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rewrite fill_leverage_brackets

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This commit is contained in:
Sam Germain 2022-01-10 12:28:22 -06:00
parent 69a6223ca0
commit bff53c52af
1 changed files with 13 additions and 11 deletions
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24
freqtrade/exchange/binance.py
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@ -135,17 +135,19 @@ class Binance(Exchange):
else:
leverage_brackets = self._api.load_leverage_brackets()
for pair, brackets in leverage_brackets.items():
self._leverage_brackets[pair] = [
[
min_amount,
float(margin_req)
] for [
min_amount,
margin_req
] in brackets
]
for pair, brkts in leverage_brackets.items():
[amt, old_ratio] = [None, None]
brackets = []
for [notional_floor, mm_ratio] in brkts:
amt = ((float(notional_floor) * (mm_ratio - old_ratio)) +
amt) if old_ratio else 0
old_ratio = mm_ratio
brackets.append([
float(notional_floor),
mm_ratio,
amt,
])
self._leverage_brackets[pair] = brackets
except ccxt.DDoSProtection as e:
raise DDosProtection(e) from e
except (ccxt.NetworkError, ccxt.ExchangeError) as e: