Added liquidation_price and interest functions

freqtrade/enums/__init__.py

@@ -1,7 +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.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType

freqtrade/enums/interestmode.py

@@ -1,28 +0,0 @@
-from decimal import Decimal
-from enum import Enum
-from math import ceil
-
-from freqtrade.exceptions import OperationalException
-
-
-one = Decimal(1.0)
-four = Decimal(4.0)
-twenty_four = Decimal(24.0)
-
-
-class InterestMode(Enum):
-    """Equations to calculate interest"""
-
-    HOURSPERDAY = "HOURSPERDAY"
-    HOURSPER4 = "HOURSPER4"  # Hours per 4 hour segment
-    NONE = "NONE"
-
-    def __call__(self, borrowed: Decimal, rate: Decimal, hours: Decimal):
-
-        if self.name == "HOURSPERDAY":
-            return borrowed * rate * ceil(hours)/twenty_four
-        elif self.name == "HOURSPER4":
-            # Rounded based on https://kraken-fees-calculator.github.io/
-            return borrowed * rate * (1+ceil(hours/four))
-        else:
-            raise OperationalException("Leverage not available on this exchange with freqtrade")

freqtrade/leverage/__init__.py

@@ -1 +1,3 @@
 # flake8: noqa: F401
+from freqtrade.leverage.interest import interest
+from freqtrade.leverage.liquidation_price import liquidation_price

freqtrade/leverage/interest.py

@@ -0,0 +1,43 @@
+from decimal import Decimal
+from math import ceil
+
+from freqtrade.exceptions import OperationalException
+
+
+one = Decimal(1.0)
+four = Decimal(4.0)
+twenty_four = Decimal(24.0)
+
+
+def interest(
+    exchange_name: str,
+    borrowed: Decimal,
+    rate: Decimal,
+    hours: Decimal
+) -> Decimal:
+    """Equation to calculate interest on margin trades
+
+
+    :param exchange_name: The exchanged being trading on
+    :param borrowed: The amount of currency being borrowed
+    :param rate: The rate of interest
+    :param hours: The time in hours that the currency has been borrowed for
+
+    Raises:
+        OperationalException: Raised if freqtrade does
+        not support margin trading for this exchange
+
+    Returns: The amount of interest owed (currency matches borrowed)
+
+    """
+    exchange_name = exchange_name.lower()
+    if exchange_name == "binance":
+        return borrowed * rate * ceil(hours)/twenty_four
+    elif exchange_name == "kraken":
+        # Rounded based on https://kraken-fees-calculator.github.io/
+        return borrowed * rate * (one+ceil(hours/four))
+    elif exchange_name == "ftx":
+        # TODO-lev: Add FTX interest formula
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
+    else:
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/leverage/liquidation_price.py

@@ -0,0 +1,106 @@
+from freqtrade.enums import Collateral, TradingMode
+from freqtrade.exceptions import OperationalException
+
+
+def liquidation_price(
+    exchange_name: str,
+    trading_mode: TradingMode,
+    ** k
+):
+
+    leverage_exchanges = [
+        'binance',
+        'kraken',
+        'ftx'
+    ]
+    if trading_mode == TradingMode.SPOT or exchange_name.lower() not in leverage_exchanges:
+        return None
+
+    collateral: Collateral = k['collateral']
+
+    if exchange_name.lower() == "binance":
+        # TODO-lev: Get more variables from **k and pass them to binance
+        return binance(trading_mode, collateral)
+    elif exchange_name.lower() == "kraken":
+        # TODO-lev: Get more variables from **k and pass them to kraken
+        return kraken(trading_mode, collateral)
+    elif exchange_name.lower() == "ftx":
+        return ftx(trading_mode, collateral)
+    return
+
+
+def exception(
+    exchange_name: str,
+    trading_mode: TradingMode,
+    collateral: Collateral
+):
+    """
+        Raises an exception if exchange used doesn't support desired leverage mode
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    raise OperationalException(
+        f"{exchange_name} does not support {collateral.value} {trading_mode.value} trading")
+
+
+def binance(trading_mode: TradingMode, collateral: Collateral):
+    """
+        Calculates the liquidation price on Binance
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    # 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("binance", 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("binance", 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("binance", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("binance", trading_mode, collateral)
+
+
+def kraken(trading_mode: TradingMode, collateral: Collateral):
+    """
+        Calculates the liquidation price on Kraken
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    # TODO-lev: Additional arguments, fill in formulas
+
+    if collateral == Collateral.CROSS:
+        if trading_mode == TradingMode.MARGIN:
+            exception("kraken", 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("kraken", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("kraken", trading_mode, collateral)
+
+
+def ftx(trading_mode: TradingMode, collateral: Collateral):
+    """
+        Calculates the liquidation price on FTX
+        :param name: Name of the exchange
+        :param trading_mode: spot, margin, futures
+        :param collateral: cross, isolated
+    """
+    if collateral == Collateral.CROSS:
+        # TODO-lev: Additional arguments, fill in formulas
+        exception("ftx", trading_mode, collateral)
+
+    # If nothing was returned
+    exception("ftx", trading_mode, collateral)

freqtrade/persistence/migrations.py

@@ -54,7 +54,6 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
     # sqlite does not support literals for booleans
     is_short = get_column_def(cols, 'is_short', '0')
-    interest_mode = get_column_def(cols, 'interest_mode', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -92,7 +91,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs,
-            leverage, interest_rate, isolated_liq, is_short, interest_mode
+            leverage, interest_rate, isolated_liq, is_short
             )
         select id, lower(exchange), pair,
             is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
@@ -110,8 +109,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
             {leverage} leverage, {interest_rate} interest_rate,
-            {isolated_liq} isolated_liq, {is_short} is_short,
+            {isolated_liq} isolated_liq, {is_short} is_short
-            {interest_mode} interest_mode
             from {table_back_name}
             """))
 

freqtrade/persistence/models.py

@@ -14,8 +14,9 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.enums import InterestMode, SellType
+from freqtrade.enums import SellType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.leverage import interest, liquidation_price
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
 
@@ -236,7 +237,7 @@ class LocalTrade():
     close_rate_requested: Optional[float] = None
     close_profit: Optional[float] = None
     close_profit_abs: Optional[float] = None
-    stake_amount: float = 0.0  # TODO: This should probably be computed
+    stake_amount: float = 0.0
     amount: float = 0.0
     amount_requested: Optional[float] = None
     open_date: datetime
@@ -269,7 +270,7 @@ class LocalTrade():
     isolated_liq: Optional[float] = None
     is_short: bool = False
     leverage: float = 1.0
-    interest_mode: InterestMode = InterestMode.NONE
+    trading_mode: TradingMode = TradingMode.SPOT
 
     @property
     def has_no_leverage(self) -> bool:
@@ -316,7 +317,7 @@ class LocalTrade():
         for key in kwargs:
             setattr(self, key, kwargs[key])
         if self.isolated_liq:
-            self.set_isolated_liq(self.isolated_liq)
+            self.set_isolated_liq(isolated_liq=self.isolated_liq)
         self.recalc_open_trade_value()
 
     def _set_stop_loss(self, stop_loss: float, percent: float):
@@ -342,11 +343,19 @@ class LocalTrade():
             self.stop_loss_pct = -1 * abs(percent)
         self.stoploss_last_update = datetime.utcnow()
 
-    def set_isolated_liq(self, isolated_liq: float):
+    def set_isolated_liq(self, **k):
         """
             Method you should use to set self.liquidation price.
             Assures stop_loss is not passed the liquidation price
         """
+        if k['isolated_liq']:
+            isolated_liq: float = k['isolated_liq']
+        else:
+            isolated_liq: float = liquidation_price(
+                exchange=self.exchange_name,
+                **k
+            )
+
         if self.stop_loss is not None:
             if self.is_short:
                 self.stop_loss = min(self.stop_loss, isolated_liq)
@@ -650,7 +659,7 @@ class LocalTrade():
         rate = Decimal(interest_rate or self.interest_rate)
         borrowed = Decimal(self.borrowed)
 
-        return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
+        return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
     def calc_close_trade_value(self, rate: Optional[float] = None,
                                fee: Optional[float] = None,
@@ -894,7 +903,7 @@ class Trade(_DECL_BASE, LocalTrade):
     interest_rate = Column(Float, nullable=False, default=0.0)
     isolated_liq = Column(Float, nullable=True)
     is_short = Column(Boolean, nullable=False, default=False)
-    interest_mode = Column(Enum(InterestMode), nullable=True)
+    trading_mode = Column(Enum(TradingMode), default=TradingMode.SPOT)
     # End of margin trading properties
 
     def __init__(self, **kwargs):

tests/conftest_trades.py

@@ -1,6 +1,5 @@
 from datetime import datetime, timedelta, timezone
 
-from freqtrade.enums import InterestMode
 from freqtrade.persistence.models import Order, Trade
 
