Simplify liquidation price calling structure

This commit is contained in:
Matthias
2022-08-29 06:45:00 +02:00
parent f664ebd262
commit 226fa5d93c
4 changed files with 69 additions and 101 deletions

View File

@@ -2432,36 +2432,6 @@ class Exchange:
"""
return 0.0
def get_liquidation_price(
self,
pair: str,
open_rate: float,
amount: float, # quote currency, includes leverage
stake_amount: float,
leverage: float,
is_short: bool
) -> Optional[float]:
if self.trading_mode in TradingMode.SPOT:
return None
elif (
self.trading_mode == TradingMode.FUTURES
):
isolated_liq = self.get_or_calculate_liquidation_price(
pair=pair,
open_rate=open_rate,
is_short=is_short,
amount=amount,
stake_amount=stake_amount,
wallet_balance=stake_amount, # In isolated mode, stake-amount = wallet size
mm_ex_1=0.0,
upnl_ex_1=0.0,
)
return isolated_liq
else:
raise OperationalException(
"Freqtrade currently only supports futures for leverage trading.")
def funding_fee_cutoff(self, open_date: datetime):
"""
:param open_date: The open date for a trade
@@ -2622,7 +2592,7 @@ class Exchange:
else:
return 0.0
def get_or_calculate_liquidation_price(
def get_liquidation_price(
self,
pair: str,
# Dry-run
@@ -2630,7 +2600,7 @@ class Exchange:
is_short: bool,
amount: float, # Absolute value of position size
stake_amount: float,
wallet_balance: float, # Or margin balance
wallet_balance: float = 0.0,
mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only
) -> Optional[float]:

View File

@@ -1732,12 +1732,12 @@ class FreqtradeBot(LoggingMixin):
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
trade.set_liquidation_price(self.exchange.get_liquidation_price(
leverage=trade.leverage,
pair=trade.pair,
open_rate=trade.open_rate,
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
open_rate=trade.open_rate,
is_short=trade.is_short
wallet_balance=trade.stake_amount,
))
# Updating wallets when order is closed

View File

@@ -881,7 +881,7 @@ class Backtesting:
open_rate=propose_rate,
amount=amount,
stake_amount=trade.stake_amount,
leverage=leverage,
wallet_balance=trade.stake_amount,
is_short=is_short,
))