bmoscon / cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler
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Funding rate DyDx #938

Open vijayengineer opened 1 year ago

vijayengineer commented 1 year ago

Issue/Feature request: Missing funding rate for dydx. I am able to use dydx and call other functions: for example

pairs = ['ETH-USD-PERP'] f.add_feed(dYdX(symbols=pairs, channels = [TRADES], callbacks= {TRADES: trade}))

generates ETH/USD data --> exchange: DYDX symbol: ETH-USD-PERP side: sell amount: 2.996 price: 1273.8 id: None type: None timestamp: 1670913339.171

However funding generates: cryptofeed.exceptions.UnsupportedDataFeed: funding is not supported on DYDX

Looking at dydx client there is an option to query funding rate using client.get_perpetual_market so I was wondering if this will be included. Thanks!