Split tradingmode into tradingmode and collateral, moved functions out of liqformula class

freqtrade/enums/__init__.py

@@ -1,5 +1,6 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
+from freqtrade.enums.collateral import Collateral
 from freqtrade.enums.interestmode import InterestMode
 from freqtrade.enums.liqformula import LiqFormula
 from freqtrade.enums.rpcmessagetype import RPCMessageType

freqtrade/enums/collateral.py

@@ -0,0 +1,9 @@
+from enum import Enum
+
+
+class Collateral(Enum):
+    """
+    Bot application states
+    """
+    CROSS = "cross"
+    ISOLATED = "isolated"

freqtrade/enums/liqformula.py

@@ -1,12 +1,14 @@
 # from decimal import Decimal
 from enum import Enum
-# from math import ceil
-from typing import Optional
 
+from freqtrade.enums.collateral import Collateral
 from freqtrade.enums.tradingmode import TradingMode
 from freqtrade.exceptions import OperationalException
 
 
+# from math import ceil
+
+
 class LiqFormula(Enum):
     """Equations to calculate liquidation price"""
 
@@ -15,72 +17,72 @@ class LiqFormula(Enum):
     FTX = "FTX"
     NONE = None
 
-    def _exception(self, trading_mode: TradingMode, freq_specific: Optional[bool] = True):
-        """
-            Raises an exception if exchange used doesn't support desired leverage mode
-            :param trading_mode: cross, isolated, cross_futures or isolated_futures
-            :param freq_specific:
-                False if the exchange does not support this leverage mode
-                True if only freqtrade doesn't support it
-        """
-        if freq_specific:
-            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} trading")
-
-    def _binance(self, trading_mode: TradingMode):
-        # TODO-lev: Additional arguments, fill in formulas
-
-        if trading_mode == TradingMode.CROSS_MARGIN:
-            # TODO-lev: perform a calculation based on this formula
-            # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
-            self._exception(trading_mode)
-        elif trading_mode == TradingMode.ISOLATED_MARGIN:
-            self._exception(trading_mode)  # Likely won't be implemented
-        elif trading_mode == TradingMode.CROSS_FUTURES:
-            # TODO-lev: 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-lev: perform a calculation based on this formula
-            # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
-            self._exception(trading_mode)
-        else:
-            self._exception(trading_mode)
-
-    def _kraken(self, trading_mode: TradingMode):
-        # TODO-lev: Additional arguments, fill in formulas
-
-        if trading_mode == TradingMode.CROSS_MARGIN:
-            self._exception(trading_mode)
-            # 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
-        elif trading_mode == TradingMode.CROSS_FUTURES:
-            # TODO-lev: 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-lev: Additional arguments, fill in formulas
-        self._exception(trading_mode)
-
     def __call__(self, **k):
 
         trading_mode: TradingMode = k['trading_mode']
-
         if trading_mode == TradingMode.SPOT or self.name == "NONE":
             return None
 
+        collateral: Collateral = k['collateral']
+
         if self.name == "BINANCE":
-            return self._binance(trading_mode)
+            return binance(trading_mode, collateral)
         elif self.name == "KRAKEN":
-            return self._kraken(trading_mode)
+            return kraken(trading_mode, collateral)
         elif self.name == "FTX":
-            return self._ftx(trading_mode)
+            return ftx(trading_mode, collateral)
         else:
-            self._exception(trading_mode)
+            exception(self.name, trading_mode, collateral)
+
+
+def exception(name: str, trading_mode: TradingMode, collateral: Collateral):
+    """
+        Raises an exception if exchange used doesn't support desired leverage mode
+        :param trading_mode: cross, isolated, cross_futures or isolated_futures
+    """
+    raise OperationalException(
+        f"{name} does not support {collateral.value} {trading_mode.value} trading")
+
+
+def binance(name: str, trading_mode: TradingMode, collateral: Collateral):
+    # TODO-lev: Additional arguments, fill in formulas
+
+    if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
+        exception(name, trading_mode, collateral)
+    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.CROSS:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        exception(name, trading_mode, collateral)
+    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
+        # TODO-lev: perform a calculation based on this formula
+        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        exception(name, trading_mode, collateral)
+
+    # If nothing was returned
+    exception(name, trading_mode, collateral)
+
+
+def kraken(name: str, trading_mode: TradingMode, collateral: Collateral):
+    # TODO-lev: Additional arguments, fill in formulas
+
+    if collateral == Collateral.CROSS:
+        if trading_mode == TradingMode.MARGIN:
+            exception(name, trading_mode, collateral)
+            # 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
+        elif trading_mode == TradingMode.FUTURES:
+            exception(name, trading_mode, collateral)
+
+    # If nothing was returned
+    exception(name, trading_mode, collateral)
+
+
+def ftx(name: str, trading_mode: TradingMode, collateral: Collateral):
+    if collateral == Collateral.CROSS:
+        # TODO-lev: Additional arguments, fill in formulas
+        exception(name, trading_mode, collateral)
+
+    # If nothing was returned
+    exception(name, trading_mode, collateral)

freqtrade/enums/tradingmode.py

@@ -4,10 +4,8 @@ from enum import Enum
 class TradingMode(Enum):
     """
     Enum to distinguish between
-    spot, cross margin, isolated margin, futures or any other trading method
+    spot, margin, futures or any other trading method
     """
     SPOT = "spot"
-    CROSS_MARGIN = "cross margin"
+    MARGIN = "margin"
-    ISOLATED_MARGIN = "isolated margin"
+    FUTURES = "futures"
-    CROSS_FUTURES = "cross futures"
-    ISOLATED_FUTURES = "isolated futures"

tests/leverage/test_liquidation_price.py

@@ -1,4 +1,4 @@
-from freqtrade.enums import LiqFormula, TradingMode
+from freqtrade.enums import Collateral, LiqFormula, TradingMode
 
