Update funding_fee formula to correctly calculate fees for long trades

This commit is contained in:
Matthias
2022-01-17 19:59:33 +01:00
parent f26cd19146
commit a0c0c4dcbe
5 changed files with 32 additions and 12 deletions

View File

@@ -163,6 +163,7 @@ class Kraken(Exchange):
self,
df: DataFrame,
amount: float,
is_short: bool,
open_date: datetime,
close_date: Optional[datetime] = None,
time_in_ratio: Optional[float] = None
@@ -176,6 +177,7 @@ class Kraken(Exchange):
:param df: Dataframe containing combined funding and mark rates
as `open_fund` and `open_mark`.
:param amount: The quantity of the trade
:param is_short: trade direction
:param open_date: The date and time that the trade started
:param close_date: The date and time that the trade ended
:param time_in_ratio: Not used by most exchange classes