mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request #10507 from freqtrade/update/binance-leverage-tiers

Browse Source 
Update Binance Leverage Tiers
This commit is contained in:
Matthias
2024-08-08 06:09:28 +02:00
committed by GitHub
parent 900922760a 9d0cd961b4
commit 72028a9a2e
1 changed files with 207 additions and 175 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/exchange/binance_leverage_tiers.json
+207 -175
View File
@@ -639,14 +639,14 @@
"currency": "USDT", "currency": "USDT",
"minNotional": 0.0, "minNotional": 0.0,
"maxNotional": 5000.0, "maxNotional": 5000.0,
"maintenanceMarginRate": 0.015, "maintenanceMarginRate": 0.0065,
"maxLeverage": 50.0, "maxLeverage": 75.0,
"info": { "info": {
"bracket": "1", "bracket": "1",
"initialLeverage": "50", "initialLeverage": "75",
"notionalCap": "5000", "notionalCap": "5000",
"notionalFloor": "0", "notionalFloor": "0",
"maintMarginRatio": "0.015", "maintMarginRatio": "0.0065",
"cum": "0.0" "cum": "0.0"
} }
}, },
@@ -654,112 +654,128 @@
"tier": 2.0, "tier": 2.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 5000.0, "minNotional": 5000.0,
"maxNotional": 50000.0, "maxNotional": 25000.0,
"maintenanceMarginRate": 0.02, "maintenanceMarginRate": 0.01,
"maxLeverage": 25.0, "maxLeverage": 50.0,
"info": { "info": {
"bracket": "2", "bracket": "2",
"initialLeverage": "25", "initialLeverage": "50",
"notionalCap": "50000", "notionalCap": "25000",
"notionalFloor": "5000", "notionalFloor": "5000",
"maintMarginRatio": "0.02", "maintMarginRatio": "0.01",
"cum": "25.0" "cum": "17.5"
} }
}, },
{ {
"tier": 3.0, "tier": 3.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 50000.0, "minNotional": 25000.0,
"maxNotional": 200000.0, "maxNotional": 150000.0,
"maintenanceMarginRate": 0.025, "maintenanceMarginRate": 0.02,
"maxLeverage": 20.0, "maxLeverage": 25.0,
"info": { "info": {
"bracket": "3", "bracket": "3",
"initialLeverage": "20", "initialLeverage": "25",
"notionalCap": "200000", "notionalCap": "150000",
"notionalFloor": "50000", "notionalFloor": "25000",
"maintMarginRatio": "0.025", "maintMarginRatio": "0.02",
"cum": "275.0" "cum": "267.5"
} }
}, },
{ {
"tier": 4.0, "tier": 4.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 200000.0, "minNotional": 150000.0,
"maxNotional": 2000000.0, "maxNotional": 300000.0,
"maintenanceMarginRate": 0.05, "maintenanceMarginRate": 0.025,
"maxLeverage": 10.0, "maxLeverage": 20.0,
"info": { "info": {
"bracket": "4", "bracket": "4",
"initialLeverage": "10", "initialLeverage": "20",
"notionalCap": "2000000", "notionalCap": "300000",
"notionalFloor": "200000", "notionalFloor": "150000",
"maintMarginRatio": "0.05", "maintMarginRatio": "0.025",
"cum": "5275.0" "cum": "1017.5"
} }
}, },
{ {
"tier": 5.0, "tier": 5.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 2000000.0, "minNotional": 300000.0,
"maxNotional": 4000000.0, "maxNotional": 3000000.0,
"maintenanceMarginRate": 0.1, "maintenanceMarginRate": 0.05,
"maxLeverage": 5.0, "maxLeverage": 10.0,
"info": { "info": {
"bracket": "5", "bracket": "5",
"initialLeverage": "5", "initialLeverage": "10",
"notionalCap": "4000000", "notionalCap": "3000000",
"notionalFloor": "2000000", "notionalFloor": "300000",
"maintMarginRatio": "0.1", "maintMarginRatio": "0.05",
"cum": "105275.0" "cum": "8517.5"
} }
}, },
{ {
"tier": 6.0, "tier": 6.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 4000000.0, "minNotional": 3000000.0,
"maxNotional": 5000000.0, "maxNotional": 6000000.0,
"maintenanceMarginRate": 0.125, "maintenanceMarginRate": 0.1,
"maxLeverage": 4.0, "maxLeverage": 5.0,
"info": { "info": {
"bracket": "6", "bracket": "6",
"initialLeverage": "4", "initialLeverage": "5",
"notionalCap": "5000000", "notionalCap": "6000000",
"notionalFloor": "4000000", "notionalFloor": "3000000",
"maintMarginRatio": "0.125", "maintMarginRatio": "0.1",
"cum": "205275.0" "cum": "158517.5"
} }
}, },
{ {
