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real-time updates to funding-fee in freqtradebot

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Sam Germain 2021-09-08 13:56:58 -06:00
parent 2f4b566d99
commit 8bcd444775
1 changed files with 24 additions and 2 deletions
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26
freqtrade/freqtradebot.py
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@ -4,6 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
import copy import copy
import logging import logging
import traceback import traceback
import schedule
from datetime import datetime, timezone from datetime import datetime, timezone
from math import isclose from math import isclose
from threading import Lock from threading import Lock
@ -107,6 +108,11 @@ class FreqtradeBot(LoggingMixin):
else: else:
self.trading_mode = TradingMode.SPOT self.trading_mode = TradingMode.SPOT
if self.trading_mode == TradingMode.FUTURES:
for time_slot in self.exchange.funding_fee_times:
schedule.every().day.at(time_slot).do(self.update_funding_fees())
self.wallets.update()
def notify_status(self, msg: str) -> None: def notify_status(self, msg: str) -> None:
""" """
Public method for users of this class (worker, etc.) to send notifications Public method for users of this class (worker, etc.) to send notifications
@ -242,6 +248,12 @@ class FreqtradeBot(LoggingMixin):
open_trades = len(Trade.get_open_trades()) open_trades = len(Trade.get_open_trades())
return max(0, self.config['max_open_trades'] - open_trades) return max(0, self.config['max_open_trades'] - open_trades)
def update_funding_fees(self):
if self.trading_mode == TradingMode.FUTURES:
for trade in Trade.get_open_trades():
funding_fees = self.exchange.get_funding_fees(trade.pair, trade.open_date)
trade.funding_fees = funding_fees
def update_open_orders(self): def update_open_orders(self):
""" """
Updates open orders based on order list kept in the database. Updates open orders based on order list kept in the database.
@ -264,6 +276,9 @@ class FreqtradeBot(LoggingMixin):
logger.warning(f"Error updating Order {order.order_id} due to {e}") logger.warning(f"Error updating Order {order.order_id} due to {e}")
if self.trading_mode == TradingMode.FUTURES:
schedule.run_pending()
def update_closed_trades_without_assigned_fees(self): def update_closed_trades_without_assigned_fees(self):
""" """
Update closed trades without close fees assigned. Update closed trades without close fees assigned.
@ -566,6 +581,12 @@ class FreqtradeBot(LoggingMixin):
# Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker') fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
open_date = datetime.utcnow()
if self.trading_mode == TradingMode.FUTURES:
funding_fees = self.exchange.get_funding_fees(pair, open_date)
else:
funding_fees = 0.0
trade = Trade( trade = Trade(
pair=pair, pair=pair,
stake_amount=stake_amount, stake_amount=stake_amount,
@ -576,13 +597,14 @@ class FreqtradeBot(LoggingMixin):
fee_close=fee, fee_close=fee,
open_rate=buy_limit_filled_price, open_rate=buy_limit_filled_price,
open_rate_requested=buy_limit_requested, open_rate_requested=buy_limit_requested,
open_date=datetime.utcnow(), open_date=open_date,
exchange=self.exchange.id, exchange=self.exchange.id,
open_order_id=order_id, open_order_id=order_id,
strategy=self.strategy.get_strategy_name(), strategy=self.strategy.get_strategy_name(),
buy_tag=buy_tag, buy_tag=buy_tag,
timeframe=timeframe_to_minutes(self.config['timeframe']), timeframe=timeframe_to_minutes(self.config['timeframe']),
trading_mode=self.trading_mode trading_mode=self.trading_mode,
funding_fees=funding_fees
) )
trade.orders.append(order_obj) trade.orders.append(order_obj)