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feat: add liquidation_price update support for cross mode

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Matthias
2024-08-24 16:31:13 +02:00
parent c3ad3ff348
commit 1ad177fca7
1 changed files with 40 additions and 11 deletions
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51
freqtrade/freqtradebot.py
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@@ -2157,6 +2157,45 @@ class FreqtradeBot(LoggingMixin):
# Common update trade state methods
#
def update_liquidation_prices(self, trade: Optional[Trade] = None):
"""
Update trade liquidation price in isolated margin mode.
Updates liquidation price for all trades in cross margin mode.
TODO: this is missing a dedicated test!
"""
total_wallet_stake = 0.0
if self.config["dry_run"] and self.exchange.margin_mode == MarginMode.CROSS:
# Parameters only needed for cross margin
total_wallet_stake = self.wallets.get_total(self.config["stake_currency"])
if self.exchange.margin_mode == MarginMode.CROSS:
logger.info("Updating liquidation price for all open trades.")
for t in Trade.get_open_trades():
# TODO: This should be done in a batch update
t.set_liquidation_price(
self.exchange.get_liquidation_price(
pair=t.pair,
open_rate=t.open_rate,
is_short=t.is_short,
amount=t.amount,
stake_amount=t.stake_amount,
leverage=trade.leverage,
wallet_balance=total_wallet_stake,
)
)
elif trade:
trade.set_liquidation_price(
self.exchange.get_liquidation_price(
pair=trade.pair,
open_rate=trade.open_rate,
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
)
)
def update_trade_state(
self,
trade: Trade,
@@ -2234,17 +2273,7 @@ class FreqtradeBot(LoggingMixin):
# TODO: Margin will need to use interest_rate as well.
# interest_rate = self.exchange.get_interest_rate()
try:
trade.set_liquidation_price(
self.exchange.get_liquidation_price(
pair=trade.pair,
open_rate=trade.open_rate,
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
)
)
self.update_liquidation_prices(trade)
except DependencyException:
logger.warning("Unable to calculate liquidation price")
if self.strategy.use_custom_stoploss: