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reverted back exchange.get_funding_fees method

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This commit is contained in:
Sam Germain 2021-09-08 13:46:52 -06:00
parent af4a6effb7
commit 2f4b566d99
2 changed files with 94 additions and 64 deletions
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32
freqtrade/exchange/exchange.py
View File

@ -9,7 +9,7 @@ import logging
from copy import deepcopy
from datetime import datetime, time, timezone
from math import ceil
from typing import Any, Dict, List, Optional, Tuple
from typing import Any, Dict, List, Optional, Tuple, Union
import arrow
import ccxt
@ -1525,6 +1525,36 @@ class Exchange:
return self._api.fetch_funding_rates()
@retrier
def get_funding_fees(self, pair: str, since: Union[datetime, int]) -> float:
"""
Returns the sum of all funding fees that were exchanged for a pair within a timeframe
:param pair: (e.g. ADA/USDT)
:param since: The earliest time of consideration for calculating funding fees,
in unix time or as a datetime
"""
if not self.exchange_has("fetchFundingHistory"):
raise OperationalException(
f"fetch_funding_history() has not been implemented on ccxt.{self.name}")
if type(since) is datetime:
since = int(since.strftime('%s'))
try:
funding_history = self._api.fetch_funding_history(
pair=pair,
since=since
)
return sum(fee['amount'] for fee in funding_history)
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not get funding fees due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def hours_to_time(hours: List[int]) -> List[time]:
'''

126
tests/exchange/test_exchange.py
View File

@ -2928,69 +2928,69 @@ def test_calculate_backoff(retrycount, max_retries, expected):
assert calculate_backoff(retrycount, max_retries) == expected
# @pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
# def test_get_funding_fees(default_conf, mocker, exchange_name):
# api_mock = MagicMock()
# api_mock.fetch_funding_history = MagicMock(return_value=[
# {
# 'amount': 0.14542341,
# 'code': 'USDT',
# 'datetime': '2021-09-01T08:00:01.000Z',
# 'id': '485478',
# 'info': {'asset': 'USDT',
# 'income': '0.14542341',
# 'incomeType': 'FUNDING_FEE',
# 'info': 'FUNDING_FEE',
# 'symbol': 'XRPUSDT',
# 'time': '1630512001000',
# 'tradeId': '',
# 'tranId': '4854789484855218760'},
# 'symbol': 'XRP/USDT',
# 'timestamp': 1630512001000
# },
# {
# 'amount': -0.14642341,
# 'code': 'USDT',
# 'datetime': '2021-09-01T16:00:01.000Z',
# 'id': '485479',
# 'info': {'asset': 'USDT',
# 'income': '-0.14642341',
# 'incomeType': 'FUNDING_FEE',
# 'info': 'FUNDING_FEE',
# 'symbol': 'XRPUSDT',
# 'time': '1630512001000',
# 'tradeId': '',
# 'tranId': '4854789484855218760'},
# 'symbol': 'XRP/USDT',
# 'timestamp': 1630512001000
# }
# ])
# type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
def test_get_funding_fees(default_conf, mocker, exchange_name):
api_mock = MagicMock()
api_mock.fetch_funding_history = MagicMock(return_value=[
{
'amount': 0.14542341,
'code': 'USDT',
'datetime': '2021-09-01T08:00:01.000Z',
'id': '485478',
'info': {'asset': 'USDT',
'income': '0.14542341',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630512001000',
'tradeId': '',
'tranId': '4854789484855218760'},
'symbol': 'XRP/USDT',
'timestamp': 1630512001000
},
{
'amount': -0.14642341,
'code': 'USDT',
'datetime': '2021-09-01T16:00:01.000Z',
'id': '485479',
'info': {'asset': 'USDT',
'income': '-0.14642341',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630512001000',
'tradeId': '',
'tranId': '4854789484855218760'},
'symbol': 'XRP/USDT',
'timestamp': 1630512001000
}
])
type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
# # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
# exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
# date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
# unix_time = int(date_time.strftime('%s'))
# expected_fees = -0.001 # 0.14542341 + -0.14642341
# fees_from_datetime = exchange.get_funding_fees(
# pair='XRP/USDT',
# since=date_time
# )
# fees_from_unix_time = exchange.get_funding_fees(
# pair='XRP/USDT',
# since=unix_time
# )
# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
unix_time = int(date_time.strftime('%s'))
expected_fees = -0.001 # 0.14542341 + -0.14642341
fees_from_datetime = exchange.get_funding_fees(
pair='XRP/USDT',
since=date_time
)
fees_from_unix_time = exchange.get_funding_fees(
pair='XRP/USDT',
since=unix_time
)
# assert(isclose(expected_fees, fees_from_datetime))
# assert(isclose(expected_fees, fees_from_unix_time))
assert(isclose(expected_fees, fees_from_datetime))
assert(isclose(expected_fees, fees_from_unix_time))
# ccxt_exceptionhandlers(
# mocker,
# default_conf,
# api_mock,
# exchange_name,
# "get_funding_fees",
# "fetch_funding_history",
# pair="XRP/USDT",
# since=unix_time
# )
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
exchange_name,
"get_funding_fees",
"fetch_funding_history",
pair="XRP/USDT",
since=unix_time
)