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Remove no longer needed method get_funding_rate_history

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This commit is contained in:
Matthias 2021-12-10 19:52:02 +01:00
parent aabca85a5f
commit a87d2d62bb
2 changed files with 0 additions and 74 deletions
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36
freqtrade/exchange/exchange.py
View File

@ -1925,42 +1925,6 @@ class Exchange:
else: else:
return 0.0 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: def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module) return exchange_name in ccxt_exchanges(ccxt_module)

38
tests/exchange/test_exchange.py
View File

@ -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', [ @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 00:00:00", "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), ('binance', 0, 2, "2021-09-01 00:00:15", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999),