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Merge pull request #12701 from freqtrade/fix/better_futures_wallets

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Enhance futures wallet calculations
This commit is contained in:
Matthias
2026-01-09 19:43:17 +01:00
committed by GitHub
parent 993771c5d3 31cf2dd46d
commit 123897ea89
3 changed files with 97 additions and 23 deletions
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29
freqtrade/rpc/rpc.py
View File

@@ -873,8 +873,27 @@ class RPC:
symbol: str
pos: PositionWallet
for symbol, pos in self._freqtrade.wallets.get_all_positions().items():
total += pos.collateral
total_bot += pos.collateral
est_stake = pos.collateral
pos_base = self._freqtrade.exchange.get_pair_base_currency(symbol)
if pos.leverage:
try:
rate = self._freqtrade.exchange.get_conversion_rate(pos_base, stake_currency)
if rate:
# For a leveraged position, equity (what we want as est_stake) is:
# equity = collateral + PnL
# notional = rate * pos.position
# borrowed = pos.collateral * (pos.leverage - 1)
# Equity is notional minus borrowed:
# equity = notional - borrowed
# = rate * pos.position - pos.collateral * (pos.leverage - 1)
est_stake = rate * pos.position - pos.collateral * (pos.leverage - 1)
except (ExchangeError, PricingError) as e:
logger.warning(f"Error {e} getting rate for futures {symbol} / {pos_base}")
pass
# Add the estimated stake (collateral + unlevered PnL) to totals
total += est_stake
total_bot += est_stake
currencies.append(
{
@@ -883,11 +902,11 @@ class RPC:
"balance": 0,
"used": 0,
"position": pos.position,
"est_stake": pos.collateral,
"est_stake_bot": pos.collateral,
"est_stake": est_stake,
"est_stake_bot": est_stake,
"stake": stake_currency,
"side": pos.side,
"is_bot_managed": True,
"is_bot_managed": pos_base in open_assets,
"is_position": True,
}
)

