fixed liq-buffer tests

freqtrade/exchange/exchange.py

@@ -2072,21 +2072,21 @@ class Exchange:
                 mm_ex_1=mm_ex_1,
                 upnl_ex_1=upnl_ex_1
             )
-
+        else:
-        try:
+            try:
-            positions = self._api.fetch_positions([pair])
+                positions = self._api.fetch_positions([pair])
-            if len(positions) > 0:
+                if len(positions) > 0:
-                pos = positions[0]
+                    pos = positions[0]
-                isolated_liq = pos['liquidationPrice']
+                    isolated_liq = pos['liquidationPrice']
-            else:
+                else:
-                return None
+                    return None
-        except ccxt.DDoSProtection as e:
+            except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
+                raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
+                raise TemporaryError(
-                f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
+                    f'Could not set margin mode due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
+            except ccxt.BaseError as e:
-            raise OperationalException(e) from e
+                raise OperationalException(e) from e
 
         if isolated_liq:
             buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer

tests/exchange/test_exchange.py

@@ -3664,6 +3664,7 @@ def test_get_liquidation_price(mocker, default_conf):
     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(
@@ -3675,6 +3676,17 @@ def test_get_liquidation_price(mocker, default_conf):
     )
     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=0.0,
+        is_short=False,
+        position=0.0,
+        wallet_balance=0.0,
+    )
+    assert liq_price == 18.8133
+
     ccxt_exceptionhandlers(
         mocker,
         default_conf,
@@ -4073,6 +4085,7 @@ def test_liquidation_price(
 ):
     default_conf['trading_mode'] = trading_mode
     default_conf['margin_mode'] = margin_mode
+    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_liquidation_price(

tests/test_freqtradebot.py

@@ -4813,6 +4813,7 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
     assert valid_price_at_min_alwd < proposed_price
 
 
+@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", [
         (False, 'spot', 'binance', '', 5.0,  10.0, 1.0, None),
@@ -4854,6 +4855,7 @@ def test_leverage_prep(
     open_rate,
     amount,
     expected_liq,
+    liquidation_buffer,
 ):
     """
     position = 0.2 * 5
@@ -4907,6 +4909,7 @@ def test_leverage_prep(
     leverage = 5, open_rate = 8, amount = 1.0
         (8 - (1.6 / 1.0)) / (1 + (0.01 + 0.0006)) = 6.332871561448645
     """
+    default_conf_usdt['liquidation_buffer'] = liquidation_buffer
     default_conf_usdt['trading_mode'] = trading_mode
     default_conf_usdt['exchange']['name'] = exchange_name
     default_conf_usdt['margin_mode'] = margin_mode
@@ -4931,6 +4934,8 @@ def test_leverage_prep(
     if expected_liq is None:
         assert liq is None
     else:
+        buffer_amount = liquidation_buffer * abs(open_rate - expected_liq)
+        expected_liq = expected_liq - buffer_amount if is_short else expected_liq + buffer_amount
         isclose(expected_liq, liq)