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Added Margin Mode Check for Binance.

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This commit is contained in:
Arunavo Ray
2021-08-27 11:54:51 +05:30
parent d343e84507
commit abcb9729e5
1 changed files with 12 additions and 11 deletions
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23
freqtrade/leverage/liquidation_price.py
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@@ -10,7 +10,8 @@ def liquidation_price(
is_short: bool, is_short: bool,
leverage: float, leverage: float,
trading_mode: TradingMode, trading_mode: TradingMode,
collateral: Optional[Collateral] collateral: Optional[Collateral],
margin_mode: Optional[MarginMode]
) -> Optional[float]: ) -> Optional[float]:
if trading_mode == TradingMode.SPOT: if trading_mode == TradingMode.SPOT:
return None return None
@@ -22,7 +23,11 @@ def liquidation_price(
) )
if exchange_name.lower() == "binance": if exchange_name.lower() == "binance":
return binance(open_rate, is_short, leverage, trading_mode, collateral) if not margin_mode:
raise OperationalException(
f"Parameter margin_mode is required by liquidation_price when exchange is {trading_mode}")
return binance(open_rate, is_short, leverage, margin_mode, trading_mode, collateral)
elif exchange_name.lower() == "kraken": elif exchange_name.lower() == "kraken":
return kraken(open_rate, is_short, leverage, trading_mode, collateral) return kraken(open_rate, is_short, leverage, trading_mode, collateral)
elif exchange_name.lower() == "ftx": elif exchange_name.lower() == "ftx":
@@ -36,7 +41,7 @@ def exception(
exchange: str, exchange: str,
trading_mode: TradingMode, trading_mode: TradingMode,
collateral: Collateral, collateral: Collateral,
margin_mode: Optional[MarginMode] margin_mode: Optional[MarginMode] = None
): ):
""" """
Raises an exception if exchange used doesn't support desired leverage mode Raises an exception if exchange used doesn't support desired leverage mode
@@ -183,7 +188,6 @@ def kraken(
open_rate: float, open_rate: float,
is_short: bool, is_short: bool,
leverage: float, leverage: float,
margin_mode: MarginMode,
trading_mode: TradingMode, trading_mode: TradingMode,
collateral: Collateral collateral: Collateral
): ):
@@ -192,7 +196,6 @@ def kraken(
:param open_rate: open_rate :param open_rate: open_rate
:param is_short: true or false :param is_short: true or false
:param leverage: leverage in float :param leverage: leverage in float
:param margin_mode: one-way or hedge
:param trading_mode: spot, margin, futures :param trading_mode: spot, margin, futures
:param collateral: cross, isolated :param collateral: cross, isolated
""" """
@@ -204,17 +207,16 @@ def kraken(
# TODO-lev: perform a calculation based on this formula # 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 # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
elif trading_mode == TradingMode.FUTURES: elif trading_mode == TradingMode.FUTURES:
exception("kraken", trading_mode, collateral, margin_mode) exception("kraken", trading_mode, collateral)
# If nothing was returned # If nothing was returned
exception("kraken", trading_mode, collateral, margin_mode) exception("kraken", trading_mode, collateral)
def ftx( def ftx(
open_rate: float, open_rate: float,
is_short: bool, is_short: bool,
leverage: float, leverage: float,
margin_mode: MarginMode,
trading_mode: TradingMode, trading_mode: TradingMode,
collateral: Collateral collateral: Collateral
): ):
@@ -223,13 +225,12 @@ def ftx(
:param open_rate: open_rate :param open_rate: open_rate
:param is_short: true or false :param is_short: true or false
:param leverage: leverage in float :param leverage: leverage in float
:param margin_mode: one-way or hedge
:param trading_mode: spot, margin, futures :param trading_mode: spot, margin, futures
:param collateral: cross, isolated :param collateral: cross, isolated
""" """
if collateral == Collateral.CROSS: if collateral == Collateral.CROSS:
# TODO-lev: Additional arguments, fill in formulas # TODO-lev: Additional arguments, fill in formulas
exception("ftx", trading_mode, collateral, margin_mode) exception("ftx", trading_mode, collateral)
# If nothing was returned # If nothing was returned
exception("ftx", trading_mode, collateral, margin_mode) exception("ftx", trading_mode, collateral)