 
@@ -383,8 +382,7 @@ def short_trade(fee):
         sell_reason='sell_signal',  # TODO-mg: Update to exit/close reason
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
-        is_short=True,
+        is_short=True
-        interest_mode=InterestMode.HOURSPERDAY
     )
     o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
     trade.orders.append(o)
@@ -473,8 +471,7 @@ def leverage_trade(fee):
         sell_reason='sell_signal',  # TODO-mg: Update to exit/close reason
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
         close_date=datetime.now(tz=timezone.utc),
-        interest_rate=0.0005,
+        interest_rate=0.0005
-        interest_mode=InterestMode.HOURSPER4
     )
     o = Order.parse_from_ccxt_object(leverage_order(), 'DOGE/BTC', 'sell')
     trade.orders.append(o)

tests/leverage/test_leverage.py

@@ -0,0 +1,108 @@
+# from decimal import Decimal
+
+from freqtrade.enums import Collateral, TradingMode
+from freqtrade.leverage import liquidation_price
+
+
+# from freqtrade.leverage import interest, liquidation_price
+
+# from freqtrade.exceptions import OperationalException
+binance = "binance"
+kraken = "kraken"
+ftx = "ftx"
+other = "bittrex"
+
+
+def test_interest():
+    return
+    # Binance
+    # assert interest(binance, borrowed=60, rate=0.0005,
+    #                    hours = 1/6) == round(0.0008333333333333334, 8)
+    # TODO-lev: The below tests
+    # assert interest(binance, borrowed=60, rate=0.00025, hours=5.0) == 1.0
+
+    # # Kraken
+    # assert interest(kraken, borrowed=60, rate=0.0005, hours=1.0) == 1.0
+    # assert interest(kraken, borrowed=60, rate=0.00025, hours=5.0) == 1.0
+
+    # # FTX
+    # assert interest(ftx, borrowed=60, rate=0.0005, hours=1.0) == 1.0
+    # assert interest(ftx, borrowed=60, rate=0.00025, hours=5.0) == 1.0
+
+
+def test_liquidation_price():
+
+    spot = TradingMode.SPOT
+    margin = TradingMode.MARGIN
+    futures = TradingMode.FUTURES
+
+    cross = Collateral.CROSS
+    isolated = Collateral.ISOLATED
+
+    # NONE
+    assert liquidation_price(exchange_name=other, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=margin,
+                             collateral=isolated) is None
+    assert liquidation_price(
+        exchange_name=other, trading_mode=futures, collateral=cross) is None
+    assert liquidation_price(exchange_name=other, trading_mode=futures,
+                             collateral=isolated) is None
+
+    # Binance
+    assert liquidation_price(exchange_name=binance, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=binance, trading_mode=spot,
+                             collateral=cross) is None
+    assert liquidation_price(exchange_name=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 liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=cross
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=margin,
+    #   collateral=isolated
+    # ) == 1.0
+    # assert liquidation_price(
+    #   exchange_name=binance,
+    #   trading_mode=futures,
+    #   collateral=cross
+    # ) == 1.0
+
+    # Binance supports isolated margin, but freqtrade likely won't for a while on Binance
+    # liquidation_price(exchange_name=binance, trading_mode=margin, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # Kraken
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(exchange_name=kraken, trading_mode=spot,
+                             collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(kraken, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(kraken, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # FTX
+    assert liquidation_price(ftx, trading_mode=spot) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=cross) is None
+    assert liquidation_price(ftx, trading_mode=spot, collateral=isolated) is None
+    # TODO-lev: Uncomment these assertions and make them real calculation tests
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=cross) == 1.0
+    # assert liquidation_price(ftx, trading_mode=margin, collateral=isolated) == 1.0
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=cross)
+    # assert exception thrown #TODO-lev: Check that exception is thrown
+
+    # liquidation_price(ftx, trading_mode=futures, collateral=isolated)
+    # assert exception thrown #TODO-lev: Check that exception is thrown

tests/test_persistence.py

@@ -11,7 +11,7 @@ import pytest
 from sqlalchemy import create_engine, inspect, text
 