79
tests/rpc/test_rpc.py
View File

@@ -17,6 +17,7 @@ from tests.conftest import (
create_mock_trades,
create_mock_trades_usdt,
get_patched_freqtradebot,
log_has_re,
patch_get_signal,
)
@@ -503,7 +504,7 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert isnan(stats["profit_all_coin"])
def test_rpc_balance_handle_error(default_conf, mocker):
def test_rpc_balance_handle_error(default_conf, mocker, caplog):
mock_balance = {
"BTC": {
"free": 10.0,
@@ -517,14 +518,42 @@ def test_rpc_balance_handle_error(default_conf, mocker):
},
}
# ETH will be skipped due to mocked Error below
mock_pos = [
{
"symbol": "ADA/USDT:USDT",
"timestamp": None,
"datetime": None,
"initialMargin": 20,
"initialMarginPercentage": None,
"maintenanceMargin": 0.0,
"maintenanceMarginPercentage": 0.005,
"entryPrice": 0.0,
"notional": 10.0,
"leverage": 5.0,
"unrealizedPnl": 0.0,
"contracts": 1.0,
"contractSize": 1,
"marginRatio": None,
"liquidationPrice": 0.0,
"markPrice": 2896.41,
# Collateral is in USDT - and can be higher than position size in cross mode
"collateral": 50,
"marginType": "cross",
"side": "short",
"percentage": None,
}
]
mocker.patch("freqtrade.rpc.telegram.Telegram", MagicMock())
mocker.patch.multiple(
EXMS,
get_balances=MagicMock(return_value=mock_balance),
fetch_positions=MagicMock(return_value=mock_pos),
get_tickers=MagicMock(side_effect=TemporaryError("Could not load ticker due to xxx")),
)
default_conf["trading_mode"] = "futures"
default_conf["margin_mode"] = "isolated"
default_conf["dry_run"] = False
freqtradebot = get_patched_freqtradebot(mocker, default_conf)
patch_get_signal(freqtradebot)
rpc = RPC(freqtradebot)
@@ -533,10 +562,23 @@ def test_rpc_balance_handle_error(default_conf, mocker):
res = rpc._rpc_balance(default_conf["stake_currency"], default_conf["fiat_display_currency"])
assert res["stake"] == "BTC"
assert len(res["currencies"]) == 1
assert len(res["currencies"]) == 3
assert res["currencies"][0]["currency"] == "BTC"
# ETH has not been converted.
assert all(currency["currency"] != "ETH" for currency in res["currencies"])
curr_ETH = next(currency for currency in res["currencies"] if currency["currency"] == "ETH")
# coins are part of the result, but were not converted
assert curr_ETH is not None
assert curr_ETH["currency"] == "ETH"
assert curr_ETH["est_stake"] == 0
curr_ADA = next(
currency for currency in res["currencies"] if currency["currency"] == "ADA/USDT:USDT"
)
assert curr_ADA is not None
assert curr_ADA["currency"] == "ADA/USDT:USDT"
# Fall back to collateral value when rate not available
assert curr_ADA["est_stake"] == 20
assert log_has_re(r"Error .* getting rate for futures ADA.*", caplog)
assert log_has_re(r"Error .* getting rate for ETH.*", caplog)
@pytest.mark.parametrize("proxy_coin", [None, "BNFCR"])
@@ -619,15 +661,20 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
rpc = RPC(freqtradebot)
rpc._fiat_converter = CryptoToFiatConverter({})
mocker.patch.object(rpc._fiat_converter, "get_price", return_value=1.2)
mocker.patch(
"freqtrade.persistence.trade_model.Trade.get_open_trades",
return_value=[
MagicMock(pair="ETH/USDT:USDT", safe_base_currency="ETH"),
],
)
result = rpc._rpc_balance(
default_conf_usdt["stake_currency"], default_conf_usdt["fiat_display_currency"]
)
assert tickers.call_count == 4 if not proxy_coin else 6
assert tickers.call_count == (7 if proxy_coin and margin_mode != "cross" else 5)
assert tickers.call_args_list[0][1]["cached"] is True
# Testing futures - so we should get spot tickers
assert tickers.call_args_list[-1][1]["market_type"] == "spot"
tickers.assert_any_call(symbols=None, cached=True, market_type=TradingMode.SPOT)
assert "USD" == result["symbol"]
expected_curr = [
{
@@ -692,8 +739,8 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
"balance": 0,
"used": 0,
"position": 10.0,
"est_stake": 20,
"est_stake_bot": 20,
"est_stake": 5222.1,
"est_stake_bot": 5222.1,
"stake": "USDT",
"side": "short",
"is_bot_managed": True,
@@ -755,15 +802,15 @@ def test_rpc_balance_handle(default_conf_usdt, mocker, tickers, proxy_coin, marg
assert result["currencies"] == expected_curr
if proxy_coin and margin_mode == "cross":
assert pytest.approx(result["total_bot"]) == 1505.0
assert pytest.approx(result["total"]) == 2186.6972 # ETH stake is missing.
assert pytest.approx(result["total_bot"]) == 6707.1
assert pytest.approx(result["total"]) == 7388.7972 # ETH stake is missing.
assert result["starting_capital"] == 1500 * default_conf_usdt["tradable_balance_ratio"]
assert result["starting_capital_ratio"] == pytest.approx(0.013468013468013407)
assert result["starting_capital_ratio"] == pytest.approx(3.5165656)
else:
assert pytest.approx(result["total_bot"]) == 69.5
assert pytest.approx(result["total"]) == 686.6972 # ETH stake is missing.
assert pytest.approx(result["total_bot"]) == 5271.6
assert pytest.approx(result["total"]) == 5888.7972 # ETH stake is missing.
assert result["starting_capital"] == 50 * default_conf_usdt["tradable_balance_ratio"]
assert result["starting_capital_ratio"] == pytest.approx(0.4040404)
assert result["starting_capital_ratio"] == pytest.approx(105.496969)
assert pytest.approx(result["value"]) == result["total"] * 1.2

12
tests/rpc/test_rpc_telegram.py
View File

@@ -1155,7 +1155,7 @@ async def test_telegram_balance_handle_futures(
"percentage": None,
},
{
"symbol": "XRP/USDT:USDT",
"symbol": "ADA/USDT:USDT",
"timestamp": None,
"datetime": None,
"initialMargin": 0.0,
@@ -1181,9 +1181,17 @@ async def test_telegram_balance_handle_futures(
mocker.patch(f"{EXMS}.fetch_positions", return_value=mock_pos)
mocker.patch(f"{EXMS}.get_tickers", tickers)
mocker.patch(f"{EXMS}.get_valid_pair_combination", side_effect=lambda a, b: [f"{a}/{b}"])
mocker.patch(f"{EXMS}.get_conversion_rate", return_value=3200)
telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
patch_get_signal(freqtradebot)
mocker.patch(
"freqtrade.persistence.trade_model.Trade.get_open_trades",
return_value=[
MagicMock(pair="ETH/USDT:USDT", safe_base_currency="ETH"),
MagicMock(pair="ADA/USDT:USDT", safe_base_currency="ADA"),
],
)
await telegram._balance(update=update, context=MagicMock())
result = msg_mock.call_args_list[0][0][0]
@@ -1191,7 +1199,7 @@ async def test_telegram_balance_handle_futures(
assert "ETH/USDT:USDT" in result
assert "`short: 10" in result
assert "XRP/USDT:USDT" in result
assert "ADA/USDT:USDT" in result
async def test_balance_handle_empty_response(default_conf, update, mocker) -> None: