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Isolated liq branch passes all tests and has the general structure that it is supposed to, but is patchy, and doesnt get the correct maintenance amt and maintenance margin rate yet

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Sam Germain
2021-11-05 19:27:06 -06:00
parent eee7271ab8
commit ba02605d77
6 changed files with 103 additions and 44 deletions
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31
freqtrade/freqtradebot.py
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@@ -21,6 +21,7 @@ from freqtrade.enums import (Collateral, RPCMessageType, RunMode, SellType, Sign
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.leverage import liquidation_price
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
@@ -609,24 +610,32 @@ class FreqtradeBot(LoggingMixin):
interest_rate = 0.0
isolated_liq = None
# TODO-lev: Uncomment once liq and interest merged in
# if TradingMode == TradingMode.MARGIN:
# interest_rate = self.exchange.get_interest_rate(
# pair=pair,
# open_rate=open_rate,
# is_short=is_short
# )
maintenance_amt, mm_rate = self.exchange.get_mm_amt_rate(pair, amount)
# if self.collateral_type == Collateral.ISOLATED:
# isolated_liq = liquidation_price(
# exchange_name=self.exchange.name,
# trading_mode=self.trading_mode,
# open_rate=open_rate,
# amount=amount,
# leverage=leverage,
# is_short=is_short
# )
if self.collateral_type == Collateral.ISOLATED:
if self.config['dry_run']:
isolated_liq = liquidation_price(
exchange_name=self.exchange.name,
open_rate=open_rate,
is_short=is_short,
leverage=leverage,
trading_mode=self.trading_mode,
collateral=Collateral.ISOLATED,
mm_ex_1=0.0,
upnl_ex_1=0.0,
position=amount * open_rate,
wallet_balance=amount/leverage, # TODO-lev: Is this correct?
maintenance_amt=maintenance_amt,
mm_rate=mm_rate,
)
else:
isolated_liq = self.exchange.get_liquidation_price(pair)
return interest_rate, isolated_liq