Added tests for funding_fee_dry_run

This commit is contained in:
Sam Germain
2021-10-31 04:40:23 -06:00
parent f6924aca40
commit 5c52b21346
2 changed files with 157 additions and 18 deletions

View File

@@ -1739,7 +1739,7 @@ class Exchange:
def _get_mark_price_history(
self,
pair: str,
start: int
since: int
) -> Dict:
"""
Get's the mark price history for a pair
@@ -1749,7 +1749,7 @@ class Exchange:
candles = self._api.fetch_ohlcv(
pair,
timeframe="1h",
since=start,
since=since,
params={
'price': self._ft_has["mark_ohlcv_price"]
}
@@ -1813,12 +1813,11 @@ class Exchange:
def get_funding_rate_history(
self,
pair: str,
start: int,
end: Optional[int] = None
since: int,
) -> Dict:
'''
:param pair: quote/base currency pair
:param start: timestamp in ms of the beginning time
:param since: timestamp in ms of the beginning time
:param end: timestamp in ms of the end time
'''
if not self.exchange_has("fetchFundingRateHistory"):
@@ -1827,13 +1826,13 @@ class Exchange:
f"therefore, dry-run/backtesting for {self.name} is currently unavailable"
)
# TODO-lev: Gateio has a max limit into the past of 333 days
try:
funding_history: Dict = {}
response = self._api.fetch_funding_rate_history(
pair,
limit=1000,
start=start,
end=end
since=since
)
for fund in response:
funding_history[fund['timestamp']] = fund['fundingRate']