Changed leveragemode to tradingmode, added tests for liqformula enum, reorganized liqformula

freqtrade/enums/__init__.py

@@ -1,10 +1,10 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.interestmode import InterestMode
-from freqtrade.enums.leveragemode import LeverageMode
 from freqtrade.enums.liqformula import LiqFormula
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType
 from freqtrade.enums.signaltype import SignalTagType, SignalType
 from freqtrade.enums.state import State
+from freqtrade.enums.tradingmode import TradingMode

freqtrade/enums/liqformula.py

@@ -26,47 +26,60 @@ class LiqFormula(Enum):
             raise OperationalException(
                 f"Freqtrade does not support {trading_mode.value} on {self.name}")
         else:
-            raise OperationalException(f"{self.name} does not support {trading_mode.value}")
+            raise OperationalException(f"{self.name} does not support {trading_mode.value} trading")
 
-    def __call__(self, **k):
+    def __binance(self, trading_mode: TradingMode):
-        trading_mode: TradingMode = k.trading_mode
+        # TODO-mg: Additional arguments, fill in formulas
 
-        # * Cross Margin
+        if trading_mode == TradingMode.CROSS_MARGIN:
-        if trading_mode == TradingMode.CROSS:
+            # TODO-mg: perform a calculation based on this formula
-            if self.name == "BINANCE":
-                # TODO: perform a calculation based on this formula
             # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
             self.__exception(trading_mode)
-            elif self.name == "KRAKEN":
+        elif trading_mode == TradingMode.ISOLATED_MARGIN:
-                # TODO: perform a calculation based on this formula
+            self.__exception(trading_mode)  # Likely won't be implemented
-                # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
-                self.__exception(trading_mode)
-            elif self.name == "FTX":
-                self.__exception(trading_mode)
-
-        # * Isolated Margin
-        elif trading_mode == TradingMode.ISOLATED:
-            if self.name == "KRAKEN":  # Kraken doesn't have isolated margin
-                self.__exception(trading_mode, False)
-            else:
-                self.__exception(trading_mode)
-
-        # * Cross Futures
         elif trading_mode == TradingMode.CROSS_FUTURES:
-            if self.name == "BINANCE":
+            # TODO-mg: perform a calculation based on this formula
-                # TODO: perform a calculation based on this formula
+            # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+            self.__exception(trading_mode)
+        elif trading_mode == TradingMode.ISOLATED_FUTURES:
+            # TODO-mg: perform a calculation based on this formula
             # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
             self.__exception(trading_mode)
         else:
             self.__exception(trading_mode)
 
-        # * Isolated Futures
+    def __kraken(self, trading_mode: TradingMode):
-        elif trading_mode == TradingMode.ISOLATED_FUTURES:
+        # TODO-mg: Additional arguments, fill in formulas
-            if self.name == "BINANCE":
+
-                # TODO: perform a calculation based on this formula
+        if trading_mode == TradingMode.CROSS_MARGIN:
-                # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
             self.__exception(trading_mode)
-            elif self.name == "KRAKEN":  # Kraken doesn't have isolated margin
+            # TODO-mg: perform a calculation based on this formula
-                self.__exception(trading_mode, False)
+            # https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
+        elif trading_mode == TradingMode.CROSS_FUTURES:
+            # TODO-mg: implement
+            self.__exception(trading_mode)
+        elif trading_mode == TradingMode.ISOLATED_MARGIN or \
+                trading_mode == TradingMode.ISOLATED_FUTURES:
+            self.__exception(trading_mode, True)
+        else:
+            self.__exception(trading_mode)
+
+    def __ftx(self, trading_mode: TradingMode):
+        # TODO-mg: Additional arguments, fill in formulas
+        self.__exception(trading_mode)
+
+    def __call__(self, **k):
+
+        trading_mode: TradingMode = k['trading_mode']
+
+        if trading_mode == TradingMode.SPOT:
+            return None
+
+        if self.name == "BINANCE":
+            return self.__binance(trading_mode)
+        elif self.name == "KRAKEN":
+            return self.__kraken(trading_mode)
+        elif self.name == "FTX":
+            return self.__ftx(trading_mode)
         else:
             self.__exception(trading_mode)

tests/leverage/test_liquidation_price.py

@@ -0,0 +1,65 @@
+from freqtrade.enums import LiqFormula, TradingMode
+
+
+# from freqtrade.exceptions import OperationalException
+
+
+def test_liquidation_formula():
+    spot = TradingMode.SPOT
+    # cross_margin = TradingMode.CROSS_MARGIN
+    # isolated_margin = TradingMode.ISOLATED_MARGIN
+    # cross_futures = TradingMode.CROSS_FUTURES
+    # isolated_futures = TradingMode.ISOLATED_FUTURES
+
+    assert LiqFormula.BINANCE(
+        trading_mode=spot
+    ) is None
+    # TODO-mg: Uncomment these assertions and make them real calculation tests
+    # assert LiqFormula.BINANCE(
+    #   trading_mode=cross_margin
+    # ) == 1.0  #Replace 1.0 with real value
+    # assert LiqFormula.BINANCE(
+    #   trading_mode=isolated_margin
+    # ) == 1.0
+    # assert LiqFormula.BINANCE(
+    #   trading_mode=cross_futures
+    # ) == 1.0
+    # assert LiqFormula.BINANCE(
+    #   trading_mode=isolated_futures
+    # ) == 1.0
+
+    assert LiqFormula.KRAKEN(
+        trading_mode=spot
+    ) is None
+    # TODO-mg: Uncomment these assertions and make them real calculation tests
+    # assert LiqFormula.KRAKEN(
+    #   trading_mode=cross_margin
+    # ) == 1.0
+    # LiqFormula.KRAKEN(
+    #   trading_mode=isolated_margin
+    # )
+    # asset exception thrown #TODO-mg: Check that exception is thrown
+    # assert LiqFormula.KRAKEN(
+    #   trading_mode=cross_futures
+    # ) == 1.0
+    # LiqFormula.KRAKEN(
+    #   trading_mode=isolated_futures
+    # )
+    # asset exception thrown #TODO-mg: Check that exception is thrown
+
+    assert LiqFormula.FTX(
+        trading_mode=spot
+    ) is None
+    # TODO-mg: Uncomment these assertions and make them real calculation tests
+    # assert LiqFormula.FTX(
+    #   trading_mode=cross_margin
+    # ) == 1.0
+    # assert LiqFormula.FTX(
+    #   trading_mode=isolated_margin
+    # ) == 1.0
+    # assert LiqFormula.FTX(
+    #   trading_mode=cross_futures
+    # ) == 1.0
+    # assert LiqFormula.FTX(
+    #   trading_mode=isolated_futures
+    # ) == 1.0