attach_funding_to_trades

Documentation for eth_defi.hyperliquid.trade_history.attach_funding_to_trades function.

attach_funding_to_trades(closed_trades, open_trades, funding_payments)

Attach funding payments to the appropriate round-trip trades.

For each funding payment, finds the trade for that coin active at the payment timestamp and attributes the funding cost/income to it.

Modifies trades in place.

Parameters

• closed_trades (list[eth_defi.hyperliquid.trade_history.RoundTripTrade]) – List of closed round-trip trades.

• open_trades (list[eth_defi.hyperliquid.trade_history.RoundTripTrade]) – List of open round-trip trades.

• funding_payments (list[eth_defi.hyperliquid.trade_history.FundingPayment]) – Funding payments sorted chronologically.

Return type

None