added one test for binance isolated liq
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@ -7,4 +7,3 @@ from freqtrade.enums.selltype import SellType
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from freqtrade.enums.signaltype import SignalTagType, SignalType
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from freqtrade.enums.signaltype import SignalTagType, SignalType
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from freqtrade.enums.state import State
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from freqtrade.enums.state import State
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from freqtrade.enums.tradingmode import TradingMode
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from freqtrade.enums.tradingmode import TradingMode
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from freqtrade.enums.marginmode import MarginMode
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@ -19,6 +19,7 @@ def liquidation_price(
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entry_price_1_both: Optional[float],
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entry_price_1_both: Optional[float],
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maintenance_margin_rate_both: Optional[float]
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maintenance_margin_rate_both: Optional[float]
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) -> Optional[float]:
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) -> Optional[float]:
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if trading_mode == TradingMode.SPOT:
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if trading_mode == TradingMode.SPOT:
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return None
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return None
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@ -29,16 +30,34 @@ def liquidation_price(
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)
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)
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if exchange_name.lower() == "binance":
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if exchange_name.lower() == "binance":
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if not wallet_balance or not maintenance_margin_ex_1 or not unrealized_pnl_ex_1 or not maintenance_amount_both \
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if (
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or not position_1_both or not entry_price_1_both or not maintenance_margin_rate_both:
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not wallet_balance or
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not maintenance_margin_ex_1 or
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not unrealized_pnl_ex_1 or
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not maintenance_amount_both or
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not position_1_both or
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not entry_price_1_both or
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not maintenance_margin_rate_both
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):
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raise OperationalException(
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raise OperationalException(
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f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount_both, "
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f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount_both, "
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f"position_1_both, entry_price_1_both, maintenance_margin_rate_both is required by liquidation_price "
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f"position_1_both, entry_price_1_both, maintenance_margin_rate_both is required by liquidation_price "
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f"when exchange is {exchange_name.lower()}")
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f"when exchange is {exchange_name.lower()}")
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return binance(open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, maintenance_margin_ex_1,
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return binance(
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unrealized_pnl_ex_1, maintenance_amount_both, position_1_both, entry_price_1_both,
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open_rate,
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maintenance_margin_rate_both)
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is_short,
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leverage,
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trading_mode,
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collateral,
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wallet_balance,
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maintenance_margin_ex_1,
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unrealized_pnl_ex_1,
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maintenance_amount_both,
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position_1_both,
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entry_price_1_both,
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maintenance_margin_rate_both
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)
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elif exchange_name.lower() == "kraken":
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elif exchange_name.lower() == "kraken":
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return kraken(open_rate, is_short, leverage, trading_mode, collateral)
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return kraken(open_rate, is_short, leverage, trading_mode, collateral)
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elif exchange_name.lower() == "ftx":
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elif exchange_name.lower() == "ftx":
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@ -46,7 +46,14 @@ def test_liquidation_price_is_none(
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is_short,
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is_short,
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leverage,
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leverage,
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trading_mode,
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trading_mode,
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collateral
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collateral,
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1535443.01,
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71200.81144,
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-56354.57,
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135365.00,
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3683.979,
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1456.84,
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0.10,
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) is None
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) is None
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@ -80,17 +87,14 @@ def test_liquidation_price_exception_thrown(
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@pytest.mark.parametrize(
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@pytest.mark.parametrize(
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'exchange_name,open_rate,is_short,leverage,trading_mode,collateral,result', [
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('exchange_name,open_rate,is_short,leverage,trading_mode,collateral,wallet_balance,'
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'maintenance_margin_ex_1,unrealized_pnl_ex_1,maintenance_amount_both,'
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'position_1_both,entry_price_1_both,maintenance_margin_rate_both,liq_price'), [
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# Binance
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# Binance
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('binance', "2.0", False, "1.0", margin, cross, 1.0),
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("binance", 0.0, False, 1, futures, cross, 1535443.01,
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('binance', "2.0", False, "1.0", futures, cross, 1.0),
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71200.81144, -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26)
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('binance', "2.0", False, "1.0", futures, isolated, 1.0),
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# Kraken
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# Kraken
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('kraken', "2.0", True, "3.0", margin, cross, 1.0),
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('kraken', "2.0", True, "3.0", futures, cross, 1.0),
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# FTX
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# FTX
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('ftx', "2.0", False, "3.0", margin, cross, 1.0),
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('ftx', "2.0", False, "3.0", futures, cross, 1.0),
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]
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]
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)
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)
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def test_liquidation_price(
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def test_liquidation_price(
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@ -100,14 +104,27 @@ def test_liquidation_price(
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leverage,
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leverage,
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trading_mode,
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trading_mode,
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collateral,
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collateral,
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result
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wallet_balance,
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maintenance_margin_ex_1,
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unrealized_pnl_ex_1,
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maintenance_amount_both,
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position_1_both,
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entry_price_1_both,
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maintenance_margin_rate_both,
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liq_price
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):
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):
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# assert liquidation_price(
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assert liquidation_price(
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# exchange_name,
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exchange_name,
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# open_rate,
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open_rate,
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# is_short,
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is_short,
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# leverage,
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leverage,
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# trading_mode,
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trading_mode,
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# collateral
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collateral,
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# ) == result
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wallet_balance,
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return # Here to avoid indent error
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maintenance_margin_ex_1,
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unrealized_pnl_ex_1,
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maintenance_amount_both,
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position_1_both,
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entry_price_1_both,
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maintenance_margin_rate_both
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) == liq_price
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