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exchange.liquidation_price methods combined, dry_run check on exchange for liquidation price

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Sam Germain
2022-01-29 18:47:17 -06:00
parent 143c37d36f
commit b8f4cebce7
8 changed files with 140 additions and 124 deletions
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47
freqtrade/freqtradebot.py
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@@ -19,7 +19,7 @@ from freqtrade.edge import Edge
from freqtrade.enums import (Collateral, RPCMessageType, RunMode, SellType, SignalDirection, State,
TradingMode)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError)
InvalidOrderException, OperationalException, PricingError)
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import safe_value_fallback, safe_value_fallback2
from freqtrade.mixins import LoggingMixin
@@ -606,38 +606,31 @@ class FreqtradeBot(LoggingMixin):
is_short: bool
) -> Tuple[float, Optional[float]]:
interest_rate = 0.0
isolated_liq = None
# if TradingMode == TradingMode.MARGIN:
# interest_rate = self.exchange.get_interest_rate(
# pair=pair,
# open_rate=open_rate,
# is_short=is_short
# )
if self.collateral_type == Collateral.ISOLATED:
if self.config['dry_run']:
mm_ratio, maintenance_amt = self.exchange.get_maintenance_ratio_and_amt(
pair,
amount
)
taker_fee_rate = self.exchange.markets[pair]['taker']
isolated_liq = self.exchange.liquidation_price(
open_rate=open_rate,
is_short=is_short,
mm_ratio=mm_ratio,
position=amount,
wallet_balance=(amount * open_rate)/leverage, # TODO: Update for cross
taker_fee_rate=taker_fee_rate,
maintenance_amt=maintenance_amt,
mm_ex_1=0.0,
upnl_ex_1=0.0,
)
else:
isolated_liq = self.exchange.get_liquidation_price(pair)
return interest_rate, isolated_liq
if self.trading_mode == TradingMode.SPOT:
return (0.0, None)
elif (
self.collateral_type == Collateral.ISOLATED and
self.trading_mode == TradingMode.FUTURES
):
isolated_liq = self.exchange.get_liquidation_price(
pair=pair,
open_rate=open_rate,
is_short=is_short,
position=amount,
wallet_balance=(amount * open_rate)/leverage, # TODO: Update for cross
mm_ex_1=0.0,
upnl_ex_1=0.0,
)
return (0.0, isolated_liq)
else:
raise OperationalException(
"Freqtrade only supports isolated futures for leverage trading")
def execute_entry(
self,