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feat(binance): fetchIsolatedBorrowRates (#22206)
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* chore: new type IsolatedBorrowRate

* refactor: changed BorrowRate type to CrossBorrowRate

* feat(base/exchange): parseIsolatedBorrowRates, parseIsolatedBorrowRate

* feat: new types - CrossBorrowRate, IsolatedBorrowRate

* fetchCrossBorrowRate(s) return type

* feat(binance): fetchIsolatedBorrowRates

* fetch(Cross|Isolated)BorrowRate(s) return types

* base/Exchange import CrossBorrowRate

* Exchange.ts removed BorrowRate type

* types.py linting

* fix crossborrowRates transpiling

* binance.fetchIsolatedBorrowRate update method signature and return type

* binance.parseIsolatedBorrowRate minor fix

* add static tests

---------

Co-authored-by: carlosmiei <43336371+carlosmiei@users.noreply.github.com>
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@samgermain @carlosmiei
samgermain and carlosmiei committed May 2, 2024
1 parent b51ed4b commit 16051c4
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Showing 2 changed files with 125 additions and 3 deletions.
110 changes: 107 additions & 3 deletions ts/src/binance.ts
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Expand Up @@ -4,7 +4,7 @@
import Exchange from './abstract/binance.js';
import { ExchangeError, ArgumentsRequired, OperationFailed, OperationRejected, InsufficientFunds, OrderNotFound, InvalidOrder, DDoSProtection, InvalidNonce, AuthenticationError, RateLimitExceeded, PermissionDenied, NotSupported, BadRequest, BadSymbol, AccountSuspended, OrderImmediatelyFillable, OnMaintenance, BadResponse, RequestTimeout, OrderNotFillable, MarginModeAlreadySet } from './base/errors.js';
import { Precise } from './base/Precise.js';
import type { TransferEntry, Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Str, Transaction, Ticker, OrderBook, Tickers, Market, Greeks, Strings, Currency, MarketInterface, MarginMode, MarginModes, Leverage, Leverages, Num, Option, MarginModification, TradingFeeInterface, Currencies, TradingFees, Conversion, CrossBorrowRate } from './base/types.js';
import type { TransferEntry, Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Str, Transaction, Ticker, OrderBook, Tickers, Market, Greeks, Strings, Currency, MarketInterface, MarginMode, MarginModes, Leverage, Leverages, Num, Option, MarginModification, TradingFeeInterface, Currencies, TradingFees, Conversion, CrossBorrowRate, IsolatedBorrowRates, IsolatedBorrowRate } from './base/types.js';
import { TRUNCATE, DECIMAL_PLACES } from './base/functions/number.js';
import { sha256 } from './static_dependencies/noble-hashes/sha256.js';
import { rsa } from './base/functions/rsa.js';
Expand Down Expand Up @@ -95,8 +95,8 @@ export default class binance extends Exchange {
'fetchFundingRates': true,
'fetchGreeks': true,
'fetchIndexOHLCV': true,
'fetchIsolatedBorrowRate': false,
'fetchIsolatedBorrowRates': false,
'fetchIsolatedBorrowRate': 'emulated',
'fetchIsolatedBorrowRates': true,
'fetchL3OrderBook': false,
'fetchLastPrices': true,
'fetchLedger': true,
Expand Down Expand Up @@ -11164,6 +11164,72 @@ export default class binance extends Exchange {
return this.parseBorrowRate (rate);
}

async fetchIsolatedBorrowRate (symbol: string, params = {}): Promise<IsolatedBorrowRate> {
/**
* @method
* @name binance#fetchIsolatedBorrowRate
* @description fetch the rate of interest to borrow a currency for margin trading
* @see https://binance-docs.github.io/apidocs/spot/en/#query-isolated-margin-fee-data-user_data
* @param {string} symbol unified market symbol
* @param {object} [params] extra parameters specific to the exchange API endpoint
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {object} [params.vipLevel] user's current specific margin data will be returned if viplevel is omitted
* @returns {object} an [isolated borrow rate structure]{@link https://docs.ccxt.com/#/?id=isolated-borrow-rate-structure}
*/
const request = {
'symbol': symbol,
};
const borrowRates = await this.fetchIsolatedBorrowRates (this.extend (request, params));
return this.safeDict (borrowRates, symbol) as IsolatedBorrowRate;
}

