diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 027888fb1..3ef6be74c 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -144,6 +144,27 @@ class Binance(Exchange):
         """
         return open_date.minute == 0 and open_date.second < 15
 
+    def fetch_funding_rates(self, symbols: Optional[List[str]] = None) -> Dict[str, float]:
+        """
+        Fetch funding rates for the given symbols.
+        :param symbols: List of symbols to fetch funding rates for
+        :return: Dict of funding rates for the given symbols
+        """
+        try:
+            if self.trading_mode == TradingMode.FUTURES:
+                rates = self._api.fetch_funding_rates(symbols)
+                return rates
+            return {}
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}"
+            ) from e
+
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     def dry_run_liquidation_price(
         self,
         pair: str,
@@ -191,19 +212,20 @@ class Binance(Exchange):
         if self.margin_mode == MarginMode.CROSS:
             mm_ex_1: float = 0.0
             upnl_ex_1: float = 0.0
+            pairs = [trade["pair"] for trade in open_trades]
+            funding_rates = self.fetch_funding_rates(pairs)
             for trade in open_trades:
                 if trade["pair"] == pair:
                     # Only "other" trades are considered
                     continue
+                mark_price = funding_rates[trade["pair"]]["markPrice"]
                 mm_ratio1, maint_amnt1 = self.get_maintenance_ratio_and_amt(
                     trade["pair"], trade["stake_amount"]
                 )
-                maint_margin = trade["amount"] * trade["mark_price"] * mm_ratio1 - maint_amnt1
+                maint_margin = trade["amount"] * mark_price * mm_ratio1 - maint_amnt1
                 mm_ex_1 += maint_margin
 
-                upnl_ex_1 += (
-                    trade["amount"] * trade["mark_price"] - trade["amount"] * trade["open_rate"]
-                )
+                upnl_ex_1 += trade["amount"] * mark_price - trade["amount"] * trade["open_rate"]
             cross_vars = upnl_ex_1 - mm_ex_1
 
         side_1 = -1 if is_short else 1
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 269b616d3..63c7dfa00 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -172,7 +172,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
 
 @pytest.mark.parametrize(
     "pair, is_short, trading_mode, margin_mode, wallet_balance, "
-    "maintenance_amt, amount, open_rate, mark_price, open_trades,"
+    "maintenance_amt, amount, open_rate, open_trades,"
     "mm_ratio, expected",
     [
         (
@@ -184,7 +184,6 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
             135365.00,
             3683.979,
             1456.84,
-            1456.84,  # mark price
             [],
             0.10,
             1114.78,
@@ -198,7 +197,6 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
             16300.000,
             109.488,
             32481.980,
-            32481.980,
             [],
             0.025,
             18778.73,
@@ -214,7 +212,6 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
             135365.00,
             3683.979,  # amount
             1456.84,  # open_rate
-            1335.18,  # mark_price
             [
                 {
                     # From calc example
@@ -251,7 +248,6 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
             16300.0,
             109.488,  # amount
             32481.980,  # open_rate
-            31967.27,  # mark_price
             [
                 {
                     # From calc example
@@ -290,7 +286,6 @@ def test_liquidation_price_binance(
     maintenance_amt,
     amount,
     open_rate,
-    mark_price,
     open_trades,
     mm_ratio,
     expected,
@@ -306,7 +301,18 @@ def test_liquidation_price_binance(
             return oc["mm_ratio"], oc["maintenance_amt"]
         return mm_ratio, maintenance_amt
 
+    def fetch_funding_rates(*args, **kwargs):
+        return {
+            t["pair"]: {
+                "symbol": t["pair"],
+                "markPrice": t["mark_price"],
+            }
+            for t in open_trades
+        }
+
     exchange.get_maintenance_ratio_and_amt = get_maint_ratio
+    exchange.fetch_funding_rates = fetch_funding_rates
+
     assert (
         pytest.approx(
             round(