feat(bitmex-client): introduce getter for instrument

This allows us to fetch funding rates etc from bitmex.

Author: bonomat

crates/bitmex-client/src/client.rs

@@ -1,5 +1,8 @@
 use crate::models::ContractSymbol;
+use crate::models::ContractSymbol::XbtUsd;
+use crate::models::GetInstrumentRequest;
 use crate::models::GetPositionRequest;
+use crate::models::Instrument;
 use crate::models::Network;
 use crate::models::OrdType;
 use crate::models::Order;
@@ -8,6 +11,7 @@ use crate::models::PostOrderRequest;
 use crate::models::Request;
 use crate::models::Side;
 use anyhow::bail;
+use anyhow::Context;
 use anyhow::Result;
 use hex::encode as hexify;
 use reqwest;
@@ -78,6 +82,25 @@ impl Client {
         Ok(positions)
     }
 
+    /// Returns the latest instrument
+    pub async fn latest_instrument(&self) -> Result<Instrument> {
+        let instruments = self
+            .send_request(GetInstrumentRequest {
+                symbol: Some(XbtUsd),
+                count: Some(1),
+                end_time: None,
+                start_time: None,
+                reverse: Some(true),
+            })
+            .await?
+            .first()
+            .cloned();
+
+        let instrument = instruments.context("No instrument found")?;
+
+        Ok(instrument)
+    }
+
     async fn send_request<R>(&self, req: R) -> Result<R::Response>
     where
         R: Request,

crates/bitmex-client/src/models.rs

@@ -219,3 +219,43 @@ pub struct Position {
     #[serde(with = "time::serde::rfc3339::option")]
     pub timestamp: Option<OffsetDateTime>,
 }
+
+#[derive(Clone, Debug, Serialize)]
+pub struct GetInstrumentRequest {
+    pub symbol: Option<ContractSymbol>,
+    /// Number of results to fetch.
+    pub count: Option<u64>,
+    /// If true, will sort results newest first.
+    pub reverse: Option<bool>,
+    /// Starting date filter for results.
+    #[serde(with = "time::serde::rfc3339::option", rename = "startTime")]
+    pub start_time: Option<OffsetDateTime>,
+    /// Ending date filter for results.
+    #[serde(with = "time::serde::rfc3339::option", rename = "endTime")]
+    pub end_time: Option<OffsetDateTime>,
+}
+
+impl Request for GetInstrumentRequest {
+    const METHOD: Method = Method::GET;
+    const SIGNED: bool = false;
+    const ENDPOINT: &'static str = "/instrument";
+    const HAS_PAYLOAD: bool = true;
+    type Response = Vec<Instrument>;
+}
+
+/// Note: only relevant fields have been added
+#[derive(Clone, Debug, Deserialize, Serialize)]
+pub struct Instrument {
+    pub symbol: ContractSymbol,
+    #[serde(rename = "fundingTimestamp", with = "time::serde::rfc3339")]
+    pub funding_timestamp: OffsetDateTime,
+    #[serde(rename = "fundingInterval", with = "time::serde::rfc3339")]
+    pub funding_interval: OffsetDateTime,
+    #[serde(rename = "fundingRate")]
+    pub funding_rate: f64,
+    /// Predicted funding rate for the the next interval after funding_timestamp
+    #[serde(rename = "indicativeFundingRate")]
+    pub indicative_funding_rate: f64,
+    #[serde(with = "time::serde::rfc3339")]
+    pub timestamp: OffsetDateTime,
+}