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Merge pull request #6332 from samgermain/binance-max-lev

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Binance max lev
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Matthias 2022-01-31 20:26:57 +01:00 committed by GitHub
commit d653d6bfc0
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3 changed files with 54 additions and 39 deletions
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23
freqtrade/exchange/binance.py
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@ -155,20 +155,29 @@ class Binance(Exchange):
except ccxt.BaseError as e:
raise OperationalException(e) from e
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
def get_max_leverage(self, pair: str, stake_amount: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
:stake_amount: The total value of the traders collateral in quote currency
"""
if pair not in self._leverage_brackets:
return 1.0
pair_brackets = self._leverage_brackets[pair]
max_lev = 1.0
for [min_amount, margin_req] in pair_brackets:
if nominal_value >= min_amount:
max_lev = 1/margin_req
return max_lev
num_brackets = len(pair_brackets)
min_amount = 0
for bracket_num in range(num_brackets):
[_, margin_req] = pair_brackets[bracket_num]
lev = 1/margin_req
if bracket_num+1 != num_brackets: # If not on last bracket
[min_amount, _] = pair_brackets[bracket_num+1] # Get min_amount of next bracket
else:
return lev
nominal_value = stake_amount * lev
# Bracket is good if the leveraged trade value doesnt exceed min_amount of next bracket
if nominal_value < min_amount:
return lev
return 1.0 # default leverage
@retrier
def _set_leverage(

2
freqtrade/exchange/exchange.py
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@ -1807,7 +1807,7 @@ class Exchange:
"""
return
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
def get_max_leverage(self, pair: str, stake_amount: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded

68
tests/exchange/test_binance.py
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@ -162,43 +162,49 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
assert not exchange.stoploss_adjust(sl3, order, side=side)
@pytest.mark.parametrize('pair,nominal_value,max_lev', [
@pytest.mark.parametrize('pair,stake_amount,max_lev', [
("BNB/BUSD", 0.0, 40.0),
("BNB/USDT", 100.0, 153.84615384615384),
("BNB/USDT", 100.0, 100.0),
("BTC/USDT", 170.30, 250.0),
("BNB/BUSD", 999999.9, 10.0),
("BNB/USDT", 5000000.0, 6.666666666666667),
("BTC/USDT", 300000000.1, 2.0),
("BNB/BUSD", 99999.9, 10.0),
("BNB/USDT", 750000, 6.666666666666667),
("BTC/USDT", 150000000.1, 2.0),
])
def test_get_max_leverage_binance(default_conf, mocker, pair, nominal_value, max_lev):
def test_get_max_leverage_binance(default_conf, mocker, pair, stake_amount, max_lev):
exchange = get_patched_exchange(mocker, default_conf, id="binance")
exchange._leverage_brackets = {
'BNB/BUSD': [[0.0, 0.025],
[100000.0, 0.05],
[500000.0, 0.1],
[1000000.0, 0.15],
[2000000.0, 0.25],
[5000000.0, 0.5]],
'BNB/USDT': [[0.0, 0.0065],
[10000.0, 0.01],
[50000.0, 0.02],
[250000.0, 0.05],
[1000000.0, 0.1],
[2000000.0, 0.125],
[5000000.0, 0.15],
[10000000.0, 0.25]],
'BTC/USDT': [[0.0, 0.004],
[50000.0, 0.005],
[250000.0, 0.01],
[1000000.0, 0.025],
[5000000.0, 0.05],
[20000000.0, 0.1],
[50000000.0, 0.125],
[100000000.0, 0.15],
[200000000.0, 0.25],
[300000000.0, 0.5]],
'BNB/BUSD': [
[0.0, 0.025], # lev = 40.0
[100000.0, 0.05], # lev = 20.0
[500000.0, 0.1], # lev = 10.0
[1000000.0, 0.15], # lev = 6.666666666666667
[2000000.0, 0.25], # lev = 4.0
[5000000.0, 0.5], # lev = 2.0
],
'BNB/USDT': [
[0.0, 0.0065], # lev = 153.84615384615384
[10000.0, 0.01], # lev = 100.0
[50000.0, 0.02], # lev = 50.0
[250000.0, 0.05], # lev = 20.0
[1000000.0, 0.1], # lev = 10.0
[2000000.0, 0.125], # lev = 8.0
[5000000.0, 0.15], # lev = 6.666666666666667
[10000000.0, 0.25], # lev = 4.0
],
'BTC/USDT': [
[0.0, 0.004], # lev = 250.0
[50000.0, 0.005], # lev = 200.0
[250000.0, 0.01], # lev = 100.0
[1000000.0, 0.025], # lev = 40.0
[5000000.0, 0.05], # lev = 20.0
[20000000.0, 0.1], # lev = 10.0
[50000000.0, 0.125], # lev = 8.0
[100000000.0, 0.15], # lev = 6.666666666666667
[200000000.0, 0.25], # lev = 4.0
[300000000.0, 0.5], # lev = 2.0
],
}
assert exchange.get_max_leverage(pair, nominal_value) == max_lev
assert exchange.get_max_leverage(pair, stake_amount) == max_lev
def test_fill_leverage_brackets_binance(default_conf, mocker):