Added adding and removing trades to/from maintenance_margin in freqtradebot

freqtrade/freqtradebot.py

@@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 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,
                                   InvalidOrderException, PricingError)
 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.
     """
 
+    collateral: Optional[Collateral] = None
+    trading_mode: TradingMode = TradingMode.SPOT
+
     def __init__(self, config: Dict[str, Any]) -> None:
         """
         Init all variables and objects the bot needs to work
@@ -106,13 +109,18 @@ class FreqtradeBot(LoggingMixin):
         if 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
         # TODO: Add margin_mode to freqtrade.configuration?
-        if self.config.get('collateral') == "cross":
+        if self.collateral == Collateral.CROSS:
+
             self.maintenance_margin = MaintenanceMargin(
                 exchange_name=self.exchange.name,
                 trading_mode=self.trading_mode)
-            self.maintenance_margin.run
+
+            self.maintenance_margin.run()
 
     def notify_status(self, msg: str) -> None:
         """
@@ -590,6 +598,9 @@ class FreqtradeBot(LoggingMixin):
         if order_status == 'closed':
             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.commit()
 
@@ -1146,9 +1157,18 @@ class FreqtradeBot(LoggingMixin):
                                 reason='Auto lock')
 
         self._notify_sell(trade, order_type)
+        self._remove_maintenance_trade(trade)
 
         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:
         """
         Sends rpc notification when a sell occurred.

freqtrade/maintenance_margin.py

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