 from freqtrade import constants
-from freqtrade.enums import InterestMode
+from freqtrade.enums import TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
 from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
@@ -91,7 +91,7 @@ def test_enter_exit_side(fee):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test__set_stop_loss_isolated_liq(fee):
+def test_set_stop_loss_isolated_liq(fee):
     trade = Trade(
         id=2,
         pair='ADA/USDT',
@@ -106,7 +106,7 @@ def test__set_stop_loss_isolated_liq(fee):
         is_short=False,
         leverage=2.0
     )
-    trade.set_isolated_liq(0.09)
+    trade.set_isolated_liq(isolated_liq=0.09)
     assert trade.isolated_liq == 0.09
     assert trade.stop_loss == 0.09
     assert trade.initial_stop_loss == 0.09
@@ -116,12 +116,12 @@ def test__set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.08)
+    trade.set_isolated_liq(isolated_liq=0.08)
     assert trade.isolated_liq == 0.08
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.11)
+    trade.set_isolated_liq(isolated_liq=0.11)
     assert trade.isolated_liq == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.09
@@ -145,7 +145,7 @@ def test__set_stop_loss_isolated_liq(fee):
     trade.stop_loss = None
     trade.initial_stop_loss = None
 
-    trade.set_isolated_liq(0.09)
+    trade.set_isolated_liq(isolated_liq=0.09)
     assert trade.isolated_liq == 0.09
     assert trade.stop_loss == 0.09
     assert trade.initial_stop_loss == 0.09
@@ -155,12 +155,12 @@ def test__set_stop_loss_isolated_liq(fee):
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.1)
+    trade.set_isolated_liq(isolated_liq=0.1)
     assert trade.isolated_liq == 0.1
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.09
 
-    trade.set_isolated_liq(0.07)
+    trade.set_isolated_liq(isolated_liq=0.07)
     assert trade.isolated_liq == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.09
@@ -234,26 +234,26 @@ def test_interest(market_buy_order_usdt, fee):
         open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='kraken',
+        exchange='binance',
         leverage=3.0,
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY
+        trading_mode=TradingMode.MARGIN
     )
 
     # 10min, 3x leverage
     # binance
     assert round(float(trade.calculate_interest()), 8) == round(0.0008333333333333334, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.040
     # Short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.000625
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert isclose(float(trade.calculate_interest()), 0.030)
 
     # 5hr, long
@@ -261,40 +261,40 @@ def test_interest(market_buy_order_usdt, fee):
     trade.is_short = False
     trade.recalc_open_trade_value()
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.004166666666666667, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.06
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
     # 0.00025 interest, 5hr, long
     trade.is_short = False
     trade.recalc_open_trade_value()
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest(interest_rate=0.00025)),
                  8) == round(0.0020833333333333333, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert isclose(float(trade.calculate_interest(interest_rate=0.00025)), 0.03)
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest(interest_rate=0.00025)),
                  8) == round(0.0015624999999999999, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest(interest_rate=0.00025)) == 0.0225
 
     # 5x leverage, 0.0005 interest, 5hr, long
@@ -302,19 +302,19 @@ def test_interest(market_buy_order_usdt, fee):
     trade.recalc_open_trade_value()
     trade.leverage = 5.0
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == 0.005
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == round(0.07200000000000001, 8)
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
     # 1x leverage, 0.0005 interest, 5hr
@@ -322,19 +322,19 @@ def test_interest(market_buy_order_usdt, fee):
     trade.recalc_open_trade_value()
     trade.leverage = 1.0
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.0
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.0
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.003125
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
 
@@ -506,7 +506,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         open_date=arrow.utcnow().datetime,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        exchange='binance',
+        exchange='binance'
     )
     assert trade.open_order_id is None
     assert trade.close_profit is None
@@ -550,7 +550,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         is_short=True,
         leverage=3.0,
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY
+        trading_mode=TradingMode.MARGIN
     )
     trade.open_order_id = 'something'
     trade.update(limit_sell_order_usdt)
@@ -628,7 +628,6 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
         amount=30.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -644,12 +643,12 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
     # 3x leverage, binance
     trade.leverage = 3
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert trade._calc_open_trade_value() == 60.15
     assert round(trade.calc_close_trade_value(), 8) == 65.83416667
     assert trade.calc_profit() == round(5.684166670000003, 8)
     assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     # 3x leverage, kraken
     assert trade._calc_open_trade_value() == 60.15
     assert trade.calc_close_trade_value() == 65.795
@@ -662,7 +661,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_close_trade_value() == 66.231165
     assert trade.calc_profit() == round(-6.381165000000003, 8)
     assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     # 3x leverage, short, binance
     assert trade._calc_open_trade_value() == 59.85
     assert trade.calc_close_trade_value() == 66.1663784375
@@ -675,7 +674,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_profit() == round(-6.316378437500013, 8)
     assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
     # 1x leverage, short, kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert trade._calc_open_trade_value() == 59.850
     assert trade.calc_close_trade_value() == 66.231165
     assert trade.calc_profit() == -6.381165
@@ -694,7 +693,6 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         fee_close=fee.return_value,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         exchange='binance',
     )
     assert trade.close_profit is None
@@ -804,9 +802,13 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
     trade.is_short = True
     trade.recalc_open_trade_value()
     assert trade._calc_open_trade_value() == 59.85
+
+    # 3x short margin leverage
     trade.leverage = 3
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert trade._calc_open_trade_value() == 59.85
+
+    # 3x long margin leverage
     trade.is_short = False
     trade.recalc_open_trade_value()
     assert trade._calc_open_trade_value() == 60.15
@@ -831,8 +833,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
-        interest_rate=0.0005,
+        interest_rate=0.0005
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.open_order_id = 'close_trade'
     trade.update(limit_buy_order_usdt)
@@ -849,7 +850,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 74.77416667
 
