mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-21 18:11:11 +00:00
89 lines
2.7 KiB
Python
89 lines
2.7 KiB
Python
from datetime import datetime, timedelta
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from typing import List
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import schedule
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from freqtrade.exchange import Exchange
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from freqtrade.persistence import Trade
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class FundingFee:
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trades: List[Trade]
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# Binance
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begin_times = [
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# TODO-lev: Make these UTC time
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"23:59:45",
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"07:59:45",
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"15:59:45",
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]
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exchange: Exchange
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# FTX
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# begin_times = every hour
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def __init__(self, exchange: Exchange):
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self.exchange = exchange
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def _is_time_between(self, begin_time, end_time):
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# If check time is not given, default to current UTC time
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check_time = datetime.utcnow().time()
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if begin_time < end_time:
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return check_time >= begin_time and check_time <= end_time
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else: # crosses midnight
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return check_time >= begin_time or check_time <= end_time
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def _apply_current_funding_fees(self):
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funding_rates = self.exchange.fetch_funding_rates()
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for trade in self.trades:
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funding_rate = funding_rates[trade.pair]
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self._apply_fee_to_trade(funding_rate, trade)
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def _apply_fee_to_trade(self, funding_rate: dict, trade: Trade):
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amount = trade.amount
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mark_price = funding_rate['markPrice']
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rate = funding_rate['fundingRate']
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# index_price = funding_rate['indexPrice']
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# interest_rate = funding_rate['interestRate']
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funding_fee = self.exchange.get_funding_fee(
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amount,
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mark_price,
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rate,
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# interest_rate
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# index_price,
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)
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trade.adjust_funding_fee(funding_fee)
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def initial_funding_fee(self, amount) -> float:
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# A funding fee interval is applied immediately if within 30s of an iterval
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# May only exist on binance
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for begin_string in self.begin_times:
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begin_time = datetime.strptime(begin_string, "%H:%M:%S")
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end_time = (begin_time + timedelta(seconds=30))
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if self._is_time_between(begin_time.time(), end_time.time()):
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return self._calculate(amount)
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return 0.0
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def start(self):
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for interval in self.begin_times:
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schedule.every().day.at(interval).do(self._apply_funding_fees())
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# https://stackoverflow.com/a/30393162/6331353
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# TODO-futures: Put schedule.run_pending() somewhere in the bot_loop
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def reboot(self):
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# TODO-futures Find out how many begin_times have passed since last funding_fee added
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amount_missed = 0
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self.apply_funding_fees(num_of=amount_missed)
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self.start()
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def add_new_trade(self, trade):
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self.trades.append(trade)
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def remove_trade(self, trade):
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self.trades.remove(trade)
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