adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Liquidation price is in freqtradebot

Browse Source
This commit is contained in:
Sam Germain 2021-08-02 06:14:30 -06:00
parent 1af6d8abca
commit 970ca71848
6 changed files with 50 additions and 203 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

93
freqtrade/exchange/binance.py
View File

@ -110,98 +110,5 @@ class Binance(Exchange):
})
logger.info(f"Transfer response: {res}")
def borrow(self, asset: str, amount: float, pair: str):
res = self._api.sapi_post_margin_loan({
"asset": asset,
"isIsolated": True,
"symbol": pair,
"amount": amount
}) # borrow from binance
logger.info(f"Borrow response: {res}")
def repay(self, asset: str, amount: float, pair: str):
res = self._api.sapi_post_margin_repay({
"asset": asset,
"isIsolated": True,
"symbol": pair,
"amount": amount
}) # borrow from binance
logger.info(f"Borrow response: {res}")
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
if not quote_currency or not is_short:
raise OperationalException(
"quote_currency and is_short are required arguments to setup_leveraged_enter"
" when trading with leverage on binance"
)
open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount
stake_amount = amount * open_rate
if is_short:
borrowed = stake_amount * ((leverage-1)/leverage)
else:
borrowed = amount
self.transfer( # Transfer to isolated margin
asset=quote_currency,
amount=stake_amount,
frm='SPOT',
to='ISOLATED_MARGIN',
pair=pair
)
self.borrow(
asset=quote_currency,
amount=borrowed,
pair=pair
) # borrow from binance
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
if not quote_currency or not is_short:
raise OperationalException(
"quote_currency and is_short are required arguments to setup_leveraged_enter"
" when trading with leverage on binance"
)
open_rate = 2 # TODO-mg: get the real open_rate, or real stake_amount
stake_amount = amount * open_rate
if is_short:
borrowed = stake_amount * ((leverage-1)/leverage)
else:
borrowed = amount
self.repay(
asset=quote_currency,
amount=borrowed,
pair=pair
) # repay binance
self.transfer( # Transfer to isolated margin
asset=quote_currency,
amount=stake_amount,
frm='ISOLATED_MARGIN',
to='SPOT',
pair=pair
)
def apply_leverage_to_stake_amount(self, stake_amount: float, leverage: float):
return stake_amount / leverage
def get_isolated_liq(self, pair: str, open_rate: float,
amount: float, leverage: float, is_short: bool) -> float:
# TODO-mg: implement
return 0.0

28
freqtrade/exchange/bittrex.py
View File

@ -1,8 +1,7 @@
""" Bittrex exchange subclass """
import logging
from typing import Dict, Optional
from typing import Dict
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Exchange
@ -24,28 +23,3 @@ class Bittrex(Exchange):
},
"l2_limit_range": [1, 25, 500],
}
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException("Bittrex does not support leveraged trading")
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException("Bittrex does not support leveraged trading")
def get_isolated_liq(self, pair: str, open_rate: float,
amount: float, leverage: float, is_short: bool) -> float:
# TODO-mg: implement
raise OperationalException("Bittrex does not support margin trading")

35
freqtrade/exchange/exchange.py
View File

@ -707,8 +707,7 @@ class Exchange:
def get_max_leverage(self, pair: str, stake_amount: float, price: float) -> float:
"""
Gets the maximum leverage available on this pair that is below the config leverage
but higher than the config min_leverage
Gets the maximum leverage available on this pair
"""
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
@ -758,26 +757,6 @@ class Exchange:
except ccxt.BaseError as e:
raise OperationalException(e) from e
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
raise OperationalException(f"Leverage is not available on {self.name} using freqtrade")
def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
"""
Verify stop_loss against stoploss-order value (limit or price)
@ -1542,19 +1521,13 @@ class Exchange:
self._async_get_trade_history(pair=pair, since=since,
until=until, from_id=from_id))
def transfer(self, asset: str, amount: float, frm: str, to: str, pair: Optional[str]):
self._api.transfer(asset, amount, frm, to)
def get_isolated_liq(self, pair: str, open_rate: float,
amount: float, leverage: float, is_short: bool) -> float:
raise OperationalException(
f"Isolated margin is not available on {self.name} using freqtrade"
)
def get_interest_rate(self, pair: str, open_rate: float, is_short: bool) -> float:
# TODO-mg: implement
return 0.0005
def set_leverage(self, pair, leverage):
self._api.set_leverage(symbol=pair, leverage=leverage)
def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
return exchange_name in ccxt_exchanges(ccxt_module)

