feat: improve logic for liquidation price calc

freqtrade/leverage/liquidation_price.py

@@ -27,9 +27,12 @@ def update_liquidation_prices(
             total_wallet_stake = 0.0
             if dry_run:
                 # Parameters only needed for cross margin
-                total_wallet_stake = wallets.get_total(stake_currency)
+                total_wallet_stake = wallets.get_collateral()
 
-            logger.info("Updating liquidation price for all open trades.")
+            logger.info(
+                "Updating liquidation price for all open trades. "
+                f"Collateral {total_wallet_stake} {stake_currency}."
+            )
             open_trades = Trade.get_open_trades()
             for t in open_trades:
                 # TODO: This should be done in a batch update

freqtrade/wallets.py

@@ -73,6 +73,18 @@ class Wallets:
         else:
             return 0
 
+    def get_collateral(self) -> float:
+        """
+        Get total collateral for liquidation price calculation.
+        """
+        if self._config.get("margin_mode") == "cross":
+            # free includes all balances and, combined with position collateral,
+            # is used as "wallet balance".
+            return self.get_free(self._stake_currency) + sum(
+                pos.collateral for pos in self._positions.values()
+            )
+        return self.get_total(self._stake_currency)
+
     def get_owned(self, pair: str, base_currency: str) -> float:
         """
         Get currently owned value.
@@ -139,6 +151,8 @@ class Wallets:
         cross_margin = 0.0
         if self._config.get("margin_mode") == "cross":
             # In cross-margin mode, the total balance is used as collateral.
+            # This is moved as "free" into the stake currency balance.
+            # strongly tied to the get_collateral() implementation.
             for curr, bal in self._start_cap.items():
                 if curr == self._stake_currency:
                     continue

tests/leverage/test_update_liquidation_price.py

@@ -29,7 +29,7 @@ def test_update_liquidation_prices(mocker, margin_mode, dry_run):
 
     assert trade_mock.set_liquidation_price.call_count == 1
 
-    assert wallets.get_total.call_count == (
+    assert wallets.get_collateral.call_count == (
         0 if margin_mode == MarginMode.ISOLATED or not dry_run else 1
     )