Added liquidation_price function

freqtrade/leverage/__init__.py

@@ -1,2 +1,3 @@
 # flake8: noqa: F401
 from freqtrade.leverage.interest import interest
+from freqtrade.leverage.liquidation_price import liquidation_price

freqtrade/leverage/liquidation_price.py

@@ -0,0 +1,133 @@
+from typing import Optional
+
+from freqtrade.enums import Collateral, TradingMode
+from freqtrade.exceptions import OperationalException
+
+
+def liquidation_price(
+    exchange_name: str,
+    open_rate: float,
+    is_short: bool,
+    leverage: float,
+    trading_mode: TradingMode,
+    collateral: Optional[Collateral]
+) -> Optional[float]:
+
+    leverage_exchanges = [
+        'binance',
+        'kraken',
+        'ftx'
+    ]
+    if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
+        return None
+
+    if not collateral:
+        raise OperationalException(
+            "Parameter collateral is required by liquidation_price when trading_mode is "
+            f"{trading_mode}"
+        )
+
+    if exchange_name.lower() == "binance":
+        return binance(open_rate, is_short, leverage, trading_mode, collateral)
+    elif exchange_name.lower() == "kraken":
+        return kraken(open_rate, is_short, leverage, trading_mode, collateral)
+    elif exchange_name.lower() == "ftx":
+        return ftx(open_rate, is_short, leverage, trading_mode, collateral)
+    raise OperationalException(
+        f"liquidation_price is not yet implemented for {exchange_name}"
+    )
+
+
+def exception(
+    exchange: str,
+    trading_mode: TradingMode,
+    collateral: Collateral
+):
+    """
+        Raises an exception if exchange used doesn't support desired leverage mode
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    raise OperationalException(
+        f"{exchange} does not support {collateral.value} {trading_mode.value} trading")
+
+
+def binance(
+    open_rate: float,
+    is_short: bool,
+    leverage: float,
+    trading_mode: TradingMode,
+    collateral: Collateral
+):
+    """
+        Calculates the liquidation price on Binance
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    # TODO-lev: Additional arguments, fill in formulas
+
+    if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
+        exception("binance", trading_mode, collateral)
+    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.CROSS:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        exception("binance", trading_mode, collateral)
+    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        exception("binance", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("binance", trading_mode, collateral)
+
+
+def kraken(
+    open_rate: float,
+    is_short: bool,
+    leverage: float,
+    trading_mode: TradingMode,
+    collateral: Collateral
+):
+    """
+        Calculates the liquidation price on Kraken
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    # TODO-lev: Additional arguments, fill in formulas
+
+    if collateral == Collateral.CROSS:
+        if trading_mode == TradingMode.MARGIN:
+            exception("kraken", trading_mode, collateral)
+            # TODO-lev: perform a calculation based on this formula
+            # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
+        elif trading_mode == TradingMode.FUTURES:
+            exception("kraken", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("kraken", trading_mode, collateral)
+
+
+def ftx(
+    open_rate: float,
+    is_short: bool,
+    leverage: float,
+    trading_mode: TradingMode,
+    collateral: Collateral
+):
+    """
+        Calculates the liquidation price on FTX
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    if collateral == Collateral.CROSS:
+        # TODO-lev: Additional arguments, fill in formulas
+        exception("ftx", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("ftx", trading_mode, collateral)