exchange.GetFundings
The exchange.GetFundings() function is used to obtain the funding rate data for the current period.
exchange.GetFundings()
exchange.GetFundings(symbol)Examples
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
/*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(",")));
}
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 interval
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
| Type | Description |
| When the |
Arguments
| Name | Type | Required | Description |
symbol | string | No | The |
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.
Exchanges that do not support batch retrieval of funding rate data: Futures_Bitget, Futures_OKX, Futures_MEXC, Futures_Deribit, Futures_Crypto. When calling, you need to pass in the symbol parameter to specify the concrete trading pair code, for example: ETH_USDT.swap.
Exchanges that do not support the exchange.GetFundings() function:
| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |
|---|---|---|
| GetFundings | -- | Futures_DigiFinex |