Updated exchange._get_funding_fee_dates to use new method funding_fee_cutoff

This commit is contained in:
Sam Germain
2021-11-01 01:09:11 -06:00
parent 77d247e179
commit edfc3377c5
2 changed files with 20 additions and 4 deletions

View File

@@ -1,6 +1,7 @@
""" Binance exchange subclass """
import json
import logging
from datetime import datetime
from pathlib import Path
from typing import Dict, List, Optional, Tuple
@@ -227,3 +228,11 @@ class Binance(Exchange):
f"{arrow.get(since_ms // 1000).isoformat()}.")
return await super()._async_get_historic_ohlcv(
pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
def funding_fee_cutoff(self, d: datetime):
'''
# TODO-lev: Double check that gateio, ftx, and kraken don't also have this
:param d: The open date for a trade
:return: The cutoff open time for when a funding fee is charged
'''
return d.minute > 0 or (d.minute == 0 and d.second > 15)