crypto-price-bot/internal/data/market/futures_prices.go

package market

import (
	"context"
	"strconv"
	"time"

	"github.com/rs/zerolog/log"
)

func (ms *MarketData) GetFuturePrice(symbol string) (float64, float64, int64, bool) {
	ctx, cancel := context.WithTimeout(context.Background(), 5*time.Second)
	defer cancel()

	premiums, err := ms.futuresClient.NewPremiumIndexService().Symbol(symbol).Do(ctx)
	if err != nil {
		log.Error().Err(err).Str("symbol", symbol).Msg("Failed to fetch futures premium index")
		return 0, 0, 0, false
	}

	if len(premiums) == 0 {
		return 0, 0, 0, false
	}

	p := premiums[0]
	markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
	if err != nil {
		return 0, 0, 0, false
	}

	fundingRate, err := strconv.ParseFloat(p.LastFundingRate, 64)
	if err != nil {
		fundingRate = 0
	}

	return markPrice, fundingRate, p.NextFundingTime, true
}

type PremiumIndex struct {
	MarkPrice       float64
	FundingRate     float64
	NextFundingTime int64
}

func (ms *MarketData) GetAllPremiumIndex() (map[string]PremiumIndex, error) {
	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	premiums, err := ms.futuresClient.NewPremiumIndexService().Do(ctx)
	if err != nil {
		log.Error().Err(err).Msg("Failed to fetch all futures premium index")
		return nil, err
	}

	result := make(map[string]PremiumIndex, len(premiums))
	for _, p := range premiums {
		markPrice, err := strconv.ParseFloat(p.MarkPrice, 64)
		if err != nil {
			continue
		}
		rate, _ := strconv.ParseFloat(p.LastFundingRate, 64)
		result[p.Symbol] = PremiumIndex{
			MarkPrice:       markPrice,
			FundingRate:     rate,
			NextFundingTime: p.NextFundingTime,
		}
	}

	return result, nil
}

func (ms *MarketData) GetAllFundRate() (map[string]float64, map[string]int64) {
	all, err := ms.GetAllPremiumIndex()
	if err != nil {
		return make(map[string]float64), make(map[string]int64)
	}

	rates := make(map[string]float64, len(all))
	times := make(map[string]int64, len(all))
	for sym, p := range all {
		rates[sym] = p.FundingRate
		times[sym] = p.NextFundingTime
	}
	return rates, times
}