Added liquidation_price function

tests/leverage/test_leverage.py

@@ -0,0 +1,89 @@
+# from decimal import Decimal
+
+from freqtrade.enums import Collateral, TradingMode
+from freqtrade.leverage import liquidation_price
+
+
+# from freqtrade.exceptions import OperationalException
+binance = "binance"
+kraken = "kraken"
+ftx = "ftx"
+other = "bittrex"
+
+
+def test_liquidation_price():
+
+    spot = TradingMode.SPOT
+    margin = TradingMode.MARGIN
+    futures = TradingMode.FUTURES
+
+    cross = Collateral.CROSS
+    isolated = Collateral.ISOLATED
+
+    # NONE
+    assert liquidation_price(exchange_name=other, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=isolated) is None
+    assert liquidation_price(
+        exchange_name=other, trading_mode=futures, collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=futures,
+                             collateral=isolated) is None
+
+    # Binance
+    assert liquidation_price(exchange_name=binance, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=binance, trading_mode=spot,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=binance, trading_mode=spot,
+                             collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # TODO-lev: Replace 1.0 with real value
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=cross
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=isolated
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=futures,
+    #   collateral=cross
+    # ) == 1.0
+
+    # Binance supports isolated margin, but freqtrade likely won't for a while on Binance
+    # liquidation_price(exchange_name=binance, trading_mode=margin, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # Kraken
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot,
+                             collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # FTX
+    assert liquidation_price(ftx, trading_mode=spot) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown