feat: implement funding trades endpoint (rest) (#135)

* feat: support funding_trades endpoint
* chore: bump version, add changelog entry
* chore: add final newline to funding_trade.py
* fix: 'maker' is now placeholder in fundingtrade

Co-authored-by: Richard Hoekstra <me@richardhoekstra.com>
Co-authored-by: Robert Kowalski <robert@bitfinex.com>

CHANGELOG

@@ -1,3 +1,6 @@
+1.1.15
+-) Implemented Funding Trades (rest)
+
 1.1.14
 -) bfx_websockets.py ERRORS dictionary now contains a message for error number 10305
 

bfxapi/models/__init__.py

@@ -19,5 +19,6 @@ from .withdraw import Withdraw
 from .ticker import Ticker
 from .funding_ticker import FundingTicker
 from .ledger import Ledger
+from .funding_trade import FundingTrade
 
-NAME = 'models'
+NAME = "models"

bfxapi/models/funding_trade.py

@@ -0,0 +1,55 @@
+"""
+Module used to describe all of the different data types
+"""
+
+class FundingTradeModel:
+    """
+    Enum used to index the different values in a raw funding trade array
+    """
+    ID = 0
+    SYMBOL = 1
+    MTS_CREATE = 2
+    OFFER_ID = 3
+    AMOUNT = 4
+    RATE = 5
+    PERIOD = 6
+
+class FundingTrade:
+    """
+    ID	integer	Offer ID
+    SYMBOL	string	The currency of the offer (fUSD, etc)
+    MTS_CREATE	int	Millisecond Time Stamp when the offer was created
+    OFFER_ID	int	The ID of the offer
+    AMOUNT	float	Amount the offer is for
+    RATE	float	Rate of the offer
+    PERIOD	int	Period of the offer
+    """
+
+    def __init__(self, tid, symbol, mts_create, offer_id, amount, rate, period):
+        self.tid = tid
+        self.symbol = symbol
+        self.mts_create = mts_create
+        self.offer_id = offer_id
+        self.amount = amount
+        self.rate = rate
+        self.period = period
+
+    @staticmethod
+    def from_raw_rest_trade(raw_trade):
+        """
+        Generate a Ticker object from a raw ticker array
+        """
+        # [[636040,"fUST",1574077528000,41237922,-100,0.0024,2,null]]
+        return FundingTrade(
+            raw_trade[FundingTradeModel.ID],
+            raw_trade[FundingTradeModel.SYMBOL],
+            raw_trade[FundingTradeModel.MTS_CREATE],
+            raw_trade[FundingTradeModel.OFFER_ID],
+            raw_trade[FundingTradeModel.AMOUNT],
+            raw_trade[FundingTradeModel.RATE],
+            raw_trade[FundingTradeModel.PERIOD]
+        )
+
+    def __str__(self):
+        return "FundingTrade '{}' x {} @ {} for {} days".format(
+            self.symbol, self.amount, self.rate, self.period)

bfxapi/rest/bfx_rest.py

@@ -10,7 +10,7 @@ import datetime
 
 from ..utils.custom_logger import CustomLogger
 from ..utils.auth import generate_auth_headers, calculate_order_flags, gen_unique_cid
-from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer
+from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer, FundingTrade
 from ..models import FundingCredit, Notification, Ledger
 
 
@@ -456,6 +456,22 @@ class BfxRest:
         raw_trades = await self.post(endpoint, params=params)
         return [Trade.from_raw_rest_trade(rt) for rt in raw_trades]
 
+    async def get_funding_trades(self, symbol, start, end, limit=25):
+        """
+        Get all of the funding trades between the start and end period associated with API_KEY
+        - Requires authentication.
+
+        # Attributes
+        @param symbol string: pair symbol i.e fUSD
+        @param start int: millisecond start time
+        @param end int: millisecond end time
+        @param limit int: max number of items in response
+        @return Array <models.FundingTrade>
+        """
+        endpoint = "auth/r/funding/trades/{}/hist".format(symbol)
+        raw_trades = await self.post(endpoint)
+        return [FundingTrade.from_raw_rest_trade(rt) for rt in raw_trades]
+
     async def get_funding_offers(self, symbol):
         """
         Get all of the funding offers associated with API_KEY - Requires authentication.

bfxapi/version.py

@@ -2,4 +2,4 @@
 This module contains the current version of the bfxapi lib
 """
 
-__version__ = '1.1.14'
+__version__ = '1.1.15'