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Added tests and docstring to exchange funding_fee methods, removed utils

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Sam Germain
2021-09-09 01:43:05 -06:00
parent d54117990b
commit dfb9937436
9 changed files with 134 additions and 24 deletions
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12
freqtrade/exchange/exchange.py
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@@ -1555,7 +1555,7 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def get_mark_price(self, pair: str, when: datetime):
def _get_mark_price(self, pair: str, when: datetime):
"""
Get's the value of the underlying asset for a futures contract
at a specific date and time in the past
@@ -1563,7 +1563,7 @@ class Exchange:
# TODO-lev: implement
raise OperationalException(f"get_mark_price has not been implemented for {self.name}")
def get_funding_rate(self, pair: str, when: datetime):
def _get_funding_rate(self, pair: str, when: datetime):
"""
Get's the funding_rate for a pair at a specific date and time in the past
"""
@@ -1587,7 +1587,7 @@ class Exchange:
"""
raise OperationalException(f"Funding fee has not been implemented for {self.name}")
def get_funding_fee_dates(self, open_date: datetime, close_date: datetime):
def _get_funding_fee_dates(self, open_date: datetime, close_date: datetime):
"""
Get's the date and time of every funding fee that happened between two datetimes
"""
@@ -1619,9 +1619,9 @@ class Exchange:
"""
fees: float = 0
for date in self.get_funding_fee_dates(open_date, close_date):
funding_rate = self.get_funding_rate(pair, date)
mark_price = self.get_mark_price(pair, date)
for date in self._get_funding_fee_dates(open_date, close_date):
funding_rate = self._get_funding_rate(pair, date)
mark_price = self._get_mark_price(pair, date)
fees += self._get_funding_fee(amount, mark_price, funding_rate)
return fees