Added funding fee calculation methods to exchange classes

freqtrade/exchange/binance.py

@@ -1,6 +1,6 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Optional
 
 import ccxt
 from datetime import time
@@ -90,3 +90,23 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         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],
+    ) -> 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
+                - interest rate: 0.03% daily, BNBUSDT, LINKUSDT, and LTCUSDT are 0%
+                - premium: varies by price difference between the perpetual contract and mark price
+        """
+        if funding_rate is None:
+            raise OperationalException("Funding rate cannot be None for Binance._get_funding_fee")
+        nominal_value = mark_price * contract_size
+        adjustment = nominal_value * funding_rate
+        return adjustment

freqtrade/exchange/exchange.py

@@ -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)

freqtrade/exchange/ftx.py

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