async fetchIsolatedBorrowRates (params = {}): Promise<IsolatedBorrowRates> {
/**
* @method
* @name binance#fetchIsolatedBorrowRates
* @description fetch the borrow interest rates of all currencies
* @see https://binance-docs.github.io/apidocs/spot/en/#query-isolated-margin-fee-data-user_data
* @param {object} [params] extra parameters specific to the exchange API endpoint
* @param {object} [params.symbol] unified market symbol
*
* EXCHANGE SPECIFIC PARAMETERS
* @param {object} [params.vipLevel] user's current specific margin data will be returned if viplevel is omitted
* @returns {object} a [borrow rate structure]{@link https://docs.ccxt.com/#/?id=borrow-rate-structure}
*/
await this.loadMarkets ();
const request = {};
const symbol = this.safeString (params, 'symbol');
params = this.omit (params, 'symbol');
if (symbol !== undefined) {
const market = this.market (symbol);
request['symbol'] = market['id'];
}
const response = await this.sapiGetMarginIsolatedMarginData (this.extend (request, params));
//
// [
// {
// "vipLevel": 0,
// "symbol": "BTCUSDT",
// "leverage": "10",
// "data": [
// {
// "coin": "BTC",
// "dailyInterest": "0.00026125",
// "borrowLimit": "270"
// },
// {
// "coin": "USDT",
// "dailyInterest": "0.000475",
// "borrowLimit": "2100000"
// }
// ]
// }
// ]
//
return this.parseIsolatedBorrowRates (response);
}

async fetchBorrowRateHistory (code: string, since: Int = undefined, limit: Int = undefined, params = {}) {
/**
* @method
Expand Down Expand Up @@ -11240,6 +11306,44 @@ export default class binance extends Exchange {
};
}

parseIsolatedBorrowRate (info, market: Market = undefined) {
//
// {
// "vipLevel": 0,
// "symbol": "BTCUSDT",
// "leverage": "10",
// "data": [
// {
// "coin": "BTC",
// "dailyInterest": "0.00026125",
// "borrowLimit": "270"
// },
// {
// "coin": "USDT",
// "dailyInterest": "0.000475",
// "borrowLimit": "2100000"
// }
// ]
// }
//
const marketId = this.safeString (info, 'symbol');
market = this.safeMarket (marketId, market, undefined, 'spot');
const data = this.safeList (info, 'data');
const baseInfo = this.safeDict (data, 0);
const quoteInfo = this.safeDict (data, 1);
return {
'info': info,
'symbol': this.safeString (market, 'symbol'),
'base': this.safeString (baseInfo, 'coin'),
'baseRate': this.safeNumber (baseInfo, 'dailyInterest'),
'quote': this.safeString (quoteInfo, 'coin'),
'quoteRate': this.safeNumber (quoteInfo, 'dailyInterest'),
'period': 86400000,
'timestamp': undefined,
'datetime': undefined,
};
}

async createGiftCode (code: string, amount, params = {}) {
/**
* @method
Expand Down
18 changes: 18 additions & 0 deletions ts/src/test/static/request/binance.json
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Expand Up @@ -3077,6 +3077,24 @@
],
"output": "timestamp=1713536455384&quoteId=844f131de9994643a0b6ce7805d08cfb&recvWindow=10000&signature=39e6351a5061356643aa48f6e335b6d3c903710206f2543bd9443af07885948b"
}
],
"fetchIsolatedBorrowRate": [
{
"description": "fetchIsolatedBorrowRate",
"method": "fetchIsolatedBorrowRate",
"url": "https://api.binance.com/sapi/v1/margin/isolatedMarginData?timestamp=1714664548704&symbol=BTCUSDT&recvWindow=10000&signature=6bed3101b0139a52896c5ac2cba8c9c16371153e133ecdef782c7cd398bb470f",
"input": [
"BTC/USDT"
]
}
],
"fetchIsolatedBorrowRates": [
{
"description": "fetchIsolatedBorrowRates",
"method": "fetchIsolatedBorrowRates",
"url": "https://api.binance.com/sapi/v1/margin/isolatedMarginData?timestamp=1714664627834&recvWindow=10000&signature=9b4fa07568a385ee7a642e31375bb1c6e0640d1491508b2f5bbd4e36ce31f117",
"input": []
}
]
}
}

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