Simplify liquidation price calculation

freqtrade/exchange/exchange.py

@@ -2055,23 +2055,23 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def leverage_prep(
+    def get_interest_rate(self) -> float:
+        """
+        Calculate interest rate - necessary for Margin trading.
+        """
+        return 0.0
+
+    def get_liquidation_price(
             self,
             pair: str,
             open_rate: float,
             amount: float,  # quote currency, includes leverage
             leverage: float,
             is_short: bool
-    ) -> Tuple[float, Optional[float]]:
+    ) -> Optional[float]:
 
-        # if TradingMode == TradingMode.MARGIN:
+        if self.trading_mode in (TradingMode.SPOT, TradingMode.MARGIN):
-        #     interest_rate = self.get_interest_rate(
+            return None
-        #         pair=pair,
-        #         open_rate=open_rate,
-        #         is_short=is_short
-        #     )
-        if self.trading_mode == TradingMode.SPOT:
-            return (0.0, None)
         elif (
             self.margin_mode == MarginMode.ISOLATED and
             self.trading_mode == TradingMode.FUTURES
@@ -2086,7 +2086,7 @@ class Exchange:
                 mm_ex_1=0.0,
                 upnl_ex_1=0.0,
             )
-            return (0.0, isolated_liq)
+            return isolated_liq
         else:
             raise OperationalException(
                 "Freqtrade only supports isolated futures for leverage trading")
@@ -2231,7 +2231,7 @@ class Exchange:
             return 0.0
 
     @retrier
-    def get_liquidation_price(
+    def get_or_calculate_liquidation_price(
         self,
         pair: str,
         # Dry-run

freqtrade/freqtradebot.py

@@ -19,7 +19,7 @@ from freqtrade.edge import Edge
 from freqtrade.enums import (MarginMode, RPCMessageType, RunMode, SellType, SignalDirection, State,
                              TradingMode)
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
-                                  InvalidOrderException, OperationalException, PricingError)
+                                  InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
@@ -688,13 +688,14 @@ class FreqtradeBot(LoggingMixin):
             amount = safe_value_fallback(order, 'filled', 'amount')
             enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
 
-        interest_rate, isolated_liq = self.exchange.leverage_prep(
+        isolated_liq = self.exchange.get_liquidation_price(
             leverage=leverage,
             pair=pair,
             amount=amount,
             open_rate=enter_limit_filled_price,
             is_short=is_short
         )
+        interest_rate = self.exchange.get_interest_rate()
 
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')

freqtrade/optimize/backtesting.py

@@ -666,13 +666,16 @@ class Backtesting:
             self.order_id_counter += 1
             amount = round((stake_amount / propose_rate) * leverage, 8)
             is_short = (direction == 'short')
-            (interest_rate, isolated_liq) = self.exchange.leverage_prep(
+            isolated_liq = self.exchange.get_liquidation_price(
                 pair=pair,
                 open_rate=propose_rate,
                 amount=amount,
                 leverage=leverage,
                 is_short=is_short,
             )
+            # Necessary for Margin trading. Disabled until support is enabled.
+            # interest_rate = self.exchange.get_interest_rate()
+
             if trade is None:
                 # Enter trade
                 self.trade_id_counter += 1
@@ -694,7 +697,7 @@ class Backtesting:
                     is_short=is_short,
                     trading_mode=self.trading_mode,
                     leverage=leverage,
-                    interest_rate=interest_rate,
+                    # interest_rate=interest_rate,
                     orders=[],
                 )
 

tests/exchange/test_exchange.py

@@ -4560,7 +4560,7 @@ def test__get_params(mocker, default_conf, exchange_name):
         # (False, 'futures', 'okx', 'isolated', 8.085708510208207),
     ]
 )
-def test_leverage_prep(
+def test_get_liquidation_price(
     mocker,
     default_conf_usdt,
     is_short,
@@ -4637,14 +4637,13 @@ def test_leverage_prep(
     # default_conf_usdt.update({
     #     "dry_run": False,
     # })
-    (interest, liq) = exchange.leverage_prep(
+    liq = exchange.get_liquidation_price(
         pair='ETH/USDT:USDT',
         open_rate=open_rate,
         amount=amount,
         leverage=leverage,
         is_short=is_short,
     )
-    assert interest == 0.0
     if expected_liq is None:
         assert liq is None
     else: