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moved dry run check for funding fees to exchange

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This commit is contained in:
Sam Germain
2021-11-08 01:50:50 -06:00
parent 252e45ebf2
commit bea37e5ea3
3 changed files with 55 additions and 34 deletions
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45
freqtrade/exchange/exchange.py
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@@ -1606,7 +1606,7 @@ class Exchange:
until=until, from_id=from_id))
@retrier
def get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float:
def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float:
"""
Returns the sum of all funding fees that were exchanged for a pair within a timeframe
:param pair: (e.g. ADA/USDT)
@@ -1794,7 +1794,7 @@ class Exchange:
raise OperationalException(f'Could not fetch historical mark price candle (OHLCV) data '
f'for pair {pair}. Message: {e}') from e
def calculate_funding_fees(
def _calculate_funding_fees(
self,
pair: str,
amount: float,
@@ -1825,16 +1825,43 @@ class Exchange:
funding_fee_dates = self._get_funding_fee_dates(open_date, close_date)
for date in funding_fee_dates:
timestamp = int(date.timestamp()) * 1000
funding_rate = funding_rate_history[timestamp]
mark_price = mark_price_history[timestamp]
fees += self._get_funding_fee(
size=amount,
mark_price=mark_price,
funding_rate=funding_rate
)
if timestamp in funding_rate_history:
funding_rate = funding_rate_history[timestamp]
else:
logger.warning(
f"Funding rate for {pair} at {date} not found in funding_rate_history"
f"Funding fee calculation may be incorrect"
)
if timestamp in mark_price_history:
mark_price = mark_price_history[timestamp]
else:
logger.warning(
f"Mark price for {pair} at {date} not found in funding_rate_history"
f"Funding fee calculation may be incorrect"
)
if funding_rate and mark_price:
fees += self._get_funding_fee(
size=amount,
mark_price=mark_price,
funding_rate=funding_rate
)
return fees
def get_funding_fees(self, pair: str, amount: float, open_date: datetime):
if self._config['dry_run']:
funding_fees = self._calculate_funding_fees(
pair,
amount,
open_date
)
else:
funding_fees = self._get_funding_fees_from_exchange(
pair,
open_date
)
return funding_fees
@retrier
def get_funding_rate_history(
self,