From c8cb75cabc3622d7ba97985a0bb7b9762b4b4262 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Tue, 25 May 2021 02:22:08 +0800
Subject: [PATCH] add funding rate api support

---
 examples/okex-book/main.go          |  7 +++-
 pkg/exchange/okex/okexapi/public.go | 57 +++++++++++++++++++++++++++++
 2 files changed, 63 insertions(+), 1 deletion(-)

diff --git a/examples/okex-book/main.go b/examples/okex-book/main.go
index 9d846b065..69f73f261 100644
--- a/examples/okex-book/main.go
+++ b/examples/okex-book/main.go
@@ -54,7 +54,12 @@ var rootCmd = &cobra.Command{
 		}
 
 		log.Infof("instruments: %+v", instruments)
-		return nil
+
+		fundingRate, err := client.PublicDataService.NewGetFundingRate().InstrumentID("BTC-USDT-SWAP").Do(ctx)
+		if err != nil {
+			return err
+		}
+		log.Infof("funding rate: %+v", fundingRate)
 
 		log.Infof("ACCOUNT BALANCES:")
 		balanceSummaries, err := client.AccountBalances()
diff --git a/pkg/exchange/okex/okexapi/public.go b/pkg/exchange/okex/okexapi/public.go
index e158d6c32..b877fe637 100644
--- a/pkg/exchange/okex/okexapi/public.go
+++ b/pkg/exchange/okex/okexapi/public.go
@@ -6,6 +6,7 @@ import (
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/pkg/errors"
 )
 
 type PublicDataService struct {
@@ -18,6 +19,62 @@ func (s *PublicDataService) NewGetInstrumentsRequest() *GetInstrumentsRequest {
 	}
 }
 
+func (s *PublicDataService) NewGetFundingRate() *GetFundingRateRequest {
+	return &GetFundingRateRequest{
+		client: s.client,
+	}
+}
+
+type FundingRate struct {
+	InstrumentType  string                     `json:"instType"`
+	InstrumentID    string                     `json:"instId"`
+	FundingRate     fixedpoint.Value           `json:"fundingRate"`
+	NextFundingRate fixedpoint.Value           `json:"nextFundingRate"`
+	FundingTime     types.MillisecondTimestamp `json:"fundingTime"`
+}
+
+type GetFundingRateRequest struct {
+	client *RestClient
+
+	instId string
+}
+
+func (r *GetFundingRateRequest) InstrumentID(instId string) *GetFundingRateRequest {
+	r.instId = instId
+	return r
+}
+
+func (r *GetFundingRateRequest) Do(ctx context.Context) (*FundingRate, error) {
+	// SPOT, SWAP, FUTURES, OPTION
+	var params = url.Values{}
+	params.Add("instId", string(r.instId))
+
+	req, err := r.client.newRequest("GET", "/api/v5/public/funding-rate", params, nil)
+	if err != nil {
+		return nil, err
+	}
+
+	response, err := r.client.sendRequest(req)
+	if err != nil {
+		return nil, err
+	}
+
+	var apiResponse struct {
+		Code    string        `json:"code"`
+		Message string        `json:"msg"`
+		Data    []FundingRate `json:"data"`
+	}
+	if err := response.DecodeJSON(&apiResponse); err != nil {
+		return nil, err
+	}
+
+	if len(apiResponse.Data) == 0 {
+		return nil, errors.New("empty funding rate data")
+	}
+
+	return &apiResponse.Data[0], nil
+}
+
 type Instrument struct {
 	InstrumentType        string                     `json:"instType"`
 	InstrumentID          string                     `json:"instId"`