exchange.liquidation_price combined position and position_assets

This commit is contained in:
Sam Germain
2022-01-28 05:06:06 -06:00
parent 0b5c2e97b3
commit fe037aa971
4 changed files with 31 additions and 41 deletions

View File

@@ -2019,16 +2019,15 @@ class Exchange:
open_rate: float, # Entry price of position
is_short: bool,
leverage: float,
trading_mode: TradingMode,
mm_ratio: float,
position: float, # Absolute value of position size
trading_mode: TradingMode,
collateral: Optional[Collateral] = Collateral.ISOLATED,
maintenance_amt: Optional[float] = None, # (Binance)
position: Optional[float] = None, # (Binance and Gateio) Absolute value of position size
wallet_balance: Optional[float] = None, # (Binance and Gateio)
taker_fee_rate: Optional[float] = None, # (Gateio & Okex)
liability: Optional[float] = None, # (Okex)
interest: Optional[float] = None, # (Okex)
position_assets: Optional[float] = None, # * (Okex) Might be same as position
mm_ex_1: Optional[float] = 0.0, # (Binance) Cross only
upnl_ex_1: Optional[float] = 0.0, # (Binance) Cross only
) -> Optional[float]:
@@ -2097,28 +2096,26 @@ class Exchange:
taker_fee_rate,
liability,
interest,
position_assets,
mm_ex_1,
upnl_ex_1,
)
def liquidation_price_helper(
self,
open_rate: float,
open_rate: float, # Entry price of position
is_short: bool,
leverage: float,
trading_mode: TradingMode,
mm_ratio: float,
position: float, # Absolute value of position size
trading_mode: TradingMode,
collateral: Collateral,
maintenance_amt: Optional[float] = None,
position: Optional[float] = None,
wallet_balance: Optional[float] = None,
taker_fee_rate: Optional[float] = None,
liability: Optional[float] = None,
interest: Optional[float] = None,
position_assets: Optional[float] = None,
mm_ex_1: Optional[float] = 0.0,
upnl_ex_1: Optional[float] = 0.0,
maintenance_amt: Optional[float] = None, # (Binance)
wallet_balance: Optional[float] = None, # (Binance and Gateio)
taker_fee_rate: Optional[float] = None, # (Gateio & Okex)
liability: Optional[float] = None, # (Okex)
interest: Optional[float] = None, # (Okex)
mm_ex_1: Optional[float] = 0.0, # (Binance) Cross only
upnl_ex_1: Optional[float] = 0.0, # (Binance) Cross only
) -> Optional[float]:
raise OperationalException(f"liquidation_price is not implemented for {self.name}")