feat: add "current funding fee" endpoint

part of #12206

freqtrade/data/dataprovider.py

@@ -23,7 +23,7 @@ from freqtrade.data.history import get_datahandler, load_pair_history
 from freqtrade.enums import CandleType, RPCMessageType, RunMode, TradingMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_prev_date, timeframe_to_seconds
-from freqtrade.exchange.exchange_types import OrderBook
+from freqtrade.exchange.exchange_types import FundingRate, OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
@@ -548,6 +548,7 @@ class DataProvider:
     def ticker(self, pair: str):
         """
         Return last ticker data from exchange
+        Warning: Performs a network request - so use with common sense.
         :param pair: Pair to get the data for
         :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
@@ -561,7 +562,7 @@ class DataProvider:
     def orderbook(self, pair: str, maximum: int) -> OrderBook:
         """
         Fetch latest l2 orderbook data
-        Warning: Does a network request - so use with common sense.
+        Warning: Performs a network request - so use with common sense.
         :param pair: pair to get the data for
         :param maximum: Maximum number of orderbook entries to query
         :return: dict including bids/asks with a total of `maximum` entries.
@@ -570,6 +571,22 @@ class DataProvider:
             raise OperationalException(NO_EXCHANGE_EXCEPTION)
         return self._exchange.fetch_l2_order_book(pair, maximum)
 
+    def funding_rate(self, pair: str) -> FundingRate:
+        """
+        Return Funding rate from the exchange
+        Warning: Performs a network request - so use with common sense.
+        :param pair: Pair to get the data for
+        :return: Funding rate dict from exchange or empty dict if funding rate is not available
+            If available, the "funding_rate" field will contain the funding rate.
+            Actually filled fields may vary between exchanges.
+        """
+        if self._exchange is None:
+            raise OperationalException(NO_EXCHANGE_EXCEPTION)
+        try:
+            return self._exchange.fetch_funding_rate(pair)
+        except ExchangeError:
+            return {}
+
     def send_msg(self, message: str, *, always_send: bool = False) -> None:
         """
         Send custom RPC Notifications from your bot.

freqtrade/exchange/exchange.py

@@ -73,6 +73,7 @@ from freqtrade.exchange.exchange_types import (
     CcxtOrder,
     CcxtPosition,
     FtHas,
+    FundingRate,
     OHLCVResponse,
     OrderBook,
     Ticker,
@@ -2001,6 +2002,28 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @retrier
+    def fetch_funding_rate(self, pair: str) -> FundingRate:
+        """
+        Get current Funding rate from exchange.
+        On Futures markets, this is the interest rate for holding a position.
+        Won't work for non-futures markets
+        """
+        try:
+            return self._api.fetch_funding_rate(pair)
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f"Exchange {self._api.name} does not support fetching funding rate. Message: {e}"
+            ) from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Could not get funding rate due to {e.__class__.__name__}. Message: {e}"
+            ) from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     @staticmethod
     def get_next_limit_in_list(
         limit: int,

freqtrade/exchange/exchange_types.py

@@ -1,5 +1,8 @@
 from typing import Any, Literal, TypedDict
 
+# Re-export for easier use
+from ccxt.base.types import FundingRate  # noqa: F401
+
 from freqtrade.enums import CandleType