Changed interest implementation

freqtrade/enums/__init__.py

@@ -1,7 +1,6 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.collateral import Collateral
-from freqtrade.enums.interestmode import InterestMode
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType

freqtrade/enums/interestmode.py

@@ -1,28 +0,0 @@
-from decimal import Decimal
-from enum import Enum
-from math import ceil
-
-from freqtrade.exceptions import OperationalException
-
-
-one = Decimal(1.0)
-four = Decimal(4.0)
-twenty_four = Decimal(24.0)
-
-
-class InterestMode(Enum):
-    """Equations to calculate interest"""
-
-    HOURSPERDAY = "HOURSPERDAY"
-    HOURSPER4 = "HOURSPER4"  # Hours per 4 hour segment
-    NONE = "NONE"
-
-    def __call__(self, borrowed: Decimal, rate: Decimal, hours: Decimal):
-
-        if self.name == "HOURSPERDAY":
-            return borrowed * rate * ceil(hours)/twenty_four
-        elif self.name == "HOURSPER4":
-            # Rounded based on https://kraken-fees-calculator.github.io/
-            return borrowed * rate * (1+ceil(hours/four))
-        else:
-            raise OperationalException("Leverage not available on this exchange with freqtrade")

freqtrade/leverage/__init__.py

@@ -1 +1,2 @@
 # flake8: noqa: F401
+from freqtrade.leverage.interest import interest

freqtrade/leverage/interest.py

@@ -0,0 +1,43 @@
+from decimal import Decimal
+from math import ceil
+
+from freqtrade.exceptions import OperationalException
+
+
+one = Decimal(1.0)
+four = Decimal(4.0)
+twenty_four = Decimal(24.0)
+
+
+def interest(
+    exchange_name: str,
+    borrowed: Decimal,
+    rate: Decimal,
+    hours: Decimal
+) -> Decimal:
+    """Equation to calculate interest on margin trades
+
+
+    :param exchange_name: The exchanged being trading on
+    :param borrowed: The amount of currency being borrowed
+    :param rate: The rate of interest
+    :param hours: The time in hours that the currency has been borrowed for
+
+    Raises:
+        OperationalException: Raised if freqtrade does
+        not support margin trading for this exchange
+
+    Returns: The amount of interest owed (currency matches borrowed)
+
+    """
+    exchange_name = exchange_name.lower()
+    if exchange_name == "binance":
+        return borrowed * rate * ceil(hours)/twenty_four
+    elif exchange_name == "kraken":
+        # Rounded based on https://kraken-fees-calculator.github.io/
+        return borrowed * rate * (one+ceil(hours/four))
+    elif exchange_name == "ftx":
+        # TODO-lev: Add FTX interest formula
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
+    else:
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/persistence/migrations.py

@@ -54,7 +54,6 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
     # sqlite does not support literals for booleans
     is_short = get_column_def(cols, 'is_short', '0')
-    interest_mode = get_column_def(cols, 'interest_mode', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -92,7 +91,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs,
-            leverage, interest_rate, isolated_liq, is_short, interest_mode
+            leverage, interest_rate, isolated_liq, is_short
             )
         select id, lower(exchange), pair,
             is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
@@ -110,8 +109,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
             {leverage} leverage, {interest_rate} interest_rate,
-            {isolated_liq} isolated_liq, {is_short} is_short,
-            {interest_mode} interest_mode
+            {isolated_liq} isolated_liq, {is_short} is_short
             from {table_back_name}
             """))
 

freqtrade/persistence/models.py

@@ -6,7 +6,7 @@ from datetime import datetime, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
-from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
+from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
 from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
@@ -14,8 +14,9 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.enums import InterestMode, SellType
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.leverage import interest
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
 
@@ -236,7 +237,7 @@ class LocalTrade():
     close_rate_requested: Optional[float] = None
     close_profit: Optional[float] = None
     close_profit_abs: Optional[float] = None
-    stake_amount: float = 0.0  # TODO: This should probably be computed
+    stake_amount: float = 0.0
     amount: float = 0.0
     amount_requested: Optional[float] = None
     open_date: datetime
@@ -269,7 +270,6 @@ class LocalTrade():
     isolated_liq: Optional[float] = None
     is_short: bool = False
     leverage: float = 1.0
-    interest_mode: InterestMode = InterestMode.NONE
 
     @property
     def has_no_leverage(self) -> bool:
@@ -650,7 +650,7 @@ class LocalTrade():
         rate = Decimal(interest_rate or self.interest_rate)
         borrowed = Decimal(self.borrowed)
 
-        return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
+        return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
     def calc_close_trade_value(self, rate: Optional[float] = None,
                                fee: Optional[float] = None,
@@ -894,7 +894,6 @@ class Trade(_DECL_BASE, LocalTrade):
     interest_rate = Column(Float, nullable=False, default=0.0)
     isolated_liq = Column(Float, nullable=True)
     is_short = Column(Boolean, nullable=False, default=False)
-    interest_mode = Column(Enum(InterestMode), nullable=True)
     # End of margin trading properties
 
     def __init__(self, **kwargs):