diff --git a/freqtrade/enums/liqformula.py b/freqtrade/enums/liqformula.py
index 471a45624..73ac8e65b 100644
--- a/freqtrade/enums/liqformula.py
+++ b/freqtrade/enums/liqformula.py
@@ -9,6 +9,9 @@ from freqtrade.exceptions import OperationalException
 # from math import ceil
 
 
+# from math import ceil
+
+
 class LiqFormula(Enum):
     """Equations to calculate liquidation price"""
 
diff --git a/freqtrade/maintenance_margin.py b/freqtrade/maintenance_margin.py
index 7e198b9ed..e2806e088 100644
--- a/freqtrade/maintenance_margin.py
+++ b/freqtrade/maintenance_margin.py
@@ -1,11 +1,12 @@
-from freqtrade.enums import LiqFormula, TradingMode
-from freqtrade.exceptions import OperationalException
+from typing import List
+
+from freqtrade.enums import LiqFormula
 from freqtrade.persistence import Trade
 
 
 class MaintenanceMargin:
 
-    trades: list[Trade]
+    trades: List[Trade]
     formula: LiqFormula
 
     @property
@@ -16,12 +17,8 @@ class MaintenanceMargin:
     def liq_level(self):    # This may be a constant value and may not need a function
         return              # If constant, would need to be recalculated after each new trade
 
-    def __init__(self, formula: LiqFormula, trading_mode: TradingMode):
-        if (
-            trading_mode != TradingMode.CROSS_MARGIN or
-            trading_mode != TradingMode.CROSS_FUTURES
-        ):
-            raise OperationalException("Maintenance margin should only be used for cross trading")
+    def __init__(self, formula: LiqFormula):
+        self.formula = formula
         return
 
     def add_new_trade(self, trade):
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index d2df5d512..e7ced3a79 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -697,8 +697,7 @@ class LocalTrade():
         if trading_mode == TradingMode.SPOT:
             return float(self._calc_base_close(amount, rate, fee))
 
-        elif (trading_mode == TradingMode.CROSS_MARGIN or
-              trading_mode == TradingMode.ISOLATED_MARGIN):
+        elif (trading_mode == TradingMode.MARGIN):
 
             interest = self.calculate_interest(interest_rate)
 
@@ -709,8 +708,7 @@ class LocalTrade():
                 # Currency already owned for longs, no need to purchase
                 return float(self._calc_base_close(amount, rate, fee) - interest)
 
-        elif (trading_mode == TradingMode.CROSS_FUTURES or
-              trading_mode == TradingMode.ISOLATED_FUTURES):
+        elif (trading_mode == TradingMode.FUTURES):
             # TODO-lev: implement
             raise OperationalException("Futures is not yet available using freqtrade")
         else:
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 3455cc96e..50321fc7f 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -238,7 +238,7 @@ def test_interest(market_buy_order_usdt, fee):
         leverage=3.0,
         interest_rate=0.0005,
         interest_mode=InterestMode.HOURSPERDAY,
-        trading_mode=TradingMode.CROSS_MARGIN
+        trading_mode=TradingMode.MARGIN
     )
 
     # 10min, 3x leverage
@@ -552,7 +552,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         leverage=3.0,
         interest_rate=0.0005,
         interest_mode=InterestMode.HOURSPERDAY,
-        trading_mode=TradingMode.CROSS_MARGIN
+        trading_mode=TradingMode.MARGIN
     )
     trade.open_order_id = 'something'
     trade.update(limit_sell_order_usdt)
@@ -646,7 +646,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
 
     # 3x leverage, binance
-    trade.trading_mode = TradingMode.ISOLATED_MARGIN
+    trade.trading_mode = TradingMode.MARGIN
     trade.leverage = 3
     trade.interest_mode = InterestMode.HOURSPERDAY
     assert trade._calc_open_trade_value() == 60.15
@@ -807,7 +807,7 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
     assert trade._calc_open_trade_value() == 60.15
 
     # Margin
-    trade.trading_mode = TradingMode.CROSS_MARGIN
+    trade.trading_mode = TradingMode.MARGIN
     trade.is_short = True
     trade.recalc_open_trade_value()
     assert trade._calc_open_trade_value() == 59.85
@@ -855,7 +855,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert trade.calc_close_trade_value(fee=0.005) == 65.67
 
     # 3x leverage binance
-    trade.trading_mode = TradingMode.CROSS_MARGIN
+    trade.trading_mode = TradingMode.MARGIN
     trade.leverage = 3.0
     assert round(trade.calc_close_trade_value(rate=2.5), 8) == 74.81166667
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 74.77416667
@@ -1057,7 +1057,7 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade.open_trade_value = trade._calc_open_trade_value()
 
     # Margin
-    trade.trading_mode = TradingMode.CROSS_MARGIN
+    trade.trading_mode = TradingMode.MARGIN
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # Higher than open rate - 2.1 quote
@@ -1162,7 +1162,7 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     trade.open_trade_value = trade._calc_open_trade_value()
 
     # Margin
-    trade.trading_mode = TradingMode.CROSS_MARGIN
+    trade.trading_mode = TradingMode.MARGIN
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # 2.1 quote - Higher than open rate