Merge pull request hummingbot#6940 from yancong001/fix/next_funding_u…

…tc_timestamp

Fix/update binance&okx nextFundingTime to 10-bit integer

hummingbot/connector/derivative/binance_perpetual/binance_perpetual_api_order_book_data_source.py

@@ -55,7 +55,7 @@ async def get_funding_info(self, trading_pair: str) -> FundingInfo:
             trading_pair=trading_pair,
             index_price=Decimal(symbol_info["indexPrice"]),
             mark_price=Decimal(symbol_info["markPrice"]),
-            next_funding_utc_timestamp=int(symbol_info["nextFundingTime"]),
+            next_funding_utc_timestamp=int(float(symbol_info["nextFundingTime"]) * 1e-3),
             rate=Decimal(symbol_info["lastFundingRate"]),
         )
         return funding_info
@@ -189,7 +189,7 @@ async def _parse_funding_info_message(self, raw_message: Dict[str, Any], message
             trading_pair=trading_pair,
             index_price=Decimal(data["i"]),
             mark_price=Decimal(data["p"]),
-            next_funding_utc_timestamp=int(data["T"]),
+            next_funding_utc_timestamp=int(float(data["T"]) * 1e-3),
             rate=Decimal(data["r"]),
         )
 

hummingbot/connector/derivative/okx_perpetual/okx_perpetual_api_order_book_data_source.py

@@ -124,7 +124,7 @@ async def get_funding_info(self, trading_pair: str) -> FundingInfo:
             trading_pair=trading_pair,
             index_price=Decimal(str(index_price["idxPx"])),
             mark_price=Decimal(str(mark_price["markPx"])),
-            next_funding_utc_timestamp=int(funding_data["nextFundingTime"]),
+            next_funding_utc_timestamp=int(float(funding_data["nextFundingTime"]) * 1e-3),
             rate=Decimal(str(funding_data["fundingRate"])),
         )
         return funding_info
@@ -385,7 +385,7 @@ async def _parse_funding_info_message(self, raw_message: Dict[str, Any], message
         symbol = raw_message["arg"]["instId"]
         trading_pair = await self._connector.trading_pair_associated_to_exchange_symbol(symbol)
         funding_data = raw_message["data"][0]
-        self._last_next_funding_utc_timestamp = int(funding_data["nextFundingTime"])
+        self._last_next_funding_utc_timestamp = int(float(funding_data["nextFundingTime"]) * 1e-3)
         self._last_rate = (Decimal(str(funding_data["fundingRate"])))
         info_update = FundingInfoUpdate(trading_pair=trading_pair,
                                         index_price=self._last_index_price,

test/hummingbot/connector/derivative/binance_perpetual/test_binance_perpetual_api_order_book_data_source.py

@@ -230,7 +230,7 @@ def test_get_funding_info_from_exchange_successful(self, mock_api):
         self.assertEqual(result.trading_pair, self.trading_pair)
         self.assertEqual(result.index_price, Decimal(mock_response["indexPrice"]))
         self.assertEqual(result.mark_price, Decimal(mock_response["markPrice"]))
-        self.assertEqual(result.next_funding_utc_timestamp, mock_response["nextFundingTime"])
+        self.assertEqual(result.next_funding_utc_timestamp, int(mock_response["nextFundingTime"] * 1e-3))
         self.assertEqual(result.rate, Decimal(mock_response["lastFundingRate"]))
 
     @aioresponses()
@@ -256,7 +256,7 @@ def test_get_funding_info(self, mock_api):
         self.assertEqual(result.trading_pair, self.trading_pair)
         self.assertEqual(result.index_price, Decimal(mock_response["indexPrice"]))
         self.assertEqual(result.mark_price, Decimal(mock_response["markPrice"]))
-        self.assertEqual(result.next_funding_utc_timestamp, mock_response["nextFundingTime"])
+        self.assertEqual(result.next_funding_utc_timestamp, int(mock_response["nextFundingTime"] * 1e-3))
         self.assertEqual(result.rate, Decimal(mock_response["lastFundingRate"]))
 
     @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)

test/hummingbot/connector/derivative/okx_perpetual/test_okx_perpetual_api_order_book_data_source.py

@@ -486,7 +486,7 @@ def test_get_funding_info(self, mock_api):
         self.assertEqual(self.trading_pair, funding_info.trading_pair)
         self.assertEqual(Decimal(index_price_resp["data"][0]["idxPx"]), funding_info.index_price)
         self.assertEqual(Decimal(mark_price_resp["data"][0]["markPx"]), funding_info.mark_price)
-        self.assertEqual(int(funding_info_resp["data"][0]["nextFundingTime"]), funding_info.next_funding_utc_timestamp)
+        self.assertEqual(int(float(funding_info_resp["data"][0]["nextFundingTime"]) * 1e-3), funding_info.next_funding_utc_timestamp)
         self.assertEqual(Decimal(funding_info_resp["data"][0]["fundingRate"]), funding_info.rate)
 
     @patch("aiohttp.ClientSession.ws_connect", new_callable=AsyncMock)
@@ -1008,7 +1008,7 @@ def test_listen_for_funding_info_successful(self):
 
         expected_last_index_price = -3
         expected_last_mark_price = -3
-        update_next_funding_utc_timestamp = int(index_price_event["data"][0]["nextFundingTime"])
+        update_next_funding_utc_timestamp = int(float(index_price_event["data"][0]["nextFundingTime"]) * 1e-3)
         update_rate = Decimal(index_price_event["data"][0]["fundingRate"])
 
         self.data_source._last_mark_price = expected_last_mark_price

test/hummingbot/connector/derivative/okx_perpetual/test_okx_perpetual_derivative.py

@@ -691,7 +691,7 @@ def expected_supported_position_modes(self) -> List[PositionMode]:
 
     @property
     def target_funding_info_next_funding_utc_timestamp(self):
-        return 1657099053000
+        return 1657099053
 
     @property
     def target_funding_info_next_funding_utc_str(self):