stable/freqtrade/leverage/liquidation_price.py

134 lines
4.3 KiB
Python
Raw Normal View History

2021-08-06 07:15:18 +00:00
from typing import Optional
from freqtrade.enums import Collateral, TradingMode
from freqtrade.exceptions import OperationalException
def liquidation_price(
exchange_name: str,
open_rate: float,
is_short: bool,
leverage: float,
trading_mode: TradingMode,
collateral: Optional[Collateral]
) -> Optional[float]:
leverage_exchanges = [
'binance',
'kraken',
'ftx'
]
if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
return None
if not collateral:
raise OperationalException(
"Parameter collateral is required by liquidation_price when trading_mode is "
f"{trading_mode}"
)
if exchange_name.lower() == "binance":
return binance(open_rate, is_short, leverage, trading_mode, collateral)
elif exchange_name.lower() == "kraken":
return kraken(open_rate, is_short, leverage, trading_mode, collateral)
elif exchange_name.lower() == "ftx":
return ftx(open_rate, is_short, leverage, trading_mode, collateral)
raise OperationalException(
f"liquidation_price is not yet implemented for {exchange_name}"
)
def exception(
exchange: 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} does not support {collateral.value} {trading_mode.value} trading")
def binance(
open_rate: float,
is_short: bool,
leverage: float,
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(
open_rate: float,
is_short: bool,
leverage: float,
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(
open_rate: float,
is_short: bool,
leverage: float,
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)