Added parameters explicitly to liquidation_price functions
This commit is contained in:
parent
a012b9ee84
commit
6f75a65325
@ -1,12 +1,17 @@
|
||||
from typing import Optional
|
||||
|
||||
from freqtrade.enums import Collateral, TradingMode
|
||||
from freqtrade.exceptions import OperationalException
|
||||
|
||||
|
||||
def liquidation_price(
|
||||
exchange_name: str,
|
||||
open_rate: float,
|
||||
is_short: bool,
|
||||
leverage: float,
|
||||
trading_mode: TradingMode,
|
||||
** k
|
||||
):
|
||||
collateral: Optional[Collateral]
|
||||
) -> Optional[float]:
|
||||
|
||||
leverage_exchanges = [
|
||||
'binance',
|
||||
@ -16,21 +21,25 @@ def liquidation_price(
|
||||
if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
|
||||
return None
|
||||
|
||||
collateral: Collateral = k['collateral']
|
||||
if not collateral:
|
||||
raise OperationalException(
|
||||
"Parameter collateral is required by liquidation_price when trading_mode is "
|
||||
f"{trading_mode}"
|
||||
)
|
||||
|
||||
if exchange_name.lower() == "binance":
|
||||
# TODO-lev: Get more variables from **k and pass them to binance
|
||||
return binance(trading_mode, collateral)
|
||||
return binance(open_rate, is_short, leverage, trading_mode, collateral)
|
||||
elif exchange_name.lower() == "kraken":
|
||||
# TODO-lev: Get more variables from **k and pass them to kraken
|
||||
return kraken(trading_mode, collateral)
|
||||
return kraken(open_rate, is_short, leverage, trading_mode, collateral)
|
||||
elif exchange_name.lower() == "ftx":
|
||||
return ftx(trading_mode, collateral)
|
||||
return
|
||||
return ftx(open_rate, is_short, leverage, trading_mode, collateral)
|
||||
raise OperationalException(
|
||||
f"liquidation_price is not yet implemented for {exchange_name}"
|
||||
)
|
||||
|
||||
|
||||
def exception(
|
||||
exchange_name: str,
|
||||
exchange: str,
|
||||
trading_mode: TradingMode,
|
||||
collateral: Collateral
|
||||
):
|
||||
@ -41,10 +50,16 @@ def exception(
|
||||
:param collateral: cross, isolated
|
||||
"""
|
||||
raise OperationalException(
|
||||
f"{exchange_name} does not support {collateral.value} {trading_mode.value} trading")
|
||||
f"{exchange} does not support {collateral.value} {trading_mode.value} trading")
|
||||
|
||||
|
||||
def binance(trading_mode: TradingMode, collateral: Collateral):
|
||||
def binance(
|
||||
open_rate: float,
|
||||
is_short: bool,
|
||||
leverage: float,
|
||||
trading_mode: TradingMode,
|
||||
collateral: Collateral
|
||||
):
|
||||
"""
|
||||
Calculates the liquidation price on Binance
|
||||
:param name: Name of the exchange
|
||||
@ -70,7 +85,13 @@ def binance(trading_mode: TradingMode, collateral: Collateral):
|
||||
exception("binance", trading_mode, collateral)
|
||||
|
||||
|
||||
def kraken(trading_mode: TradingMode, collateral: Collateral):
|
||||
def kraken(
|
||||
open_rate: float,
|
||||
is_short: bool,
|
||||
leverage: float,
|
||||
trading_mode: TradingMode,
|
||||
collateral: Collateral
|
||||
):
|
||||
"""
|
||||
Calculates the liquidation price on Kraken
|
||||
:param name: Name of the exchange
|
||||
@ -91,7 +112,13 @@ def kraken(trading_mode: TradingMode, collateral: Collateral):
|
||||
exception("kraken", trading_mode, collateral)
|
||||
|
||||
|
||||
def ftx(trading_mode: TradingMode, collateral: Collateral):
|
||||
def ftx(
|
||||
open_rate: float,
|
||||
is_short: bool,
|
||||
leverage: float,
|
||||
trading_mode: TradingMode,
|
||||
collateral: Collateral
|
||||
):
|
||||
"""
|
||||
Calculates the liquidation price on FTX
|
||||
:param name: Name of the exchange
|
||||
|
@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
|
||||
from sqlalchemy.sql.schema import UniqueConstraint
|
||||
|
||||
from freqtrade.constants import DATETIME_PRINT_FORMAT
|
||||
from freqtrade.enums import SellType
|
||||
from freqtrade.enums import Collateral, SellType, TradingMode
|
||||
from freqtrade.exceptions import DependencyException, OperationalException
|
||||
from freqtrade.leverage import interest, liquidation_price
|
||||
from freqtrade.misc import safe_value_fallback
|
||||
@ -265,6 +265,8 @@ class LocalTrade():
|
||||
buy_tag: Optional[str] = None
|
||||
timeframe: Optional[int] = None
|
||||
|
||||
trading_mode: TradingMode
|
||||
|
||||
# Leverage trading properties
|
||||
is_short: bool = False
|
||||
isolated_liq: Optional[float] = None
|
||||
@ -344,17 +346,23 @@ class LocalTrade():
|
||||
self.stop_loss_pct = -1 * abs(percent)
|
||||
self.stoploss_last_update = datetime.utcnow()
|
||||
|
||||
def set_isolated_liq(self, **k):
|
||||
def set_isolated_liq(self, isolated_liq: Optional[float]):
|
||||
"""
|
||||
Method you should use to set self.liquidation price.
|
||||
Assures stop_loss is not passed the liquidation price
|
||||
"""
|
||||
if k['isolated_liq']:
|
||||
isolated_liq: float = k['isolated_liq']
|
||||
else:
|
||||
isolated_liq: float = liquidation_price(
|
||||
exchange=self.exchange_name,
|
||||
**k
|
||||
if not isolated_liq:
|
||||
isolated_liq = liquidation_price(
|
||||
exchange_name=self.exchange,
|
||||
open_rate=self.open_rate,
|
||||
is_short=self.is_short,
|
||||
leverage=self.leverage,
|
||||
trading_mode=self.trading_mode,
|
||||
collateral=Collateral.ISOLATED
|
||||
)
|
||||
if isolated_liq is None:
|
||||
raise OperationalException(
|
||||
"leverage/isolated_liq returned None. This exception should never happen"
|
||||
)
|
||||
|
||||
if self.stop_loss is not None:
|
||||
|
Loading…
Reference in New Issue
Block a user