adjusted funding fee formula binance
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@@ -218,34 +218,21 @@ class Binance(Exchange):
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except ccxt.BaseError as e:
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raise OperationalException(e) from e
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def _get_premium_index(self, pair: str, date: datetime) -> float:
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raise OperationalException(f'_get_premium_index has not been implemented on {self.name}')
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def _get_mark_price(self, pair: str, date: datetime) -> float:
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raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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def _get_funding_interest_rates(self):
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rates = self._api.fetch_funding_rates()
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interest_rates = {}
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for pair, data in rates.items():
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interest_rates[pair] = data['interestRate']
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return interest_rates
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def _calculate_funding_rate(self, pair: str, premium_index: float) -> Optional[float]:
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def _get_funding_rate(self, pair: str, premium_index: float) -> Optional[float]:
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"""
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Get's the funding_rate for a pair at a specific date and time in the past
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"""
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return (
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premium_index +
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max(min(self._funding_interest_rates[pair] - premium_index, 0.0005), -0.0005)
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)
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raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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def _get_funding_fee(
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self,
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pair: str,
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contract_size: float,
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mark_price: float,
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premium_index: Optional[float],
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funding_rate: Optional[float],
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) -> float:
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"""
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Calculates a single funding fee
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