     # 3x leverage kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert trade.calc_close_trade_value(rate=2.5) == 74.7725
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.735
 
@@ -860,7 +861,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
 
     # 3x leverage binance, short
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.18906641
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
 
@@ -870,7 +871,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
 
     # 1x leverage kraken, short
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.2626875
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
 
@@ -1013,7 +1014,6 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         open_rate=2.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance'
@@ -1047,62 +1047,62 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # Higher than open rate - 2.1 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.69166667
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.6525
 
     # 1.9 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.29333333
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.3325
 
     # 2.2 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == 5.68416667
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == 5.645
 
     # 3x leverage, short ###################################################
     trade.is_short = True
     trade.recalc_open_trade_value()
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == -6.381165
 
     # 1x leverage, short ###################################################
     trade.leverage = 1.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == -6.381165
 
 
@@ -1115,7 +1115,6 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         open_rate=2.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance'
@@ -1150,62 +1149,62 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(0.13424771421446402, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(0.13229426433915248, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=1.9) == round(-0.16425602643391513, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(-0.16620947630922667, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(0.2815461346633419, 8)
 
     # 3x leverage, short ###################################################
     trade.is_short = True
     trade.recalc_open_trade_value()
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.1658554276315789, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.16895526315789455, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=1.9) == round(0.13565461309523819, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.13285000000000002, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio() == round(-0.3166104479949876, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
 
     # 1x leverage, short ###################################################
     trade.leverage = 1.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.05528514254385963, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.05631842105263152, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.045218204365079395, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.04428333333333334, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"
     assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(-0.106619298245614, 8)
 
 
@@ -1541,8 +1540,7 @@ def test_adjust_stop_loss_short(fee):
         exchange='binance',
         open_rate=1,
         max_rate=1,
-        is_short=True,
+        is_short=True
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.adjust_stop_loss(trade.open_rate, 0.05, True)
     assert trade.stop_loss == 1.05
@@ -1575,11 +1573,11 @@ def test_adjust_stop_loss_short(fee):
     assert trade.initial_stop_loss_pct == 0.05
     #  Initial is true but stop_loss set - so doesn't do anything
     trade.adjust_stop_loss(0.3, -0.1, True)
-    assert round(trade.stop_loss, 8) == 0.66  # TODO-mg: What is this test?
+    assert round(trade.stop_loss, 8) == 0.66
     assert trade.initial_stop_loss == 1.05
     assert trade.initial_stop_loss_pct == 0.05
     assert trade.stop_loss_pct == 0.1
-    trade.set_isolated_liq(0.63)
+    trade.set_isolated_liq(isolated_liq=0.63)
     trade.adjust_stop_loss(0.59, -0.1)
     assert trade.stop_loss == 0.63
     assert trade.isolated_liq == 0.63
@@ -1858,8 +1856,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
         open_rate=1,
         max_rate=1,
         is_short=True,
-        leverage=3.0,
+        leverage=3.0
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.adjust_stop_loss(trade.open_rate, -0.05, True)
     assert trade.stop_loss == 1.05
@@ -1899,7 +1896,7 @@ def test_stoploss_reinitialization_short(default_conf, fee):
     assert trade_adj.initial_stop_loss == 1.04
     assert trade_adj.initial_stop_loss_pct == 0.04
     # Stoploss can't go above liquidation price
-    trade_adj.set_isolated_liq(1.0)
+    trade_adj.set_isolated_liq(isolated_liq=1.0)
     trade.adjust_stop_loss(0.97, -0.04)
     assert trade_adj.stop_loss == 1.0
     assert trade_adj.stop_loss == 1.0