exchange.py: removed get funding rate history

This commit is contained in:
Sam Germain 2022-01-01 14:03:26 -06:00
parent fcded264e6
commit 3e4912979a

View File

@ -1970,42 +1970,6 @@ class Exchange:
else:
return 0.0
@retrier
def get_funding_rate_history(self, pair: str, since: int) -> Dict:
"""
:param pair: quote/base currency pair
:param since: timestamp in ms of the beginning time
:param end: timestamp in ms of the end time
"""
if not self.exchange_has("fetchFundingRateHistory"):
raise ExchangeError(
f"fetch_funding_rate_history is not available using {self.name}"
)
# TODO-lev: Gateio has a max limit into the past of 333 days, okex has a limit of 3 months
try:
funding_history: Dict = {}
response = self._api.fetch_funding_rate_history(
pair,
limit=1000,
since=since
)
for fund in response:
d = datetime.fromtimestamp(int(fund['timestamp'] / 1000), timezone.utc)
# Round down to the nearest hour, in case of a delayed timestamp
# The millisecond timestamps can be delayed ~20ms
time = int(timeframe_to_prev_date('1h', d).timestamp() * 1000)
funding_history[time] = fund['fundingRate']
return funding_history
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e:
raise TemporaryError(
f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module)