Changed funding fee tracking method, need to get funding_rate and open prices at multiple candles

freqtrade/exchange/binance.py

@@ -1,6 +1,6 @@
 """ Binance exchange subclass """
 import logging
-from typing import Dict
+from typing import Dict, Optional
 
 import ccxt
 

freqtrade/exchange/exchange.py

@@ -9,7 +9,7 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from math import ceil
-from typing import Any, Dict, List, Optional, Tuple, Union
+from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
 import ccxt
@@ -361,7 +361,7 @@ class Exchange:
             raise OperationalException(
                 'Could not load markets, therefore cannot start. '
                 'Please investigate the above error for more details.'
-                )
+            )
         quote_currencies = self.get_quote_currencies()
         if stake_currency not in quote_currencies:
             raise OperationalException(
@@ -1516,35 +1516,13 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    @retrier
-    def get_funding_fees(self, pair: str, since: Union[datetime, int]) -> float:
-        """
-            Returns the sum of all funding fees that were exchanged for a pair within a timeframe
-            :param pair: (e.g. ADA/USDT)
-            :param since: The earliest time of consideration for calculating funding fees,
-                in unix time or as a datetime
-        """
-
+    # https://www.binance.com/en/support/faq/360033525031
+    def fetch_funding_rate(self):
         if not self.exchange_has("fetchFundingHistory"):
             raise OperationalException(
                 f"fetch_funding_history() has not been implemented on ccxt.{self.name}")
 
-        if type(since) is datetime:
-            since = int(since.strftime('%s'))
-
-        try:
-            funding_history = self._api.fetch_funding_history(
-                pair=pair,
-                since=since
-            )
-            return sum(fee['amount'] for fee in funding_history)
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get funding fees due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
+        return self._api.fetch_funding_rates()
 
 
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:

freqtrade/exchange/ftx.py

@@ -1,6 +1,6 @@
 """ FTX exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 import ccxt