From 9aed76ba176be59a2168c2484de7156216f52ce0 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 19 Nov 2021 19:23:48 +0100
Subject: [PATCH] Integrate leverage() to freqtradebot

---
 docs/bot-basics.md        |  1 +
 freqtrade/freqtradebot.py | 21 +++++++++++++++++----
 2 files changed, 18 insertions(+), 4 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 80443a0bf..4a83293d4 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -43,6 +43,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
   * Determine buy-price based on `bid_strategy` configuration setting, or by using the `custom_entry_price()` callback.
   * Determine stake size by calling the `custom_stake_amount()` callback.
   * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
+  * In Margin and Futures mode, `leverage()` strategy callback is called to determine the desired leverage.
 
 This loop will be repeated again and again until the bot is stopped.
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index d234ebb07..12b9d6f65 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -576,7 +576,6 @@ class FreqtradeBot(LoggingMixin):
         stake_amount: float,
         price: Optional[float] = None,
         forcebuy: bool = False,
-        leverage: float = 1.0,
         is_short: bool = False,
         enter_tag: Optional[str] = None
     ) -> bool:
@@ -590,6 +589,7 @@ class FreqtradeBot(LoggingMixin):
         time_in_force = self.strategy.order_time_in_force['buy']
 
         [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
+        trade_side = 'short' if is_short else 'long'
 
         if price:
             enter_limit_requested = price
@@ -610,7 +610,8 @@ class FreqtradeBot(LoggingMixin):
             pair,
             enter_limit_requested,
             self.strategy.stoploss,
-            leverage=leverage
+            # TODO-lev: This is problematic... we need stake-amount to determine max_leverage
+            # leverage=leverage
         )
 
         if not self.edge:
@@ -620,7 +621,7 @@ class FreqtradeBot(LoggingMixin):
                 pair=pair, current_time=datetime.now(timezone.utc),
                 current_rate=enter_limit_requested, proposed_stake=stake_amount,
                 min_stake=min_stake_amount, max_stake=max_stake_amount,
-                side='short' if is_short else 'long'
+                side=trade_side
             )
 
         stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
@@ -628,6 +629,18 @@ class FreqtradeBot(LoggingMixin):
         if not stake_amount:
             return False
 
+        max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
+        leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
+            pair=pair,
+            current_time=datetime.now(timezone.utc),
+            current_rate=enter_limit_requested,
+            proposed_leverage=1.0,
+            max_leverage=max_leverage,
+            side=trade_side,
+        ) if self.trading_mode != TradingMode.SPOT else 1.0
+        # Cap leverage between 1.0 and max_leverage.
+        leverage = min(max(leverage, 1.0), max_leverage)
+
         logger.info(
             f"{name} signal found: about create a new trade for {pair} with stake_amount: "
             f"{stake_amount} ..."
@@ -644,7 +657,7 @@ class FreqtradeBot(LoggingMixin):
         if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
                 pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
                 time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
-                side='short' if is_short else 'long'
+                side=trade_side
         ):
             logger.info(f"User requested abortion of buying {pair}")
             return False