package binance import ( "context" "fmt" "github.com/adshao/go-binance/v2/futures" "golang.org/x/time/rate" "net/http" "os" "strconv" "strings" "time" "github.com/adshao/go-binance/v2" "github.com/google/uuid" "github.com/pkg/errors" "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) const BNB = "BNB" // 50 per 10 seconds = 5 per second var orderLimiter = rate.NewLimiter(5, 5) var log = logrus.WithFields(logrus.Fields{ "exchange": "binance", }) func init() { _ = types.Exchange(&Exchange{}) _ = types.MarginExchange(&Exchange{}) if ok, _ := strconv.ParseBool(os.Getenv("DEBUG_BINANCE_STREAM")); ok { log.Level = logrus.DebugLevel } } type Exchange struct { types.MarginSettings types.FuturesSettings key, secret string Client *binance.Client } func New(key, secret string) *Exchange { var client = binance.NewClient(key, secret) client.HTTPClient = &http.Client{Timeout: 15 * time.Second} _, _ = client.NewSetServerTimeService().Do(context.Background()) return &Exchange{ key: key, secret: secret, Client: client, } } func (e *Exchange) Name() types.ExchangeName { return types.ExchangeBinance } func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticker, error) { req := e.Client.NewListPriceChangeStatsService() req.Symbol(strings.ToUpper(symbol)) stats, err := req.Do(ctx) if err != nil { return nil, err } ticker := toGlobalTicker(stats[0]) return &ticker, nil } func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) { var tickers = make(map[string]types.Ticker) if len(symbol) == 1 { ticker, err := e.QueryTicker(ctx, symbol[0]) if err != nil { return nil, err } tickers[strings.ToUpper(symbol[0])] = *ticker return tickers, nil } var req = e.Client.NewListPriceChangeStatsService() changeStats, err := req.Do(ctx) if err != nil { return nil, err } m := make(map[string]struct{}) exists := struct{}{} for _, s := range symbol { m[s] = exists } for _, stats := range changeStats { if _, ok := m[stats.Symbol]; len(symbol) != 0 && !ok { continue } tick := types.Ticker{ Volume: util.MustParseFloat(stats.Volume), Last: util.MustParseFloat(stats.LastPrice), Open: util.MustParseFloat(stats.OpenPrice), High: util.MustParseFloat(stats.HighPrice), Low: util.MustParseFloat(stats.LowPrice), Buy: util.MustParseFloat(stats.BidPrice), Sell: util.MustParseFloat(stats.AskPrice), Time: time.Unix(0, stats.CloseTime*int64(time.Millisecond)), } tickers[stats.Symbol] = tick } return tickers, nil } func (e *Exchange) QueryMarkets(ctx context.Context) (types.MarketMap, error) { log.Info("querying market info...") exchangeInfo, err := e.Client.NewExchangeInfoService().Do(ctx) if err != nil { return nil, err } markets := types.MarketMap{} for _, symbol := range exchangeInfo.Symbols { market := types.Market{ Symbol: symbol.Symbol, LocalSymbol: symbol.Symbol, PricePrecision: symbol.QuotePrecision, VolumePrecision: symbol.BaseAssetPrecision, QuoteCurrency: symbol.QuoteAsset, BaseCurrency: symbol.BaseAsset, } if f := symbol.MinNotionalFilter(); f != nil { market.MinNotional = util.MustParseFloat(f.MinNotional) market.MinAmount = util.MustParseFloat(f.MinNotional) } // The LOT_SIZE filter defines the quantity (aka "lots" in auction terms) rules for a symbol. // There are 3 parts: // minQty defines the minimum quantity/icebergQty allowed. // maxQty defines the maximum quantity/icebergQty allowed. // stepSize defines the intervals that a quantity/icebergQty can be increased/decreased by. if f := symbol.LotSizeFilter(); f != nil { market.MinQuantity = util.MustParseFloat(f.MinQuantity) market.MaxQuantity = util.MustParseFloat(f.MaxQuantity) market.StepSize = util.MustParseFloat(f.StepSize) } if f := symbol.PriceFilter(); f != nil { market.MaxPrice = util.MustParseFloat(f.MaxPrice) market.MinPrice = util.MustParseFloat(f.MinPrice) market.TickSize = util.MustParseFloat(f.TickSize) } markets[symbol.Symbol] = market } return