Moved interest calculation to an enum
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@@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
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from sqlalchemy.sql.schema import UniqueConstraint
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.enums import SellType
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from freqtrade.enums import InterestMode, SellType
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.misc import safe_value_fallback
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from freqtrade.persistence.migrations import check_migrate
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@@ -265,9 +265,10 @@ class LocalTrade():
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# Margin trading properties
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interest_rate: float = 0.0
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liquidation_price: float = None
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liquidation_price: Optional[float] = None
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is_short: bool = False
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leverage: float = 1.0
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interest_mode: Optional[InterestMode] = None
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@property
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def has_no_leverage(self) -> bool:
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@@ -585,6 +586,8 @@ class LocalTrade():
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# If nothing was borrowed
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if self.has_no_leverage:
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return zero
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elif not self.interest_mode:
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raise OperationalException(f"Leverage not available on {self.exchange} using freqtrade")
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open_date = self.open_date.replace(tzinfo=None)
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now = (self.close_date or datetime.utcnow()).replace(tzinfo=None)
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@@ -594,28 +597,8 @@ class LocalTrade():
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rate = Decimal(interest_rate or self.interest_rate)
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borrowed = Decimal(self.borrowed)
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one = Decimal(1.0)
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twenty_four = Decimal(24.0)
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four = Decimal(4.0)
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if self.exchange == 'binance':
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# Rate is per day but accrued hourly or something
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# binance: https://www.binance.com/en-AU/support/faq/360030157812
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return borrowed * rate * max(hours, one)/twenty_four
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elif self.exchange == 'kraken':
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# https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-
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opening_fee = borrowed * rate
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roll_over_fee = borrowed * rate * max(0, (hours-four)/four)
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return opening_fee + roll_over_fee
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elif self.exchange == 'binance_usdm_futures':
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# ! TODO-mg: This is incorrect, I didn't look it up
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return borrowed * (rate/twenty_four) * max(hours, one)
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elif self.exchange == 'binance_coinm_futures':
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# ! TODO-mg: This is incorrect, I didn't look it up
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return borrowed * (rate/twenty_four) * max(hours, one)
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else:
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# TODO-mg: make sure this breaks and can't be squelched
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raise OperationalException("Leverage not available on this exchange")
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return self.interest_mode.value(borrowed, rate, hours)
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def calc_close_trade_value(self, rate: Optional[float] = None,
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fee: Optional[float] = None,
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@@ -857,6 +840,7 @@ class Trade(_DECL_BASE, LocalTrade):
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interest_rate = Column(Float, nullable=False, default=0.0)
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liquidation_price = Column(Float, nullable=True)
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is_short = Column(Boolean, nullable=False, default=False)
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interest_mode = Column(String(100), nullable=True)
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# End of margin trading properties
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def __init__(self, **kwargs):
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