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Merge pull request #5541 from arunavo4/feat/short

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[Feat/Short] Added Ftx Interest Calculation
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Matthias 2021-09-19 09:05:17 +02:00 committed by GitHub
commit b83689f9ea
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2 changed files with 8 additions and 6 deletions
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7
freqtrade/leverage/interest.py
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@ -20,7 +20,7 @@ def interest(
:param exchange_name: The exchanged being trading on :param exchange_name: The exchanged being trading on
:param borrowed: The amount of currency being borrowed :param borrowed: The amount of currency being borrowed
:param rate: The rate of interest :param rate: The rate of interest (i.e daily interest rate)
:param hours: The time in hours that the currency has been borrowed for :param hours: The time in hours that the currency has been borrowed for
Raises: Raises:
@ -36,7 +36,8 @@ def interest(
# Rounded based on https://kraken-fees-calculator.github.io/ # Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (one+ceil(hours/four)) return borrowed * rate * (one+ceil(hours/four))
elif exchange_name == "ftx": elif exchange_name == "ftx":
# TODO-lev: Add FTX interest formula # As Explained under #Interest rates section in
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade") # https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
return borrowed * rate * ceil(hours)/twenty_four
else: else:
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade") raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

7
tests/leverage/test_leverage.py → tests/leverage/test_interest.py
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@ -22,9 +22,10 @@ twentyfive_hours = Decimal(25.0)
('kraken', 0.00025, five_hours, 0.045), ('kraken', 0.00025, five_hours, 0.045),
('kraken', 0.00025, twentyfive_hours, 0.12), ('kraken', 0.00025, twentyfive_hours, 0.12),
# FTX # FTX
# TODO-lev: - implement FTX tests ('ftx', 0.0005, ten_mins, 0.00125),
# ('ftx', Decimal(0.0005), ten_mins, 0.06), ('ftx', 0.00025, ten_mins, 0.000625),
# ('ftx', Decimal(0.0005), five_hours, 0.045), ('ftx', 0.00025, five_hours, 0.003125),
('ftx', 0.00025, twentyfive_hours, 0.015625),
]) ])
def test_interest(exchange, interest_rate, hours, expected): def test_interest(exchange, interest_rate, hours, expected):
borrowed = Decimal(60.0) borrowed = Decimal(60.0)