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finished up funding fee formulas

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This commit is contained in:
Sam Germain
2021-09-15 23:51:21 -06:00
parent 98b00e8daf d77ab337bf
commit e827ba1388
2 changed files with 40 additions and 8 deletions
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15
freqtrade/exchange/exchange.py
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@@ -1567,6 +1567,12 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_premium_index(self, pair: str, date: datetime) -> float:
raise OperationalException(f'_get_premium_index has not been implemented on {self.name}')
def _get_mark_price(self, pair: str, date: datetime) -> float:
raise OperationalException(f'_get_mark_price has not been implemented on {self.name}')
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
@@ -1625,9 +1631,14 @@ 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)
premium_index = self._get_premium_index(pair, date)
mark_price = self._get_mark_price(pair, date)
fees += self._get_funding_fee(amount, mark_price, funding_rate)
fees += self._get_funding_fee(
pair=pair,
contract_size=amount,
mark_price=mark_price,
premium_index=premium_index
)
return fees