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53 lines
1.5 KiB
Python
53 lines
1.5 KiB
Python
from typing import List
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from freqtrade.enums import TradingMode
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from freqtrade.leverage import liquidation_price
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from freqtrade.persistence import Trade
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class MaintenanceMargin:
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trades: List[Trade]
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exchange_name: str
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trading_mode: TradingMode
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@property
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def margin_level(self):
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# This is the current value of all assets,
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# and if you pass below liq_level, you are liquidated
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# TODO-lev: Add args to formula
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return liquidation_price(
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trading_mode=self.trading_mode,
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exchange_name=self.exchange_name
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)
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@property
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def liq_level(self): # This may be a constant value and may not need a function
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# TODO-lev: The is the value that you are liquidated at
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return # If constant, would need to be recalculated after each new trade
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def __init__(self, exchange_name: str, trading_mode: TradingMode):
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self.exchange_name = exchange_name
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self.trading_mode = trading_mode
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return
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def add_new_trade(self, trade):
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self.trades.append(trade)
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def remove_trade(self, trade):
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self.trades.remove(trade)
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# ? def update_trade_pric(self):
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def sell_all(self):
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# TODO-lev
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return
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def run(self):
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# TODO-lev: implement a thread that constantly updates with every price change,
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# TODO-lev: must update at least every few seconds or so
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# while true:
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# if self.margin_level <= self.liq_level:
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# self.sell_all()
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return
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