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Add leverage to dry-run liquidation price calculation

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Matthias 2022-12-31 10:41:03 +01:00
parent a7b030fff9
commit 34e7433844
4 changed files with 9 additions and 1 deletions
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4
freqtrade/exchange/binance.py
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@ -150,6 +150,7 @@ class Binance(Exchange):
is_short: bool, is_short: bool,
amount: float, amount: float,
stake_amount: float, stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -159,11 +160,12 @@ class Binance(Exchange):
MARGIN: https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed MARGIN: https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
PERPETUAL: https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93 PERPETUAL: https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
:param exchange_name: :param pair: Pair to calculate liquidation price for
:param open_rate: Entry price of position :param open_rate: Entry price of position
:param is_short: True if the trade is a short, false otherwise :param is_short: True if the trade is a short, false otherwise
:param amount: Absolute value of position size incl. leverage (in base currency) :param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency. :param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc. :param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS :param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade :param wallet_balance: Amount of margin_mode in the wallet being used to trade

4
freqtrade/exchange/exchange.py
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@ -2687,6 +2687,7 @@ class Exchange:
is_short: bool, is_short: bool,
amount: float, # Absolute value of position size amount: float, # Absolute value of position size
stake_amount: float, stake_amount: float,
leverage: float,
wallet_balance: float, wallet_balance: float,
mm_ex_1: float = 0.0, # (Binance) Cross only mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -2708,6 +2709,7 @@ class Exchange:
open_rate=open_rate, open_rate=open_rate,
is_short=is_short, is_short=is_short,
amount=amount, amount=amount,
leverage=leverage,
stake_amount=stake_amount, stake_amount=stake_amount,
wallet_balance=wallet_balance, wallet_balance=wallet_balance,
mm_ex_1=mm_ex_1, mm_ex_1=mm_ex_1,
@ -2737,6 +2739,7 @@ class Exchange:
is_short: bool, is_short: bool,
amount: float, amount: float,
stake_amount: float, stake_amount: float,
leverage: float,
wallet_balance: float, # Or margin balance wallet_balance: float, # Or margin balance
mm_ex_1: float = 0.0, # (Binance) Cross only mm_ex_1: float = 0.0, # (Binance) Cross only
upnl_ex_1: float = 0.0, # (Binance) Cross only upnl_ex_1: float = 0.0, # (Binance) Cross only
@ -2758,6 +2761,7 @@ class Exchange:
:param is_short: True if the trade is a short, false otherwise :param is_short: True if the trade is a short, false otherwise
:param amount: Absolute value of position size incl. leverage (in base currency) :param amount: Absolute value of position size incl. leverage (in base currency)
:param stake_amount: Stake amount - Collateral in settle currency. :param stake_amount: Stake amount - Collateral in settle currency.
:param leverage: Leverage used for this position.
:param trading_mode: SPOT, MARGIN, FUTURES, etc. :param trading_mode: SPOT, MARGIN, FUTURES, etc.
:param margin_mode: Either ISOLATED or CROSS :param margin_mode: Either ISOLATED or CROSS
:param wallet_balance: Amount of margin_mode in the wallet being used to trade :param wallet_balance: Amount of margin_mode in the wallet being used to trade

1
freqtrade/freqtradebot.py
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@ -1789,6 +1789,7 @@ class FreqtradeBot(LoggingMixin):
is_short=trade.is_short, is_short=trade.is_short,
amount=trade.amount, amount=trade.amount,
stake_amount=trade.stake_amount, stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount, wallet_balance=trade.stake_amount,
)) ))

1
freqtrade/optimize/backtesting.py
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@ -863,6 +863,7 @@ class Backtesting:
open_rate=propose_rate, open_rate=propose_rate,
amount=amount, amount=amount,
stake_amount=trade.stake_amount, stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount, wallet_balance=trade.stake_amount,
is_short=is_short, is_short=is_short,
)) ))