Miscellaneous funding fee changes. Abandoning for a new method of tracking funding fee

freqtrade/exchange/binance.py

@@ -1,6 +1,6 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict
+from typing import Dict, Optional
 
 import ccxt
 
@@ -89,3 +89,17 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
+
+    # https://www.binance.com/en/support/faq/360033525031
+    def get_funding_fee(
+        self,
+        contract_size: float,
+        mark_price: float,
+        rate: Optional[float],
+        # index_price: float,
+        # interest_rate: float
+    ):
+        assert isinstance(rate, float)
+        nominal_value = mark_price * contract_size
+        adjustment = nominal_value * rate
+        return adjustment

freqtrade/exchange/exchange.py

@@ -1516,6 +1516,20 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
+    def fetch_funding_rates(self):
+        return self._api.fetch_funding_rates()
+
+    # https://www.binance.com/en/support/faq/360033525031
+    def get_funding_fee(
+        self,
+        contract_size: float,
+        mark_price: float,
+        rate: Optional[float],
+        # index_price: float,
+        # interest_rate: float
+    ):
+        raise OperationalException(f"{self.name} has not implemented get_funding_rate")
+
 
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)

freqtrade/exchange/ftx.py

@@ -1,6 +1,6 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 import ccxt
 
@@ -152,3 +152,18 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
+
+    # https://help.ftx.com/hc/en-us/articles/360027946571-Funding
+    def get_funding_fee(
+        self,
+        contract_size: float,
+        mark_price: float,
+        rate: Optional[float],
+        # index_price: float,
+        # interest_rate: float
+    ):
+        """
+            Always paid in USD on FTX # TODO: How do we account for this
+        """
+        (contract_size * mark_price) / 24
+        return