Added startTime/endTime parameters to PerpetualFuturesApi.ExchangeDat…

…a.GetFundingRateHistoryAsync, updated shared implementation to support pagination
JKorf · Oct 8, 2024 · 405bba5 · 405bba5
1 parent 92a6f74
commit 405bba5
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Showing 4 changed files with 35 additions and 5 deletions.
diff --git a/GateIo.Net/Clients/FuturesApi/GateIoRestClientPerpetualFuturesApiExchangeData.cs b/GateIo.Net/Clients/FuturesApi/GateIoRestClientPerpetualFuturesApiExchangeData.cs
@@ -172,11 +172,15 @@ public async Task<WebCallResult<IEnumerable<GateIoPerpTicker>>> GetTickersAsync(
         public async Task<WebCallResult<IEnumerable<GateIoPerpFundingRate>>> GetFundingRateHistoryAsync(
             string settlementAsset,
             string contract,
+            DateTime? startTime = null,
+            DateTime? endTime = null,
             int? limit = null,
             CancellationToken ct = default)
         {
             var parameters = new ParameterCollection();
             parameters.Add("contract", contract);
+            parameters.AddOptionalSeconds("from", startTime);
+            parameters.AddOptionalSeconds("to", endTime);
             parameters.AddOptional("limit", limit);
             var request = _definitions.GetOrCreate(HttpMethod.Get, $"/api/v4/futures/{settlementAsset}/funding_rate", GateIoExchange.RateLimiter.Public, 1);
             return await _baseClient.SendAsync<IEnumerable<GateIoPerpFundingRate>>(request, parameters, ct).ConfigureAwait(false);

diff --git a/GateIo.Net/Clients/FuturesApi/GateIoRestClientPerpetualFuturesApiShared.cs b/GateIo.Net/Clients/FuturesApi/GateIoRestClientPerpetualFuturesApiShared.cs
@@ -888,7 +888,7 @@ async Task<ExchangeWebResult<SharedOpenInterest>> IOpenInterestRestClient.GetOpe
         #endregion
 
         #region Funding Rate client
-        GetFundingRateHistoryOptions IFundingRateRestClient.GetFundingRateHistoryOptions { get; } = new GetFundingRateHistoryOptions(SharedPaginationSupport.NotSupported, false)
+        GetFundingRateHistoryOptions IFundingRateRestClient.GetFundingRateHistoryOptions { get; } = new GetFundingRateHistoryOptions(SharedPaginationSupport.Descending, false)
         {
             RequiredExchangeParameters = new List<ParameterDescription>
             {
@@ -902,17 +902,27 @@ async Task<ExchangeWebResult<IEnumerable<SharedFundingRate>>> IFundingRateRestCl
             if (validationError != null)
                 return new ExchangeWebResult<IEnumerable<SharedFundingRate>>(Exchange, validationError);
 
+            DateTime? fromTime = null;
+            if (pageToken is DateTimeToken token)
+                fromTime = token.LastTime;
+
             // Get data
             var result = await ExchangeData.GetFundingRateHistoryAsync(
                 ExchangeParameters.GetValue<string>(request.ExchangeParameters, Exchange, "SettleAsset")!,
                 request.Symbol.GetSymbol(FormatSymbol),
-                limit: 1000,
+                startTime: request.StartTime,
+                endTime: fromTime ?? request.EndTime,
+                limit: request.Limit ?? 1000,
                 ct: ct).ConfigureAwait(false);
             if (!result)
                 return result.AsExchangeResult<IEnumerable<SharedFundingRate>>(Exchange, null, default);
 
+            DateTimeToken? nextToken = null;
+            if (result.Data.Count() == (request.Limit ?? 1000))
+                nextToken = new DateTimeToken(result.Data.Min(x => x.Timestamp).AddSeconds(-1));
+
             // Return
-            return result.AsExchangeResult<IEnumerable<SharedFundingRate>>(Exchange, request.Symbol.TradingMode,result.Data.Select(x => new SharedFundingRate(x.FundingRate, x.Timestamp)).ToArray());
+            return result.AsExchangeResult<IEnumerable<SharedFundingRate>>(Exchange, request.Symbol.TradingMode,result.Data.Select(x => new SharedFundingRate(x.FundingRate, x.Timestamp)).ToArray(), nextToken);
         }
         #endregion
 

diff --git a/GateIo.Net/GateIo.Net.xml b/GateIo.Net/GateIo.Net.xml
diff --git a/...nterfaces/Clients/PerpetualFuturesApi/IGateIoRestClientPerpetualFuturesApiExchangeData.cs b/...nterfaces/Clients/PerpetualFuturesApi/IGateIoRestClientPerpetualFuturesApiExchangeData.cs
@@ -136,12 +136,16 @@ Task<WebCallResult<IEnumerable<GateIoPerpTicker>>> GetTickersAsync(
         /// </summary>
         /// <param name="settlementAsset">The settlement asset. btc, usdt or usd</param>
         /// <param name="contract">Contract, for example `ETH_USDT`</param>
+        /// <param name="startTime">Filter by start time</param>
+        /// <param name="endTime">Filter by end time</param>
         /// <param name="limit">Max number of results</param>
         /// <param name="ct">Cancellation token</param>
         /// <returns></returns>
         Task<WebCallResult<IEnumerable<GateIoPerpFundingRate>>> GetFundingRateHistoryAsync(
             string settlementAsset,
             string contract,
+            DateTime? startTime = null,
+            DateTime? endTime = null,
             int? limit = null,
             CancellationToken ct = default);