86 lines
3.4 KiB
Python
86 lines
3.4 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 TradingMode
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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, trading_mode: TradingMode, 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 trading_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 {trading_mode.value} on {self.name}")
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else:
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raise OperationalException(f"{self.name} does not support {trading_mode.value} trading")
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def __binance(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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if trading_mode == TradingMode.CROSS_MARGIN:
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# TODO-mg: 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(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_MARGIN:
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self.__exception(trading_mode) # Likely won't be implemented
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elif trading_mode == TradingMode.CROSS_FUTURES:
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# TODO-mg: 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(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_FUTURES:
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# TODO-mg: 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(trading_mode)
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else:
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self.__exception(trading_mode)
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def __kraken(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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if trading_mode == TradingMode.CROSS_MARGIN:
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self.__exception(trading_mode)
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# TODO-mg: 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.CROSS_FUTURES:
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# TODO-mg: implement
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self.__exception(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_MARGIN or \
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trading_mode == TradingMode.ISOLATED_FUTURES:
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self.__exception(trading_mode, True)
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else:
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self.__exception(trading_mode)
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def __ftx(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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self.__exception(trading_mode)
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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:
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return None
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if self.name == "BINANCE":
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return self.__binance(trading_mode)
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elif self.name == "KRAKEN":
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return self.__kraken(trading_mode)
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elif self.name == "FTX":
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return self.__ftx(trading_mode)
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else:
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self.__exception(trading_mode)
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