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Updated exchange._get_funding_fee_dates to use new method funding_fee_cutoff

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Sam Germain
2021-11-01 01:09:11 -06:00
parent 77d247e179
commit edfc3377c5
2 changed files with 20 additions and 4 deletions
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15
freqtrade/exchange/exchange.py
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@@ -1702,17 +1702,24 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def _get_funding_fee_dates(self, d1, d2):
d1_hours = d1.hour + 1 if d1.minute > 0 or (d1.minute == 0 and d1.second > 15) else d1.hour
def funding_fee_cutoff(self, d: datetime):
'''
: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.second > 0
def _get_funding_fee_dates(self, d1: datetime, d2: datetime):
d1_hours = d1.hour + 1 if self.funding_fee_cutoff(d1) else d1.hour
d1 = datetime(d1.year, d1.month, d1.day, d1_hours)
d2 = datetime(d2.year, d2.month, d2.day, d2.hour)
results = []
d3 = d1
while d3 < d2:
d3 += timedelta(hours=1)
while d3 <= d2:
if d3.hour in self.funding_fee_times:
results.append(d3)
d3 += timedelta(hours=1)
return results