Update funding_fee formula to correctly calculate fees for long trades
This commit is contained in:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user