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Dec 12th, 2019
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  1. async function getInterestRate() {
  2. try {
  3. var bitmexCurrentInterest = 0;
  4. var bitmexNextInterest = 0;
  5. var ftxFunding = 0;
  6. var timetoBitmexFunding = 0;
  7. var adjustedbitmexFunding = 0;
  8. const result = await makeRequest('GET', 'instrument/active');
  9. for (var i = 0; i< result.length; i++)
  10. {
  11. if(result[i].symbol == 'XBTUSD')
  12. {
  13. timetoBitmexFunding = moment(result[i].fundingTimestamp).unix() - moment(moment().valueOf()).unix();
  14. bitmexCurrentInterest = result[i].fundingRate/8;
  15. bitmexNextInterest = result[i].indicativeFundingRate;
  16. }
  17. }
  18. const data = await ftx.request({
  19. method: 'GET',
  20. path: '/futures/BTC-PERP' + '/stats'
  21. });
  22. ftxFunding = data.result.nextFundingRate;
  23. buyInterestAdjust = 0;
  24. sellInterestAdjust = 0;
  25. if (timetoBitmexFunding<1800)
  26. {
  27. adjustedbitmexFunding = bitmexCurrentInterest*8;
  28. }
  29. else if(timetoBitmexFunding<3600)
  30. {
  31. adjustedbitmexFunding = bitmexCurrentInterest*4;
  32. }
  33. else if(timetoBitmexFunding<7200)
  34. {
  35. adjustedbitmexFunding = bitmexCurrentInterest*2;
  36. }
  37. else
  38. {
  39. adjustedbitmexFunding = bitmexCurrentInterest;
  40. }
  41.  
  42. if(ftxFunding < 0)
  43. {
  44. buyInterestAdjust = buyInterestAdjust + ftxFunding*2.5;
  45. sellInterestAdjust = sellInterestAdjust - ftxFunding*2.5;
  46. }
  47. if(ftxFunding >= 0)
  48. {
  49. buyInterestAdjust = buyInterestAdjust + ftxFunding*2.5;
  50. sellInterestAdjust = sellInterestAdjust - ftxFunding*2.5;
  51. }
  52. if(adjustedbitmexFunding<0)
  53. {
  54. buyInterestAdjust = buyInterestAdjust + adjustedbitmexFunding;
  55. sellInterestAdjust = sellInterestAdjust - adjustedbitmexFunding;
  56. }
  57. if(adjustedbitmexFunding>=0)
  58. {
  59. buyInterestAdjust = buyInterestAdjust + adjustedbitmexFunding;
  60. sellInterestAdjust = sellInterestAdjust - adjustedbitmexFunding;
  61. }
  62. } catch (e) {
  63. if (e.toString().includes('retry in', 0)) {
  64. sleepforOneMinute('getPosition');
  65. } else if (e.toString().includes('403 Forbidden', 0)) {
  66. useProxy = true;
  67. }
  68. buyInterestAdjust = 0;
  69. sellInterestAdjust = 0;
  70. console.error('getInterestRate ' + e);
  71. }
  72. }
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