Latest Funding Rate (v0.17.0) (#54)

* feat: latest funding rate

* chore: v0.17.0

* fix: return values

* fix: flake8

datamaxi/__version__.py

@@ -1 +1 @@
-__version__ = "0.16.1"
+__version__ = "0.17.0"

datamaxi/datamaxi/funding_rate.py

@@ -29,11 +29,11 @@ def get(
         sort: str = "desc",
         pandas: bool = True,
     ) -> Union[Tuple[Dict, Callable], Tuple[pd.DataFrame, Callable]]:
-        """Fetch funding rate data
+        """Fetch historical funding rate data
 
         `GET /api/v1/funding-rate`
 
-        <https://docs.datamaxiplus.com/api/datasets/funding-rate/funding-rate>
+        <https://docs.datamaxiplus.com/api/datasets/funding-rate/historical-funding-rate>
 
         Args:
             exchange (str): Exchange name
@@ -46,7 +46,7 @@ def get(
             pandas (bool): Return data as pandas DataFrame
 
         Returns:
-            Funding rate data in pandas DataFrame and next request function
+            Historical funding rate data in pandas DataFrame and next request function
         """
         check_required_parameters(
             [
@@ -101,6 +101,53 @@ def next_request():
         else:
             return res, next_request
 
+    def getLatest(
+        self,
+        sort: str = None,
+        limit: int = None,
+        symbol: str = None,
+        exchange: str = None,
+        pandas: bool = True,
+    ) -> Union[Tuple[List, Callable], Tuple[pd.DataFrame, Callable]]:
+        """Fetch latest funding rate data
+
+        `GET /api/v1/funding-rate/latest`
+
+        <https://docs.datamaxiplus.com/api/datasets/funding-rate/latest-funding-rate>
+
+        Args:
+            sort (str): Sort data by `asc` or `desc`
+            limit (int): Limit number of data to return
+            symbol (str): Symbol name
+            exchange (str): exchange name
+            pandas (bool): Return data as pandas DataFrame
+
+        Returns:
+            Latest funding rate data in pandas DataFrame
+        """
+        params = {}
+
+        if sort is not None:
+            params["sort"] = sort
+
+        if limit is not None:
+            params["limit"] = limit
+
+        if symbol is not None:
+            params["symbol"] = symbol
+
+        if exchange is not None:
+            params["exchange"] = exchange
+
+        res = self.query("/api/v1/funding-rate/latest", params)
+
+        if pandas:
+            df = pd.DataFrame(res)
+            df = df.set_index("d")
+            return df
+        else:
+            return res
+
     def exchanges(self) -> List[str]:
         """Fetch supported exchanges accepted by
         [datamaxi.FundingRate.get](./#datamaxi.datamaxi.FundingRate.get)

datamaxi/datamaxi/premium.py

@@ -1,4 +1,4 @@
-from typing import Any, List, Dict, Union
+from typing import Any, List, Union
 import pandas as pd
 from datamaxi.api import API
 from datamaxi.lib.utils import check_required_parameters
@@ -24,7 +24,7 @@ def get(
         sourceExchange: str = None,
         targetExchange: str = None,
         pandas: bool = True,
-    ) -> Union[Dict, pd.DataFrame]:
+    ) -> Union[List, pd.DataFrame]:
         """Fetch premium data
 
         `GET /api/v1/premium`
@@ -42,11 +42,6 @@ def get(
             Premium data in pandas DataFrame
         """
         params = {}
-        if sourceExchange is not None:
-            params["sourceExchange"] = sourceExchange
-
-        if targetExchange is not None:
-            params["targetExchange"] = targetExchange
 
         if sort is not None:
             params["sort"] = sort
@@ -57,6 +52,12 @@ def get(
         if symbol is not None:
             params["symbol"] = symbol
 
+        if sourceExchange is not None:
+            params["sourceExchange"] = sourceExchange
+
+        if targetExchange is not None:
+            params["targetExchange"] = targetExchange
+
         res = self.query("/api/v1/premium", params)
 
         if pandas:

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "datamaxi"
-version = "0.16.1"
+version = "0.17.0"
 authors = [
   { name="Bisonai", email="[email protected]" },
 ]