Extract funding-rate call to separate method
this will allow overwriting in subclasses.
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499cc5bae1
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@ -2050,11 +2050,12 @@ class Exchange:
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limit=candle_limit, params=params)
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else:
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# Funding rate
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data = await self._api_async.fetch_funding_rate_history(
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pair, since=since_ms,
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limit=candle_limit)
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# Convert funding rate to candle pattern
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data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
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data = await self._fetch_funding_rate_history(
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pair=pair,
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timeframe=timeframe,
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limit=candle_limit,
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since_ms=since_ms,
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)
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# Some exchanges sort OHLCV in ASC order and others in DESC.
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# Ex: Bittrex returns the list of OHLCV in ASC order (oldest first, newest last)
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# while GDAX returns the list of OHLCV in DESC order (newest first, oldest last)
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@ -2082,6 +2083,24 @@ class Exchange:
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raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
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f'for pair {pair}. Message: {e}') from e
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async def _fetch_funding_rate_history(
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self,
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pair: str,
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timeframe: str,
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limit: int,
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since_ms: Optional[int] = None,
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) -> List[List]:
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"""
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Fetch funding rate history - used to selectively override this by subclasses.
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"""
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# Funding rate
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data = await self._api_async.fetch_funding_rate_history(
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pair, since=since_ms,
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limit=limit)
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# Convert funding rate to candle pattern
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data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
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return data
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# Fetch historic trades
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@retrier_async
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