moved liquidation_price method to exchange classes

freqtrade/exchange/gateio.py

@@ -51,3 +51,78 @@ class Gateio(Exchange):
         """
         info = self.markets[pair]['info']
         return (float(info['maintenance_rate']), None)
+
+    def liquidation_price_helper(
+        self,
+        open_rate: float,   # Entry price of position
+        is_short: bool,
+        leverage: float,
+        trading_mode: TradingMode,
+        mm_ratio: float,
+        collateral: Collateral,
+        maintenance_amt: Optional[float] = None,  # (Binance)
+        position: Optional[float] = None,  # (Binance and Gateio) Absolute value of position size
+        wallet_balance: Optional[float] = None,  # (Binance and Gateio)
+        taker_fee_rate: Optional[float] = None,  # (Gateio & Okex)
+        liability: Optional[float] = None,  # (Okex)
+        interest: Optional[float] = None,  # (Okex)
+        position_assets: Optional[float] = None,  # * (Okex) Might be same as position
+        mm_ex_1: Optional[float] = 0.0,  # (Binance) Cross only
+        upnl_ex_1: Optional[float] = 0.0,  # (Binance) Cross only
+    ) -> Optional[float]:
+        """
+        PERPETUAL: https://www.gate.io/help/futures/perpetual/22160/calculation-of-liquidation-price
+
+        :param exchange_name:
+        :param open_rate: Entry price of position
+        :param is_short: True if the trade is a short, false otherwise
+        :param leverage: The amount of leverage on the trade
+        :param trading_mode: SPOT, MARGIN, FUTURES, etc.
+        :param position: Absolute value of position size (in base currency)
+        :param mm_ratio:
+        :param collateral: Either ISOLATED or CROSS
+        :param maintenance_amt: # * Not required by Gateio
+        :param wallet_balance:
+            Cross-Margin Mode: crossWalletBalance
+            Isolated-Margin Mode: isolatedWalletBalance
+        :param position: Absolute value of position size (in base currency)
+        :param taker_fee_rate:
+
+        # * Not required by Gateio
+        :param liability:
+        :param interest:
+        :param position_assets:
+        :param mm_ex_1:
+        :param upnl_ex_1:
+        """
+        if trading_mode == TradingMode.SPOT:
+            return None
+
+        if not collateral:
+            raise OperationalException(
+                "Parameter collateral is required by liquidation_price when trading_mode is "
+                f"{trading_mode}"
+            )
+
+        if (not wallet_balance or not position or not taker_fee_rate):
+            raise OperationalException(
+                "Parameters wallet_balance, position, taker_fee_rate"
+                "are required by Gateio.liquidation_price"
+            )
+
+        if trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
+            # if is_inverse:
+            #     # ! Not implemented
+            #     raise OperationalException(
+            #         "Freqtrade does not support inverse contracts at the moment")
+
+            value = wallet_balance / position
+
+            mm_ratio_taker = (mm_ratio + taker_fee_rate)
+            if is_short:
+                return (open_rate + value) / (1 + mm_ratio_taker)
+            else:
+                return (open_rate - value) / (1 - mm_ratio_taker)
+        else:
+            raise OperationalException(
+                f"Gateio does not support {collateral.value} Mode {trading_mode.value} trading ")