From 319e8d746fd8c6b99c90f79eb31afa88ac2355d2 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 31 Aug 2024 16:46:39 +0200
Subject: [PATCH] feat: use proper trade objects for liquidation calc

---
 freqtrade/exchange/binance.py  | 12 ++++++------
 tests/exchange/test_binance.py | 14 +++++++++++++-
 2 files changed, 19 insertions(+), 7 deletions(-)

diff --git a/freqtrade/exchange/binance.py b/freqtrade/exchange/binance.py
index 3ef6be74c..a837068d1 100644
--- a/freqtrade/exchange/binance.py
+++ b/freqtrade/exchange/binance.py
@@ -212,20 +212,20 @@ class Binance(Exchange):
         if self.margin_mode == MarginMode.CROSS:
             mm_ex_1: float = 0.0
             upnl_ex_1: float = 0.0
-            pairs = [trade["pair"] for trade in open_trades]
+            pairs = [trade.pair for trade in open_trades]
             funding_rates = self.fetch_funding_rates(pairs)
             for trade in open_trades:
-                if trade["pair"] == pair:
+                if trade.pair == pair:
                     # Only "other" trades are considered
                     continue
-                mark_price = funding_rates[trade["pair"]]["markPrice"]
+                mark_price = funding_rates[trade.pair]["markPrice"]
                 mm_ratio1, maint_amnt1 = self.get_maintenance_ratio_and_amt(
-                    trade["pair"], trade["stake_amount"]
+                    trade.pair, trade.stake_amount
                 )
-                maint_margin = trade["amount"] * mark_price * mm_ratio1 - maint_amnt1
+                maint_margin = trade.amount * mark_price * mm_ratio1 - maint_amnt1
                 mm_ex_1 += maint_margin
 
-                upnl_ex_1 += trade["amount"] * mark_price - trade["amount"] * trade["open_rate"]
+                upnl_ex_1 += trade.amount * mark_price - trade.amount * trade.open_rate
             cross_vars = upnl_ex_1 - mm_ex_1
 
         side_1 = -1 if is_short else 1
diff --git a/tests/exchange/test_binance.py b/tests/exchange/test_binance.py
index 63c7dfa00..956f0b850 100644
--- a/tests/exchange/test_binance.py
+++ b/tests/exchange/test_binance.py
@@ -7,6 +7,7 @@ import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import DependencyException, InvalidOrderException, OperationalException
+from freqtrade.persistence.trade_model import Trade
 from tests.conftest import EXMS, get_mock_coro, get_patched_exchange, log_has_re
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
@@ -313,6 +314,17 @@ def test_liquidation_price_binance(
     exchange.get_maintenance_ratio_and_amt = get_maint_ratio
     exchange.fetch_funding_rates = fetch_funding_rates
 
+    open_trade_objects = [
+        Trade(
+            pair=t["pair"],
+            open_rate=t["open_rate"],
+            amount=t["amount"],
+            stake_amount=t["stake_amount"],
+            fee_open=0,
+        )
+        for t in open_trades
+    ]
+
     assert (
         pytest.approx(
             round(
@@ -324,7 +336,7 @@ def test_liquidation_price_binance(
                     amount=amount,
                     stake_amount=open_rate * amount,
                     leverage=5,
-                    open_trades=open_trades,
+                    open_trades=open_trade_objects,
                 ),
                 2,
             )