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Merge branch 'funding-fee-dry-run' of https://github.com/samgermain/freqtrade into funding-fee-dry-run

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Sam Germain 2021-11-09 14:45:50 -06:00
commit e713f5188f
2 changed files with 16 additions and 20 deletions
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4
freqtrade/exchange/binance.py
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@ -230,9 +230,9 @@ class Binance(Exchange):
pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair) pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
def funding_fee_cutoff(self, open_date: datetime): def funding_fee_cutoff(self, open_date: datetime):
''' """
# TODO-lev: Double check that gateio, ftx, and kraken don't also have this # TODO-lev: Double check that gateio, ftx, and kraken don't also have this
:param open_date: The open date for a trade :param open_date: The open date for a trade
:return: The cutoff open time for when a funding fee is charged :return: The cutoff open time for when a funding fee is charged
''' """
return open_date.minute > 0 or (open_date.minute == 0 and open_date.second > 15) return open_date.minute > 0 or (open_date.minute == 0 and open_date.second > 15)

32
freqtrade/exchange/exchange.py
View File

@ -1705,10 +1705,10 @@ class Exchange:
raise OperationalException(e) from e raise OperationalException(e) from e
def funding_fee_cutoff(self, open_date: datetime): def funding_fee_cutoff(self, open_date: datetime):
''' """
:param open_date: The open date for a trade :param open_date: The open date for a trade
:return: The cutoff open time for when a funding fee is charged :return: The cutoff open time for when a funding fee is charged
''' """
return open_date.minute > 0 or open_date.second > 0 return open_date.minute > 0 or open_date.second > 0
def _get_funding_fee_dates(self, start: datetime, end: datetime): def _get_funding_fee_dates(self, start: datetime, end: datetime):
@ -1849,30 +1849,26 @@ class Exchange:
return fees return fees
def get_funding_fees(self, pair: str, amount: float, open_date: datetime): def get_funding_fees(self, pair: str, amount: float, open_date: datetime):
"""
Fetch funding fees, either from the exchange (live) or calculates them
based on funding rate/mark price history
:param pair: The quote/base pair of the trade
:param amount: Trade amount
:param open_date: Open date of the trade
"""
if self._config['dry_run']: if self._config['dry_run']:
funding_fees = self._calculate_funding_fees( funding_fees = self._calculate_funding_fees(pair, amount, open_date)
pair,
amount,
open_date
)
else: else:
funding_fees = self._get_funding_fees_from_exchange( funding_fees = self._get_funding_fees_from_exchange(pair, open_date)
pair,
open_date
)
return funding_fees return funding_fees
@retrier @retrier
def get_funding_rate_history( def get_funding_rate_history(self, pair: str, since: int) -> Dict:
self, """
pair: str,
since: int,
) -> Dict:
'''
:param pair: quote/base currency pair :param pair: quote/base currency pair
:param since: timestamp in ms of the beginning time :param since: timestamp in ms of the beginning time
:param end: timestamp in ms of the end time :param end: timestamp in ms of the end time
''' """
if not self.exchange_has("fetchFundingRateHistory"): if not self.exchange_has("fetchFundingRateHistory"):
raise ExchangeError( raise ExchangeError(
f"CCXT has not implemented fetchFundingRateHistory for {self.name}; " f"CCXT has not implemented fetchFundingRateHistory for {self.name}; "