Added funding_times property to exchange

freqtrade/exchange/__init__.py

@@ -8,7 +8,7 @@ from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
-from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
+from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges, hours_to_time,
                                          is_exchange_known_ccxt, is_exchange_officially_supported,
                                          market_is_active, timeframe_to_minutes, timeframe_to_msecs,
                                          timeframe_to_next_date, timeframe_to_prev_date,

freqtrade/exchange/binance.py

@@ -1,12 +1,12 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict, Optional
+from typing import Dict, List
 
 import ccxt
-
+from datetime import time
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
-from freqtrade.exchange import Exchange
+from freqtrade.exchange import Exchange, hours_to_time
 from freqtrade.exchange.common import retrier
 
 
@@ -23,6 +23,7 @@ class Binance(Exchange):
         "trades_pagination_arg": "fromId",
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
     }
+    funding_fee_times: List[time] = hours_to_time([0, 8, 16])
 
     def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
         """

freqtrade/exchange/exchange.py

@@ -7,7 +7,7 @@ import http
 import inspect
 import logging
 from copy import deepcopy
-from datetime import datetime, timezone
+from datetime import datetime, time, timezone
 from math import ceil
 from typing import Any, Dict, List, Optional, Tuple
 
@@ -69,6 +69,7 @@ class Exchange:
         "l2_limit_range_required": True,  # Allow Empty L2 limit (kucoin)
     }
     _ft_has: Dict = {}
+    funding_fee_times: List[time] = []
 
     def __init__(self, config: Dict[str, Any], validate: bool = True) -> None:
         """
@@ -1525,6 +1526,15 @@ class Exchange:
         return self._api.fetch_funding_rates()
 
 
+def hours_to_time(hours: List[int]) -> List[time]:
+    '''
+        :param hours: a list of hours as a time of day (e.g. [1, 16] is 01:00 and 16:00 o'clock)
+        :return: a list of datetime time objects that correspond to the hours in hours
+    '''
+    # TODO-lev: These must be utc time
+    return [datetime.strptime(str(t), '%H').time() for t in hours]
+
+
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)
 

freqtrade/exchange/ftx.py

@@ -1,12 +1,12 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict, Optional
+from typing import Any, Dict, List
 
 import ccxt
-
+from datetime import time
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
-from freqtrade.exchange import Exchange
+from freqtrade.exchange import Exchange, hours_to_time
 from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
 from freqtrade.misc import safe_value_fallback2
 
@@ -20,6 +20,7 @@ class Ftx(Exchange):
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
+    funding_fee_times: List[time] = hours_to_time(list(range(0, 23)))
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """

freqtrade/exchange/kraken.py

@@ -1,12 +1,12 @@
 """ Kraken exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, List
 
 import ccxt
-
+from datetime import time
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
-from freqtrade.exchange import Exchange
+from freqtrade.exchange import Exchange, hours_to_time
 from freqtrade.exchange.common import retrier
 
 
@@ -22,6 +22,7 @@ class Kraken(Exchange):
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
     }
+    funding_fee_times: List[time] = hours_to_time([0, 4, 8, 12, 16, 20])
 
     def market_is_tradable(self, market: Dict[str, Any]) -> bool:
         """