feat: add estimatedfunding support for crypto-com exchange

Author: thaaddeus

src/consts.ts

@@ -434,7 +434,7 @@ const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_inte
 
 const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt']
 
-const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
+const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding', 'estimatedfunding']
 
 const CRYPTO_COM_DERIVATIVES = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
 

src/mappers/cryptocom.ts

@@ -174,14 +174,23 @@ export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-deriv
       {
         channel: 'funding',
         symbols
+      } as const,
+      {
+        channel: 'estimatedfunding',
+        symbols
       } as const
     ]
 
     return filters
   }
 
   *map(
-    message: CryptoComDerivativesTickerMessage | CryptoComIndexMessage | CryptoComMarkPriceMessage | CryptoComFundingMessage,
+    message:
+      | CryptoComDerivativesTickerMessage
+      | CryptoComIndexMessage
+      | CryptoComMarkPriceMessage
+      | CryptoComFundingMessage
+      | CryptoComEstFundingMessage,
     localTimestamp: Date
   ): IterableIterator<DerivativeTicker> {
     if (message.result.channel === 'index') {
@@ -220,6 +229,11 @@ export class CryptoComDerivativeTickerMapper implements Mapper<'crypto-com-deriv
         pendingTickerInfo.updateFundingTimestamp(nextFundingTimestamp)
       }
     }
+    if (message.result.channel === 'estimatedfunding') {
+      if (message.result.data[0] && message.result.data[0].v !== null && message.result.data[0].v !== undefined) {
+        pendingTickerInfo.updatePredictedFundingRate(Number(message.result.data[0].v))
+      }
+    }
 
     pendingTickerInfo.updateTimestamp(new Date(message.result.data[0].t))
 
@@ -406,3 +420,15 @@ type CryptoComFundingMessage = {
     data: [{ v: '0.00000700'; t: 1653992579000 }]
   }
 }
+
+type CryptoComEstFundingMessage = {
+  id: 1
+  method: 'subscribe'
+  code: 0
+  result: {
+    instrument_name: 'AAVEUSD-PERP'
+    subscription: 'estimatedfunding.AAVEUSD-PERP'
+    channel: 'estimatedfunding'
+    data: [{ v: '0.000039493'; t: 1727308799000 }]
+  }
+}