# from decimal import Decimal from enum import Enum from freqtrade.enums.collateral import Collateral from freqtrade.enums.tradingmode import TradingMode from freqtrade.exceptions import OperationalException # from math import ceil class LiqFormula(Enum): """Equations to calculate liquidation price""" BINANCE = "Binance" KRAKEN = "Kraken" FTX = "FTX" NONE = None def __call__(self, **k): trading_mode: TradingMode = k['trading_mode'] if trading_mode == TradingMode.SPOT or self.name == "NONE": return None collateral: Collateral = k['collateral'] if self.name == "BINANCE": return binance(trading_mode, collateral) elif self.name == "KRAKEN": return kraken(trading_mode, collateral) elif self.name == "FTX": return ftx(trading_mode, collateral) else: exception(self.name, trading_mode, collateral) def exception(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"{name} does not support {collateral.value} {trading_mode.value} trading") def binance(name: str, 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(name, 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(name, 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(name, trading_mode, collateral) # If nothing was returned exception(name, trading_mode, collateral) def kraken(name: str, 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(name, 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(name, trading_mode, collateral) # If nothing was returned exception(name, trading_mode, collateral) def ftx(name: str, 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(name, trading_mode, collateral) # If nothing was returned exception(name, trading_mode, collateral)