Converted kwargs to params

This commit is contained in:
Arunavo Ray 2021-09-17 08:17:15 +05:30 committed by Sam Germain
parent 80f4bae3fe
commit 7119dc6e41

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@ -53,15 +53,81 @@ def binance(
is_short: bool, is_short: bool,
leverage: float, leverage: float,
trading_mode: TradingMode, trading_mode: TradingMode,
collateral: Collateral collateral: Collateral,
wallet_balance: float,
maintenance_margin_ex_1: float,
unrealized_pnl_ex_1: float,
maintenance_amount_both: float,
maintenance_amount_long: float,
maintenance_amount_short: float,
position_1_both: float,
entry_price_1_both: float,
position_1_long: float,
entry_price_1_long: float,
position_1_short: float,
entry_price_1_short: float,
maintenance_margin_rate_both: float,
maintenance_margin_rate_long: float,
maintenance_margin_rate_short: float,
): ):
""" """
Calculates the liquidation price on Binance Calculates the liquidation price on Binance
:param name: Name of the exchange :param name: Name of the exchange
:param trading_mode: spot, margin, futures :param trading_mode: spot, margin, futures
:param collateral: cross, isolated :param collateral: cross, isolated
:param wallet_balance: Wallet Balance is crossWalletBalance in Cross-Margin Mode.
Wallet Balance is isolatedWalletBalance in Isolated Margin Mode
:param maintenance_margin_ex_1: Maintenance Margin of all other contracts, excluding Contract 1.
If it is an isolated margin mode, then TMM=0
:param unrealized_pnl_ex_1: Unrealized PNL of all other contracts, excluding Contract 1.
If it is an isolated margin mode, then UPNL=0
:param maintenance_amount_both: Maintenance Amount of BOTH position (one-way mode)
:param maintenance_amount_long: Maintenance Amount of LONG position (hedge mode)
:param maintenance_amount_short: Maintenance Amount of SHORT position (hedge mode)
:param side_1_both: Direction of BOTH position, 1 as long position, -1 as short position derived from is_short
:param position_1_both: Absolute value of BOTH position size (one-way mode)
:param entry_price_1_both: Entry Price of BOTH position (one-way mode)
:param position_1_long: Absolute value of LONG position size (hedge mode)
:param entry_price_1_long: Entry Price of LONG position (hedge mode)
:param position_1_short: Absolute value of SHORT position size (hedge mode)
:param entry_price_1_short: Entry Price of SHORT position (hedge mode)
:param maintenance_margin_rate_both: Maintenance margin rate of BOTH position (one-way mode)
:param maintenance_margin_rate_long: Maintenance margin rate of LONG position (hedge mode)
:param maintenance_margin_rate_short: Maintenance margin rate of SHORT position (hedge mode)
""" """
# TODO-lev: Additional arguments, fill in formulas # TODO-lev: Additional arguments, fill in formulas
wb = wallet_balance
tmm_1 = 0.0 if collateral == Collateral.ISOLATED else maintenance_margin_ex_1
upnl_1 = 0.0 if collateral == Collateral.ISOLATED else unrealized_pnl_ex_1
cum_b = maintenance_amount_both
cum_l = maintenance_amount_long
cum_s = maintenance_amount_short
side_1_both = -1 if is_short else 1
position_1_both = abs(position_1_both)
ep1_both = entry_price_1_both
position_1_long = abs(position_1_long)
ep1_long = entry_price_1_long
position_1_short = abs(position_1_short)
ep1_short = entry_price_1_short
mmr_b = maintenance_margin_rate_both
mmr_l = maintenance_margin_rate_long
mmr_s = maintenance_margin_rate_short
if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS: if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS:
# TODO-lev: perform a calculation based on this formula # TODO-lev: perform a calculation based on this formula