Type/to search
Built-in Functions
Global
Version
Sleep
IsVirtual
Mail
Mail_Go
SetErrorFilter
GetPid
GetLastError
GetCommand
GetMeta
Dial
HttpQuery
HttpQuery_Go
Encode
UnixNano
Unix
GetOS
MD5
DBExec
UUID
EventLoop
__Serve
_G
_D
_N
_C
_Cross
JSON.parse
JSON.stringify
SetChannelData
GetChannelData
Log
Market
Trade
Account
Futures
NetSettings
Threads
threading
Thread
getThread
mainThread
currentThread
Lock
Condition
Event
Dict
pending
Thread
ThreadLock
ThreadEvent
ThreadCondition
ThreadDict
Web3
TA
Talib
talib.CDL2CROWS
talib.CDL3BLACKCROWS
talib.CDL3INSIDE
talib.CDL3LINESTRIKE
talib.CDL3OUTSIDE
talib.CDL3STARSINSOUTH
talib.CDL3WHITESOLDIERS
talib.CDLABANDONEDBABY
talib.CDLADVANCEBLOCK
talib.CDLBELTHOLD
talib.CDLBREAKAWAY
talib.CDLCLOSINGMARUBOZU
talib.CDLCONCEALBABYSWALL
talib.CDLCOUNTERATTACK
talib.CDLDARKCLOUDCOVER
talib.CDLDOJI
talib.CDLDOJISTAR
talib.CDLDRAGONFLYDOJI
talib.CDLENGULFING
talib.CDLEVENINGDOJISTAR
talib.CDLEVENINGSTAR
talib.CDLGAPSIDESIDEWHITE
talib.CDLGRAVESTONEDOJI
talib.CDLHAMMER
talib.CDLHANGINGMAN
talib.CDLHARAMI
talib.CDLHARAMICROSS
talib.CDLHIGHWAVE
talib.CDLHIKKAKE
talib.CDLHIKKAKEMOD
talib.CDLHOMINGPIGEON
talib.CDLIDENTICAL3CROWS
talib.CDLINNECK
talib.CDLINVERTEDHAMMER
talib.CDLKICKING
talib.CDLKICKINGBYLENGTH
talib.CDLLADDERBOTTOM
talib.CDLLONGLEGGEDDOJI
talib.CDLLONGLINE
talib.CDLMARUBOZU
talib.CDLMATCHINGLOW
talib.CDLMATHOLD
talib.CDLMORNINGDOJISTAR
talib.CDLMORNINGSTAR
talib.CDLONNECK
talib.CDLPIERCING
talib.CDLRICKSHAWMAN
talib.CDLRISEFALL3METHODS
talib.CDLSEPARATINGLINES
talib.CDLSHOOTINGSTAR
talib.CDLSHORTLINE
talib.CDLSPINNINGTOP
talib.CDLSTALLEDPATTERN
talib.CDLSTICKSANDWICH
talib.CDLTAKURI
talib.CDLTASUKIGAP
talib.CDLTHRUSTING
talib.CDLTRISTAR
talib.CDLUNIQUE3RIVER
talib.CDLUPSIDEGAP2CROWS
talib.CDLXSIDEGAP3METHODS
talib.AD
talib.ADOSC
talib.OBV
talib.ACOS
talib.ASIN
talib.ATAN
talib.CEIL
talib.COS
talib.COSH
talib.EXP
talib.FLOOR
talib.LN
talib.LOG10
talib.SIN
talib.SINH
talib.SQRT
talib.TAN
talib.TANH
talib.MAX
talib.MAXINDEX
talib.MIN
talib.MININDEX
talib.MINMAX
talib.MINMAXINDEX
talib.SUM
talib.HT_DCPERIOD
talib.HT_DCPHASE
talib.HT_PHASOR
talib.HT_SINE
talib.HT_TRENDMODE
talib.ATR
talib.NATR
talib.TRANGE
talib.BBANDS
talib.DEMA
talib.EMA
talib.HT_TRENDLINE
talib.KAMA
talib.MA
talib.MAMA
talib.MIDPOINT
talib.MIDPRICE
talib.SAR
talib.SAREXT
talib.SMA
talib.T3
talib.TEMA
talib.TRIMA
talib.WMA
talib.LINEARREG
talib.LINEARREG_ANGLE
talib.LINEARREG_INTERCEPT
talib.LINEARREG_SLOPE
talib.STDDEV
talib.TSF
talib.VAR
talib.ADX
talib.ADXR
talib.APO
talib.AROON
talib.AROONOSC
talib.BOP
talib.CCI
talib.CMO
talib.DX
talib.MACD
talib.MACDEXT
talib.MACDFIX
talib.MFI
talib.MINUS_DI
talib.MINUS_DM
talib.MOM
talib.PLUS_DI
talib.PLUS_DM
talib.PPO
talib.ROC
talib.ROCP
talib.ROCR
talib.ROCR100
talib.RSI
talib.STOCH
talib.STOCHF
talib.STOCHRSI
talib.TRIX
talib.ULTOSC
talib.WILLR
talib.AVGPRICE
talib.MEDPRICE
talib.TYPPRICE
talib.WCLPRICE
OS
Structures
Built-in Variables

