New method for combining all funding fees within a time period

freqtrade/exchange/bibox.py

@@ -24,5 +24,3 @@ class Bibox(Exchange):
     def _ccxt_config(self) -> Dict:
         # Parameters to add directly to ccxt sync/async initialization.
         return {"has": {"fetchCurrencies": False}}
-
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day

freqtrade/exchange/binance.py

@@ -29,8 +29,6 @@ class Binance(Exchange):
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
     }
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
-    # but the schedule won't check within this timeframe
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list

freqtrade/exchange/bybit.py

@@ -23,8 +23,6 @@ class Bybit(Exchange):
         "ohlcv_candle_limit": 200,
     }
 
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
-
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported

freqtrade/exchange/exchange.py

@@ -73,10 +73,6 @@ class Exchange:
     }
     _ft_has: Dict = {}
 
-    # funding_fee_times is currently unused, but should ideally be used to properly
-    # schedule refresh times
-    funding_fee_times: List[int] = []  # hours of the day
-
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
     ]
@@ -1711,21 +1707,6 @@ class Exchange:
         """
         return open_date.minute > 0 or open_date.second > 0
 
-    def _get_funding_fee_dates(self, start: datetime, end: datetime):
-        if self.funding_fee_cutoff(start):
-            start += timedelta(hours=1)
-        start = datetime(start.year, start.month, start.day, start.hour, tzinfo=timezone.utc)
-        end = datetime(end.year, end.month, end.day, end.hour, tzinfo=timezone.utc)
-
-        results = []
-        iterator = start
-        while iterator <= end:
-            if iterator.hour in self.funding_fee_times:
-                results.append(iterator)
-            iterator += timedelta(hours=1)
-
-        return results
-
     @retrier
     def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}):
         """
@@ -1808,6 +1789,16 @@ class Exchange:
         :param close_date: The date and time that the trade ended
         """
 
+        if self.funding_fee_cutoff(open_date):
+            open_date += timedelta(hours=1)
+        open_date = datetime(
+            open_date.year,
+            open_date.month,
+            open_date.day,
+            open_date.hour,
+            tzinfo=timezone.utc
+        )
+
         fees: float = 0
         if not close_date:
             close_date = datetime.now(timezone.utc)
@@ -1821,29 +1812,20 @@ class Exchange:
             pair,
             open_timestamp
         )
-        funding_fee_dates = self._get_funding_fee_dates(open_date, close_date)
-        for date in funding_fee_dates:
-            timestamp = int(date.timestamp()) * 1000
-            if timestamp in funding_rate_history:
-                funding_rate = funding_rate_history[timestamp]
-            else:
-                logger.warning(
-                    f"Funding rate for {pair} at {date} not found in funding_rate_history"
-                    f"Funding fee calculation may be incorrect"
-                )
+        for timestamp in funding_rate_history.keys():
+            funding_rate = funding_rate_history[timestamp]
             if timestamp in mark_price_history:
                 mark_price = mark_price_history[timestamp]
-            else:
-                logger.warning(
-                    f"Mark price for {pair} at {date} not found in funding_rate_history"
-                    f"Funding fee calculation may be incorrect"
-                )
-            if funding_rate and mark_price:
                 fees += self._get_funding_fee(
                     size=amount,
                     mark_price=mark_price,
                     funding_rate=funding_rate
                 )
+            else:
+                logger.warning(
+                    f"Mark price for {pair} at timestamp {timestamp} not found in "
+                    f"funding_rate_history Funding fee calculation may be incorrect"
+                )
 
         return fees
 

freqtrade/exchange/ftx.py

@@ -22,7 +22,6 @@ class Ftx(Exchange):
         "ohlcv_candle_limit": 1500,
         "mark_ohlcv_price": "index"
     }
-    funding_fee_times: List[int] = list(range(0, 24))
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list

freqtrade/exchange/gateio.py

@@ -26,8 +26,6 @@ class Gateio(Exchange):
 
     _headers = {'X-Gate-Channel-Id': 'freqtrade'}
 
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
-
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.MARGIN, Collateral.CROSS),  # TODO-lev: Uncomment once supported

freqtrade/exchange/hitbtc.py

@@ -21,5 +21,3 @@ class Hitbtc(Exchange):
         "ohlcv_candle_limit": 1000,
         "ohlcv_params": {"sort": "DESC"}
     }
-
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day

freqtrade/exchange/kraken.py

@@ -23,7 +23,6 @@ class Kraken(Exchange):
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
     }
-    funding_fee_times: List[int] = [0, 4, 8, 12, 16, 20]  # hours of the day
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list

freqtrade/exchange/kucoin.py

@@ -24,5 +24,3 @@ class Kucoin(Exchange):
         "order_time_in_force": ['gtc', 'fok', 'ioc'],
         "time_in_force_parameter": "timeInForce",
     }
-
-    funding_fee_times: List[int] = [4, 12, 20]  # hours of the day

freqtrade/exchange/okex.py

@@ -17,7 +17,6 @@ class Okex(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 100,
     }
-    funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list