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

This commit is contained in:
Sam Germain
2021-08-25 12:59:25 -06:00
parent b7891485b3
commit 194bb24a55
4 changed files with 71 additions and 20 deletions

View File

@@ -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