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https://github.com/freqtrade/freqtrade.git
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Use FtPrecise in interest calculation
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parent
da253f12fe
commit
902afc2f02
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@ -1,20 +1,20 @@
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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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from freqtrade.util import FtPrecise
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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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one = FtPrecise(1.0)
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four = FtPrecise(4.0)
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twenty_four = FtPrecise(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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borrowed: FtPrecise,
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rate: FtPrecise,
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hours: FtPrecise
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) -> FtPrecise:
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"""
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Equation to calculate interest on margin trades
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@ -31,13 +31,13 @@ def interest(
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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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return borrowed * rate * FtPrecise(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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return borrowed * rate * (one + FtPrecise(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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return borrowed * rate * FtPrecise(ceil(hours)) / twenty_four
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else:
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raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
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@ -1,14 +1,14 @@
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from decimal import Decimal
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from math import isclose
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import pytest
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from freqtrade.leverage import interest
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from freqtrade.util import FtPrecise
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ten_mins = Decimal(1 / 6)
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five_hours = Decimal(5.0)
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twentyfive_hours = Decimal(25.0)
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ten_mins = FtPrecise(1 / 6)
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five_hours = FtPrecise(5.0)
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twentyfive_hours = FtPrecise(25.0)
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@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
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@ -28,11 +28,11 @@ twentyfive_hours = Decimal(25.0)
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('ftx', 0.00025, twentyfive_hours, 0.015625),
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])
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def test_interest(exchange, interest_rate, hours, expected):
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borrowed = Decimal(60.0)
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borrowed = FtPrecise(60.0)
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assert isclose(interest(
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exchange_name=exchange,
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borrowed=borrowed,
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rate=Decimal(interest_rate),
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rate=FtPrecise(interest_rate),
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hours=hours
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), expected)
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@ -892,7 +892,7 @@ def test_api_performance(botclient, fee):
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assert_response(rc)
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assert len(rc.json()) == 2
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assert rc.json() == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61, 'profit_pct': 7.61,
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'profit_ratio': 0.07609203, 'profit_abs': 0.01872279},
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'profit_ratio': 0.07609203, 'profit_abs': 0.0187228},
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{'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57, 'profit_pct': -5.57,
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'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
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