Removed backtesting funding-fee code

This commit is contained in:
Sam Germain
2021-09-16 03:36:48 -06:00
parent e827ba1388
commit a8657bb1ce
7 changed files with 2 additions and 195 deletions

View File

@@ -1,7 +1,6 @@
""" FTX exchange subclass """
import logging
from datetime import datetime
from typing import Any, Dict, List, Optional
from typing import Any, Dict, List
import ccxt
@@ -154,25 +153,3 @@ class Ftx(Exchange):
if order['type'] == 'stop':
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']
def _get_funding_rate(self, pair: str, when: datetime) -> Optional[float]:
"""FTX doesn't use this"""
return None
def _get_funding_fee(
self,
pair: str,
contract_size: float,
mark_price: float,
premium_index: Optional[float],
# index_price: float,
# interest_rate: float)
) -> float:
"""
Calculates a single funding fee
Always paid in USD on FTX # TODO: How do we account for this
: param contract_size: The amount/quanity
: param mark_price: The price of the asset that the contract is based off of
: param funding_rate: Must be None on ftx
"""
return (contract_size * mark_price) / 24