Move leverage_prep calculations to exchange class

freqtrade/exchange/exchange.py

@@ -2055,6 +2055,42 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    def leverage_prep(
+            self,
+            pair: str,
+            open_rate: float,
+            amount: float,  # quote currency, includes leverage
+            leverage: float,
+            is_short: bool
+    ) -> Tuple[float, Optional[float]]:
+
+        # if TradingMode == TradingMode.MARGIN:
+        #     interest_rate = self.get_interest_rate(
+        #         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
+        ):
+            wallet_balance = (amount * open_rate) / leverage
+            isolated_liq = self.get_liquidation_price(
+                pair=pair,
+                open_rate=open_rate,
+                is_short=is_short,
+                position=amount,
+                wallet_balance=wallet_balance,
+                mm_ex_1=0.0,
+                upnl_ex_1=0.0,
+            )
+            return (0.0, isolated_liq)
+        else:
+            raise OperationalException(
+                "Freqtrade only supports isolated futures for leverage trading")
+
     def funding_fee_cutoff(self, open_date: datetime):
         """
         :param open_date: The open date for a trade

freqtrade/freqtradebot.py

@@ -578,42 +578,6 @@ class FreqtradeBot(LoggingMixin):
             logger.info(f"Bids to asks delta for {pair} does not satisfy condition.")
             return False
 
-    def leverage_prep(
-        self,
-        pair: str,
-        open_rate: float,
-        amount: float,  # quote currency, includes leverage
-        leverage: float,
-        is_short: bool
-    ) -> Tuple[float, Optional[float]]:
-
-        # if TradingMode == TradingMode.MARGIN:
-        #     interest_rate = self.exchange.get_interest_rate(
-        #         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
-        ):
-            wallet_balance = (amount * open_rate)/leverage
-            isolated_liq = self.exchange.get_liquidation_price(
-                pair=pair,
-                open_rate=open_rate,
-                is_short=is_short,
-                position=amount,
-                wallet_balance=wallet_balance,
-                mm_ex_1=0.0,
-                upnl_ex_1=0.0,
-            )
-            return (0.0, isolated_liq)
-        else:
-            raise OperationalException(
-                "Freqtrade only supports isolated futures for leverage trading")
-
     def execute_entry(
         self,
         pair: str,
@@ -724,7 +688,7 @@ 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.leverage_prep(
+        interest_rate, isolated_liq = self.exchange.leverage_prep(
             leverage=leverage,
             pair=pair,
             amount=amount,

freqtrade/optimize/backtesting.py

@@ -592,42 +592,6 @@ class Backtesting:
         else:
             return self._get_sell_trade_entry_for_candle(trade, sell_row)
 
-    def _leverage_prep(
-        self,
-        pair: str,
-        open_rate: float,
-        amount: float,  # quote currency, includes leverage
-        leverage: float,
-        is_short: bool
-    ) -> Tuple[float, Optional[float]]:
-
-        # if TradingMode == TradingMode.MARGIN:
-        #     interest_rate = self.exchange.get_interest_rate(
-        #         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
-        ):
-            wallet_balance = (amount * open_rate)/leverage
-            isolated_liq = self.exchange.get_liquidation_price(
-                pair=pair,
-                open_rate=open_rate,
-                is_short=is_short,
-                position=amount,
-                wallet_balance=wallet_balance,
-                mm_ex_1=0.0,
-                upnl_ex_1=0.0,
-            )
-            return (0.0, isolated_liq)
-        else:
-            raise OperationalException(
-                "Freqtrade only supports isolated futures for leverage trading")
-
     def _enter_trade(self, pair: str, row: Tuple, direction: str,
                      stake_amount: Optional[float] = None,
                      trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
@@ -702,7 +666,7 @@ class Backtesting:
             self.order_id_counter += 1
             amount = round((stake_amount / propose_rate) * leverage, 8)
             is_short = (direction == 'short')
-            (interest_rate, isolated_liq) = self._leverage_prep(
+            (interest_rate, isolated_liq) = self.exchange.leverage_prep(
                 pair=pair,
                 open_rate=propose_rate,
                 amount=amount,