markets, nil } func (e *Exchange) QueryAveragePrice(ctx context.Context, symbol string) (float64, error) { resp, err := e.Client.NewAveragePriceService().Symbol(symbol).Do(ctx) if err != nil { return 0, err } return util.MustParseFloat(resp.Price), nil } func (e *Exchange) NewStream() types.Stream { stream := NewStream(e.Client) stream.MarginSettings = e.MarginSettings return stream } func (e *Exchange) QueryMarginAccount(ctx context.Context) (*types.MarginAccount, error) { account, err := e.Client.NewGetMarginAccountService().Do(ctx) if err != nil { return nil, err } return toGlobalMarginAccount(account), nil } func (e *Exchange) QueryIsolatedMarginAccount(ctx context.Context, symbols ...string) (*types.IsolatedMarginAccount, error) { req := e.Client.NewGetIsolatedMarginAccountService() if len(symbols) > 0 { req.Symbols(symbols...) } account, err := req.Do(ctx) if err != nil { return nil, err } return toGlobalIsolatedMarginAccount(account), nil } func (e *Exchange) getLaunchDate() (time.Time, error) { // binance launch date 12:00 July 14th, 2017 loc, err := time.LoadLocation("Asia/Shanghai") if err != nil { return time.Time{}, err } return time.Date(2017, time.July, 14, 0, 0, 0, 0, loc), nil } func (e *Exchange) Withdrawal(ctx context.Context, asset string, amount fixedpoint.Value, address string, options *types.WithdrawalOptions) error { req := e.Client.NewCreateWithdrawService() req.Coin(asset) req.Address(address) req.Amount(fmt.Sprintf("%f", amount.Float64())) if options != nil { if options.Network != "" { req.Network(options.Network) } if options.AddressTag != "" { req.Network(options.AddressTag) } } response, err := req.Do(ctx) if err != nil { return err } log.Infof("withdrawal request sent, response: %+v", response) return nil } func (e *Exchange) QueryWithdrawHistory(ctx context.Context, asset string, since, until time.Time) (allWithdraws []types.Withdraw, err error) { startTime := since var emptyTime = time.Time{} if startTime == emptyTime { startTime, err = e.getLaunchDate() if err != nil { return nil, err } } txIDs := map[string]struct{}{} for startTime.Before(until) { // startTime ~ endTime must be in 90 days endTime := startTime.AddDate(0, 0, 60) if endTime.After(until) { endTime = until } req := e.Client.NewListWithdrawsService() if len(asset) > 0 { req.Coin(asset) } withdraws, err := req. StartTime(startTime.UnixNano() / int64(time.Millisecond)). EndTime(endTime.UnixNano() / int64(time.Millisecond)). Do(ctx) if err != nil { return allWithdraws, err } for _, d := range withdraws { if _, ok := txIDs[d.TxID]; ok { continue } status := "" switch d.Status { case 0: status = "email_sent" case 1: status = "cancelled" case 2: status = "awaiting_approval" case 3: status = "rejected" case 4: status = "processing" case 5: status = "failure" case 6: status = "completed" default: status = fmt.Sprintf("unsupported code: %d", d.Status) } txIDs[d.TxID] = struct{}{} // 2006-01-02 15:04:05 applyTime, err := time.Parse("2006-01-02 15:04:05", d.ApplyTime) if err != nil { return nil, err } allWithdraws = append(allWithdraws, types.Withdraw{ Exchange: types.ExchangeBinance, ApplyTime: types.Time(applyTime), Asset: d.Coin, Amount: util.MustParseFloat(d.Amount), Address: d.Address, TransactionID: d.TxID, TransactionFee: util.MustParseFloat(d.TransactionFee), WithdrawOrderID: d.WithdrawOrderID, Network: d.Network, Status: status, }) } startTime = endTime } return allWithdraws, nil } func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) { startTime := since var emptyTime = time.Time{} if startTime == emptyTime { startTime, err = e.getLaunchDate() if err != nil { return nil, err } } txIDs := map[string]struct{}{} for startTime.Before(until) { // startTime ~ endTime must be in 90 days endTime := startTime.AddDate(0, 0, 60) if endTime.After(until) { endTime = until } req := e.Client.NewListDepositsService() if len(asset) > 0 { req.Coin(asset) } deposits, err := req. StartTime(startTime.UnixNano() / int64(time.Millisecond)). EndTime(endTime.UnixNano() / int64(time.Millisecond)). Do(ctx) if err != nil { return nil, err } for _, d := range deposits { if _, ok := txIDs[d.TxID]; ok { continue } // 0(0:pending,6: credited but cannot withdraw, 1:success) status := types.DepositStatus(fmt.Sprintf("code: %d", d.Status)) switch d.Status { case 0: status = types.DepositPending case 6: // https://www.binance.com/en/support/faq/115003736451 status = types.DepositCredited case 1: status = types.DepositSuccess } txIDs[d.TxID] = struct{}{} allDeposits = append(allDeposits, types.Deposit{ Exchange: types.ExchangeBinance, Time: types.Time(time.Unix(0, d.InsertTime*int64(time.Millisecond))), Asset: d.Coin, Amount: util.MustParseFloat(d.Amount), Address: d.Address, AddressTag: d.AddressTag, TransactionID: d.TxID, Status: status, }) } startTime = endTime } return allDeposits, nil } func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) { account, err := e.QueryAccount(ctx) if err != nil { return nil, err } return account.Balances(), nil } func (e *Exchange) PlatformFeeCurrency() string { return BNB } func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) { account, err := e.Client.NewGetAccountService().Do(ctx) if err != nil { return nil, err } var balances = map[string]types.Balance{} for _, b := range account.Balances { balances[b.Asset] = types.Balance{ Currency: b.Asset, Available: fixedpoint.Must(fixedpoint.NewFromString(b.Free)), Locked: fixedpoint.Must(fixedpoint.NewFromString(b.Locked)), } } // binance use 15 -> 0.15%, so we convert it to 0.0015 a := &types.Account{ MakerCommission: fixedpoint.NewFromFloat(float64(account.MakerCommission) * 0.0001), TakerCommission: fixedpoint.NewFromFloat(float64(account.TakerCommission) * 0.0001), } a.UpdateBalances(balances) return a, nil } func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders []types.Order, err error) { if e.IsMargin { req := e.Client.NewListMarginOpenOrdersService().Symbol(symbol) req.IsIsolated(e.IsIsolatedMargin) binanceOrders, err := req.Do(ctx) if err != nil { return orders, err } return toGlobalOrders(binanceOrders) } binanceOrders, err := e.Client.NewListOpenOrdersService().Symbol(symbol).Do(ctx) if err != nil { return orders, err } return toGlobalOrders(binanceOrders) } func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) { if until.Sub(since) >= 24*time.Hour { until = since.Add(24*time.Hour - time.Millisecond) } log.Infof("querying closed orders %s from %s <=> %s ...", symbol, since, until) if e.IsMargin { req := e.Client.NewListMarginOrdersService().Symbol(symbol) req.IsIsolated(e.IsIsolatedMargin) if lastOrderID > 0 { req.OrderID(int64(lastOrderID)) } else { req.StartTime(since.UnixNano() / int64(time.Millisecond)). EndTime(until.UnixNano() / int64(time.Millisecond)) } binanceOrders, err := req.Do(ctx) if err != nil { return orders, err } return toGlobalOrders(binanceOrders) } req := e.Client.NewListOrdersService(). Symbol(symbol) if lastOrderID > 0 { req.OrderID(int64(lastOrderID)) } else { req.StartTime(since.UnixNano() / int64(time.Millisecond)). EndTime(until.UnixNano() / int64(time.Millisecond)) } binanceOrders, err := req.Do(ctx) if err != nil { return orders, err } return toGlobalOrders(binanceOrders) } func (e *Exchange) CancelOrders(ctx context.Context, orders ...types.Order) (err2 error) { for _, o := range orders { var req = e.Client.NewCancelOrderService() // Mandatory req.Symbol(o.Symbol) if o.OrderID > 0 { req.OrderID(int64(o.OrderID)) } else if len(o.ClientOrderID) > 0 { req.NewClientOrderID(o.ClientOrderID) } _, err := req.Do(ctx) if err != nil { log.WithError(err).Errorf("order cancel error") err2 = err } } return err2 } func (e *Exchange) submitMarginOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) { orderType, err := toLocalOrderType(order.Type) if err != nil { return nil, err } req := e.Client.NewCreateMarginOrderService(). Symbol(order.Symbol). Type(orderType). Side(binance.SideType(order.Side)) clientOrderID := newSpotClientOrderID(order.ClientOrderID) if len(clientOrderID) > 0 { req.NewClientOrderID(clientOrderID) } // use response result format req.NewOrderRespType(binance.NewOrderRespTypeRESULT) if e.IsIsolatedMargin { req.IsIsolated(e.IsIsolatedMargin) } if len(order.MarginSideEffect) > 0 { req.SideEffectType(binance.SideEffectType(order.MarginSideEffect)) } if len(order.QuantityString) > 0 { req.Quantity(order.QuantityString) } else if order.Market.Symbol != "" { req.Quantity(order.Market.FormatQuantity(order.Quantity)) } else { req.Quantity(strconv.FormatFloat(order.Quantity, 'f', 8, 64)) } // set price field for limit orders switch order.Type { case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker: if len(order.PriceString) > 0 { req.Price(order.PriceString) } else if order.Market.Symbol != "" { req.Price(order.Market.FormatPrice(order.Price)) } } // set stop price switch order.Type { case types.OrderTypeStopLimit, types.OrderTypeStopMarket: if len(order.StopPriceString) == 0 { return nil, fmt.Errorf("stop price string can not be empty") } req.StopPrice(order.StopPriceString) } // could be IOC or FOK if len(order.TimeInForce) > 0 { // TODO: check the TimeInForce value req.TimeInForce(binance.TimeInForceType(order.TimeInForce)) } else { switch order.Type { case types.OrderTypeLimit, types.OrderTypeStopLimit: req.TimeInForce(binance.TimeInForceTypeGTC) } } response, err := req.Do(ctx) if err != nil { return nil, err } log.Infof("margin order creation response: %+v", response) createdOrder, err := toGlobalOrder(&binance.Order{ Symbol: response.Symbol, OrderID: response.OrderID, ClientOrderID: response.ClientOrderID, Price: response.Price, OrigQuantity: response.OrigQuantity, ExecutedQuantity: response.ExecutedQuantity, CummulativeQuoteQuantity: response.CummulativeQuoteQuantity, Status: response.Status, TimeInForce: response.TimeInForce, Type: response.Type, Side: response.Side, UpdateTime: response.TransactTime, Time: response.TransactTime, IsIsolated: response.IsIsolated, }, true) return createdOrder, err } // BBGO is a broker on Binance const spotBrokerID = "NSUYEBKM" func newSpotClientOrderID(originalID string) (clientOrderID string) { if originalID == types.NoClientOrderID { return "" } prefix := "x-" + spotBrokerID prefixLen := len(prefix) if originalID != "" { // try to keep the whole original client order ID if user specifies it. if prefixLen+len(originalID) > 32 { return originalID } clientOrderID = prefix + originalID return clientOrderID } clientOrderID = uuid.New().String() clientOrderID = prefix + clientOrderID if len(clientOrderID) > 32 { return clientOrderID[0:32] } return clientOrderID } func (e *Exchange) submitSpotOrder(ctx context.Context, order types.SubmitOrder) (*types.Order, error) { orderType, err := toLocalOrderType(order.Type) if err != nil { return nil, err } req := e.Client.NewCreateOrderService(). Symbol(order.Symbol). Side(binance.SideType(order.Side)). Type(orderType) clientOrderID := newSpotClientOrderID(order.ClientOrderID) if len(clientOrderID) > 0 { req.NewClientOrderID(clientOrderID) } if len(order.QuantityString) > 0 { req.Quantity(order.QuantityString) } else if order.Market.Symbol != "" { req.Quantity(order.Market.FormatQuantity(order.Quantity)) } else { req.Quantity(strconv.FormatFloat(order.Quantity, 'f', 8, 64)) } // set price field for limit orders switch order.Type { case types.OrderTypeStopLimit, types.OrderTypeLimit, types.OrderTypeLimitMaker: if len(order.PriceString) > 0 { req.Price(order.PriceString) } else if order.Market.Symbol != "" { req.Price(order.Market.FormatPrice(order.Price)) } } switch order.Type { case types.OrderTypeStopLimit, types.OrderTypeStopMarket: if len(order.StopPriceString) == 0 { return nil, fmt.Errorf("stop price string can not be empty") } req.StopPrice(order.StopPriceString) } if len(order.TimeInForce) > 0 { // TODO: check the TimeInForce value req.TimeInForce(binance.TimeInForceType(order.TimeInForce)) } else { switch order.Type { case types.OrderTypeLimit, types.OrderTypeStopLimit: req.TimeInForce(binance.TimeInForceTypeGTC) } } req.NewOrderRespType(binance.NewOrderRespTypeRESULT) response, err := req.Do(ctx) if err != nil { return nil, err } log.Infof("spot order creation response: %+v", response) createdOrder, err := toGlobalOrder(&binance.Order{ Symbol: response.Symbol, OrderID: response.OrderID, ClientOrderID: response.ClientOrderID, Price: response.Price, OrigQuantity: response.OrigQuantity, ExecutedQuantity: response.ExecutedQuantity, CummulativeQuoteQuantity: response.CummulativeQuoteQuantity, Status: response.Status, TimeInForce: response.TimeInForce, Type: response.Type, Side: response.Side, UpdateTime: response.TransactTime, Time: response.TransactTime, IsIsolated: response.IsIsolated, // StopPrice: // IcebergQuantity: // UpdateTime: // IsWorking: , }, false) return createdOrder, err } func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders types.OrderSlice, err error) { for _, order := range orders { if err := orderLimiter.Wait(ctx) ; err != nil { log.WithError(err).Errorf("order rate limiter wait error") } var createdOrder *types.Order if e.IsMargin { createdOrder, err = e.submitMarginOrder(ctx, order) } else { createdOrder, err = e.submitSpotOrder(ctx, order) } if err != nil { return createdOrders, err } if createdOrder == nil { return createdOrders, errors.New("nil converted order") } createdOrders = append(createdOrders, *createdOrder) } return createdOrders, err } // QueryKLines queries the Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time. // Binance uses inclusive start time query range, eg: // https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1m&startTime=1620172860000 // the above query will return a kline with startTime = 1620172860000 // and, // https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1m&startTime=1620172860000&endTime=1620172920000 // the above query will return a kline with startTime = 1620172860000, and a kline with endTime = 1620172860000 // // the endTime of a binance kline, is the (startTime + interval time - 1 millisecond), e.g., // millisecond unix timestamp: 1620172860000 and 1620172919999 func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) { var limit = 1000 if options.Limit > 0 { // default limit == 1000 limit = options.Limit } log.Infof("querying kline %s %s %v", symbol, interval, options) req := e.Client.NewKlinesService(). Symbol(symbol). Interval(string(interval)). Limit(limit) if options.StartTime != nil { req.StartTime(options.StartTime.UnixNano() / int64(time.Millisecond)) } if options.EndTime != nil { req.EndTime(options.EndTime.UnixNano() / int64(time.Millisecond)) } resp, err := req.Do(ctx) if err != nil { return nil, err } var kLines []types.KLine for _, k := range resp { kLines = append(kLines, types.KLine{ Exchange: types.ExchangeBinance, Symbol: symbol, Interval: interval, StartTime: time.Unix(0, k.OpenTime*int64(time.Millisecond)), EndTime: time.Unix(0, k.CloseTime*int64(time.Millisecond)), Open: util.MustParseFloat(k.Open), Close: util.MustParseFloat(k.Close), High: util.MustParseFloat(k.High), Low: util.MustParseFloat(k.Low), Volume: util.MustParseFloat(k.Volume), QuoteVolume: util.MustParseFloat(k.QuoteAssetVolume), TakerBuyBaseAssetVolume: util.MustParseFloat(k.TakerBuyBaseAssetVolume), TakerBuyQuoteAssetVolume: util.MustParseFloat(k.TakerBuyQuoteAssetVolume), LastTradeID: 0, NumberOfTrades: uint64(k.TradeNum), Closed: true, }) } return kLines, nil } func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) { var remoteTrades []*binance.TradeV3 if e.IsMargin { req := e.Client.NewListMarginTradesService(). IsIsolated(e.IsIsolatedMargin). Symbol(symbol) if options.Limit > 0 { req.Limit(int(options.Limit)) } else { req.Limit(1000) } if options.StartTime != nil { req.StartTime(options.StartTime.UnixNano() / int64(time.Millisecond)) } if options.EndTime != nil { req.EndTime(options.EndTime.UnixNano() / int64(time.Millisecond)) } // BINANCE uses inclusive last trade ID if options.LastTradeID > 0 { req.FromID(options.LastTradeID) } remoteTrades, err = req.Do(ctx) if err != nil { return nil, err } } else { req := e.Client.NewListTradesService(). Symbol(symbol) if options.Limit > 0 { req.Limit(int(options.Limit)) } else { req.Limit(1000) } if options.StartTime != nil { req.StartTime(options.StartTime.UnixNano() / int64(time.Millisecond)) } if options.EndTime != nil { req.EndTime(options.EndTime.UnixNano() / int64(time.Millisecond)) } // BINANCE uses inclusive last trade ID if options.LastTradeID > 0 { req.FromID(options.LastTradeID) } remoteTrades, err = req.Do(ctx) if err != nil { return nil, err } } for _, t := range remoteTrades { localTrade, err := ToGlobalTrade(*t, e.IsMargin) if err != nil { log.WithError(err).Errorf("can not convert binance trade: %+v", t) continue } trades = append(trades, *localTrade) } return trades, nil } func (e *Exchange) BatchQueryKLines(ctx context.Context, symbol string, interval types.Interval, startTime, endTime time.Time) ([]types.KLine, error) { var allKLines []types.KLine for startTime.Before(endTime) { klines, err := e.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{ StartTime: &startTime, Limit: 1000, }) if err != nil { return nil, err } for _, kline := range klines { if kline.EndTime.After(endTime) { return allKLines, nil } allKLines = append(allKLines, kline) startTime = kline.EndTime } } return allKLines, nil } type FundingRate struct { FundingRate fixedpoint.Value FundingTime time.Time Time time.Time } type PremiumIndex struct { Symbol string `json:"symbol"` MarkPrice fixedpoint.Value `json:"markPrice"` LastFundingRate fixedpoint.Value `json:"lastFundingRate"` NextFundingTime time.Time `json:"nextFundingTime"` Time time.Time `json:"time"` } func convertPremiumIndex(index *futures.PremiumIndex) (*PremiumIndex, error) { markPrice, err := fixedpoint.NewFromString(index.MarkPrice) if err != nil { return nil, err } lastFundingRate, err := fixedpoint.NewFromString(index.LastFundingRate) if err != nil { return nil, err } nextFundingTime := time.Unix(0, index.NextFundingTime*int64(time.Millisecond)) t := time.Unix(0, index.Time*int64(time.Millisecond)) return &PremiumIndex{ Symbol: index.Symbol, MarkPrice: markPrice, NextFundingTime: nextFundingTime, LastFundingRate: lastFundingRate, Time: t, }, nil } func (e *Exchange) QueryPremiumIndex(ctx context.Context, symbol string) (*PremiumIndex, error) { futuresClient := binance.NewFuturesClient(e.key, e.secret) // when symbol is set, only one index will be returned. indexes, err := futuresClient.NewPremiumIndexService().Symbol(symbol).Do(ctx) if err != nil { return nil, err } return convertPremiumIndex(indexes[0]) } func (e *Exchange) QueryFundingRateHistory(ctx context.Context, symbol string) (*FundingRate, error) { futuresClient := binance.NewFuturesClient(e.key, e.secret) rates, err := futuresClient.NewFundingRateService(). Symbol(symbol). Limit(1). Do(ctx) if err != nil { return nil, err } if len(rates) == 0 { return nil, errors.New("empty funding rate data") } rate := rates[0] fundingRate, err := fixedpoint.NewFromString(rate.FundingRate) if err != nil { return nil, err } return &FundingRate{ FundingRate: fundingRate, FundingTime: time.Unix(0, rate.FundingTime*int64(time.Millisecond)), Time: time.Unix(0, rate.Time*int64(time.Millisecond)), }, nil }