The exchange.GetFundings() function is used to get the funding rate data for the current period.

exchange.GetFundings()
exchange.GetFundings(symbol)

Examples

Using a futures exchange object, call the exchange.GetFundings() function in the backtesting system. Before calling any market data function, GetFundings only returns Funding data for the current default trading pair; after calling market data functions, it returns Funding data for all requested symbols. Refer to the following test example:

javascript
/*backtest start: 2024-10-01 00:00:00 end: 2024-10-23 00:05:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}] */ function main() { // LPT_USDT.swap 4-hour period var symbols = ["SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"] for (var symbol of symbols) { exchange.GetTicker(symbol) } var arr = [] var arrParams = ["no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"] for (p of arrParams) { if (p == "no param") { arr.push(exchange.GetFundings()) } else { arr.push(exchange.GetFundings(p)) } } var tbls = [] var index = 0 for (var fundings of arr) { var tbl = { "type": "table", "title": arrParams[index], "cols": ["Symbol", "Interval", "Time", "Rate"], "rows": [], } for (var f of fundings) { tbl["rows"].push([f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate * 100 + " %"]) } tbls.push(tbl) index++ } LogStatus(_D(), "\n Requested symbols:", symbols, "\n`" + JSON.stringify(tbls) + "`") }
python
'''backtest start: 2024-10-01 00:00:00 end: 2024-10-23 00:05:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}] ''' import json def main(): # LPT_USDT.swap 4-hour period symbols = ["SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"] for symbol in symbols: exchange.GetTicker(symbol) arr = [] arrParams = ["no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"] for p in arrParams: if p == "no param": arr.append(exchange.GetFundings()) else: arr.append(exchange.GetFundings(p)) tbls = [] index = 0 for fundings in arr: tbl = { "type": "table", "title": arrParams[index], "cols": ["Symbol", "Interval", "Time", "Rate"], "rows": [], } for f in fundings: tbl["rows"].append([f["Symbol"], f["Interval"] / 3600000, _D(f["Time"]), str(f["Rate"] * 100) + " %"]) tbls.append(tbl) index += 1 LogStatus(_D(), "\n Requested symbols:", symbols, "\n`" + json.dumps(tbls) + "`")
c++
/*backtest start: 2024-10-01 00:00:00 end: 2024-10-23 00:05:00 period: 1m basePeriod: 1m exchanges: [{"eid":"Futures_Binance","currency":"SOL_USDC"}] */ void main() { // LPT_USDT.swap 4-hour period json arrSymbol = R"([])"_json; std::string symbols[] = {"SOL_USDT.swap", "ETH_USDT.swap", "LTC_USDT.swap", "SOL_USDC.swap", "ETH_USDC.swap", "BTC_USD.swap", "BTC_USDT.quarter", "LPT_USDT.swap"}; for (const std::string& symbol : symbols) { exchange.GetTicker(symbol); arrSymbol.push_back(symbol); } std::vector<std::vector<Funding>> arr = {}; std::string arrParams[] = {"no param", "LTC_USDT.swap", "USDT.swap", "USD.swap", "USDC.swap", "USDT.futures", "BTC_USDT.quarter"}; for (const std::string& p : arrParams) { if (p == "no param") { arr.push_back(exchange.GetFundings()); } else { arr.push_back(exchange.GetFundings(p)); } } json tbls = R"([])"_json; int index = 0; for (int i = 0; i < arr.size(); i++) { auto fundings = arr[i]; json tbl = R"({ "type": "table", "cols": ["Symbol", "Interval", "Time", "Rate"], "rows": [] })"_json; tbl["title"] = arrParams[index]; for (int j = 0; j < fundings.size(); j++) { auto f = fundings[j]; // json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), string(f.Rate * 100) + " %"}; json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate}; tbl["rows"].push_back(arrJson); } tbls.push_back(tbl); index++; } LogStatus(_D(), "\n Requested symbols:", arrSymbol.dump(), "\n`" + tbls.dump() + "`"); }

Returns

TypeDescription

Funding array / null value

The exchange.GetFundings() function returns an array of Funding structures when the data request is successful, and returns a null value when the data request fails.

Arguments

NameTypeRequiredDescription

symbol

string

No

The parameter symbol is used to set the trading instrument or trading instrument range to query. When the symbol parameter is not passed, it defaults to requesting the current funding rate data for all instruments within the dimension range of the current trading pair and contract code.

See Also

Remarks

For futures exchanges that do not support batch querying of funding rate data, if the symbol parameter is specified as a query range (e.g., USDT.swap) or the symbol parameter is not passed, the interface will report an error. When calling the GetFundings() function using such futures exchange objects, the symbol parameter must be specified as a specific perpetual contract instrument to query the current funding rate data for that instrument.

The exchange.GetFundings() function supports both live trading and backtesting systems.

Exchanges that do not support batch retrieval of funding rate data: Futures_Bitget, Futures_OKX, Futures_MEXC, Futures_Deribit, Futures_Crypto. The symbol parameter must be passed to specify a specific instrument code, e.g., ETH_USDT.swap.

Exchanges that do not support the exchange.GetFundings() function:

Function NameUnsupported Spot ExchangesUnsupported Futures Exchanges
GetFundings--Futures_DigiFinex