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https://github.com/freqtrade/freqtrade.git
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67 lines
2.3 KiB
Python
67 lines
2.3 KiB
Python
import logging
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from typing import Optional
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from freqtrade.enums import MarginMode
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from freqtrade.exceptions import DependencyException
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from freqtrade.exchange import Exchange
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from freqtrade.persistence import LocalTrade, Trade
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from freqtrade.wallets import Wallets
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logger = logging.getLogger(__name__)
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def update_liquidation_prices(
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trade: Optional[LocalTrade] = None,
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*,
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exchange: Exchange,
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wallets: Wallets,
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stake_currency: str,
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dry_run: bool = False,
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):
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"""
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Update trade liquidation price in isolated margin mode.
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Updates liquidation price for all trades in cross margin mode.
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"""
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try:
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if exchange.margin_mode == MarginMode.CROSS:
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total_wallet_stake = 0.0
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if dry_run:
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# Parameters only needed for cross margin
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total_wallet_stake = wallets.get_total(stake_currency)
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logger.info("Updating liquidation price for all open trades.")
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open_trades = Trade.get_open_trades()
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for t in open_trades:
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# TODO: This should be done in a batch update
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t.set_liquidation_price(
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exchange.get_liquidation_price(
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pair=t.pair,
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open_rate=t.open_rate,
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is_short=t.is_short,
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amount=t.amount,
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stake_amount=t.stake_amount,
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leverage=trade.leverage,
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wallet_balance=total_wallet_stake,
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other_trades=[tr for tr in open_trades if t.id != tr.id],
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)
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)
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elif trade:
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trade.set_liquidation_price(
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exchange.get_liquidation_price(
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pair=trade.pair,
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open_rate=trade.open_rate,
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is_short=trade.is_short,
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amount=trade.amount,
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stake_amount=trade.stake_amount,
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leverage=trade.leverage,
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wallet_balance=trade.stake_amount,
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)
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)
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else:
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raise DependencyException(
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"Trade object is required for updating liquidation price in isolated margin mode."
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)
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except DependencyException:
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logger.warning("Unable to calculate liquidation price")
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