Set leverage and borowed to computed properties
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@@ -133,7 +133,7 @@ class Order(_DECL_BASE):
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order_update_date = Column(DateTime, nullable=True)
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leverage = Column(Float, nullable=True, default=1.0)
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is_short = Column(Boolean, nullable=False, default=False)
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is_short = Column(Boolean, nullable=True, default=False)
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def __repr__(self):
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return (f'Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, '
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@@ -264,40 +264,42 @@ class LocalTrade():
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timeframe: Optional[int] = None
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# Margin trading properties
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leverage: Optional[float] = 1.0
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borrowed: float = 0.0
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borrowed_currency: str = None
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collateral_currency: str = None
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interest_rate: float = 0.0
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liquidation_price: float = None
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is_short: bool = False
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__leverage: float = 1.0 # * You probably want to use self.leverage instead |
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__borrowed: float = 0.0 # * You probably want to use self.borrowed instead |
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__is_short: bool = False # * You probably want to use self.is_short instead V
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@property
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def leverage(self) -> float:
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return self.__leverage or 1.0
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@property
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def borrowed(self) -> float:
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return self.__borrowed or 0.0
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@property
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def is_short(self) -> bool:
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return self.__is_short or False
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@is_short.setter
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def is_short(self, val):
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self.__is_short = val
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@leverage.setter
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def leverage(self, lev):
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self.__leverage = lev
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self.__borrowed = self.amount * (lev-1)
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self.amount = self.amount * lev
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@borrowed.setter
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def borrowed(self, bor):
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self.__leverage = self.amount / (self.amount - self.borrowed)
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self.__borrowed = bor
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# End of margin trading properties
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def __init__(self, **kwargs):
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lev = kwargs.get('leverage')
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bor = kwargs.get('borrowed')
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amount = kwargs.get('amount')
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if lev and bor:
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# TODO: should I raise an error?
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raise OperationalException('Cannot pass both borrowed and leverage to Trade')
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elif lev:
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self.amount = amount * lev
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self.borrowed = amount * (lev-1)
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elif bor:
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self.lev = (bor + amount)/amount
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for key in kwargs:
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setattr(self, key, kwargs[key])
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if not self.is_short:
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self.is_short = False
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self.recalc_open_trade_value()
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def __repr__(self):
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open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
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return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
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f'open_rate={self.open_rate:.8f}, open_since={open_since})')
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@property
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def open_date_utc(self):
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return self.open_date.replace(tzinfo=timezone.utc)
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@@ -306,6 +308,20 @@ class LocalTrade():
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def close_date_utc(self):
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return self.close_date.replace(tzinfo=timezone.utc)
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def __init__(self, **kwargs):
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if kwargs.get('leverage') and kwargs.get('borrowed'):
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# TODO-mg: should I raise an error?
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raise OperationalException('Cannot pass both borrowed and leverage to Trade')
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for key in kwargs:
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setattr(self, key, kwargs[key])
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self.recalc_open_trade_value()
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def __repr__(self):
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open_since = self.open_date.strftime(DATETIME_PRINT_FORMAT) if self.is_open else 'closed'
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return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
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f'open_rate={self.open_rate:.8f}, open_since={open_since})')
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def to_json(self) -> Dict[str, Any]:
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return {
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'trade_id': self.id,
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@@ -448,7 +464,7 @@ class LocalTrade():
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Determines if the trade is an opening (long buy or short sell) trade
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:param side (string): the side (buy/sell) that order happens on
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"""
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is_short = self.is_short
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is_short = self.is_short or False
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return (side == 'buy' and not is_short) or (side == 'sell' and is_short)
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def is_closing_trade(self, side) -> bool:
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@@ -456,7 +472,7 @@ class LocalTrade():
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Determines if the trade is an closing (long sell or short buy) trade
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:param side (string): the side (buy/sell) that order happens on
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"""
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is_short = self.is_short
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is_short = self.is_short or False
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return (side == 'sell' and not is_short) or (side == 'buy' and is_short)
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def update(self, order: Dict) -> None:
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@@ -466,9 +482,14 @@ class LocalTrade():
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:return: None
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"""
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order_type = order['type']
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# if ('leverage' in order and 'borrowed' in order):
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# raise OperationalException('Cannot update a trade with both borrowed and leverage')
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# TODO: I don't like this, but it might be the only way
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if 'is_short' in order and order['side'] == 'sell':
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self.is_short = order['is_short']
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# Ignore open and cancelled orders
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if order['status'] == 'open' or safe_value_fallback(order, 'average', 'price') is None:
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return
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@@ -477,8 +498,17 @@ class LocalTrade():
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if order_type in ('market', 'limit') and self.is_opening_trade(order['side']):
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# Update open rate and actual amount
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# self.is_short = safe_value_fallback(order, 'is_short', default_value=False)
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# self.borrowed = safe_value_fallback(order, 'is_short', default_value=False)
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self.open_rate = float(safe_value_fallback(order, 'average', 'price'))
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self.amount = float(safe_value_fallback(order, 'filled', 'amount'))
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if 'borrowed' in order:
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self.borrowed = order['borrowed']
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elif 'leverage' in order:
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self.leverage = order['leverage']
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self.recalc_open_trade_value()
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if self.is_open:
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payment = "SELL" if self.is_short else "BUY"
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