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fix(phemex) - funding fees #22443

Merged
merged 7 commits into from
May 15, 2024
Merged

fix(phemex) - funding fees #22443

merged 7 commits into from
May 15, 2024

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ttodua
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@ttodua ttodua commented May 9, 2024 •
edited

fix #22434

@ttodua ttodua added the bug label May 9, 2024
carlosmiei
carlosmiei reviewed May 9, 2024
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ts/src/phemex.ts Outdated
@@ -3837,6 +3837,7 @@ export default class phemex extends Exchange {
request['limit'] = limit;
}
let response = undefined;
this.verbose = true;
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@ttodua leftover

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ohh give me a sec :(

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@ttodua something is off here

n phemex fetchFundingHistory "BTC/USD:USD"  --sandbox  
2024-05-09T21:18:08.520Z
Node.js: v18.18.0
CCXT v4.3.18
phemex.fetchFundingHistory (BTC/USD:USD)
2024-05-09T21:18:11.072Z iteration 0 passed in 856 ms

 symbol | code |     timestamp |                 datetime | amount
------------------------------------------------------------------
uBTCUSD |  USD | 1664409600000 | 2022-09-29T00:00:00.000Z |  11452
uBTCUSD |  USD | 1664380800000 | 2022-09-28T16:00:00.000Z |  11695
uBTCUSD |  USD | 1664352000000 | 2022-09-28T08:00:00.000Z |  11270
uBTCUSD |  USD | 1664323200000 | 2022-09-28T00:00:00.000Z |     39
uBTCUSD |  USD | 1664294400000 | 2022-09-27T16:00:00.000Z |     40
uBTCUSD |  USD | 1664265600000 | 2022-09-27T08:00:00.000Z |     41
uBTCUSD |  USD | 1664236800000 | 2022-09-27T00:00:00.000Z |

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ttodua commented May 9, 2024 •
edited

I'll try to open and retain a position for a day or so, as I didnt have enough timeframe to observe those values in realtime.

@ttodua
usd fix
86fb75a
@ttodua
usdt var
d326121
@ttodua
-
ac97b85 
Merge branch 'phemex-ffh' of github.com:ttodua/ccxt into phemex-ffh

# Conflicts:
#	ts/src/phemex.ts
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ttodua commented May 10, 2024

pushed a fix for USD contracts, now waiting for BTC (Inverse) funding event to confirm that fix also works for inverse markets

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@ttodua any luck?

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ttodua commented May 12, 2024

@ttodua any luck?

I've got unexpected results, so i wrote to phemex support and waiting their response again, will probably have final answer soon

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ttodua commented May 14, 2024

should be ready. tested against BTC/USD:USD, BTC/USDT:USDT, BTC/USD:BTC

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ttodua commented May 15, 2024

@carlosmiei ^

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@carlosmiei ^

@ttodua thanks will merge it shortly

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DEMO

p phemex fetchFundingHistory "BTC/USDT:USDT" --sandbox
Python v3.11.7
CCXT v4.3.18
phemex.fetchFundingHistory(BTC/USDT:USDT)
[{'amount': '0.0642651',
  'code': 'USDT',
  'datetime': '2024-04-25T00:00:00.112Z',
  'id': None,
  'info': {'createTime': '1714003200112',
           'currency': 'USDT',
           'execFeeRv': '0.0642651',
           'execPriceRp': '64265.1',
           'execQtyRq': '0.01',
           'execValueRv': '642.651',
           'feeRateRr': '0.0001',
           'fundingRateRr': '0.0001',
           'side': 'Buy',
           'symbol': 'BTCUSDT'},
  'symbol': 'BTCUSDT',
  'timestamp': 1714003200112},

p phemex fetchFundingHistory "BTC/USD:USD" --sandbox 
Python v3.11.7
CCXT v4.3.18
phemex.fetchFundingHistory(BTC/USD:USD)
[{'amount': '1.1452',
  'code': 'USD',
  'datetime': '2022-09-29T00:00:00.000Z',
  'id': None,
  'info': {'createTime': '1664409600000',
           'currency': 'USD',
           'execFeeEv': '11452',
           'execPriceEp': '194132173',
           'execQty': '2',
           'execValueEv': '388264',
           'feeRateEr': '2949500',
           'fundingRateEr': '2949500',
           'side': 'Buy',
           'symbol': 'uBTCUSD'},
  'symbol': 'uBTCUSD',
  'timestamp': 1664409600000},
 {'amount': '1.1695',
  'code': 'USD',
  'datetime': '2022-09-28T16:00:00.000Z',
  'id': None,

@carlosmiei carlosmiei merged commit cf0e624 into ccxt:master May 15, 2024
2 checks passed
@carlosmiei carlosmiei deleted the phemex-ffh branch May 15, 2024 08:46
kroitor pushed a commit that referenced this pull request May 15, 2024
fix(phemex) - funding fees (#22443)
ea8ae98 
* fix(phemex) - funding fees

* comments

* remove debug stat

* usd fix

* usdt var

* correction

---------

Co-authored-by: carlosmiei <43336371+carlosmiei@users.noreply.github.com>

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@kroitor kroitor Awaiting requested review from kroitor kroitor is a code owner

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Phemex: fetchFundingHistory -> amount: null
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