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Override get_funding_fees for bybit

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Matthias 2023-01-24 07:21:16 +01:00
parent 051c3be99e
commit 25fa6bee74
2 changed files with 17 additions and 8 deletions
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2
docs/exchanges.md
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@ -260,6 +260,8 @@ The configuration parameter `exchange.unknown_fee_rate` can be used to specify t
Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode. Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.
Users with unified accounts (there's no way back) can create a subaccount which will start as "non-unified", and can therefore use isolated futures. Users with unified accounts (there's no way back) can create a subaccount which will start as "non-unified", and can therefore use isolated futures.
As bybit doesn't provide funding rate history, the dry-run calculation is used for live trades as well.
## All exchanges ## All exchanges
Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys. Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

23
freqtrade/exchange/bybit.py
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@ -173,13 +173,20 @@ class Bybit(Exchange):
raise OperationalException( raise OperationalException(
"Freqtrade only supports isolated futures for leverage trading") "Freqtrade only supports isolated futures for leverage trading")
def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float: def get_funding_fees(
self, pair: str, amount: float, is_short: bool, open_date: datetime) -> float:
""" """
Returns the sum of all funding fees that were exchanged for a pair within a timeframe Fetch funding fees, either from the exchange (live) or calculates them
Dry-run handling happens as part of _calculate_funding_fees. based on funding rate/mark price history
:param pair: (e.g. ADA/USDT) :param pair: The quote/base pair of the trade
:param since: The earliest time of consideration for calculating funding fees, :param is_short: trade direction
in unix time or as a datetime :param amount: Trade amount
:param open_date: Open date of the trade
:return: funding fee since open_date
:raises: ExchangeError if something goes wrong.
""" """
# TODO: Workaround for bybit, which has no funding-fees # Bybit does not provide "applied" funding fees per position.
return 0 if self.trading_mode == TradingMode.FUTURES:
return self._fetch_and_calculate_funding_fees(
pair, amount, is_short, open_date)
return 0.0