"tier": 7.0, "tier": 7.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 5000000.0, "minNotional": 6000000.0,
"maxNotional": 10000000.0, "maxNotional": 7500000.0,
"maintenanceMarginRate": 0.25, "maintenanceMarginRate": 0.125,
"maxLeverage": 2.0, "maxLeverage": 4.0,
"info": { "info": {
"bracket": "7", "bracket": "7",
"initialLeverage": "2", "initialLeverage": "4",
"notionalCap": "10000000", "notionalCap": "7500000",
"notionalFloor": "5000000", "notionalFloor": "6000000",
"maintMarginRatio": "0.25", "maintMarginRatio": "0.125",
"cum": "830275.0" "cum": "308517.5"
} }
}, },
{ {
"tier": 8.0, "tier": 8.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 10000000.0, "minNotional": 7500000.0,
"maxNotional": 20000000.0, "maxNotional": 15000000.0,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2.0,
"info": {
"bracket": "8",
"initialLeverage": "2",
"notionalCap": "15000000",
"notionalFloor": "7500000",
"maintMarginRatio": "0.25",
"cum": "1246017.5"
}
},
{
"tier": 9.0,
"currency": "USDT",
"minNotional": 15000000.0,
"maxNotional": 30000000.0,
"maintenanceMarginRate": 0.5, "maintenanceMarginRate": 0.5,
"maxLeverage": 1.0, "maxLeverage": 1.0,
"info": { "info": {
"bracket": "8", "bracket": "9",
"initialLeverage": "1", "initialLeverage": "1",
"notionalCap": "20000000", "notionalCap": "30000000",
"notionalFloor": "10000000", "notionalFloor": "15000000",
"maintMarginRatio": "0.5", "maintMarginRatio": "0.5",
"cum": "3330275.0" "cum": "4996017.5"
} }
} }
], ],
@@ -23258,13 +23274,13 @@
"tier": 2.0, "tier": 2.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 5000.0, "minNotional": 5000.0,
"maxNotional": 20000.0, "maxNotional": 25000.0,
"maintenanceMarginRate": 0.02, "maintenanceMarginRate": 0.02,
"maxLeverage": 25.0, "maxLeverage": 25.0,
"info": { "info": {
"bracket": "2", "bracket": "2",
"initialLeverage": "25", "initialLeverage": "25",
"notionalCap": "20000", "notionalCap": "25000",
"notionalFloor": "5000", "notionalFloor": "5000",
"maintMarginRatio": "0.02", "maintMarginRatio": "0.02",
"cum": "25.0" "cum": "25.0"
@@ -23273,97 +23289,97 @@
{ {
"tier": 3.0, "tier": 3.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 20000.0, "minNotional": 25000.0,
"maxNotional": 25000.0, "maxNotional": 50000.0,
"maintenanceMarginRate": 0.025, "maintenanceMarginRate": 0.025,
"maxLeverage": 20.0, "maxLeverage": 20.0,
"info": { "info": {
"bracket": "3", "bracket": "3",
"initialLeverage": "20", "initialLeverage": "20",
"notionalCap": "25000", "notionalCap": "50000",
"notionalFloor": "20000", "notionalFloor": "25000",
"maintMarginRatio": "0.025", "maintMarginRatio": "0.025",
"cum": "125.0" "cum": "150.0"
} }
}, },
{ {
"tier": 4.0, "tier": 4.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 25000.0, "minNotional": 50000.0,
"maxNotional": 200000.0, "maxNotional": 500000.0,
"maintenanceMarginRate": 0.05, "maintenanceMarginRate": 0.05,
"maxLeverage": 10.0, "maxLeverage": 10.0,
"info": { "info": {
"bracket": "4", "bracket": "4",
"initialLeverage": "10", "initialLeverage": "10",
"notionalCap": "200000", "notionalCap": "500000",
"notionalFloor": "25000", "notionalFloor": "50000",
"maintMarginRatio": "0.05", "maintMarginRatio": "0.05",
"cum": "750.0" "cum": "1400.0"
} }
}, },
{ {
"tier": 5.0, "tier": 5.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 200000.0, "minNotional": 500000.0,
"maxNotional": 400000.0, "maxNotional": 1000000.0,
"maintenanceMarginRate": 0.1, "maintenanceMarginRate": 0.1,
"maxLeverage": 5.0, "maxLeverage": 5.0,
"info": { "info": {
"bracket": "5", "bracket": "5",
"initialLeverage": "5", "initialLeverage": "5",
"notionalCap": "400000", "notionalCap": "1000000",
"notionalFloor": "200000", "notionalFloor": "500000",
"maintMarginRatio": "0.1", "maintMarginRatio": "0.1",
"cum": "10750.0" "cum": "26400.0"
} }
}, },
{ {
"tier": 6.0, "tier": 6.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 400000.0, "minNotional": 1000000.0,
