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