Added parameters explicitly to liquidation_price functions
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@ -1,12 +1,17 @@
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from typing import Optional
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.exceptions import OperationalException
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def liquidation_price(
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def liquidation_price(
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exchange_name: str,
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exchange_name: str,
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open_rate: float,
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is_short: bool,
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leverage: float,
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trading_mode: TradingMode,
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trading_mode: TradingMode,
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** k
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collateral: Optional[Collateral]
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):
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) -> Optional[float]:
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leverage_exchanges = [
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leverage_exchanges = [
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'binance',
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'binance',
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@ -16,21 +21,25 @@ def liquidation_price(
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if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
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if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
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return None
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return None
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collateral: Collateral = k['collateral']
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if not collateral:
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raise OperationalException(
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"Parameter collateral is required by liquidation_price when trading_mode is "
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f"{trading_mode}"
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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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# TODO-lev: Get more variables from **k and pass them to binance
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return binance(open_rate, is_short, leverage, trading_mode, collateral)
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return binance(trading_mode, collateral)
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elif exchange_name.lower() == "kraken":
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elif exchange_name.lower() == "kraken":
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# TODO-lev: Get more variables from **k and pass them to kraken
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return kraken(open_rate, is_short, leverage, trading_mode, collateral)
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return kraken(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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return ftx(trading_mode, collateral)
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return ftx(open_rate, is_short, leverage, trading_mode, collateral)
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return
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raise OperationalException(
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f"liquidation_price is not yet implemented for {exchange_name}"
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)
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def exception(
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def exception(
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exchange_name: str,
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exchange: str,
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trading_mode: TradingMode,
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trading_mode: TradingMode,
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collateral: Collateral
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collateral: Collateral
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):
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):
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@ -41,10 +50,16 @@ def exception(
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:param collateral: cross, isolated
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:param collateral: cross, isolated
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"""
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"""
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raise OperationalException(
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raise OperationalException(
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f"{exchange_name} does not support {collateral.value} {trading_mode.value} trading")
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f"{exchange} does not support {collateral.value} {trading_mode.value} trading")
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def binance(trading_mode: TradingMode, collateral: Collateral):
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def binance(
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open_rate: float,
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is_short: bool,
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leverage: float,
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trading_mode: TradingMode,
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collateral: Collateral
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):
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"""
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"""
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Calculates the liquidation price on Binance
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Calculates the liquidation price on Binance
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:param name: Name of the exchange
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:param name: Name of the exchange
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@ -70,7 +85,13 @@ def binance(trading_mode: TradingMode, collateral: Collateral):
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exception("binance", trading_mode, collateral)
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exception("binance", trading_mode, collateral)
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def kraken(trading_mode: TradingMode, collateral: Collateral):
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def kraken(
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open_rate: float,
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is_short: bool,
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leverage: float,
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trading_mode: TradingMode,
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collateral: Collateral
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):
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"""
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"""
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Calculates the liquidation price on Kraken
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Calculates the liquidation price on Kraken
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:param name: Name of the exchange
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:param name: Name of the exchange
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@ -91,7 +112,13 @@ def kraken(trading_mode: TradingMode, collateral: Collateral):
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exception("kraken", trading_mode, collateral)
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exception("kraken", trading_mode, collateral)
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def ftx(trading_mode: TradingMode, collateral: Collateral):
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def ftx(
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open_rate: float,
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is_short: bool,
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leverage: float,
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trading_mode: TradingMode,
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collateral: Collateral
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):
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"""
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"""
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Calculates the liquidation price on FTX
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Calculates the liquidation price on FTX
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:param name: Name of the exchange
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:param name: Name of the exchange
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@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
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from sqlalchemy.sql.schema import UniqueConstraint
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from sqlalchemy.sql.schema import UniqueConstraint
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.enums import SellType
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from freqtrade.enums import Collateral, SellType, TradingMode
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.leverage import interest, liquidation_price
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from freqtrade.leverage import interest, liquidation_price
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from freqtrade.misc import safe_value_fallback
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from freqtrade.misc import safe_value_fallback
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@ -265,6 +265,8 @@ class LocalTrade():
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buy_tag: Optional[str] = None
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buy_tag: Optional[str] = None
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timeframe: Optional[int] = None
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timeframe: Optional[int] = None
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trading_mode: TradingMode
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# Leverage trading properties
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# Leverage trading properties
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is_short: bool = False
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is_short: bool = False
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isolated_liq: Optional[float] = None
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isolated_liq: Optional[float] = None
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@ -344,17 +346,23 @@ class LocalTrade():
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self.stop_loss_pct = -1 * abs(percent)
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self.stop_loss_pct = -1 * abs(percent)
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self.stoploss_last_update = datetime.utcnow()
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self.stoploss_last_update = datetime.utcnow()
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def set_isolated_liq(self, **k):
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def set_isolated_liq(self, isolated_liq: Optional[float]):
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"""
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"""
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Method you should use to set self.liquidation price.
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Method you should use to set self.liquidation price.
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Assures stop_loss is not passed the liquidation price
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Assures stop_loss is not passed the liquidation price
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"""
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"""
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if k['isolated_liq']:
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if not isolated_liq:
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isolated_liq: float = k['isolated_liq']
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isolated_liq = liquidation_price(
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else:
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exchange_name=self.exchange,
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isolated_liq: float = liquidation_price(
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open_rate=self.open_rate,
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exchange=self.exchange_name,
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is_short=self.is_short,
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**k
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leverage=self.leverage,
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trading_mode=self.trading_mode,
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collateral=Collateral.ISOLATED
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)
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if isolated_liq is None:
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raise OperationalException(
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"leverage/isolated_liq returned None. This exception should never happen"
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)
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)
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if self.stop_loss is not None:
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if self.stop_loss is not None:
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