Changed funding fee implementation

freqtrade/exchange/binance.py

@@ -1,6 +1,6 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict, Optional
+from typing import Dict
 
 import ccxt
 
@@ -89,17 +89,3 @@ class Binance(Exchange):
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
-
-    # https://www.binance.com/en/support/faq/360033525031
-    def get_funding_fee(
-        self,
-        contract_size: float,
-        mark_price: float,
-        rate: Optional[float],
-        # index_price: float,
-        # interest_rate: float
-    ):
-        assert isinstance(rate, float)
-        nominal_value = mark_price * contract_size
-        adjustment = nominal_value * rate
-        return adjustment

freqtrade/exchange/exchange.py

@@ -1516,19 +1516,22 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    def fetch_funding_rates(self):
-        return self._api.fetch_funding_rates()
-
-    # https://www.binance.com/en/support/faq/360033525031
-    def get_funding_fee(
-        self,
-        contract_size: float,
-        mark_price: float,
-        rate: Optional[float],
-        # index_price: float,
-        # interest_rate: float
-    ):
-        raise OperationalException(f"{self.name} has not implemented get_funding_rate")
+    def get_funding_fees(self, pair: str, since: datetime):
+        try:
+            funding_history = self._api.fetch_funding_history(
+                pair=pair,
+                since=since
+            )
+            # TODO: sum all the funding fees in funding_history together
+            funding_fees = funding_history
+            return funding_fees
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get funding fees 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:

freqtrade/exchange/ftx.py

@@ -1,6 +1,6 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, Optional
+from typing import Any, Dict
 
 import ccxt
 
@@ -152,18 +152,3 @@ class Ftx(Exchange):
         if order['type'] == 'stop':
             return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']
-
-    # https://help.ftx.com/hc/en-us/articles/360027946571-Funding
-    def get_funding_fee(
-        self,
-        contract_size: float,
-        mark_price: float,
-        rate: Optional[float],
-        # index_price: float,
-        # interest_rate: float
-    ):
-        """
-            Always paid in USD on FTX # TODO: How do we account for this
-        """
-        (contract_size * mark_price) / 24
-        return