batch: add funding fee batch query

pkg/exchange/batch/funding_fee.go

@@ -0,0 +1,41 @@
+package batch
+
+import (
+	"context"
+	"time"
+
+	"golang.org/x/time/rate"
+
+	"github.com/c9s/bbgo/pkg/exchange/binance/binanceapi"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type BinanceFuturesIncomeHistoryService interface {
+	QueryFuturesIncomeHistory(ctx context.Context, symbol string, incomeType binanceapi.FuturesIncomeType, startTime, endTime *time.Time) ([]binanceapi.FuturesIncome, error)
+}
+
+type FuturesFundingFeeBatchQuery struct {
+	BinanceFuturesIncomeHistoryService
+}
+
+func (e *FuturesFundingFeeBatchQuery) Query(ctx context.Context, symbol string, startTime, endTime time.Time) (c chan types.MarginInterest, errC chan error) {
+	query := &AsyncTimeRangedBatchQuery{
+		Type:        types.MarginInterest{},
+		Limiter:     rate.NewLimiter(rate.Every(3*time.Second), 1),
+		JumpIfEmpty: time.Hour * 24 * 30,
+		Q: func(startTime, endTime time.Time) (interface{}, error) {
+			return e.QueryFuturesIncomeHistory(ctx, symbol, binanceapi.FuturesIncomeFundingFee, &startTime, &endTime)
+		},
+		T: func(obj interface{}) time.Time {
+			return time.Time(obj.(binanceapi.FuturesIncome).Time)
+		},
+		ID: func(obj interface{}) string {
+			interest := obj.(binanceapi.FuturesIncome)
+			return interest.Time.String()
+		},
+	}
+
+	c = make(chan types.MarginInterest, 100)
+	errC = query.Query(ctx, c, startTime, endTime)
+	return c, errC
+}

pkg/exchange/binance/futures.go

@@ -369,12 +369,18 @@ func (e *Exchange) queryFuturesDepth(ctx context.Context, symbol string) (snapsh
 // QueryFuturesIncomeHistory queries the income history on the binance futures account
 // This is more binance futures specific API, the convert function is not designed yet.
 // TODO: consider other futures platforms and design the common data structure for this
-func (e *Exchange) QueryFuturesIncomeHistory(ctx context.Context, symbol string, incomeType binanceapi.FuturesIncomeType, startTime, endTime time.Time) ([]binanceapi.FuturesIncome, error) {
+func (e *Exchange) QueryFuturesIncomeHistory(ctx context.Context, symbol string, incomeType binanceapi.FuturesIncomeType, startTime, endTime *time.Time) ([]binanceapi.FuturesIncome, error) {
 	req := e.futuresClient2.NewFuturesGetIncomeHistoryRequest()
 	req.Symbol(symbol)
 	req.IncomeType(incomeType)
-	req.StartTime(startTime)
-	req.EndTime(endTime)
+	if startTime != nil {
+		req.StartTime(*startTime)
+	}
+
+	if endTime != nil {
+		req.EndTime(*endTime)
+	}
+
 	resp, err := req.Do(ctx)
 	return resp, err
 }