New method for combining all funding fees within a time period

This commit is contained in:
Sam Germain
2021-11-13 04:45:23 -06:00
parent 6b40792f80
commit 3c509a1f9b
13 changed files with 93 additions and 213 deletions

View File

@@ -2389,7 +2389,7 @@ def mark_ohlcv():
@pytest.fixture(scope='function')
def funding_rate_history():
def funding_rate_history_hourly():
return [
{
"symbol": "ADA/USDT",
@@ -2476,3 +2476,21 @@ def funding_rate_history():
"datetime": "2021-09-01T13:00:00.000Z"
},
]
@pytest.fixture(scope='function')
def funding_rate_history_octohourly():
return [
{
"symbol": "ADA/USDT",
"fundingRate": -0.000008,
"timestamp": 1630454400000,
"datetime": "2021-09-01T00:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
}
]