Simplify liquidation price calling structure

freqtrade/exchange/exchange.py

@@ -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]:

freqtrade/freqtradebot.py

@@ -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,
+                    wallet_balance=trade.stake_amount,
-                    is_short=trade.is_short
                 ))
 
             # Updating wallets when order is closed

freqtrade/optimize/backtesting.py

@@ -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,
             ))
 

tests/exchange/test_exchange.py

@@ -4089,68 +4089,6 @@ def test_combine_funding_and_mark(
         assert len(df) == 0
 
 
-def test_get_or_calculate_liquidation_price(mocker, default_conf):
-
-    api_mock = MagicMock()
-    positions = [
-        {
-            'info': {},
-            'symbol': 'NEAR/USDT:USDT',
-            'timestamp': 1642164737148,
-            'datetime': '2022-01-14T12:52:17.148Z',
-            'initialMargin': 1.51072,
-            'initialMarginPercentage': 0.1,
-            'maintenanceMargin': 0.38916147,
-            'maintenanceMarginPercentage': 0.025,
-            'entryPrice': 18.884,
-            'notional': 15.1072,
-            'leverage': 9.97,
-            'unrealizedPnl': 0.0048,
-            'contracts': 8,
-            'contractSize': 0.1,
-            'marginRatio': None,
-            'liquidationPrice': 17.47,
-            'markPrice': 18.89,
-            'margin_mode': 1.52549075,
-            'marginType': 'isolated',
-            'side': 'buy',
-            'percentage': 0.003177292946409658
-        }
-    ]
-    api_mock.fetch_positions = MagicMock(return_value=positions)
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        exchange_has=MagicMock(return_value=True),
-    )
-    default_conf['dry_run'] = False
-    default_conf['trading_mode'] = 'futures'
-    default_conf['margin_mode'] = 'isolated'
-    default_conf['liquidation_buffer'] = 0.0
-
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-    liq_price = exchange.get_or_calculate_liquidation_price(
-        pair='NEAR/USDT:USDT',
-        open_rate=18.884,
-        is_short=False,
-        amount=0.8,
-        stake_amount=18.884 * 0.8,
-        wallet_balance=0.8,
-    )
-    assert liq_price == 17.47
-
-    default_conf['liquidation_buffer'] = 0.05
-    exchange = get_patched_exchange(mocker, default_conf, api_mock)
-    liq_price = exchange.get_or_calculate_liquidation_price(
-        pair='NEAR/USDT:USDT',
-        open_rate=18.884,
-        is_short=False,
-        amount=0.8,
-        stake_amount=18.884 * 0.8,
-        wallet_balance=0.8,
-    )
-    assert liq_price == 17.540699999999998
-
-
 @pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
     ('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00",  30.0, 0.0),
     ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00",  30.0, -0.00091409999),
@@ -4541,7 +4479,7 @@ def test_liquidation_price_is_none(
     default_conf['trading_mode'] = trading_mode
     default_conf['margin_mode'] = margin_mode
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
-    assert exchange.get_or_calculate_liquidation_price(
+    assert exchange.get_liquidation_price(
         pair='DOGE/USDT',
         open_rate=open_rate,
         is_short=is_short,
@@ -4576,7 +4514,7 @@ def test_liquidation_price(
     default_conf['liquidation_buffer'] = 0.0
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
-    assert isclose(round(exchange.get_or_calculate_liquidation_price(
+    assert isclose(round(exchange.get_liquidation_price(
         pair='DOGE/USDT',
         open_rate=open_rate,
         is_short=is_short,
@@ -5003,6 +4941,66 @@ def test__get_params(mocker, default_conf, exchange_name):
     ) == params2
 
 
+def test_get_liquidation_price1(mocker, default_conf):
+
+    api_mock = MagicMock()
+    positions = [
+        {
+            'info': {},
+            'symbol': 'NEAR/USDT:USDT',
+            'timestamp': 1642164737148,
+            'datetime': '2022-01-14T12:52:17.148Z',
+            'initialMargin': 1.51072,
+            'initialMarginPercentage': 0.1,
+            'maintenanceMargin': 0.38916147,
+            'maintenanceMarginPercentage': 0.025,
+            'entryPrice': 18.884,
+            'notional': 15.1072,
+            'leverage': 9.97,
+            'unrealizedPnl': 0.0048,
+            'contracts': 8,
+            'contractSize': 0.1,
+            'marginRatio': None,
+            'liquidationPrice': 17.47,
+            'markPrice': 18.89,
+            'margin_mode': 1.52549075,
+            'marginType': 'isolated',
+            'side': 'buy',
+            'percentage': 0.003177292946409658
+        }
+    ]
+    api_mock.fetch_positions = MagicMock(return_value=positions)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        exchange_has=MagicMock(return_value=True),
+    )
+    default_conf['dry_run'] = False
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    default_conf['liquidation_buffer'] = 0.0
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    liq_price = exchange.get_liquidation_price(
+        pair='NEAR/USDT:USDT',
+        open_rate=18.884,
+        is_short=False,
+        amount=0.8,
+        stake_amount=18.884 * 0.8,
+    )
+    assert liq_price == 17.47
+
+    default_conf['liquidation_buffer'] = 0.05
+    exchange = get_patched_exchange(mocker, default_conf, api_mock)
+    liq_price = exchange.get_liquidation_price(
+        pair='NEAR/USDT:USDT',
+        open_rate=18.884,
+        is_short=False,
+        amount=0.8,
+        stake_amount=18.884 * 0.8,
+    )
+    assert liq_price == 17.540699999999998
+
+
 @pytest.mark.parametrize('liquidation_buffer', [0.0, 0.05])
 @pytest.mark.parametrize(
     "is_short,trading_mode,exchange_name,margin_mode,leverage,open_rate,amount,expected_liq", [
@@ -5116,7 +5114,7 @@ def test_get_liquidation_price(
         open_rate=open_rate,
         amount=amount,
         stake_amount=amount * open_rate / leverage,
-        leverage=leverage,
+        # leverage=leverage,
         is_short=is_short,
     )
     if expected_liq is None: