Created interest function

This commit is contained in:
Sam Germain 2021-06-22 21:09:52 -06:00
parent 000932eed0
commit b80f8ca0af
1 changed files with 50 additions and 24 deletions

View File

@ -563,6 +563,42 @@ class LocalTrade():
"""
self.open_trade_value = self._calc_open_trade_value()
def calculate_interest(self) -> Decimal:
# TODO-mg: Need to set other conditions because sometimes self.open_date is not defined, but why would it ever not be set
if not self.interest_rate or not (self.borrowed):
return Decimal(0.0)
try:
open_date = self.open_date.replace(tzinfo=None)
now = datetime.now()
secPerDay = 86400
days = Decimal((now - open_date).total_seconds()/secPerDay) or 0.0
hours = days/24
except:
raise OperationalException("Time isn't calculated properly")
rate = Decimal(self.interest_rate)
borrowed = Decimal(self.borrowed)
if self.exchange == 'binance':
# Rate is per day but accrued hourly or something
# binance: https://www.binance.com/en-AU/support/faq/360030157812
return borrowed * (rate/24) * max(hours, 1.0) # TODO-mg: Is hours rounded?
elif self.exchange == 'kraken':
# https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-
opening_fee = borrowed * rate
roll_over_fee = borrowed * rate * max(0, (hours-4)/4)
return opening_fee + roll_over_fee
elif self.exchange == 'binance_usdm_futures':
# ! TODO-mg: This is incorrect, I didn't look it up
return borrowed * (rate/24) * max(hours, 1.0)
elif self.exchange == 'binance_coinm_futures':
# ! TODO-mg: This is incorrect, I didn't look it up
return borrowed * (rate/24) * max(hours, 1.0)
else:
# TODO-mg: make sure this breaks and can't be squelched
raise OperationalException("Leverage not available on this exchange")
def calc_close_trade_value(self, rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
@ -578,17 +614,7 @@ class LocalTrade():
close_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore
fees = close_trade * Decimal(fee or self.fee_close)
# TODO: Need to set other conditions because sometimes self.open_date is not defined, but why would it ever not be set
try:
open = self.open_date.replace(tzinfo=None)
now = datetime.now()
# breakpoint()
interest = ((Decimal(self.interest_rate or 0) * Decimal(self.borrowed or 0)) *
Decimal((now - open).total_seconds())/86400) or 0 # Interest/day * (seconds in trade)/(seconds per day)
except:
interest = 0
interest = self.calculate_interest()
if (self.is_short):
return float(close_trade + fees + interest)