Added get_funding_fees method to exchange

freqtrade/exchange/exchange.py

@@ -9,7 +9,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from math import ceil
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import arrow
 import ccxt
@@ -1516,15 +1516,28 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    def get_funding_fees(self, pair: str, since: datetime):
+    @retrier
+    def get_funding_fees(self, pair: str, since: Union[datetime, int]) -> float:
+        """
+            Returns the sum of all funding fees that were exchanged for a pair within a timeframe
+            :param pair: (e.g. ADA/USDT)
+            :param since: The earliest time of consideration for calculating funding fees,
+                in unix time or as a datetime
+        """
+
+        if not self.exchange_has("fetchFundingHistory"):
+            raise OperationalException(
+                f"fetch_funding_history() has not been implemented on ccxt.{self.name}")
+
+        if type(since) is datetime:
+            since = int(since.strftime('%s'))
+
         try:
             funding_history = self._api.fetch_funding_history(
                 pair=pair,
                 since=since
             )
-            # TODO: sum all the funding fees in funding_history together
+            return sum(fee['amount'] for fee in funding_history)
-            funding_fees = funding_history
-            return funding_fees
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:

tests/exchange/test_exchange.py

@@ -2926,3 +2926,71 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected) -> None:
 ])
 def test_calculate_backoff(retrycount, max_retries, expected):
     assert calculate_backoff(retrycount, max_retries) == expected
+
+
+@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
+def test_get_funding_fees(default_conf, mocker, exchange_name):
+    api_mock = MagicMock()
+    api_mock.fetch_funding_history = MagicMock(return_value=[
+        {
+            'amount': 0.14542341,
+            'code': 'USDT',
+            'datetime': '2021-09-01T08:00:01.000Z',
+            'id': '485478',
+            'info': {'asset': 'USDT',
+                     'income': '0.14542341',
+                     'incomeType': 'FUNDING_FEE',
+                     'info': 'FUNDING_FEE',
+                     'symbol': 'XRPUSDT',
+                     'time': '1630512001000',
+                     'tradeId': '',
+                     'tranId': '4854789484855218760'},
+            'symbol': 'XRP/USDT',
+            'timestamp': 1630512001000
+        },
+        {
+            'amount': -0.14642341,
+            'code': 'USDT',
+            'datetime': '2021-09-01T16:00:01.000Z',
+            'id': '485479',
+            'info': {'asset': 'USDT',
+                     'income': '-0.14642341',
+                     'incomeType': 'FUNDING_FEE',
+                     'info': 'FUNDING_FEE',
+                     'symbol': 'XRPUSDT',
+                     'time': '1630512001000',
+                     'tradeId': '',
+                     'tranId': '4854789484855218760'},
+            'symbol': 'XRP/USDT',
+            'timestamp': 1630512001000
+        }
+    ])
+    type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
+
+    # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
+    unix_time = int(date_time.strftime('%s'))
+    expected_fees = -0.001  # 0.14542341 + -0.14642341
+    fees_from_datetime = exchange.get_funding_fees(
+        pair='XRP/USDT',
+        since=date_time
+    )
+    fees_from_unix_time = exchange.get_funding_fees(
+        pair='XRP/USDT',
+        since=unix_time
+    )
+
+    assert(isclose(expected_fees, fees_from_datetime))
+    assert(isclose(expected_fees, fees_from_unix_time))
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf,
+        api_mock,
+        exchange_name,
+        "get_funding_fees",
+        "fetch_funding_history",
+        pair="XRP/USDT",
+        since=unix_time
+    )