From a87d2d62bb35e68b37bdbf4f475efd59b1beccfd Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 10 Dec 2021 19:52:02 +0100 Subject: [PATCH] Remove no longer needed method get_funding_rate_history --- freqtrade/exchange/exchange.py | 36 ------------------------------- tests/exchange/test_exchange.py | 38 --------------------------------- 2 files changed, 74 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 98014fa5f..d491f89a2 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1925,42 +1925,6 @@ class Exchange: else: return 0.0 - @retrier - def get_funding_rate_history(self, pair: str, since: int) -> Dict: - """ - :param pair: quote/base currency pair - :param since: timestamp in ms of the beginning time - :param end: timestamp in ms of the end time - """ - if not self.exchange_has("fetchFundingRateHistory"): - raise ExchangeError( - f"fetch_funding_rate_history is not available using {self.name}" - ) - - # TODO-lev: Gateio has a max limit into the past of 333 days, okex has a limit of 3 months - try: - funding_history: Dict = {} - response = self._api.fetch_funding_rate_history( - pair, - limit=1000, - since=since - ) - for fund in response: - d = datetime.fromtimestamp(int(fund['timestamp'] / 1000), timezone.utc) - # Round down to the nearest hour, in case of a delayed timestamp - # The millisecond timestamps can be delayed ~20ms - time = int(timeframe_to_prev_date('1h', d).timestamp() * 1000) - - funding_history[time] = fund['fundingRate'] - return funding_history - except ccxt.DDoSProtection as e: - raise DDosProtection(e) from e - except (ccxt.NetworkError, ccxt.ExchangeError) as e: - raise TemporaryError( - f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e - except ccxt.BaseError as e: - raise OperationalException(e) from e - def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool: return exchange_name in ccxt_exchanges(ccxt_module) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 23c0c6982..8ccb0f67f 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -3445,44 +3445,6 @@ def test__get_mark_price_history(mocker, default_conf, mark_ohlcv): ) -def test_get_funding_rate_history(mocker, default_conf, funding_rate_history_hourly): - api_mock = MagicMock() - api_mock.fetch_funding_rate_history = MagicMock(return_value=funding_rate_history_hourly) - type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True}) - - # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y) - exchange = get_patched_exchange(mocker, default_conf, api_mock) - funding_rates = exchange.get_funding_rate_history('ADA/USDT', 1635580800001) - - assert funding_rates == { - 1630454400000: -0.000008, - 1630458000000: -0.000004, - 1630461600000: 0.000012, - 1630465200000: -0.000003, - 1630468800000: -0.000007, - 1630472400000: 0.000003, - 1630476000000: 0.000019, - 1630479600000: 0.000003, - 1630483200000: -0.000003, - 1630486800000: 0, - 1630490400000: 0.000013, - 1630494000000: 0.000077, - 1630497600000: 0.000072, - 1630501200000: 0.000097, - } - - ccxt_exceptionhandlers( - mocker, - default_conf, - api_mock, - "binance", - "get_funding_rate_history", - "fetch_funding_rate_history", - pair="ADA/USDT", - since=1630454400000 - ) - - @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [ ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999), ('binance', 0, 2, "2021-09-01 00:00:15", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999),