Added funding fee calculation methods to exchange classes

This commit is contained in:
Sam Germain
2021-09-08 19:31:04 -06:00
parent cdefd15b28
commit 36b8c87fb6
3 changed files with 58 additions and 3 deletions

View File

@@ -1526,7 +1526,7 @@ class Exchange:
return self._api.fetch_funding_rates()
@retrier
def get_funding_fees(self, pair: str, since: Union[datetime, int]) -> float:
def get_funding_fees_from_exchange(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)
@@ -1555,6 +1555,23 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_funding_fee(
self,
contract_size: float,
mark_price: float,
funding_rate: Optional[float],
# index_price: float,
# interest_rate: float)
) -> float:
"""
Calculates a single funding fee
:param contract_size: The amount/quanity
:param mark_price: The price of the asset that the contract is based off of
:param funding_rate: the interest rate and the premium
- premium: varies by price difference between the perpetual contract and mark price
"""
raise OperationalException(f"Funding fee has not been implemented for {self.name}")
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module)