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Update leverage tier terminology to be clear and aligned with ccxt

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This commit is contained in:
Matthias
2022-08-26 19:34:51 +02:00
parent 53d46a0385
commit 753d1b2aad
6 changed files with 326 additions and 325 deletions
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25
freqtrade/exchange/exchange.py
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@@ -2316,10 +2316,10 @@ class Exchange:
def parse_leverage_tier(self, tier) -> Dict:
info = tier.get('info', {})
return {
'min': tier['minNotional'],
'max': tier['maxNotional'],
'mmr': tier['maintenanceMarginRate'],
'lev': tier['maxLeverage'],
'minNotional': tier['minNotional'],
'maxNotional': tier['maxNotional'],
'maintenanceMarginRate': tier['maintenanceMarginRate'],
'maxLeverage': tier['maxLeverage'],
'maintAmt': float(info['cum']) if 'cum' in info else None,
}
@@ -2348,18 +2348,18 @@ class Exchange:
pair_tiers = self._leverage_tiers[pair]
if stake_amount == 0:
return self._leverage_tiers[pair][0]['lev'] # Max lev for lowest amount
return self._leverage_tiers[pair][0]['maxLeverage'] # Max lev for lowest amount
for tier_index in range(len(pair_tiers)):
tier = pair_tiers[tier_index]
lev = tier['lev']
lev = tier['maxLeverage']
if tier_index < len(pair_tiers) - 1:
next_tier = pair_tiers[tier_index + 1]
next_floor = next_tier['min'] / next_tier['lev']
next_floor = next_tier['minNotional'] / next_tier['maxLeverage']
if next_floor > stake_amount: # Next tier min too high for stake amount
return min((tier['max'] / stake_amount), lev)
return min((tier['maxNotional'] / stake_amount), lev)
#
# With the two leverage tiers below,
# - a stake amount of 150 would mean a max leverage of (10000 / 150) = 66.66
@@ -2380,10 +2380,11 @@ class Exchange:
#
else: # if on the last tier
if stake_amount > tier['max']: # If stake is > than max tradeable amount
if stake_amount > tier['maxNotional']:
# If stake is > than max tradeable amount
raise InvalidOrderException(f'Amount {stake_amount} too high for {pair}')
else:
return tier['lev']
return tier['maxLeverage']
raise OperationalException(
'Looped through all tiers without finding a max leverage. Should never be reached'
@@ -2749,8 +2750,8 @@ class Exchange:
pair_tiers = self._leverage_tiers[pair]
for tier in reversed(pair_tiers):
if nominal_value >= tier['min']:
return (tier['mmr'], tier['maintAmt'])
if nominal_value >= tier['minNotional']:
return (tier['maintenanceMarginRate'], tier['maintAmt'])
raise OperationalException("nominal value can not be lower than 0")
# The lowest notional_floor for any pair in fetch_leverage_tiers is always 0 because it

2
freqtrade/exchange/okx.py
View File

@@ -146,4 +146,4 @@ class Okx(Exchange):
return float('inf')
pair_tiers = self._leverage_tiers[pair]
return pair_tiers[-1]['max'] / leverage
return pair_tiers[-1]['maxNotional'] / leverage