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Added liquidation_buffer to freqtradebot

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This commit is contained in:
Sam Germain 2022-02-10 09:58:30 -06:00 committed by Matthias
parent f79873307d
commit e5d68f12d2
2 changed files with 28 additions and 15 deletions
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10
freqtrade/freqtradebot.py
View File

@ -103,8 +103,8 @@ class FreqtradeBot(LoggingMixin):
self._exit_lock = Lock()
LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
self.liquidation_buffer = float(self.config.get('liquidation_buffer', '0.05'))
self.trading_mode = TradingMode(self.config.get('trading_mode', 'spot'))
self.margin_mode_type: Optional[MarginMode] = None
if 'margin_mode' in self.config:
self.margin_mode = MarginMode(self.config['margin_mode'])
@ -758,6 +758,14 @@ class FreqtradeBot(LoggingMixin):
funding_fees = self.exchange.get_funding_fees(
pair=pair, amount=amount, is_short=is_short, open_date=open_date)
# This is a new trade
if isolated_liq:
liquidation_buffer = abs(enter_limit_filled_price -
isolated_liq) * self.liquidation_buffer
isolated_liq = (
isolated_liq - liquidation_buffer
if is_short else
isolated_liq + liquidation_buffer
)
if trade is None:
trade = Trade(
pair=pair,

33
tests/test_freqtradebot.py
View File

@ -707,23 +707,27 @@ def test_process_informative_pairs_added(default_conf_usdt, ticker_usdt, mocker)
CandleType.SPOT) in refresh_mock.call_args[0][0]
@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_price", [
(False, 'spot', 'binance', None, None),
(True, 'spot', 'binance', None, None),
(False, 'spot', 'gateio', None, None),
(True, 'spot', 'gateio', None, None),
(False, 'spot', 'okx', None, None),
(True, 'spot', 'okx', None, None),
(True, 'futures', 'binance', 'isolated', 11.89108910891089),
(False, 'futures', 'binance', 'isolated', 8.070707070707071),
(True, 'futures', 'gateio', 'isolated', 11.87413417771621),
(False, 'futures', 'gateio', 'isolated', 8.085708510208207),
# (True, 'futures', 'okx', 'isolated', 11.87413417771621),
# (False, 'futures', 'okx', 'isolated', 8.085708510208207),
@pytest.mark.parametrize("is_short,trading_mode,exchange_name,margin_mode,liq_buffer,liq_price", [
(False, 'spot', 'binance', None, 0.0, None),
(True, 'spot', 'binance', None, 0.0, None),
(False, 'spot', 'gateio', None, 0.0, None),
(True, 'spot', 'gateio', None, 0.0, None),
(False, 'spot', 'okx', None, 0.0, None),
(True, 'spot', 'okx', None, 0.0, None),
(True, 'futures', 'binance', 'isolated', 0.0, 11.89108910891089),
(False, 'futures', 'binance', 'isolated', 0.0, 8.070707070707071),
(True, 'futures', 'gateio', 'isolated', 0.0, 11.87413417771621),
(False, 'futures', 'gateio', 'isolated', 0.0, 8.085708510208207),
(True, 'futures', 'binance', 'isolated', 0.05, 11.796534653465345),
(False, 'futures', 'binance', 'isolated', 0.05, 8.167171717171717),
(True, 'futures', 'gateio', 'isolated', 0.05, 11.7804274688304),
(False, 'futures', 'gateio', 'isolated', 0.05, 8.181423084697796),
# (True, 'futures', 'okex', 'isolated', 11.87413417771621),
# (False, 'futures', 'okex', 'isolated', 8.085708510208207),
])
def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
limit_order_open, is_short, trading_mode,
exchange_name, margin_mode, liq_price) -> None:
exchange_name, margin_mode, liq_buffer, liq_price) -> None:
"""
exchange_name = binance, is_short = true
leverage = 5
@ -747,6 +751,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
open_order = limit_order_open[enter_side(is_short)]
order = limit_order[enter_side(is_short)]
default_conf_usdt['trading_mode'] = trading_mode
default_conf_usdt['liquidation_buffer'] = liq_buffer
leverage = 1.0 if trading_mode == 'spot' else 5.0
default_conf_usdt['exchange']['name'] = exchange_name
if margin_mode: