPositionRatio struct {
+	Symbol         string                     `json:"symbol"`
+	LongShortRatio fixedpoint.Value           `json:"longShortRatio"`
+	LongAccount    fixedpoint.Value           `json:"longAccount"`
+	ShortAccount   fixedpoint.Value           `json:"shortAccount"`
+	Timestamp      types.MillisecondTimestamp `json:"timestamp"`
+}
+
+//go:generate requestgen -method GET -url "/futures/data/topLongShortPositionRatio" -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio
+type FuturesTopTraderLongShortPositionRatioRequest struct {
+	client requestgen.AuthenticatedAPIClient
+
+	symbol string         `param:"symbol"`
+	period types.Interval `param:"period"`
+
+	limit     *uint64    `param:"limit"`
+	startTime *time.Time `param:"startTime,milliseconds"`
+	endTime   *time.Time `param:"endTime,milliseconds"`
+}
+
+func (c *FuturesRestClient) NewFuturesTopTraderLongShortPositionRatioRequest() *FuturesTopTraderLongShortPositionRatioRequest {
+	return &FuturesTopTraderLongShortPositionRatioRequest{client: c}
+}

pkg/exchange/binance/binanceapi/futures_global_long_short_account_ratio_request_requestgen.go

@@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/globalLongShortAccountRatio -type FuturesGlobalLongShortAccountRatioRequest -responseType []FuturesGlobalLongShortAccountRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Symbol(symbol string) *FuturesGlobalLongShortAccountRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Period(period types.Interval) *FuturesGlobalLongShortAccountRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Limit(limit uint64) *FuturesGlobalLongShortAccountRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesGlobalLongShortAccountRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesGlobalLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesGlobalLongShortAccountRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/globalLongShortAccountRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesGlobalLongShortAccountRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/exchange/binance/binanceapi/futures_taker_buy_sell_volume_request_requestgen.go

@@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/takerlongshortRatio -type FuturesTakerBuySellVolumeRequest -responseType []FuturesTakerBuySellVolume"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTakerBuySellVolumeRequest) Symbol(symbol string) *FuturesTakerBuySellVolumeRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Period(period types.Interval) *FuturesTakerBuySellVolumeRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Limit(limit uint64) *FuturesTakerBuySellVolumeRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) StartTime(startTime time.Time) *FuturesTakerBuySellVolumeRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) EndTime(endTime time.Time) *FuturesTakerBuySellVolumeRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTakerBuySellVolumeRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTakerBuySellVolumeRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTakerBuySellVolumeRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTakerBuySellVolumeRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTakerBuySellVolumeRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTakerBuySellVolumeRequest) Do(ctx context.Context) ([]FuturesTakerBuySellVolume, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/takerlongshortRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTakerBuySellVolume
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/exchange/binance/binanceapi/futures_top_trader_long_short_account_ratio_request_requestgen.go

@@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/topLongShortAccountRatio -type FuturesTopTraderLongShortAccountRatioRequest -responseType []FuturesTopTraderLongShortAccountRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortAccountRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTopTraderLongShortAccountRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortAccountRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/topLongShortAccountRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTopTraderLongShortAccountRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}

pkg/exchange/binance/binanceapi/futures_top_trader_long_short_position_ratio_request_requestgen.go

@@ -0,0 +1,202 @@
+// Code generated by "requestgen -method GET -url /futures/data/topLongShortPositionRatio -type FuturesTopTraderLongShortPositionRatioRequest -responseType []FuturesTopTraderLongShortPositionRatio"; DO NOT EDIT.
+
+package binanceapi
+
+import (
+	"context"
+	"encoding/json"
+	"fmt"
+	"github.com/c9s/bbgo/pkg/types"
+	"net/url"
+	"reflect"
+	"regexp"
+	"strconv"
+	"time"
+)
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Symbol(symbol string) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.symbol = symbol
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Period(period types.Interval) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.period = period
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Limit(limit uint64) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.limit = &limit
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) StartTime(startTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.startTime = &startTime
+	return f
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) EndTime(endTime time.Time) *FuturesTopTraderLongShortPositionRatioRequest {
+	f.endTime = &endTime
+	return f
+}
+
+// GetQueryParameters builds and checks the query parameters and returns url.Values
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetQueryParameters() (url.Values, error) {
+	var params = map[string]interface{}{}
+
+	query := url.Values{}
+	for _k, _v := range params {
+		query.Add(_k, fmt.Sprintf("%v", _v))
+	}
+
+	return query, nil
+}
+
+// GetParameters builds and checks the parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+	// check symbol field -> json key symbol
+	symbol := f.symbol
+
+	// assign parameter of symbol
+	params["symbol"] = symbol
+	// check period field -> json key period
+	period := f.period
+
+	// assign parameter of period
+	params["period"] = period
+	// check limit field -> json key limit
+	if f.limit != nil {
+		limit := *f.limit
+
+		// assign parameter of limit
+		params["limit"] = limit
+	} else {
+	}
+	// check startTime field -> json key startTime
+	if f.startTime != nil {
+		startTime := *f.startTime
+
+		// assign parameter of startTime
+		// convert time.Time to milliseconds time stamp
+		params["startTime"] = strconv.FormatInt(startTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+	// check endTime field -> json key endTime
+	if f.endTime != nil {
+		endTime := *f.endTime
+
+		// assign parameter of endTime
+		// convert time.Time to milliseconds time stamp
+		params["endTime"] = strconv.FormatInt(endTime.UnixNano()/int64(time.Millisecond), 10)
+	} else {
+	}
+
+	return params, nil
+}
+
+// GetParametersQuery converts the parameters from GetParameters into the url.Values format
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersQuery() (url.Values, error) {
+	query := url.Values{}
+
+	params, err := f.GetParameters()
+	if err != nil {
+		return query, err
+	}
+
+	for _k, _v := range params {
+		if f.isVarSlice(_v) {
+			f.iterateSlice(_v, func(it interface{}) {
+				query.Add(_k+"[]", fmt.Sprintf("%v", it))
+			})
+		} else {
+			query.Add(_k, fmt.Sprintf("%v", _v))
+		}
+	}
+
+	return query, nil
+}
+
+// GetParametersJSON converts the parameters from GetParameters into the JSON format
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetParametersJSON() ([]byte, error) {
+	params, err := f.GetParameters()
+	if err != nil {
+		return nil, err
+	}
+
+	return json.Marshal(params)
+}
+
+// GetSlugParameters builds and checks the slug parameters and return the result in a map object
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugParameters() (map[string]interface{}, error) {
+	var params = map[string]interface{}{}
+
+	return params, nil
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) applySlugsToUrl(url string, slugs map[string]string) string {
+	for _k, _v := range slugs {
+		needleRE := regexp.MustCompile(":" + _k + "\\b")
+		url = needleRE.ReplaceAllString(url, _v)
+	}
+
+	return url
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) iterateSlice(slice interface{}, _f func(it interface{})) {
+	sliceValue := reflect.ValueOf(slice)
+	for _i := 0; _i < sliceValue.Len(); _i++ {
+		it := sliceValue.Index(_i).Interface()
+		_f(it)
+	}
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) isVarSlice(_v interface{}) bool {
+	rt := reflect.TypeOf(_v)
+	switch rt.Kind() {
+	case reflect.Slice:
+		return true
+	}
+	return false
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) GetSlugsMap() (map[string]string, error) {
+	slugs := map[string]string{}
+	params, err := f.GetSlugParameters()
+	if err != nil {
+		return slugs, nil
+	}
+
+	for _k, _v := range params {
+		slugs[_k] = fmt.Sprintf("%v", _v)
+	}
+
+	return slugs, nil
+}
+
+func (f *FuturesTopTraderLongShortPositionRatioRequest) Do(ctx context.Context) ([]FuturesTopTraderLongShortPositionRatio, error) {
+
+	// empty params for GET operation
+	var params interface{}
+	query, err := f.GetParametersQuery()
+	if err != nil {
+		return nil, err
+	}
+
+	apiURL := "/futures/data/topLongShortPositionRatio"
+
+	req, err := f.client.NewAuthenticatedRequest(ctx, "GET", apiURL, query, params)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := f.client.SendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse []FuturesTopTraderLongShortPositionRatio
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+	return apiResponse, nil
+}