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hub / github.com/ccxt/ccxt / parse_funding_rate

Method parse_funding_rate

python/ccxt/phemex.py:4093–4157  ·  view source on GitHub ↗
(self, contract, market: Market = None)

Source from the content-addressed store, hash-verified

4091 return self.parse_funding_rate(result, market)
4092
4093 def parse_funding_rate(self, contract, market: Market = None) -> FundingRate:
4094 #
4095 # {
4096 # "askEp": 2332500,
4097 # "bidEp": 2331000,
4098 # "fundingRateEr": 10000,
4099 # "highEp": 2380000,
4100 # "indexEp": 2329057,
4101 # "lastEp": 2331500,
4102 # "lowEp": 2274000,
4103 # "markEp": 2329232,
4104 # "openEp": 2337500,
4105 # "openInterest": 1298050,
4106 # "predFundingRateEr": 19921,
4107 # "symbol": "ETHUSD",
4108 # "timestamp": 1592474241582701416,
4109 # "turnoverEv": 47228362330,
4110 # "volume": 4053863
4111 # }
4112 #
4113 # linear swap v2
4114 #
4115 # {
4116 # "closeRp":"16820.5",
4117 # "fundingRateRr":"0.0001",
4118 # "highRp":"16962.1",
4119 # "indexPriceRp":"16830.15651565",
4120 # "lowRp":"16785",
4121 # "markPriceRp":"16830.97534951",
4122 # "openInterestRv":"1323.596",
4123 # "openRp":"16851.7",
4124 # "predFundingRateRr":"0.0001",
4125 # "symbol":"BTCUSDT",
4126 # "timestamp":"1672142789065593096",
4127 # "turnoverRv":"124835296.0538",
4128 # "volumeRq":"7406.95"
4129 # }
4130 #
4131 marketId = self.safe_string(contract, 'symbol')
4132 symbol = self.safe_symbol(marketId, market)
4133 timestamp = self.safe_integer_product(contract, 'timestamp', 0.000001)
4134 markEp = self.from_ep(self.safe_string(contract, 'markEp'), market)
4135 indexEp = self.from_ep(self.safe_string(contract, 'indexEp'), market)
4136 fundingRateEr = self.from_er(self.safe_string(contract, 'fundingRateEr'), market)
4137 nextFundingRateEr = self.from_er(self.safe_string(contract, 'predFundingRateEr'), market)
4138 return {
4139 'info': contract,
4140 'symbol': symbol,
4141 'markPrice': self.safe_number(contract, 'markPriceRp', markEp),
4142 'indexPrice': self.safe_number(contract, 'indexPriceRp', indexEp),
4143 'interestRate': None,
4144 'estimatedSettlePrice': None,
4145 'timestamp': timestamp,
4146 'datetime': self.iso8601(timestamp),
4147 'fundingRate': self.safe_number(contract, 'fundingRateRr', fundingRateEr),
4148 'fundingTimestamp': None,
4149 'fundingDatetime': None,
4150 'nextFundingRate': self.safe_number(contract, 'predFundingRateRr', nextFundingRateEr),

Callers 1

fetch_funding_rateMethod · 0.95

Calls 7

from_epMethod · 0.95
from_erMethod · 0.95
safe_stringMethod · 0.80
safe_symbolMethod · 0.80
safe_integer_productMethod · 0.80
safe_numberMethod · 0.80
iso8601Method · 0.45

Tested by

no test coverage detected