diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 60f4d5fdd..717844db7 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -3784,10 +3784,11 @@ class Exchange: :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price) :param futures_funding_rate: Fake funding rate to use if funding_rates are not available """ + relevant_cols = ["date", "open_mark", "open_fund"] if futures_funding_rate is None: return mark_rates.merge( funding_rates, on="date", how="inner", suffixes=["_mark", "_fund"] - ) + )[relevant_cols] else: if len(funding_rates) == 0: # No funding rate candles - full fillup with fallback variable @@ -3800,7 +3801,7 @@ class Exchange: "low": "low_mark", "volume": "volume_mark", } - ) + )[relevant_cols] else: # Fill up missing funding_rate candles with fallback value @@ -3808,7 +3809,7 @@ class Exchange: funding_rates, on="date", how="left", suffixes=["_mark", "_fund"] ) combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate) - return combined + return combined[relevant_cols] def calculate_funding_fees( self,