Fix schema for listing markets of dYdX (#2240)

Author: davidsblom

nautilus_trader/adapters/dydx/endpoints/market/instruments_info.py

@@ -78,6 +78,7 @@ class DYDXPerpetualMarketResponseObject(msgspec.Struct, forbid_unknown_fields=Tr
     oraclePrice: str | None = None
     openInterestLowerCap: str | None = None
     openInterestUpperCap: str | None = None
+    defaultFundingRate1H: str | None = None
 
     def parse_base_currency(self) -> Currency:
         """

tests/integration_tests/adapters/dydx/test_http_endpoints.py

@@ -445,6 +445,23 @@ def test_list_perpetual_markets(
     assert len(list_perpetual_markets_response.markets) == expected_num_markets
 
 
+def test_list_perpetual_markets_v8() -> None:
+    """
+    Test decoding the /v4/perpetualMarkets endpoint for protocol v8.
+    """
+    # Prepare
+    expected_num_markets = 1
+    decoder = msgspec.json.Decoder(DYDXListPerpetualMarketsResponse)
+
+    # Act
+    with Path("tests/test_data/dydx/http/list_perpetual_markets_v8.json").open() as file_reader:
+        list_perpetual_markets_response = decoder.decode(file_reader.read())
+
+    # Assert
+    assert len(list_perpetual_markets_response.markets) == expected_num_markets
+    assert list_perpetual_markets_response.markets["BTC-USD"].defaultFundingRate1H == "0"
+
+
 def test_list_perpetual_markets_null_oracle_price() -> None:
     """
     Test decoding the /v4/perpetualMarkets endpoint with a null oracle price.
@@ -587,6 +604,7 @@ def test_parse_to_instrument(
             "ticker": "BTC-USD",
             "trades24H": 65786,
             "volume24H": "224881682.4025",
+            "defaultFundingRate1H": None,
         },
     )
 

tests/test_data/dydx/http/list_perpetual_markets_v8.json

@@ -0,0 +1,28 @@
+{
+    "markets":{
+       "BTC-USD":{
+          "clobPairId":"0",
+          "ticker":"BTC-USD",
+          "status":"ACTIVE",
+          "oraclePrice":"104952.44975",
+          "priceChange24H":"2545.6996",
+          "volume24H":"96146.1767",
+          "trades24H":7366,
+          "nextFundingRate":"0",
+          "initialMarginFraction":"0.02",
+          "maintenanceMarginFraction":"0.012",
+          "openInterest":"44.8741",
+          "atomicResolution":-10,
+          "quantumConversionExponent":-9,
+          "tickSize":"1",
+          "stepSize":"0.0001",
+          "stepBaseQuantums":1000000,
+          "subticksPerTick":100000,
+          "marketType":"CROSS",
+          "openInterestLowerCap":"0",
+          "openInterestUpperCap":"0",
+          "baseOpenInterest":"50.3776",
+          "defaultFundingRate1H":"0"
+       }
+    }
+ }