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Sam Germain 2021-09-10 16:28:34 -06:00
parent 232d10f300
commit 8e83cb4d64
2 changed files with 5 additions and 12 deletions
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9
freqtrade/exchange/binance.py
View File

@ -92,7 +92,7 @@ class Binance(Exchange):
except ccxt.BaseError as 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
"""
@ -101,9 +101,10 @@ class Binance(Exchange):
def _get_funding_fee(
self,
pair: str,
contract_size: float,
mark_price: float,
funding_rate: Optional[float],
premium_index: Optional[float],
) -> float:
"""
Calculates a single funding fee
@ -113,8 +114,8 @@ class Binance(Exchange):
- interest rate: 0.03% daily, BNBUSDT, LINKUSDT, and LTCUSDT are 0%
- 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")
nominal_value = mark_price * contract_size
adjustment = nominal_value * funding_rate
adjustment = nominal_value * _calculate_funding_rate(pair, premium_index)
return adjustment

8
freqtrade/exchange/exchange.py
View File

@ -1555,14 +1555,6 @@ class Exchange:
except ccxt.BaseError as 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):
"""
Get's the funding_rate for a pair at a specific date and time in the past