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Implement logic around funding_fees runnign

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Matthias
2023-10-12 06:49:22 +02:00
parent 813b472c6c
commit 0843b19b6c
1 changed files with 8 additions and 3 deletions
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freqtrade/persistence/trade_model.py
+8 -3
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@@ -246,7 +246,8 @@ class Order(ModelBase):
self.ft_is_open = False self.ft_is_open = False
# Assign funding fees to Order. # Assign funding fees to Order.
# Assumes backtesting will use date_last_filled_utc to calculate future funding fees. # Assumes backtesting will use date_last_filled_utc to calculate future funding fees.
self.funding_fee = trade.funding_fees self.funding_fee = trade.funding_fee_running
trade.funding_fee_runnign = 0.0
if (self.ft_order_side == trade.entry_side and self.price): if (self.ft_order_side == trade.entry_side and self.price):
trade.open_rate = self.price trade.open_rate = self.price
@@ -665,7 +666,9 @@ class LocalTrade:
""" """
if funding_fee is None: if funding_fee is None:
return return
self.funding_fees = funding_fee self.funding_fee_running = funding_fee
prior_funding_fees = sum([o.funding_fee for o in self.orders if o.funding_fee])
self.funding_fees = prior_funding_fees + funding_fee
def __set_stop_loss(self, stop_loss: float, percent: float): def __set_stop_loss(self, stop_loss: float, percent: float):
""" """
@@ -748,7 +751,9 @@ class LocalTrade:
logger.info(f'Updating trade (id={self.id}) ...') logger.info(f'Updating trade (id={self.id}) ...')
if order.ft_order_side != 'stoploss': if order.ft_order_side != 'stoploss':
order.funding_fee = self.funding_fees order.funding_fee = self.funding_fee_running
# Reset running funding fees
self.funding_fee_running = 0.0
if order.ft_order_side == self.entry_side: if order.ft_order_side == self.entry_side:
# Update open rate and actual amount # Update open rate and actual amount