adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update funding_fee formula to correctly calculate fees for long trades

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

9
tests/exchange/test_exchange.py
View File

@@ -3567,6 +3567,7 @@ def test_calculate_funding_fees(
assert exchange.calculate_funding_fees(
df,
amount=size,
is_short=True,
open_date=trade_date,
close_date=trade_date,
time_in_ratio=time_in_ratio,
@@ -3577,6 +3578,7 @@ def test_calculate_funding_fees(
kraken.calculate_funding_fees(
df,
amount=size,
is_short=True,
open_date=trade_date,
close_date=trade_date,
time_in_ratio=time_in_ratio,
@@ -3586,6 +3588,7 @@ def test_calculate_funding_fees(
assert kraken.calculate_funding_fees(
df,
amount=size,
is_short=True,
open_date=trade_date,
close_date=trade_date,
time_in_ratio=time_in_ratio,
@@ -3681,7 +3684,8 @@ def test__fetch_and_calculate_funding_fees(
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', amount, d1, d2)
# TODO-lev: test this for longs
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', amount, True, d1, d2)
assert pytest.approx(funding_fees) == expected_fees
@@ -3709,7 +3713,8 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
time_machine.move_to("2021-09-01 08:00:00 +00:00")
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, d1)
# TODO-lev: test this for longs
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, True, d1)
assert funding_fees == expected_fees