115 lines
4.0 KiB
Python
115 lines
4.0 KiB
Python
# from decimal import Decimal
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from freqtrade.exceptions import OperationalException
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from freqtrade.enums.tradingmode import TradingMode
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from freqtrade.enums.collateral import Collateral
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from enum import Enum
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<< << << < HEAD
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== == == =
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>>>>>> > eab5bb8a(integrated liqformula into persistence/models, addjusted calc_close_value to change based on trading mode)
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# from math import ceil
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# from math import ceil
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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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NONE = None
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def __call__(self, **k):
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trading_mode: TradingMode = k['trading_mode']
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if trading_mode == TradingMode.SPOT or self.name == "NONE":
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return None
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collateral: Collateral = k['collateral']
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if self.name == "BINANCE":
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return binance(trading_mode, collateral)
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elif self.name == "KRAKEN":
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return kraken(trading_mode, collateral)
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elif self.name == "FTX":
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return ftx(trading_mode, collateral)
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else:
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exception(self.name, trading_mode, collateral)
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def exception(name: str, trading_mode: TradingMode, collateral: Collateral):
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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 name: Name of the exchange
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:param trading_mode: spot, margin, futures
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:param collateral: cross, isolated
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"""
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raise OperationalException(
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f"{name} does not support {collateral.value} {trading_mode.value} trading")
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def binance(name: str, trading_mode: TradingMode, collateral: Collateral):
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"""
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Calculates the liquidation price on Binance
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:param name: Name of the exchange
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:param trading_mode: spot, margin, futures
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:param collateral: cross, isolated
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"""
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# TODO-lev: Additional arguments, fill in formulas
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if trading_mode == TradingMode.MARGIN and collateral == Collateral.CROSS:
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# TODO-lev: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
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exception(name, trading_mode, collateral)
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elif trading_mode == TradingMode.FUTURES and collateral == Collateral.CROSS:
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# TODO-lev: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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exception(name, trading_mode, collateral)
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elif trading_mode == TradingMode.FUTURES and collateral == Collateral.ISOLATED:
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# TODO-lev: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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exception(name, trading_mode, collateral)
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# If nothing was returned
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exception(name, trading_mode, collateral)
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def kraken(name: str, trading_mode: TradingMode, collateral: Collateral):
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"""
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Calculates the liquidation price on Kraken
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:param name: Name of the exchange
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:param trading_mode: spot, margin, futures
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:param collateral: cross, isolated
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"""
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# TODO-lev: Additional arguments, fill in formulas
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if collateral == Collateral.CROSS:
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if trading_mode == TradingMode.MARGIN:
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exception(name, trading_mode, collateral)
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# TODO-lev: 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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elif trading_mode == TradingMode.FUTURES:
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exception(name, trading_mode, collateral)
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# If nothing was returned
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exception(name, trading_mode, collateral)
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def ftx(name: str, trading_mode: TradingMode, collateral: Collateral):
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"""
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Calculates the liquidation price on FTX
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:param name: Name of the exchange
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:param trading_mode: spot, margin, futures
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:param collateral: cross, isolated
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"""
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if collateral == Collateral.CROSS:
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# TODO-lev: Additional arguments, fill in formulas
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exception(name, trading_mode, collateral)
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# If nothing was returned
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exception(name, trading_mode, collateral)
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