Added liquidation_price function

tests/leverage/test_leverage.py

@@ -0,0 +1,89 @@
+# from decimal import Decimal
+
+from freqtrade.enums import Collateral, TradingMode
+from freqtrade.leverage import liquidation_price
+
+
+# from freqtrade.exceptions import OperationalException
+binance = "binance"
+kraken = "kraken"
+ftx = "ftx"
+other = "bittrex"
+
+
+def test_liquidation_price():
+
+    spot = TradingMode.SPOT
+    margin = TradingMode.MARGIN
+    futures = TradingMode.FUTURES
+
+    cross = Collateral.CROSS
+    isolated = Collateral.ISOLATED
+
+    # NONE
+    assert liquidation_price(exchange_name=other, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=isolated) is None
+    assert liquidation_price(
+        exchange_name=other, trading_mode=futures, collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=futures,
+                             collateral=isolated) is None
+
+    # Binance
+    assert liquidation_price(exchange_name=binance, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=binance, trading_mode=spot,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=binance, trading_mode=spot,
+                             collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # TODO-lev: Replace 1.0 with real value
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=cross
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=isolated
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=futures,
+    #   collateral=cross
+    # ) == 1.0
+
+    # Binance supports isolated margin, but freqtrade likely won't for a while on Binance
+    # liquidation_price(exchange_name=binance, trading_mode=margin, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # Kraken
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot,
+                             collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # FTX
+    assert liquidation_price(ftx, trading_mode=spot) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown

tests/test_persistence.py

@@ -109,7 +109,7 @@ def test_set_stop_loss_isolated_liq(fee):
         leverage=2.0,
         trading_mode=margin
     )
-    trade.set_isolated_liq(0.09)
+    trade.set_isolated_liq(isolated_liq=0.09)
     assert trade.isolated_liq == 0.09
     assert trade.stop_loss == 0.09
     assert trade.initial_stop_loss == 0.09
@@ -119,12 +119,12 @@ def test_set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.08)
+    trade.set_isolated_liq(isolated_liq=0.08)
     assert trade.isolated_liq == 0.08
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.11)
+    trade.set_isolated_liq(isolated_liq=0.11)
     assert trade.isolated_liq == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.09
@@ -1472,7 +1472,7 @@ def test_adjust_stop_loss_short(fee):
     assert trade.initial_stop_loss == 1.05
     assert trade.initial_stop_loss_pct == 0.05
     assert trade.stop_loss_pct == 0.1
-    trade.set_isolated_liq(0.63)
+    trade.set_isolated_liq(isolated_liq=0.63)
     trade.adjust_stop_loss(0.59, -0.1)
     assert trade.stop_loss == 0.63
     assert trade.isolated_liq == 0.63
@@ -1803,7 +1803,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade_adj.initial_stop_loss == 1.04
     assert trade_adj.initial_stop_loss_pct == 0.04
     # Stoploss can't go above liquidation price
-    trade_adj.set_isolated_liq(1.0)
+    trade_adj.set_isolated_liq(isolated_liq=1.0)
     trade.adjust_stop_loss(0.97, -0.04)
     assert trade_adj.stop_loss == 1.0
     assert trade_adj.stop_loss == 1.0