From e5d68f12d20d9f00b84e3f47fcf77f2572dad1d7 Mon Sep 17 00:00:00 2001
From: Sam Germain <sam.germain@usask.ca>
Date: Thu, 10 Feb 2022 09:58:30 -0600
Subject: [PATCH] Added liquidation_buffer to freqtradebot

---
 freqtrade/freqtradebot.py  | 10 +++++++++-
 tests/test_freqtradebot.py | 33 +++++++++++++++++++--------------
 2 files changed, 28 insertions(+), 15 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 35df38e69..70b8e419d 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -103,8 +103,8 @@ class FreqtradeBot(LoggingMixin):
         self._exit_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
+        self.liquidation_buffer = float(self.config.get('liquidation_buffer', '0.05'))
         self.trading_mode = TradingMode(self.config.get('trading_mode', 'spot'))
-
         self.margin_mode_type: Optional[MarginMode] = None
         if 'margin_mode' in self.config:
             self.margin_mode = MarginMode(self.config['margin_mode'])
@@ -758,6 +758,14 @@ class FreqtradeBot(LoggingMixin):
         funding_fees = self.exchange.get_funding_fees(
             pair=pair, amount=amount, is_short=is_short, open_date=open_date)
         # This is a new trade
+        if isolated_liq:
+            liquidation_buffer = abs(enter_limit_filled_price -
+                                     isolated_liq) * self.liquidation_buffer
+            isolated_liq = (
+                isolated_liq - liquidation_buffer
+                if is_short else
+                isolated_liq + liquidation_buffer
+            )
         if trade is None:
             trade = Trade(
                 pair=pair,
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index d8ebba8f9..da7e8692d 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -707,23 +707,27 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
             CandleType.SPOT) in refresh_mock.call_args[0][0]
 
 
-@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_price", [
-    (False, 'spot', 'binance', None, None),
-    (True, 'spot', 'binance', None, None),
-    (False, 'spot', 'gateio', None, None),
-    (True, 'spot', 'gateio', None, None),
-    (False, 'spot', 'okx', None, None),
-    (True, 'spot', 'okx', None, None),
-    (True, 'futures', 'binance', 'isolated', 11.89108910891089),
-    (False, 'futures', 'binance', 'isolated', 8.070707070707071),
-    (True, 'futures', 'gateio', 'isolated', 11.87413417771621),
-    (False, 'futures', 'gateio', 'isolated', 8.085708510208207),
-    # (True, 'futures', 'okx', 'isolated', 11.87413417771621),
-    # (False, 'futures', 'okx', 'isolated', 8.085708510208207),
+@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [
+    (False, 'spot', 'binance', None, 0.0, None),
+    (True, 'spot', 'binance', None, 0.0, None),
+    (False, 'spot', 'gateio', None, 0.0, None),
+    (True, 'spot', 'gateio', None, 0.0, None),
+    (False, 'spot', 'okx', None, 0.0, None),
+    (True, 'spot', 'okx', None, 0.0, None),
+    (True, 'futures', 'binance', 'isolated', 0.0, 11.89108910891089),
+    (False, 'futures', 'binance', 'isolated', 0.0, 8.070707070707071),
+    (True, 'futures', 'gateio', 'isolated', 0.0, 11.87413417771621),
+    (False, 'futures', 'gateio', 'isolated', 0.0, 8.085708510208207),
+    (True, 'futures', 'binance', 'isolated', 0.05, 11.796534653465345),
+    (False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
+    (True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
+    (False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
+    # (True, 'futures', 'okex', 'isolated', 11.87413417771621),
+    # (False, 'futures', 'okex', 'isolated', 8.085708510208207),
 ])
 def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
                        limit_order_open, is_short, trading_mode,
-                       exchange_name, margin_mode, liq_price) -> None:
+                       exchange_name, margin_mode, liq_buffer, liq_price) -> None:
     """
     exchange_name = binance, is_short = true
         leverage = 5
@@ -747,6 +751,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     open_order = limit_order_open[enter_side(is_short)]
     order = limit_order[enter_side(is_short)]
     default_conf_usdt['trading_mode'] = trading_mode
+    default_conf_usdt['liquidation_buffer'] = liq_buffer
     leverage = 1.0 if trading_mode == 'spot' else 5.0
     default_conf_usdt['exchange']['name'] = exchange_name
     if margin_mode: