exchange.GetFundings

Obtains the funding rate data for the current period.

    
    
    
exchange.GetFundings()

    
    
    
exchange.GetFundings(symbol)

Examples

• Query funding rates (default scope when no argument is given) and print each one.

  • javascript
  • python
  • rust

  
      javascript
      
      
  function main() {
      var fundings = exchange.GetFundings()
      if (!fundings) return
      for (var f of fundings) {
          Log(f.Symbol, "Rate", f.Rate * 100, "%", "Interval", f.Interval / 3600000, "h", _D(f.Time))
      }
      // Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time
  }
  

  
      python
      
      
  def main():
      fundings = exchange.GetFundings()
      if fundings is None:
          return
      for f in fundings:
          hours = f["Interval"] / 3600000
          Log(f["Symbol"], "Rate", f["Rate"] * 100, "%", "Interval", hours, "h", _D(f["Time"] / 1000))
      # Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time
  

  
      rust
      
      
  fn main() {
      let Ok(fundings) = exchange.GetFundings(None) else { return };
      for f in &fundings {
          let hours = f.Interval as f64 / 3600000.0;
          Log!(f.Symbol, "Rate", f.Rate * 100.0, "%", "Interval", hours, "h", _D(f.Time));
      }
      // Output: one line per symbol: symbol, funding rate (%), settlement interval (hours), time
  }
  

• Using the futures exchange object, call the exchange.GetFundings() function in the backtesting system. Before any market data function is called, GetFundings returns only the Funding data of the current default trading pair; after a market data function is called, it returns the Funding data of all symbols that have been requested. Refer to the following test example.

  • javascript
  • python
  • rust

  
      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 interval
      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 (var 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 interval
      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) + "`")
  

  
      rust
      
      
  /*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"}]
  */
  
  fn main() {
      // LPT_USDT.swap 4-hour interval
      let 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);
      }
  
      let mut arr: Vec<Vec<Funding>> = Vec::new();
      let 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.push(exchange.GetFundings(None).unwrap());
          } else {
              arr.push(exchange.GetFundings(p).unwrap());
          }
      }
  
      // The Rust SDK has no JSON serialization; use format! to concatenate the table's JSON text
      let mut tbls: Vec<String> = Vec::new();
      for (index, fundings) in arr.iter().enumerate() {
          let mut rows: Vec<String> = Vec::new();
          for f in fundings {
              rows.push(format!(r#"["{}", {}, "{}", "{} %"]"#, f.Symbol, f.Interval as f64 / 3600000.0, _D(f.Time), f.Rate * 100.0));
          }
          let tbl = format!(r#"{{"type": "table", "title": "{}", "cols": ["Symbol", "Interval", "Time", "Rate"], "rows": [{}]}}"#, arrParams[index], rows.join(","));
          tbls.push(tbl);
      }
  
      LogStatus!(_D(None), "\n Requested symbols:", format!("{:?}", symbols), format!("\n`[{}]`", tbls.join(",")));
  }
  

Returns

Arguments

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 (for example USDT.swap) or is not passed in, the interface will report an error. When calling the GetFundings() function on such futures exchange objects, the symbol parameter must be specified as a specific perpetual contract in order to query the current-period funding rate data for that trading pair.

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

Which futures exchanges cannot query funding rates in batch and need a concrete symbol (for example ETH_USDT.swap) is noted on each exchange page (all exchanges are listed in Capability Matrix).

Exchanges that do not support this function: Futures_Polymarket, Futures_Futu, Futures_IB. The call fails with an error and returns null; for all exchanges see Capability Matrix.