Binance Liquidation Price Hedge-Mode Removed

freqtrade/leverage/liquidation_price.py

@@ -10,7 +10,14 @@ def liquidation_price(
     is_short: bool,
     leverage: float,
     trading_mode: TradingMode,
-    collateral: Optional[Collateral]
+    collateral: Optional[Collateral],
+    wallet_balance: Optional[float],
+    maintenance_margin_ex_1: Optional[float],
+    unrealized_pnl_ex_1: Optional[float],
+    maintenance_amount_both: Optional[float],
+    position_1_both: Optional[float],
+    entry_price_1_both: Optional[float],
+    maintenance_margin_rate_both: Optional[float]
 ) -> Optional[float]:
 
     if trading_mode == TradingMode.SPOT:
@@ -23,7 +30,16 @@ def liquidation_price(
         )
 
     if exchange_name.lower() == "binance":
-        return binance(open_rate, is_short, leverage, trading_mode, collateral)
+        if not wallet_balance or not maintenance_margin_ex_1 or not unrealized_pnl_ex_1 or not maintenance_amount_both \
+                or not position_1_both or not entry_price_1_both or not maintenance_margin_rate_both:
+            raise OperationalException(
+                f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount_both, "
+                f"position_1_both, entry_price_1_both, maintenance_margin_rate_both is required by liquidation_price "
+                f"when exchange is {exchange_name.lower()}")
+
+        return binance(open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, maintenance_margin_ex_1,
+                       unrealized_pnl_ex_1, maintenance_amount_both, position_1_both, entry_price_1_both,
+                       maintenance_margin_rate_both)
     elif exchange_name.lower() == "kraken":
         return kraken(open_rate, is_short, leverage, trading_mode, collateral)
     elif exchange_name.lower() == "ftx":
@@ -36,16 +52,17 @@ def liquidation_price(
 def exception(
     exchange: str,
     trading_mode: TradingMode,
-    collateral: Collateral
+    collateral: Collateral,
 ):
     """
         Raises an exception if exchange used doesn't support desired leverage mode
-        :param name: Name of the exchange
+        :param exchange: Name of the exchange
         :param trading_mode: spot, margin, futures
         :param collateral: cross, isolated
     """
+
     raise OperationalException(
-        f"{exchange} does not support {collateral.value} {trading_mode.value} trading")
+        f"{exchange} does not support {collateral.value} Mode {trading_mode.value} trading ")
 
 
 def binance(
@@ -58,21 +75,15 @@ def binance(
     maintenance_margin_ex_1: float,
     unrealized_pnl_ex_1: float,
     maintenance_amount_both: float,
-    maintenance_amount_long: float,
-    maintenance_amount_short: float,
     position_1_both: float,
     entry_price_1_both: float,
-    position_1_long: float,
-    entry_price_1_long: float,
-    position_1_short: float,
-    entry_price_1_short: float,
     maintenance_margin_rate_both: float,
-    maintenance_margin_rate_long: float,
-    maintenance_margin_rate_short: float,
 ):
     """
         Calculates the liquidation price on Binance
-        :param name: Name of the exchange
+        :param open_rate: open_rate
+        :param is_short: true or false
+        :param leverage: leverage in float
         :param trading_mode: spot, margin, futures
         :param collateral: cross, isolated
 
@@ -87,60 +98,43 @@ def binance(
 
         :param maintenance_amount_both: Maintenance Amount of BOTH position (one-way mode)
 
-        :param maintenance_amount_long: Maintenance Amount of LONG position (hedge mode)
-
-        :param maintenance_amount_short: Maintenance Amount of SHORT position (hedge mode)
-
-        :param side_1_both: Direction of BOTH position, 1 as long position, -1 as short position derived from is_short
-
         :param position_1_both: Absolute value of BOTH position size (one-way mode)
 
         :param entry_price_1_both: Entry Price of BOTH position (one-way mode)
 
-        :param position_1_long: Absolute value of LONG position size (hedge mode)
-
-        :param entry_price_1_long: Entry Price of LONG position (hedge mode)
-
-        :param position_1_short: Absolute value of SHORT position size (hedge mode)
-
-        :param entry_price_1_short: Entry Price of SHORT position (hedge mode)
-
         :param maintenance_margin_rate_both: Maintenance margin rate of BOTH position (one-way mode)
 
-        :param maintenance_margin_rate_long: Maintenance margin rate of LONG position (hedge mode)
-
-        :param maintenance_margin_rate_short: Maintenance margin rate of SHORT position (hedge mode)
     """
     # TODO-lev: Additional arguments, fill in formulas
     wb = wallet_balance
     tmm_1 = 0.0 if collateral == Collateral.ISOLATED else maintenance_margin_ex_1
     upnl_1 = 0.0 if collateral == Collateral.ISOLATED else unrealized_pnl_ex_1
     cum_b = maintenance_amount_both
-    cum_l = maintenance_amount_long
-    cum_s = maintenance_amount_short
     side_1_both = -1 if is_short else 1
     position_1_both = abs(position_1_both)
     ep1_both = entry_price_1_both
-    position_1_long = abs(position_1_long)
-    ep1_long = entry_price_1_long
-    position_1_short = abs(position_1_short)
-    ep1_short = entry_price_1_short
     mmr_b = maintenance_margin_rate_both
-    mmr_l = maintenance_margin_rate_long
-    mmr_s = maintenance_margin_rate_short
 
     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("binance", trading_mode, collateral)
+    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
+        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        # Liquidation Price of USDⓈ-M Futures Contracts Isolated
+
+        # Isolated margin mode, then TMM=0，UPNL=0
+        return (wb + cum_b - (side_1_both * position_1_both * ep1_both)) / (
+            position_1_both * mmr_b - side_1_both * position_1_both)
+
     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("binance", trading_mode, collateral)
+        # Liquidation Price of USDⓈ-M Futures Contracts Cross
-    elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
+
-        # TODO-lev: perform a calculation based on this formula
+        # Isolated margin mode, then TMM=0，UPNL=0
-        # https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
+        return (wb - tmm_1 + upnl_1 + cum_b - (side_1_both * position_1_both * ep1_both)) / (
-        exception("binance", trading_mode, collateral)
+            position_1_both * mmr_b - side_1_both * position_1_both)
 
     # If nothing was returned
     exception("binance", trading_mode, collateral)