Added funding fee calculation methods to exchange classes
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@@ -1,6 +1,6 @@
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""" FTX exchange subclass """
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import logging
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from typing import Any, Dict, List
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from typing import Any, Dict, List, Optional
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import ccxt
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from datetime import time
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@@ -153,3 +153,21 @@ class Ftx(Exchange):
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if order['type'] == 'stop':
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return safe_value_fallback2(order, order, 'id_stop', 'id')
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return order['id']
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def _get_funding_fee(
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self,
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contract_size: float,
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mark_price: float,
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funding_rate: Optional[float],
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# index_price: float,
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# interest_rate: float)
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):
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"""
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Calculates a single funding fee
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Always paid in USD on FTX # TODO: How do we account for this
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:param contract_size: The amount/quanity
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:param mark_price: The price of the asset that the contract is based off of
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:param funding_rate: Must be None on ftx
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"""
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(contract_size * mark_price) / 24
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return
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