stable/freqtrade/leverage/interest.py
2022-08-13 08:43:56 +02:00

44 lines
1.5 KiB
Python

from math import ceil
from freqtrade.exceptions import OperationalException
from freqtrade.util import FtPrecise
one = FtPrecise(1.0)
four = FtPrecise(4.0)
twenty_four = FtPrecise(24.0)
def interest(
exchange_name: str,
borrowed: FtPrecise,
rate: FtPrecise,
hours: FtPrecise
) -> FtPrecise:
"""
Equation to calculate interest on margin trades
:param exchange_name: The exchanged being trading on
:param borrowed: The amount of currency being borrowed
:param rate: The rate of interest (i.e daily interest rate)
:param hours: The time in hours that the currency has been borrowed for
Raises:
OperationalException: Raised if freqtrade does
not support margin trading for this exchange
Returns: The amount of interest owed (currency matches borrowed)
"""
exchange_name = exchange_name.lower()
if exchange_name == "binance":
return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
elif exchange_name == "kraken":
# Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (one + FtPrecise(ceil(hours / four)))
elif exchange_name == "ftx":
# As Explained under #Interest rates section in
# https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
else:
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")