From edfc3377c54ff9f732fdaa13b59fc37cac5b611d Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Mon, 1 Nov 2021 01:09:11 -0600
Subject: [PATCH] Updated exchange._get_funding_fee_dates to use new method
 funding_fee_cutoff

---
 freqtrade/exchange/binance.py  |  9 +++++++++
 freqtrade/exchange/exchange.py | 15 +++++++++++----
 2 files changed, 20 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index d23f84e7b..cc317b759 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -1,6 +1,7 @@
 """ Binance exchange subclass """
 import json
 import logging
+from datetime import datetime
 from pathlib import Path
 from typing import Dict, List, Optional, Tuple
 
@@ -227,3 +228,11 @@ class Binance(Exchange):
                             f"{arrow.get(since_ms // 1000).isoformat()}.")
         return await super()._async_get_historic_ohlcv(
             pair=pair, timeframe=timeframe, since_ms=since_ms, is_new_pair=is_new_pair)
+
+    def funding_fee_cutoff(self, d: datetime):
+        '''
+            # TODO-lev: Double check that gateio, ftx, and kraken don't also have this
+            :param d: The open date for a trade
+            :return: The cutoff open time for when a funding fee is charged
+        '''
+        return d.minute > 0 or (d.minute == 0 and d.second > 15)
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 479a788a8..3e82dd626 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1702,17 +1702,24 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _get_funding_fee_dates(self, d1, d2):
-        d1_hours = d1.hour + 1 if d1.minute > 0 or (d1.minute == 0 and d1.second > 15) else d1.hour
+    def funding_fee_cutoff(self, d: datetime):
+        '''
+            :param d: The open date for a trade
+            :return: The cutoff open time for when a funding fee is charged
+        '''
+        return d.minute > 0 or d.second > 0
+
+    def _get_funding_fee_dates(self, d1: datetime, d2: datetime):
+        d1_hours = d1.hour + 1 if self.funding_fee_cutoff(d1) else d1.hour
         d1 = datetime(d1.year, d1.month, d1.day, d1_hours)
         d2 = datetime(d2.year, d2.month, d2.day, d2.hour)
 
         results = []
         d3 = d1
-        while d3 < d2:
-            d3 += timedelta(hours=1)
+        while d3 <= d2:
             if d3.hour in self.funding_fee_times:
                 results.append(d3)
+            d3 += timedelta(hours=1)
 
         return results