107 lines
3.9 KiB
Python
107 lines
3.9 KiB
Python
# from decimal import Decimal
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.enums.tradingmode import TradingMode
|
|
from freqtrade.enums.collateral import Collateral
|
|
from enum import Enum
|
|
|
|
# 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)
|