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Changed leverage mode formula to trading mode

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This commit is contained in:
Sam Germain 2021-08-01 16:19:59 -06:00
parent 5312d044a0
commit 03aa99c5a2
3 changed files with 33 additions and 31 deletions
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11
freqtrade/enums/leveragemode.py
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@ -1,11 +0,0 @@
from enum import Enum
class LeverageMode(Enum):
"""
Enum to distinguish between cross margin, isolated margin, and futures
"""
CROSS = "cross"
ISOLATED = "isolated"
CROSS_FUTURES = "cross_futures"
ISOLATED_FUTURES = "cross_futures"

40
freqtrade/enums/liqformula.py
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@ -3,7 +3,7 @@ from enum import Enum
# from math import ceil # from math import ceil
from typing import Optional from typing import Optional
from freqtrade.enums import LeverageMode from freqtrade.enums import TradingMode
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
@ -14,59 +14,59 @@ class LiqFormula(Enum):
KRAKEN = "KRAKEN" KRAKEN = "KRAKEN"
FTX = "FTX" FTX = "FTX"
def __exception(self, leverage_mode: LeverageMode, freq_specific: Optional[bool] = True): def __exception(self, trading_mode: TradingMode, freq_specific: Optional[bool] = True):
""" """
Raises an exception if exchange used doesn't support desired leverage mode Raises an exception if exchange used doesn't support desired leverage mode
:param leverage_mode: cross, isolated, cross_futures or isolated_futures :param trading_mode: cross, isolated, cross_futures or isolated_futures
:param freq_specific: :param freq_specific:
False if the exchange does not support this leverage mode False if the exchange does not support this leverage mode
True if only freqtrade doesn't support it True if only freqtrade doesn't support it
""" """
if freq_specific: if freq_specific:
raise OperationalException( raise OperationalException(
f"Freqtrade does not support {leverage_mode.value} on {self.name}") f"Freqtrade does not support {trading_mode.value} on {self.name}")
else: else:
raise OperationalException(f"{self.name} does not support {leverage_mode.value}") raise OperationalException(f"{self.name} does not support {trading_mode.value}")
def __call__(self, **k): def __call__(self, **k):
leverage_mode: LeverageMode = k.leverage_mode trading_mode: TradingMode = k.trading_mode
# * Cross Margin # * Cross Margin
if leverage_mode == LeverageMode.CROSS: if trading_mode == TradingMode.CROSS:
if self.name == "BINANCE": if self.name == "BINANCE":
# TODO: perform a calculation based on this formula # TODO: perform a calculation based on this formula
# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
self.__exception(leverage_mode) self.__exception(trading_mode)
elif self.name == "KRAKEN": elif self.name == "KRAKEN":
# TODO: perform a calculation based on this formula # TODO: perform a calculation based on this formula
# https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
self.__exception(leverage_mode) self.__exception(trading_mode)
elif self.name == "FTX": elif self.name == "FTX":
self.__exception(leverage_mode) self.__exception(trading_mode)
# * Isolated Margin # * Isolated Margin
elif leverage_mode == LeverageMode.ISOLATED: elif trading_mode == TradingMode.ISOLATED:
if self.name == "KRAKEN": # Kraken doesn't have isolated margin if self.name == "KRAKEN": # Kraken doesn't have isolated margin
self.__exception(leverage_mode, False) self.__exception(trading_mode, False)
else: else:
self.__exception(leverage_mode) self.__exception(trading_mode)
# * Cross Futures # * Cross Futures
elif leverage_mode == LeverageMode.CROSS_FUTURES: elif trading_mode == TradingMode.CROSS_FUTURES:
if self.name == "BINANCE": if self.name == "BINANCE":
# TODO: perform a calculation based on this formula # TODO: perform a calculation based on this formula
# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93 # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
self.__exception(leverage_mode) self.__exception(trading_mode)
else: else:
self.__exception(leverage_mode) self.__exception(trading_mode)
# * Isolated Futures # * Isolated Futures
elif leverage_mode == LeverageMode.ISOLATED_FUTURES: elif trading_mode == TradingMode.ISOLATED_FUTURES:
if self.name == "BINANCE": if self.name == "BINANCE":
# TODO: perform a calculation based on this formula # TODO: perform a calculation based on this formula
# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93 # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
self.__exception(leverage_mode) self.__exception(trading_mode)
elif self.name == "KRAKEN": # Kraken doesn't have isolated margin elif self.name == "KRAKEN": # Kraken doesn't have isolated margin
self.__exception(leverage_mode, False) self.__exception(trading_mode, False)
else: else:
self.__exception(leverage_mode) self.__exception(trading_mode)

13
freqtrade/enums/tradingmode.py Normal file
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@ -0,0 +1,13 @@
from enum import Enum
class TradingMode(Enum):
"""
Enum to distinguish between
spot, cross margin, isolated margin, futures or any other trading method
"""
SPOT = "spot"
CROSS_MARGIN = "cross margin"
ISOLATED_MARGIN = "isolated margin"
CROSS_FUTURES = "cross futures"
ISOLATED_FUTURES = "isolated futures"