 
 # from freqtrade.exceptions import OperationalException
@@ -7,37 +7,55 @@ from freqtrade.enums import LiqFormula, TradingMode
 def test_liquidation_formula():
 
     spot = TradingMode.SPOT
-    cross_margin = TradingMode.CROSS_MARGIN
+    margin = TradingMode.MARGIN
-    isolated_margin = TradingMode.ISOLATED_MARGIN
+    futures = TradingMode.FUTURES
-    cross_futures = TradingMode.CROSS_FUTURES
-    isolated_futures = TradingMode.ISOLATED_FUTURES
 
+    cross = Collateral.CROSS
+    isolated = Collateral.ISOLATED
+
+    # NONE
     assert LiqFormula.NONE(trading_mode=spot) is None
-    assert LiqFormula.NONE(trading_mode=cross_margin) is None
+    assert LiqFormula.NONE(trading_mode=margin, collateral=cross) is None
-    assert LiqFormula.NONE(trading_mode=isolated_margin) is None
+    assert LiqFormula.NONE(trading_mode=margin, collateral=isolated) is None
-    assert LiqFormula.NONE(trading_mode=cross_futures) is None
+    assert LiqFormula.NONE(trading_mode=futures, collateral=cross) is None
-    assert LiqFormula.NONE(trading_mode=isolated_futures) is None
+    assert LiqFormula.NONE(trading_mode=futures, collateral=isolated) is None
 
+    # Binance
     assert LiqFormula.BINANCE(trading_mode=spot) is None
+    assert LiqFormula.BINANCE(trading_mode=spot, collateral=cross) is None
+    assert LiqFormula.BINANCE(trading_mode=spot, collateral=isolated) is None
     # TODO-lev: Uncomment these assertions and make them real calculation tests
     # TODO-lev: Replace 1.0 with real value
-    # assert LiqFormula.BINANCE(trading_mode=cross_margin) == 1.0
+    # assert LiqFormula.BINANCE(trading_mode=margin, collateral=cross) == 1.0
-    # assert LiqFormula.BINANCE(trading_mode=isolated_margin) == 1.0
+    # assert LiqFormula.BINANCE(trading_mode=margin, collateral=isolated) == 1.0
-    # assert LiqFormula.BINANCE(trading_mode=cross_futures) == 1.0
+    # assert LiqFormula.BINANCE(trading_mode=futures, collateral=cross) == 1.0
-    # assert LiqFormula.BINANCE(trading_mode=isolated_futures) == 1.0
+    # Binance supports isolated margin, but freqtrade likely won't for a while on Binance
+    # assert LiqFormula.BINANCE(trading_mode=margin, collateral=isolated) == 1.0
 
+    # Kraken
     assert LiqFormula.KRAKEN(trading_mode=spot) is None
+    assert LiqFormula.KRAKEN(trading_mode=spot, collateral=cross) is None
+    assert LiqFormula.KRAKEN(trading_mode=spot, collateral=isolated) is None
     # TODO-lev: Uncomment these assertions and make them real calculation tests
-    # assert LiqFormula.KRAKEN(trading_mode=cross_margin) == 1.0
+    # assert LiqFormula.KRAKEN(trading_mode=margin, collateral=cross) == 1.0
-    # LiqFormula.KRAKEN(trading_mode=isolated_margin)
+    # assert LiqFormula.KRAKEN(trading_mode=margin, collateral=isolated) == 1.0
-    # asset exception thrown #TODO-lev: Check that exception is thrown
-    # assert LiqFormula.KRAKEN(trading_mode=cross_futures) == 1.0
-    # LiqFormula.KRAKEN(trading_mode=isolated_futures)
-    # asset exception thrown #TODO-lev: Check that exception is thrown
 
+    # LiqFormula.KRAKEN(trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # LiqFormula.KRAKEN(trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # FTX
     assert LiqFormula.FTX(trading_mode=spot) is None
+    assert LiqFormula.FTX(trading_mode=spot, collateral=cross) is None
+    assert LiqFormula.FTX(trading_mode=spot, collateral=isolated) is None
     # TODO-lev: Uncomment these assertions and make them real calculation tests
-    # assert LiqFormula.FTX(trading_mode=cross_margin) == 1.0
+    # assert LiqFormula.FTX(trading_mode=margin, collateral=cross) == 1.0
-    # assert LiqFormula.FTX(trading_mode=isolated_margin) == 1.0
+    # assert LiqFormula.FTX(trading_mode=margin, collateral=isolated) == 1.0
-    # assert LiqFormula.FTX(trading_mode=cross_futures) == 1.0
+
-    # assert LiqFormula.FTX(trading_mode=isolated_futures) == 1.0
+    # LiqFormula.KRAKEN(trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # LiqFormula.KRAKEN(trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown