implement mark_price, funding_rate, next_funding_timestamp properties

jesse/models/Position.py

@@ -20,6 +20,8 @@ class Position:
         self.opened_at = None
         self.closed_at = None
         self._mark_price = None
+        self._funding_rate = None
+        self._next_funding_timestamp = None
 
         if attributes is None:
             attributes = {}
@@ -35,11 +37,25 @@ class Position:
 
     @property
     def mark_price(self):
-        if not jh.is_livetrading():
+        if not jh.is_live():
             return self.current_price
 
         return self._mark_price
 
+    @property
+    def funding_rate(self):
+        if not jh.is_live():
+            return 0
+
+        return self._funding_rate
+
+    @property
+    def next_funding_timestamp(self):
+        if not jh.is_live():
+            return None
+
+        return self._next_funding_timestamp
+
     @property
     def value(self) -> float:
         """

jesse/strategies/Strategy.py

@@ -1252,3 +1252,15 @@ class Strategy(ABC):
             return self.position.exchange.futures_leverage
         else:
             raise ValueError('exchange type not supported!')
+
+    @property
+    def mark_price(self):
+        return self.position.mark_price
+
+    @property
+    def funding_rate(self):
+        return self.position.funding_rate
+
+    @property
+    def next_funding_timestamp(self):
+        return self.position.next_funding_timestamp

jesse/strategies/TestMarkPrice/__init__.py

@@ -0,0 +1,24 @@
+from jesse.strategies import Strategy
+
+
+class TestMarkPrice(Strategy):
+    def before(self):
+        if self.index < 10:
+            assert self.price == self.mark_price
+            assert self.funding_rate == 0
+            assert self.next_funding_timestamp is None
+
+    def should_long(self) -> bool:
+        return False
+
+    def should_short(self) -> bool:
+        return False
+
+    def go_long(self):
+        pass
+
+    def go_short(self):
+        pass
+
+    def should_cancel(self):
+        return False

tests/test_parent_strategy.py

@@ -911,6 +911,11 @@ def test_liquidation_in_isolated_mode_for_long_trades():
     )
 
 
+def test_mark_price():
+    single_route_backtest(
+        'TestMarkPrice', is_futures_trading=True,
+    )
+
 # TODO: implement liquidation in backtest mode for cross mode
 # def test_liquidation_in_cross_mode_for_short_trades():
 #     single_route_backtest(