feat: 添加资金费率获取功能至基础套利引擎，更新UI以显示资金费率信息

src/exchanges/aster/client.ts

@@ -827,6 +827,36 @@ export class AsterRestClient {
     }
   }
 
+  async getPremiumIndex(symbol: string): Promise<{
+    symbol: string;
+    markPrice?: string;
+    indexPrice?: string;
+    lastFundingRate?: string;
+    fundingRate?: string;
+    nextFundingTime?: number;
+    time?: number;
+  }> {
+    const upper = symbol.toUpperCase();
+    const url = `${FUTURES_REST_BASE}/fapi/v1/premiumIndex?symbol=${encodeURIComponent(upper)}`;
+    let response: Response;
+    try {
+      response = await fetch(url);
+    } catch (error) {
+      throw new Error(`[AsterRestClient] 获取资金费率失败 ${String(error)}`);
+    }
+    const text = await response.text();
+    if (!response.ok) {
+      throw new Error(`HTTP ${response.status} ${text}`);
+    }
+    try {
+      const payload = JSON.parse(text) as any;
+      // The response shape mirrors Binance: { symbol, markPrice, indexPrice, lastFundingRate, nextFundingTime, time }
+      return payload;
+    } catch (error) {
+      throw new Error(`[AsterRestClient] 无法解析资金费率响应: ${text.slice(0, 200)}`);
+    }
+  }
+
   async getListenKey(): Promise<string> {
     const response = await this.signedRequest<ListenKeyResponse>({ path: "/fapi/v1/listenKey", method: "POST", params: {} });
     return response.listenKey;

src/strategy/basis-arb-engine.ts

@@ -1,7 +1,7 @@
 import type { BasisArbConfig } from "../config";
 import type { ExchangeAdapter } from "../exchanges/adapter";
 import type { AsterDepth, AsterSpotBookTicker } from "../exchanges/types";
-import { AsterSpotRestClient } from "../exchanges/aster/client";
+import { AsterSpotRestClient, AsterRestClient } from "../exchanges/aster/client";
 import { createTradeLog, type TradeLogEntry } from "../logging/trade-log";
 import { StrategyEventEmitter } from "./common/event-emitter";
 import { safeSubscribe, type LogHandler } from "./common/subscriptions";
@@ -16,6 +16,9 @@ export interface BasisArbSnapshot {
   spotAsk: number | null;
   futuresLastUpdate: number | null;
   spotLastUpdate: number | null;
+  fundingRate: number | null;
+  nextFundingTime: number | null;
+  fundingLastUpdate: number | null;
   spread: number | null;
   spreadBps: number | null;
   netSpread: number | null;
@@ -25,6 +28,7 @@ export interface BasisArbSnapshot {
   feedStatus: {
     futures: boolean;
     spot: boolean;
+    funding: boolean;
   };
   opportunity: boolean;
 }
@@ -34,6 +38,7 @@ type BasisArbListener = (snapshot: BasisArbSnapshot) => void;
 
 interface BasisArbDependencies {
   spotClient?: Pick<AsterSpotRestClient, "getBookTicker">;
+  futuresClient?: Pick<AsterRestClient, "getPremiumIndex">;
   now?: () => number;
 }
 
@@ -49,27 +54,37 @@ interface SpotState {
   updatedAt: number | null;
 }
 
+interface FundingState {
+  rate: number | null;
+  nextFundingTime: number | null;
+  updatedAt: number | null;
+}
+
 export class BasisArbEngine {
   private readonly events = new StrategyEventEmitter<BasisArbEvent, BasisArbSnapshot>();
   private readonly tradeLog: ReturnType<typeof createTradeLog>;
   private readonly spotClient: Pick<AsterSpotRestClient, "getBookTicker">;
+  private readonly futuresClient: Pick<AsterRestClient, "getPremiumIndex">;
   private readonly now: () => number;
   private readonly config: BasisArbConfig;
   private readonly exchange: ExchangeAdapter;
 
   private readonly futures: DepthState = { bid: null, ask: null, updatedAt: null };
   private readonly spot: SpotState = { bid: null, ask: null, updatedAt: null };
+  private readonly funding: FundingState = { rate: null, nextFundingTime: null, updatedAt: null };
 
-  private readonly feedReady = { futures: false, spot: false };
+  private readonly feedReady = { futures: false, spot: false, funding: false };
 
   private timer: ReturnType<typeof setInterval> | null = null;
   private spotInFlight = false;
+  private fundingInFlight = false;
   private stopped = false;
 
   constructor(config: BasisArbConfig, exchange: ExchangeAdapter, deps: BasisArbDependencies = {}) {
     this.config = config;
     this.exchange = exchange;
     this.spotClient = deps.spotClient ?? new AsterSpotRestClient();
+    this.futuresClient = deps.futuresClient ?? new AsterRestClient();
     this.now = deps.now ?? (() => Date.now());
     this.tradeLog = createTradeLog(this.config.maxLogEntries);
     this.bootstrap();
@@ -79,8 +94,10 @@ export class BasisArbEngine {
     if (this.timer) return;
     this.timer = setInterval(() => {
       void this.pollSpot();
+      void this.pollFunding();
     }, Math.max(this.config.refreshIntervalMs, 200));
     void this.pollSpot();
+    void this.pollFunding();
   }
 
