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