moved liquidation_buffer to exchange class, add check for valid liquidation_buffer values

freqtrade/exchange/exchange.py

@@ -135,13 +135,18 @@ class Exchange:
         self._trades_pagination = self._ft_has['trades_pagination']
         self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
 
+        # Leverage properties
         self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
-
         self.margin_mode: Optional[MarginMode] = (
             MarginMode(config.get('margin_mode'))
             if config.get('margin_mode')
             else None
         )
+        self.liquidation_buffer = config.get('liquidation_buffer', 0.05)
+        if self.liquidation_buffer < 0.0:
+            raise OperationalException('Cannot have a negative liquidation_buffer')
+        if self.liquidation_buffer > 0.99:
+            raise OperationalException('Liquidation_buffer must be below 0.99')
 
         # Initialize ccxt objects
         ccxt_config = self._ccxt_config
@@ -2062,7 +2067,7 @@ class Exchange:
 
         if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
 
-            return self.dry_run_liquidation_price(
+            isolated_liq = self.dry_run_liquidation_price(
                 pair=pair,
                 open_rate=open_rate,
                 is_short=is_short,
@@ -2076,7 +2081,7 @@ class Exchange:
             positions = self._api.fetch_positions([pair])
             if len(positions) > 0:
                 pos = positions[0]
-                return pos['liquidationPrice']
+                isolated_liq = pos['liquidationPrice']
             else:
                 return None
         except ccxt.DDoSProtection as e:
@@ -2087,6 +2092,17 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+        if isolated_liq:
+            buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer
+            isolated_liq = (
+                isolated_liq - buffer_amount
+                if is_short else
+                isolated_liq + buffer_amount
+            )
+            return isolated_liq
+        else:
+            return None
+
     def get_maintenance_ratio_and_amt(
         self,
         pair: str,

freqtrade/freqtradebot.py

@@ -758,14 +758,6 @@ class FreqtradeBot(LoggingMixin):
         funding_fees = self.exchange.get_funding_fees(
             pair=pair, amount=amount, is_short=is_short, open_date=open_date)
         # This is a new trade
-        if isolated_liq:
-            liquidation_buffer = abs(enter_limit_filled_price -
-                                     isolated_liq) * self.liquidation_buffer
-            isolated_liq = (
-                isolated_liq - liquidation_buffer
-                if is_short else
-                isolated_liq + liquidation_buffer
-            )
         if trade is None:
             trade = Trade(
                 pair=pair,