freqtrade_origin/freqtrade/leverage/liquidation_price.py

import logging

from freqtrade.enums import MarginMode
from freqtrade.exceptions import DependencyException
from freqtrade.exchange import Exchange
from freqtrade.persistence import LocalTrade, Trade
from freqtrade.wallets import Wallets


logger = logging.getLogger(__name__)


def update_liquidation_prices(
    trade: LocalTrade | None = None,
    *,
    exchange: Exchange,
    wallets: Wallets,
    stake_currency: str,
    dry_run: bool = False,
):
    """
    Update trade liquidation price in isolated margin mode.
    Updates liquidation price for all trades in cross margin mode.
    """
    try:
        if exchange.margin_mode == MarginMode.CROSS:
            total_wallet_stake = 0.0
            if dry_run:
                # Parameters only needed for cross margin
                total_wallet_stake = wallets.get_total(stake_currency)

            logger.info("Updating liquidation price for all open trades.")
            open_trades = Trade.get_open_trades()
            for t in open_trades:
                # TODO: This should be done in a batch update
                t.set_liquidation_price(
                    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=t.leverage,
                        wallet_balance=total_wallet_stake,
                        open_trades=open_trades,
                    )
                )
        elif trade:
            trade.set_liquidation_price(
                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,
                )
            )
        else:
            raise DependencyException(
                "Trade object is required for updating liquidation price in isolated margin mode."
            )
    except DependencyException:
        logger.warning("Unable to calculate liquidation price")