Add binance positions and update funding fee histories

app/jobs/get_funding_fee_histories_job.rb

@@ -10,13 +10,15 @@ def perform(sync_ranking: false)
         symbol = source == 'okx' ? ticker['instId'] : ticker['symbol']
         result.push({
           symbol: ticker['symbol'],
-          rate: get_rate(symbol, source, Date.today, get_latest: true) 
+          rate: get_rate(symbol, source, Date.today)
         })
       end
 
       $redis.set('top_3_symbol_funding_rates', result.to_json)
     else
       date = Date.yesterday
+      @okx_fee_list = OkxFuturesService.new.get_funding_fee_histories['data']
+
       UserPosition.available.where(user_id: nil).each do |up|
         generate_history(up, date)
       end
@@ -30,22 +32,35 @@ def perform(sync_ranking: false)
   end
 
   def generate_history(up, date)
-    rate = get_rate(up.origin_symbol, up.source, date)
+    funding_fee = get_fee(up.origin_symbol, up.source, date)
     SnapshotPosition.joins(:snapshot_info).where(snapshot_info: { user_id: up.user_id }, origin_symbol: up.origin_symbol, event_date: date, source: up.source).each do |snapshot|
       ffh = FundingFeeHistory.where(origin_symbol: snapshot.origin_symbol, event_date: date, source: snapshot.source, user_id: up.user_id, trade_type: up.trade_type).first_or_initialize
-      ffh.update(rate: rate, amount: rate * up.amount * 3, snapshot_position_id: snapshot&.id)
+      ffh.update(amount: funding_fee, snapshot_position_id: snapshot&.id)
+    end
+  end
+
+  def get_fee(symbol, source, date)
+    if source == 'binance'
+      fee_list = BinanceFuturesService.new.get_funding_fee_histories(symbol, date.strftime('%Q'))
+      daily_fees = fee_list.select{|r| Time.at(r['time']/1000).to_date == date}
+      daily_fees.sum{|f| f['income'].to_f}
+    elsif source == 'okx'
+      daily_fees = @okx_fee_list.select{|r| Time.at(r['ts'].to_i/1000).to_date == date && r['instId'] == symbol}
+      daily_fees.sum{|f| f['pnl'].to_f}
+    else
+      0
     end
   end
 
-  def get_rate(symbol, source, date, get_latest: false)
+  def get_rate(symbol, source, date)
     if source == 'binance'
       rate_list = BinanceFuturesService.new.get_funding_rate(symbol, date.strftime('%Q'))
       daily_rates = rate_list.select{|r| Time.at(r['fundingTime']/1000).to_date == date}
-      get_latest ? daily_rates.last['fundingRate'].to_f : daily_rates.sum{|r| r['fundingRate'].to_f} / 3
+      daily_rates.last['fundingRate'].to_f
     elsif source == 'okx'
       rate_list = OkxFuturesService.new.get_funding_rate(symbol, date.strftime('%Q'))
       daily_rates = rate_list['data'].select{|r| Time.at(r['fundingTime'].to_f/1000).to_date == date}
-      get_latest ? daily_rates.last['realizedRate'].to_f : daily_rates.sum{|r| r['realizedRate'].to_f} / 3
+      daily_rates.last['realizedRate'].to_f
     else
       0
     end

app/jobs/notify_new_symbol_job.rb

@@ -9,14 +9,17 @@ def perform
   end
 
   def check_symbol_from_api
-    symbols = BinanceFuturesService.new.get_ticker_price.map{|x| x['symbol']} rescue []
-    return if symbols.empty?
+    data = BinanceFuturesService.new.get_ticker_price rescue nil
+    return if data.nil?
 
-    redis_key = 'binance_futures_symbols'
-    prev_symbols = JSON.parse($redis.get(redis_key)) rescue []
-    diff_symbols = symbols - prev_symbols
-    $redis.set(redis_key, symbols)
-    SlackService.send_notification(nil, format_api_blocks(diff_symbols)) if diff_symbols.any?
+    symbols = []
+    data.each do |d|
+      bp = BinancePosition.where(symbol: d['symbol']).first_or_initialize
+      symbols.push(bp.symbol) if bp.new_record?
+      bp.update(price: d[:price])
+    end
+
+    SlackService.send_notification(nil, format_api_blocks(symbols)) if symbols.any?
   end
 
   def format_notice_blocks(msg)
@@ -37,7 +40,7 @@ def format_api_blocks(symbols)
         "type": "section",
         "text": {
           "type": "mrkdwn",
-          "text": "*币安合约API新增币种: #{symbols.join(", ")}, 共#{symbols.length}个*"
+          "text": "*币安合约API新增币种: #{symbols.join(", ")}, 共 #{symbols.length}个*"
         }
       }
     ]

app/models/binance_position.rb

@@ -0,0 +1,2 @@
+class BinancePosition < ApplicationRecord
+end

app/services/binance_futures_service.rb

@@ -116,6 +116,12 @@ def get_taker_long_short_ratio(symbol)
     JSON.parse(response).last
   end
 
+  def get_funding_fee_histories(symbol, start_time)
+    url = BASE_URL + "/fapi/v1/income?"
+    payload = {symbol: symbol, incomeType: 'FUNDING_FEE', timestamp: get_timestamp, startTime: start_time, limit: 1000}
+    do_request("get", url, payload)
+  end
+
   private
   def do_request(method, url, payload)
     sign = signed_data(build_query(payload))

app/services/okx_futures_service.rb

@@ -95,6 +95,16 @@ def get_funding_rate(symbol, before=nil)
     end
   end
 
+  def get_funding_fee_histories(end_at=nil)
+    begin
+      request_path = "/api/v5/account/bills-archive?instType=SWAP&type=8"
+      request_path += "&end=#{end_at}" if end_at
+      do_request("get", request_path)
+    rescue => e
+      format_error_msg(e)
+    end
+  end
+
   private
   def do_request(method, request_path)
     url = BASE_URL + request_path

db/migrate/20231021091525_create_binance_positions.rb

@@ -0,0 +1,10 @@
+class CreateBinancePositions < ActiveRecord::Migration[6.1]
+  def change
+    create_table :binance_positions do |t|
+      t.string  :symbol
+      t.decimal :price
+
+      t.timestamps
+    end
+  end
+end

spec/factories/binance_positions.rb

@@ -0,0 +1,6 @@
+FactoryBot.define do
+  factory :binance_position do
+    symbol { 'BTCUSDT' }
+    price { 1 }
+  end
+end

spec/models/binance_position_spec.rb

@@ -0,0 +1,9 @@
+require 'rails_helper'
+
+RSpec.describe BinancePosition, type: :model do
+  let(:binance_position) { create(:binance_position) }
+
+  it "have a valid factory" do
+    expect(binance_position).to be_valid
+  end
+end