stable/freqtrade/leverage/interest.py

from decimal import Decimal
from math import ceil

from freqtrade.exceptions import OperationalException


one = Decimal(1.0)
four = Decimal(4.0)
twenty_four = Decimal(24.0)


def interest(
    exchange_name: str,
    borrowed: Decimal,
    rate: Decimal,
    hours: Decimal
) -> Decimal:
    """
        Equation to calculate interest on margin trades

        :param exchange_name: The exchanged being trading on
        :param borrowed: The amount of currency being borrowed
        :param rate: The rate of interest (i.e daily interest rate)
        :param hours: The time in hours that the currency has been borrowed for

        Raises:
            OperationalException: Raised if freqtrade does
            not support margin trading for this exchange

        Returns: The amount of interest owed (currency matches borrowed)
    """
    exchange_name = exchange_name.lower()
    if exchange_name == "binance":
        return borrowed * rate * ceil(hours)/twenty_four
    elif exchange_name == "kraken":
        # Rounded based on https://kraken-fees-calculator.github.io/
        return borrowed * rate * (one+ceil(hours/four))
    elif exchange_name == "ftx":
        # As Explained under #Interest rates section in
        # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
        return borrowed * rate * ceil(hours)/twenty_four
    else:
        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")