funding trades

Co-Authored-By: itsdeka <dario.moceri@bitfinex.com>

bfxapi/rest/_RestAuthenticatedEndpoints.py

@@ -99,6 +99,19 @@ class _RestAuthenticatedEndpoints(_Requests):
 
         return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
 
+    def get_funding_trades_history(self, symbol: Optional[str] = None, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingTrade]:
+        if symbol == None:
+            endpoint = "auth/r/funding/trades/hist"
+        else: endpoint = f"auth/r/funding/trades/{symbol}/hist"
+
+        data = {
+            "sort": sort,
+            "start": start, "end": end,
+            "limit": limit
+        }
+
+        return [ serializers.FundingTrade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
+
     def get_order_trades(self, symbol: str, id: int) -> List[OrderTrade]:
         return [ serializers.OrderTrade.parse(*sub_data) for sub_data in self._POST(f"auth/r/order/{symbol}:{id}/trades") ]
 

bfxapi/rest/serializers.py

@@ -355,6 +355,16 @@ Trade = generate_labeler_serializer("Trade", klass=types.Trade, labels=[
     "cid"
 ])
 
+FundingTrade = generate_labeler_serializer("FundingTrade", klass=types.FundingTrade, labels=[
+    "id",
+    "currency",
+    "mts_create",
+    "offer_id",
+    "amount",
+    "rate",
+    "period"
+])
+
 OrderTrade = generate_labeler_serializer("OrderTrade", klass=types.OrderTrade, labels=[
     "id",
     "pair",

bfxapi/rest/types.py

@@ -284,6 +284,16 @@ class Trade(_Type):
     fee_currency: str
     cid: int
 
+@dataclass()
+class FundingTrade(_Type):
+    id: int
+    currency: str
+    mts_create: int
+    offer_id: int
+    amount: float
+    rate: float
+    period: int
+
 @dataclass
 class OrderTrade(_Type):
     id: int 

examples/rest/get_funding_trades_history.py

@@ -0,0 +1,13 @@
+# python -c "import examples.rest.get_funding_trades_history"
+
+import os
+
+from bfxapi.client import Client, Constants
+
+bfx = Client(
+    REST_HOST=Constants.REST_HOST,
+    API_KEY=os.getenv("BFX_API_KEY"),
+    API_SECRET=os.getenv("BFX_API_SECRET")
+)
+
+print(bfx.rest.auth.get_funding_trades_history())