Added funding_fee method headers to exchange, and implemented some of the methods
This commit is contained in:
@@ -3,13 +3,13 @@ import logging
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
import ccxt
|
||||
from datetime import time
|
||||
|
||||
from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
|
||||
OperationalException, TemporaryError)
|
||||
from freqtrade.exchange import Exchange
|
||||
from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
|
||||
from freqtrade.misc import safe_value_fallback2
|
||||
from freqtrade.utils import hours_to_time
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
@@ -20,7 +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)))
|
||||
funding_fee_times: List[int] = list(range(0, 23))
|
||||
|
||||
def market_is_tradable(self, market: Dict[str, Any]) -> bool:
|
||||
"""
|
||||
@@ -159,9 +159,7 @@ class Ftx(Exchange):
|
||||
contract_size: float,
|
||||
mark_price: float,
|
||||
funding_rate: Optional[float],
|
||||
# index_price: float,
|
||||
# interest_rate: float)
|
||||
):
|
||||
) -> float:
|
||||
"""
|
||||
Calculates a single funding fee
|
||||
Always paid in USD on FTX # TODO: How do we account for this
|
||||
@@ -169,5 +167,4 @@ class Ftx(Exchange):
|
||||
:param mark_price: The price of the asset that the contract is based off of
|
||||
:param funding_rate: Must be None on ftx
|
||||
"""
|
||||
(contract_size * mark_price) / 24
|
||||
return
|
||||
return (contract_size * mark_price) / 24
|
||||
|
Reference in New Issue
Block a user