6
freqtrade/exchange/ftx.py
View File

@ -160,9 +160,3 @@ class Ftx(Exchange):
if order['type'] == 'stop':
return safe_value_fallback2(order, order, 'id_stop', 'id')
return order['id']
def get_isolated_liq(self, pair: str, open_rate: float,
amount: float, leverage: float, is_short: bool) -> float:
# TODO-mg: implement
raise OperationalException(
"Isolated margin trading not yet implemented on FTX, would you like to implement it?")

27
freqtrade/exchange/kraken.py
View File

@ -1,6 +1,6 @@
""" Kraken exchange subclass """
import logging
from typing import Any, Dict, Optional
from typing import Any, Dict
import ccxt
@ -132,28 +132,3 @@ class Kraken(Exchange):
f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
except ccxt.BaseError as e:
raise OperationalException(e) from e
def setup_leveraged_enter(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
return
def complete_leveraged_exit(
self,
pair: str,
leverage: float,
amount: float,
quote_currency: Optional[str],
is_short: Optional[bool]
):
return
def get_isolated_liq(self, pair: str, open_rate: float,
amount: float, leverage: float, is_short: bool) -> float:
# TODO-mg: implement
raise OperationalException("Kraken only supports cross margin trading")

58
freqtrade/freqtradebot.py
View File

@ -532,6 +532,42 @@ 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,
leverage: float,
is_short: bool
): # -> (float, Optional[float]):
interest_rate = 0.0
isolated_liq = None
if leverage > 1.0:
interest_rate = self.exchange.get_interest_rate(
pair=pair,
open_rate=open_rate,
is_short=is_short
)
if self.trading_mode == TradingMode.ISOLATED_MARGIN or \
self.trading_mode == TradingMode.ISOLATED_FUTURES:
isolated_liq = self.exchange.liq_formula(
trading_mode=self.trading_mode,
open_rate=open_rate,
amount=amount,
leverage=leverage,
is_short=is_short
)
if self.trading_mode == TradingMode.CROSS_FUTURES or \
self.trading_mode == TradingMode.ISOLATED_FUTURES:
self.exchange.set_leverage(pair=pair, leverage=leverage)
return interest_rate, isolated_liq
def execute_enter(
self,
pair: str,
@ -598,6 +634,7 @@ class FreqtradeBot(LoggingMixin):
logger.info(f"User requested abortion of {name.lower()}ing {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)
order = self.exchange.create_order(pair=pair, ordertype=order_type, side=side,
amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force)
@ -638,24 +675,11 @@ class FreqtradeBot(LoggingMixin):
amount = safe_value_fallback(order, 'filled', 'amount')
enter_limit_filled_price = safe_value_fallback(order, 'average', 'price')
interest_rate = 0.0
isolated_liq = None
if leverage > 1.0:
interest_rate = self.exchange.get_interest_rate(
pair=pair,
open_rate=enter_limit_filled_price,
is_short=is_short
)
if self.trading_mode == TradingMode.ISOLATED_MARGIN or \
self.trading_mode == TradingMode.ISOLATED_FUTURES:
isolated_liq = self.exchange.liq_formula(
trading_mode=self.trading_mode,
open_rate=enter_limit_filled_price,
amount=amount,
interest_rate, isolated_liq = self.leverage_prep(
leverage=leverage,
pair=pair,
amount=amount,
open_rate=enter_limit_filled_price,
is_short=is_short
)