adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

temp commit message

This commit is contained in:
Sam Germain 2021-09-10 16:28:34 -06:00
parent 232d10f300
commit 8e83cb4d64
2 changed files with 5 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

9
freqtrade/exchange/binance.py
View File

@ -92,7 +92,7 @@ class Binance(Exchange):
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
def _get_funding_rate(self, pair: str, when: datetime) -> Optional[float]: def _calculate_funding_rate(self, pair: str, premium_index: float) -> Optional[float]:
""" """
Get's the funding_rate for a pair at a specific date and time in the past Get's the funding_rate for a pair at a specific date and time in the past
""" """
@ -101,9 +101,10 @@ class Binance(Exchange):
def _get_funding_fee( def _get_funding_fee(
self, self,
pair: str,
contract_size: float, contract_size: float,
mark_price: float, mark_price: float,
funding_rate: Optional[float], premium_index: Optional[float],
) -> float: ) -> float:
""" """
Calculates a single funding fee Calculates a single funding fee
@ -113,8 +114,8 @@ class Binance(Exchange):
- interest rate: 0.03% daily, BNBUSDT, LINKUSDT, and LTCUSDT are 0% - interest rate: 0.03% daily, BNBUSDT, LINKUSDT, and LTCUSDT are 0%
- premium: varies by price difference between the perpetual contract and mark price - premium: varies by price difference between the perpetual contract and mark price
""" """
if funding_rate is None: if premium_index is None:
raise OperationalException("Funding rate cannot be None for Binance._get_funding_fee") raise OperationalException("Funding rate cannot be None for Binance._get_funding_fee")
nominal_value = mark_price * contract_size nominal_value = mark_price * contract_size
adjustment = nominal_value * funding_rate adjustment = nominal_value * _calculate_funding_rate(pair, premium_index)
return adjustment return adjustment

8
freqtrade/exchange/exchange.py
View File

@ -1555,14 +1555,6 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
def _get_mark_price(self, pair: str, when: datetime):
"""
Get's the value of the underlying asset for a futures contract
at a specific date and time in the past
"""
# TODO-lev: implement
raise OperationalException(f"get_mark_price has not been implemented for {self.name}")
def _get_funding_rate(self, pair: str, when: datetime): def _get_funding_rate(self, pair: str, when: datetime):
""" """
Get's the funding_rate for a pair at a specific date and time in the past Get's the funding_rate for a pair at a specific date and time in the past