filled in liq formula class with what needs to be done

freqtrade/enums/__init__.py

@@ -1,6 +1,8 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.interestmode import InterestMode
+from freqtrade.enums.leveragemode import LeverageMode
+from freqtrade.enums.liqformula import LiqFormula
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType

freqtrade/enums/leveragemode.py

@@ -0,0 +1,11 @@
+from enum import Enum
+
+
+class LeverageMode(Enum):
+    """
+    Enum to distinguish between cross margin, isolated margin, and futures
+    """
+    CROSS = "cross"
+    ISOLATED = "isolated"
+    CROSS_FUTURES = "cross_futures"
+    ISOLATED_FUTURES = "cross_futures"

freqtrade/enums/liqformula.py

@@ -0,0 +1,72 @@
+# from decimal import Decimal
+from enum import Enum
+# from math import ceil
+from typing import Optional
+
+from freqtrade.enums import LeverageMode
+from freqtrade.exceptions import OperationalException
+
+
+class LiqFormula(Enum):
+    """Equations to calculate liquidation price"""
+
+    BINANCE = "BINANCE"
+    KRAKEN = "KRAKEN"
+    FTX = "FTX"
+
+    def __exception(self, leverage_mode: LeverageMode, freq_specific: Optional[bool] = True):
+        """
+            Raises an exception if exchange used doesn't support desired leverage mode
+            :param leverage_mode: cross, isolated, cross_futures or isolated_futures
+            :param freq_specific:
+                False if the exchange does not support this leverage mode
+                True if only freqtrade doesn't support it
+        """
+        if freq_specific:
+            raise OperationalException(
+                f"Freqtrade does not support {leverage_mode.value} on {self.name}")
+        else:
+            raise OperationalException(f"{self.name} does not support {leverage_mode.value}")
+
+    def __call__(self, **k):
+        leverage_mode: LeverageMode = k.leverage_mode
+
+        # * Cross Margin
+        if leverage_mode == LeverageMode.CROSS:
+            if self.name == "BINANCE":
+                # TODO: perform a calculation based on this formula
+                # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
+                self.__exception(leverage_mode)
+            elif self.name == "KRAKEN":
+                # TODO: perform a calculation based on this formula
+                # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
+                self.__exception(leverage_mode)
+            elif self.name == "FTX":
+                self.__exception(leverage_mode)
+
+        # * Isolated Margin
+        elif leverage_mode == LeverageMode.ISOLATED:
+            if self.name == "KRAKEN":  # Kraken doesn't have isolated margin
+                self.__exception(leverage_mode, False)
+            else:
+                self.__exception(leverage_mode)
+
+        # * Cross Futures
+        elif leverage_mode == LeverageMode.CROSS_FUTURES:
+            if self.name == "BINANCE":
+                # TODO: perform a calculation based on this formula
+                # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+                self.__exception(leverage_mode)
+            else:
+                self.__exception(leverage_mode)
+
+        # * Isolated Futures
+        elif leverage_mode == LeverageMode.ISOLATED_FUTURES:
+            if self.name == "BINANCE":
+                # TODO: perform a calculation based on this formula
+                # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+                self.__exception(leverage_mode)
+            elif self.name == "KRAKEN":  # Kraken doesn't have isolated margin
+                self.__exception(leverage_mode, False)
+            else:
+                self.__exception(leverage_mode)