Changed funding fee implementation

freqtrade/leverage/__init__.py

@@ -1 +1,2 @@
 # flake8: noqa: F401
+from freqtrade.leverage.interest import interest

freqtrade/leverage/funding_fee.py

@@ -1,88 +0,0 @@
-from datetime import datetime, timedelta
-from typing import List
-
-import schedule
-
-from freqtrade.exchange import Exchange
-from freqtrade.persistence import Trade
-
-
-class FundingFee:
-
-    trades: List[Trade]
-    # Binance
-    begin_times = [
-        # TODO-lev: Make these UTC time
-        "23:59:45",
-        "07:59:45",
-        "15:59:45",
-    ]
-    exchange: Exchange
-
-    # FTX
-    # begin_times = every hour
-
-    def __init__(self, exchange: Exchange):
-        self.exchange = exchange
-
-    def _is_time_between(self, begin_time, end_time):
-        # If check time is not given, default to current UTC time
-        check_time = datetime.utcnow().time()
-        if begin_time < end_time:
-            return check_time >= begin_time and check_time <= end_time
-        else:  # crosses midnight
-            return check_time >= begin_time or check_time <= end_time
-
-    def _apply_current_funding_fees(self):
-        funding_rates = self.exchange.fetch_funding_rates()
-
-        for trade in self.trades:
-            funding_rate = funding_rates[trade.pair]
-            self._apply_fee_to_trade(funding_rate, trade)
-
-    def _apply_fee_to_trade(self, funding_rate: dict, trade: Trade):
-
-        amount = trade.amount
-        mark_price = funding_rate['markPrice']
-        rate = funding_rate['fundingRate']
-        # index_price = funding_rate['indexPrice']
-        # interest_rate = funding_rate['interestRate']
-
-        funding_fee = self.exchange.get_funding_fee(
-            amount,
-            mark_price,
-            rate,
-            # interest_rate
-            # index_price,
-        )
-
-        trade.adjust_funding_fee(funding_fee)
-
-    def initial_funding_fee(self, amount) -> float:
-        # A funding fee interval is applied immediately if within 30s of an iterval
-        # May only exist on binance
-        for begin_string in self.begin_times:
-            begin_time = datetime.strptime(begin_string, "%H:%M:%S")
-            end_time = (begin_time + timedelta(seconds=30))
-            if self._is_time_between(begin_time.time(), end_time.time()):
-                return self._calculate(amount)
-        return 0.0
-
-    def start(self):
-        for interval in self.begin_times:
-            schedule.every().day.at(interval).do(self._apply_funding_fees())
-
-        # https://stackoverflow.com/a/30393162/6331353
-        # TODO-futures: Put schedule.run_pending() somewhere in the bot_loop
-
-    def reboot(self):
-        # TODO-futures Find out how many begin_times have passed since last funding_fee added
-        amount_missed = 0
-        self.apply_funding_fees(num_of=amount_missed)
-        self.start()
-
-    def add_new_trade(self, trade):
-        self.trades.append(trade)
-
-    def remove_trade(self, trade):
-        self.trades.remove(trade)