107 lines
3.8 KiB
Python
107 lines
3.8 KiB
Python
|
from freqtrade.enums import Collateral, TradingMode
|
||
|
|
from freqtrade.exceptions import OperationalException
|
||
|
|
|
||
|
|
|
||
|
|
def liquidation_price(
|
||
|
|
exchange_name: str,
|
||
|
|
trading_mode: TradingMode,
|
||
|
|
** k
|
||
|
|
):
|
||
|
|
|
||
|
|
leverage_exchanges = [
|
||
|
|
'binance',
|
||
|
|
'kraken',
|
||
|
|
'ftx'
|
||
|
|
]
|
||
|
|
if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
|
||
|
|
return None
|
||
|
|
|
||
|
|
collateral: Collateral = k['collateral']
|
||
|
|
|
||
|
|
if exchange_name.lower() == "binance":
|
||
|
|
# TODO-lev: Get more variables from **k and pass them to binance
|
||
|
|
return binance(trading_mode, collateral)
|
||
|
|
elif exchange_name.lower() == "kraken":
|
||
|
|
# TODO-lev: Get more variables from **k and pass them to kraken
|
||
|
|
return kraken(trading_mode, collateral)
|
||
|
|
elif exchange_name.lower() == "ftx":
|
||
|
|
return ftx(trading_mode, collateral)
|
||
|
|
return
|
||
|
|
|
||
|
|
|
||
|
|
def exception(
|
||
|
|
exchange_name: str,
|
||
|
|
trading_mode: TradingMode,
|
||
|
|
collateral: Collateral
|
||
|
|
):
|
||
|
|
"""
|
||
|
|
Raises an exception if exchange used doesn't support desired leverage mode
|
||
|
|
:param name: Name of the exchange
|
||
|
|
:param trading_mode: spot, margin, futures
|
||
|
|
:param collateral: cross, isolated
|
||
|
|
"""
|
||
|
|
raise OperationalException(
|
||
|
|
f"{exchange_name} does not support {collateral.value} {trading_mode.value} trading")
|
||
|
|
|
||
|
|
|
||
|
|
def binance(trading_mode: TradingMode, collateral: Collateral):
|
||
|
|
"""
|
||
|
|
Calculates the liquidation price on Binance
|
||
|
|
:param name: Name of the exchange
|
||
|
|
:param trading_mode: spot, margin, futures
|
||
|
|
:param collateral: cross, isolated
|
||
|
|
"""
|
||
|
|
# TODO-lev: Additional arguments, fill in formulas
|
||
|
|
|
||
|
|
if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS:
|
||
|
|
# TODO-lev: perform a calculation based on this formula
|
||
|
|
# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
|
||
|
|
exception("binance", trading_mode, collateral)
|
||
|
|
elif trading_mode == TradingMode.FUTURES and collateral == Collateral.CROSS:
|
||
|
|
# TODO-lev: perform a calculation based on this formula
|
||
|
|
# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
|
||
|
|
exception("binance", trading_mode, collateral)
|
||
|
|
elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
|
||
|
|
# TODO-lev: perform a calculation based on this formula
|
||
|
|
# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
|
||
|
|
exception("binance", trading_mode, collateral)
|
||
|
|
|
||
|
|
# If nothing was returned
|
||
|
|
exception("binance", trading_mode, collateral)
|
||
|
|
|
||
|
|
|
||
|
|
def kraken(trading_mode: TradingMode, collateral: Collateral):
|
||
|
|
"""
|
||
|
|
Calculates the liquidation price on Kraken
|
||
|
|
:param name: Name of the exchange
|
||
|
|
:param trading_mode: spot, margin, futures
|
||
|
|
:param collateral: cross, isolated
|
||
|
|
"""
|
||
|
|
# TODO-lev: Additional arguments, fill in formulas
|
||
|
|
|
||
|
|
if collateral == Collateral.CROSS:
|
||
|
|
if trading_mode == TradingMode.MARGIN:
|
||
|
|
exception("kraken", trading_mode, collateral)
|
||
|
|
# TODO-lev: perform a calculation based on this formula
|
||
|
|
# https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
|
||
|
|
elif trading_mode == TradingMode.FUTURES:
|
||
|
|
exception("kraken", trading_mode, collateral)
|
||
|
|
|
||
|
|
# If nothing was returned
|
||
|
|
exception("kraken", trading_mode, collateral)
|
||
|
|
|
||
|
|
|
||
|
|
def ftx(trading_mode: TradingMode, collateral: Collateral):
|
||
|
|
"""
|
||
|
|
Calculates the liquidation price on FTX
|
||
|
|
:param name: Name of the exchange
|
||
|
|
:param trading_mode: spot, margin, futures
|
||
|
|
:param collateral: cross, isolated
|
||
|
|
"""
|
||
|
|
if collateral == Collateral.CROSS:
|
||
|
|
# TODO-lev: Additional arguments, fill in formulas
|
||
|
|
exception("ftx", trading_mode, collateral)
|
||
|
|
|
||
|
|
# If nothing was returned
|
||
|
|
exception("ftx", trading_mode, collateral)
|