73 lines
3.0 KiB
Python
73 lines
3.0 KiB
Python
# from decimal import Decimal
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from enum import Enum
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# from math import ceil
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from typing import Optional
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from freqtrade.enums import LeverageMode
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from freqtrade.exceptions import OperationalException
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class LiqFormula(Enum):
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"""Equations to calculate liquidation price"""
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BINANCE = "BINANCE"
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KRAKEN = "KRAKEN"
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FTX = "FTX"
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def __exception(self, leverage_mode: LeverageMode, freq_specific: Optional[bool] = True):
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"""
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Raises an exception if exchange used doesn't support desired leverage mode
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:param leverage_mode: cross, isolated, cross_futures or isolated_futures
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:param freq_specific:
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False if the exchange does not support this leverage mode
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True if only freqtrade doesn't support it
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"""
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if freq_specific:
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raise OperationalException(
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f"Freqtrade does not support {leverage_mode.value} on {self.name}")
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else:
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raise OperationalException(f"{self.name} does not support {leverage_mode.value}")
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def __call__(self, **k):
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leverage_mode: LeverageMode = k.leverage_mode
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# * Cross Margin
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if leverage_mode == LeverageMode.CROSS:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
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self.__exception(leverage_mode)
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elif self.name == "KRAKEN":
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# TODO: perform a calculation based on this formula
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# https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
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self.__exception(leverage_mode)
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elif self.name == "FTX":
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self.__exception(leverage_mode)
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# * Isolated Margin
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elif leverage_mode == LeverageMode.ISOLATED:
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if self.name == "KRAKEN": # Kraken doesn't have isolated margin
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self.__exception(leverage_mode, False)
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else:
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self.__exception(leverage_mode)
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# * Cross Futures
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elif leverage_mode == LeverageMode.CROSS_FUTURES:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(leverage_mode)
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else:
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self.__exception(leverage_mode)
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# * Isolated Futures
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elif leverage_mode == LeverageMode.ISOLATED_FUTURES:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(leverage_mode)
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elif self.name == "KRAKEN": # Kraken doesn't have isolated margin
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self.__exception(leverage_mode, False)
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else:
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self.__exception(leverage_mode)
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