mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
44 lines
1.4 KiB
Python
44 lines
1.4 KiB
Python
from decimal import Decimal
|
|
from math import ceil
|
|
|
|
from freqtrade.exceptions import OperationalException
|
|
|
|
|
|
one = Decimal(1.0)
|
|
four = Decimal(4.0)
|
|
twenty_four = Decimal(24.0)
|
|
|
|
|
|
def interest(
|
|
exchange_name: str,
|
|
borrowed: Decimal,
|
|
rate: Decimal,
|
|
hours: Decimal
|
|
) -> Decimal:
|
|
"""
|
|
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 * ceil(hours) / twenty_four
|
|
elif exchange_name == "kraken":
|
|
# Rounded based on https://kraken-fees-calculator.github.io/
|
|
return borrowed * rate * (one + 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 * ceil(hours) / twenty_four
|
|
else:
|
|
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
|