   stop(): void {
@@ -154,6 +171,32 @@ export class BasisArbEngine {
     }
   }
 
+  private async pollFunding(): Promise<void> {
+    if (this.fundingInFlight || this.stopped) return;
+    this.fundingInFlight = true;
+    try {
+      const data = await this.futuresClient.getPremiumIndex(this.config.futuresSymbol);
+      const rateRaw = (data.lastFundingRate ?? data.fundingRate) as string | undefined;
+      const rate = rateRaw !== undefined ? Number(rateRaw) : NaN;
+      const ts = (data.time ?? data.nextFundingTime ?? this.now()) as number | undefined;
+      if (Number.isFinite(rate)) {
+        this.funding.rate = Number(rateRaw);
+        this.funding.nextFundingTime = typeof data.nextFundingTime === "number" ? data.nextFundingTime : null;
+        this.funding.updatedAt = typeof ts === "number" ? ts : this.now();
+        if (!this.feedReady.funding) {
+          this.feedReady.funding = true;
+          this.tradeLog.push("info", `资金费率已就绪 (${this.config.futuresSymbol})`);
+        }
+        this.emitUpdate();
+      }
+    } catch (error) {
+      this.feedReady.funding = false;
+      this.tradeLog.push("error", `获取资金费率失败: ${String(error instanceof Error ? error.message : error)}`);
+    } finally {
+      this.fundingInFlight = false;
+    }
+  }
+
   private applySpotTicker(ticker: AsterSpotBookTicker): void {
     const bid = Number(ticker.bidPrice);
     const ask = Number(ticker.askPrice);
@@ -181,6 +224,8 @@ export class BasisArbEngine {
     const futuresAsk = this.futures.ask;
     const spotBid = this.spot.bid;
     const spotAsk = this.spot.ask;
+    const fundingRate = this.funding.rate;
+    const nextFundingTime = this.funding.nextFundingTime;
     const spread = this.computeSpread(futuresBid, spotAsk);
     const spreadBps = this.computeSpreadBps(spread, spotAsk);
     const netSpread = this.computeNetSpread(futuresBid, spotAsk);
@@ -188,7 +233,8 @@ export class BasisArbEngine {
     const opportunity = netSpread != null && netSpread >= 0;
     const lastUpdated = Math.max(
       futuresBid != null && this.futures.updatedAt ? this.futures.updatedAt : 0,
-      spotBid != null && this.spot.updatedAt ? this.spot.updatedAt : 0
+      spotBid != null && this.spot.updatedAt ? this.spot.updatedAt : 0,
+      fundingRate != null && this.funding.updatedAt ? this.funding.updatedAt : 0
     );
 
     return {
@@ -201,6 +247,9 @@ export class BasisArbEngine {
       spotAsk,
       futuresLastUpdate: this.futures.updatedAt,
       spotLastUpdate: this.spot.updatedAt,
+      fundingRate,
+      nextFundingTime,
+      fundingLastUpdate: this.funding.updatedAt,
       spread,
       spreadBps,
       netSpread,

src/ui/BasisApp.tsx

@@ -82,6 +82,9 @@ export function BasisApp({ onExit }: BasisAppProps) {
   const lastUpdated = snapshot.lastUpdated ? new Date(snapshot.lastUpdated).toLocaleTimeString() : "-";
   const futuresUpdated = snapshot.futuresLastUpdate ? new Date(snapshot.futuresLastUpdate).toLocaleTimeString() : "-";
   const spotUpdated = snapshot.spotLastUpdate ? new Date(snapshot.spotLastUpdate).toLocaleTimeString() : "-";
+  const fundingRatePct = snapshot.fundingRate != null ? `${(snapshot.fundingRate * 100).toFixed(4)}%` : "-";
+  const fundingUpdated = snapshot.fundingLastUpdate ? new Date(snapshot.fundingLastUpdate).toLocaleTimeString() : "-";
+  const nextFundingTime = snapshot.nextFundingTime ? new Date(snapshot.nextFundingTime).toLocaleTimeString() : "-";
   const feedStatus = snapshot.feedStatus;
   const lastLogs = snapshot.tradeLog.slice(-5);
 
@@ -92,7 +95,7 @@ export function BasisApp({ onExit }: BasisAppProps) {
         <Text>
           交易所: {exchangeName} ｜ 期货合约: {snapshot.futuresSymbol} ｜ 现货交易对: {snapshot.spotSymbol}
         </Text>
-        <Text color="gray">按 Esc 返回策略选择 ｜ 数据状态: 期货({feedStatus.futures ? "OK" : "--"}) 现货({feedStatus.spot ? "OK" : "--"})</Text>
+        <Text color="gray">按 Esc 返回策略选择 ｜ 数据状态: 期货({feedStatus.futures ? "OK" : "--"}) 现货({feedStatus.spot ? "OK" : "--"}) 资金费率({feedStatus.funding ? "OK" : "--"})</Text>
         <Text color="gray">最近更新时间: {lastUpdated}</Text>
       </Box>
 
@@ -109,6 +112,12 @@ export function BasisApp({ onExit }: BasisAppProps) {
         </Box>
       </Box>
 
+      <Box flexDirection="column" marginBottom={1}>
+        <Text color="yellow">资金费率</Text>
+        <Text>当前资金费率: {fundingRatePct}</Text>
+        <Text color="gray">资金费率更新时间: {fundingUpdated} ｜ 下次结算时间: {nextFundingTime}</Text>
+      </Box>
+
       <Box flexDirection="column" marginBottom={1}>
         <Text color={snapshot.opportunity ? "greenBright" : "redBright"}>套利差价（卖期货 / 买现货）</Text>
         <Text color={snapshot.opportunity ? "green" : undefined}>毛价差: {spread} USDT ｜ {spreadBps} bp</Text>