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)