Added more update_funding_fee tests, set exchange of default conf

freqtrade/exchange/binance.py

@@ -29,6 +29,7 @@ class Binance(Exchange):
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
     }
     funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
+    # but the schedule won't check within this timeframe
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list

freqtrade/exchange/bybit.py

@@ -1,7 +1,8 @@
 """ Bybit exchange subclass """
 import logging
-from typing import Dict, List
+from typing import Dict, List, Tuple
 
+from freqtrade.enums import Collateral, TradingMode
 from freqtrade.exchange import Exchange
 
 
@@ -23,3 +24,9 @@ class Bybit(Exchange):
     }
 
     funding_fee_times: List[int] = [0, 8, 16]  # hours of the day
+
+    _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.FUTURES, Collateral.CROSS),  # TODO-lev: Uncomment once supported
+        # (TradingMode.FUTURES, Collateral.ISOLATED) # TODO-lev: Uncomment once supported
+    ]

freqtrade/exchange/ftx.py

@@ -21,7 +21,7 @@ class Ftx(Exchange):
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
-    funding_fee_times: List[int] = list(range(0, 23))
+    funding_fee_times: List[int] = list(range(0, 24))
 
     _supported_trading_mode_collateral_pairs: List[Tuple[TradingMode, Collateral]] = [
         # TradingMode.SPOT always supported and not required in this list

freqtrade/freqtradebot.py

@@ -111,10 +111,15 @@ class FreqtradeBot(LoggingMixin):
             self.trading_mode = TradingMode.SPOT
 
         if self.trading_mode == TradingMode.FUTURES:
-            for time_slot in self.exchange.funding_fee_times:
-                schedule.every().day.at(str(time(time_slot))).do(self.update_funding_fees)
+
+            def update():
+                self.update_funding_fees()
                 self.wallets.update()
 
+            for time_slot in self.exchange.funding_fee_times:
+                t = str(time(time_slot))
+                schedule.every().day.at(t).do(update)
+
     def notify_status(self, msg: str) -> None:
         """
         Public method for users of this class (worker, etc.) to send notifications

tests/test_freqtradebot.py

@@ -6,10 +6,10 @@ import time
 from copy import deepcopy
 from math import isclose
 from unittest.mock import ANY, MagicMock, PropertyMock
-import schedule
 
 import arrow
 import pytest
+import schedule
 
 from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
 from freqtrade.enums import RPCMessageType, RunMode, SellType, State, TradingMode
@@ -4281,40 +4281,29 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
     assert valid_price_at_min_alwd < proposed_price
 
 
-@pytest.mark.parametrize('exchange,trading_mode,calls', [
-    ("ftx", TradingMode.SPOT, 0),
-    ("ftx", TradingMode.MARGIN, 0),
-    ("binance", TradingMode.FUTURES, 2),
-    ("kraken", TradingMode.FUTURES, 3),
-    ("ftx", TradingMode.FUTURES, 9),
+@pytest.mark.parametrize('exchange,trading_mode,calls,t1,t2', [
+    ("ftx", TradingMode.SPOT, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
+    ("ftx", TradingMode.MARGIN, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
+    ("binance", TradingMode.FUTURES, 1, "2021-09-01 00:00:01", "2021-09-01 08:00:00"),
+    ("kraken", TradingMode.FUTURES, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00"),
+    ("ftx", TradingMode.FUTURES, 8, "2021-09-01 00:00:01", "2021-09-01 08:00:00"),
+    ("binance", TradingMode.FUTURES, 2, "2021-08-31 23:59:59", "2021-09-01 08:00:01"),
+    ("kraken", TradingMode.FUTURES, 3, "2021-08-31 23:59:59", "2021-09-01 08:00:01"),
+    ("ftx", TradingMode.FUTURES, 9, "2021-08-31 23:59:59", "2021-09-01 08:00:01"),
 ])
-def test_update_funding_fees(mocker, default_conf, exchange, trading_mode, calls, time_machine):
-    time_machine.move_to("2021-09-01 00:00:00 +00:00")
+def test_update_funding_fees(mocker, default_conf, exchange, trading_mode, calls, time_machine,
+                             t1, t2):
+    time_machine.move_to(f"{t1} +00:00")
 
     patch_RPCManager(mocker)
     patch_exchange(mocker, id=exchange)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
     default_conf['trading_mode'] = trading_mode
     default_conf['collateral'] = 'isolated'
+    default_conf['exchange']['name'] = exchange
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
-    # trade = Trade(
-    #     id=2,
-    #     pair='ADA/USDT',
-    #     stake_amount=60.0,
-    #     open_rate=2.0,
-    #     amount=30.0,
-    #     is_open=True,
-    #     open_date=arrow.utcnow().datetime,
-    #     fee_open=fee.return_value,
-    #     fee_close=fee.return_value,
-    #     exchange='binance',
-    #     is_short=False,
-    #     leverage=3.0,
-    #     trading_mode=trading_mode
-    # )
-
-    time_machine.move_to("2021-09-01 08:00:00 +00:00")
+    time_machine.move_to(f"{t2} +00:00")
     schedule.run_pending()
 
     assert freqtrade.update_funding_fees.call_count == calls