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Added adding and removing trades to/from maintenance_margin in freqtradebot

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Sam Germain 2021-08-08 16:32:44 -06:00
parent 82917e2705
commit ff63c792b2
2 changed files with 24 additions and 4 deletions
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26
freqtrade/freqtradebot.py
View File

@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge from freqtrade.edge import Edge
from freqtrade.enums import RPCMessageType, SellType, State, TradingMode from freqtrade.enums import Collateral, RPCMessageType, SellType, State, TradingMode
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError) InvalidOrderException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@ -42,6 +42,9 @@ class FreqtradeBot(LoggingMixin):
This is from here the bot start its logic. This is from here the bot start its logic.
""" """
collateral: Optional[Collateral] = None
trading_mode: TradingMode = TradingMode.SPOT
def __init__(self, config: Dict[str, Any]) -> None: def __init__(self, config: Dict[str, Any]) -> None:
""" """
Init all variables and objects the bot needs to work Init all variables and objects the bot needs to work
@ -106,13 +109,18 @@ class FreqtradeBot(LoggingMixin):
if self.config.get("trading_mode"): if self.config.get("trading_mode"):
self.trading_mode = TradingMode(self.config.get("trading_mode")) self.trading_mode = TradingMode(self.config.get("trading_mode"))
if self.config.get('collateral'):
self.collateral = Collateral(self.config.get('collateral'))
# Start calculating maintenance margin if on cross margin # Start calculating maintenance margin if on cross margin
# TODO: Add margin_mode to freqtrade.configuration? # TODO: Add margin_mode to freqtrade.configuration?
if self.config.get('collateral') == "cross": if self.collateral == Collateral.CROSS:
self.maintenance_margin = MaintenanceMargin( self.maintenance_margin = MaintenanceMargin(
exchange_name=self.exchange.name, exchange_name=self.exchange.name,
trading_mode=self.trading_mode) trading_mode=self.trading_mode)
self.maintenance_margin.run
self.maintenance_margin.run()
def notify_status(self, msg: str) -> None: def notify_status(self, msg: str) -> None:
""" """
@ -590,6 +598,9 @@ class FreqtradeBot(LoggingMixin):
if order_status == 'closed': if order_status == 'closed':
self.update_trade_state(trade, order_id, order) self.update_trade_state(trade, order_id, order)
if self.collateral == Collateral.CROSS:
self.maintenance_margin.add_new_trade(trade)
Trade.query.session.add(trade) Trade.query.session.add(trade)
Trade.commit() Trade.commit()
@ -1146,9 +1157,18 @@ class FreqtradeBot(LoggingMixin):
reason='Auto lock') reason='Auto lock')
self._notify_sell(trade, order_type) self._notify_sell(trade, order_type)
self._remove_maintenance_trade(trade)
return True return True
def _remove_maintenance_trade(self, trade: Trade):
"""
Removes a trade from the maintenance margin object
:param trade: The trade to remove from the maintenance margin
"""
if self.collateral == Collateral.CROSS:
self.maintenance_margin.remove_trade(trade)
def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None: def _notify_sell(self, trade: Trade, order_type: str, fill: bool = False) -> None:
""" """
Sends rpc notification when a sell occurred. Sends rpc notification when a sell occurred.

2
freqtrade/maintenance_margin.py
View File

@ -15,7 +15,7 @@ class MaintenanceMargin:
def margin_level(self): def margin_level(self):
# This is the current value of all assets, # This is the current value of all assets,
# and if you pass below liq_level, you are liquidated # and if you pass below liq_level, you are liquidated
# TODO: Add args to formula # TODO-lev: Add args to formula
return liquidation_price( return liquidation_price(
trading_mode=self.trading_mode, trading_mode=self.trading_mode,
exchange_name=self.exchange_name exchange_name=self.exchange_name