"maxNotional": 500000.0, "maxNotional": 1250000.0,
"maintenanceMarginRate": 0.125, "maintenanceMarginRate": 0.125,
"maxLeverage": 4.0, "maxLeverage": 4.0,
"info": { "info": {
"bracket": "6", "bracket": "6",
"initialLeverage": "4", "initialLeverage": "4",
"notionalCap": "500000", "notionalCap": "1250000",
"notionalFloor": "400000", "notionalFloor": "1000000",
"maintMarginRatio": "0.125", "maintMarginRatio": "0.125",
"cum": "20750.0" "cum": "51400.0"
} }
}, },
{ {
"tier": 7.0, "tier": 7.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 500000.0, "minNotional": 1250000.0,
"maxNotional": 1000000.0, "maxNotional": 2500000.0,
"maintenanceMarginRate": 0.25, "maintenanceMarginRate": 0.25,
"maxLeverage": 2.0, "maxLeverage": 2.0,
"info": { "info": {
"bracket": "7", "bracket": "7",
"initialLeverage": "2", "initialLeverage": "2",
"notionalCap": "1000000", "notionalCap": "2500000",
"notionalFloor": "500000", "notionalFloor": "1250000",
"maintMarginRatio": "0.25", "maintMarginRatio": "0.25",
"cum": "83250.0" "cum": "207650.0"
} }
}, },
{ {
"tier": 8.0, "tier": 8.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 1000000.0, "minNotional": 2500000.0,
"maxNotional": 2000000.0, "maxNotional": 5000000.0,
"maintenanceMarginRate": 0.5, "maintenanceMarginRate": 0.5,
"maxLeverage": 1.0, "maxLeverage": 1.0,
"info": { "info": {
"bracket": "8", "bracket": "8",
"initialLeverage": "1", "initialLeverage": "1",
"notionalCap": "2000000", "notionalCap": "5000000",
"notionalFloor": "1000000", "notionalFloor": "2500000",
"maintMarginRatio": "0.5", "maintMarginRatio": "0.5",
"cum": "333250.0" "cum": "832650.0"
} }
} }
], ],
@@ -31018,13 +31034,13 @@
"tier": 5.0, "tier": 5.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 500000.0, "minNotional": 500000.0,
"maxNotional": 1000000.0, "maxNotional": 2000000.0,
"maintenanceMarginRate": 0.02, "maintenanceMarginRate": 0.02,
"maxLeverage": 25.0, "maxLeverage": 25.0,
"info": { "info": {
"bracket": "5", "bracket": "5",
"initialLeverage": "25", "initialLeverage": "25",
"notionalCap": "1000000", "notionalCap": "2000000",
"notionalFloor": "500000", "notionalFloor": "500000",
"maintMarginRatio": "0.02", "maintMarginRatio": "0.02",
"cum": "4590.0" "cum": "4590.0"
@@ -31033,97 +31049,97 @@
{ {
"tier": 6.0, "tier": 6.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 1000000.0, "minNotional": 2000000.0,
"maxNotional": 2000000.0, "maxNotional": 2500000.0,
"maintenanceMarginRate": 0.025, "maintenanceMarginRate": 0.025,
"maxLeverage": 20.0, "maxLeverage": 20.0,
"info": { "info": {
"bracket": "6", "bracket": "6",
"initialLeverage": "20", "initialLeverage": "20",
"notionalCap": "2000000", "notionalCap": "2500000",
"notionalFloor": "1000000", "notionalFloor": "2000000",
"maintMarginRatio": "0.025", "maintMarginRatio": "0.025",
"cum": "9590.0" "cum": "14590.0"
} }
}, },
{ {
"tier": 7.0, "tier": 7.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 2000000.0, "minNotional": 2500000.0,
"maxNotional": 5000000.0, "maxNotional": 20000000.0,
"maintenanceMarginRate": 0.05, "maintenanceMarginRate": 0.05,
"maxLeverage": 10.0, "maxLeverage": 10.0,
"info": { "info": {
"bracket": "7", "bracket": "7",
"initialLeverage": "10", "initialLeverage": "10",
"notionalCap": "5000000", "notionalCap": "20000000",
"notionalFloor": "2000000", "notionalFloor": "2500000",
"maintMarginRatio": "0.05", "maintMarginRatio": "0.05",
"cum": "59590.0" "cum": "77090.0"
} }
}, },
{ {
"tier": 8.0, "tier": 8.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 5000000.0, "minNotional": 20000000.0,
"maxNotional": 15000000.0, "maxNotional": 40000000.0,
"maintenanceMarginRate": 0.1, "maintenanceMarginRate": 0.1,
"maxLeverage": 5.0, "maxLeverage": 5.0,
"info": { "info": {
"bracket": "8", "bracket": "8",
"initialLeverage": "5", "initialLeverage": "5",
"notionalCap": "15000000", "notionalCap": "40000000",
"notionalFloor": "5000000", "notionalFloor": "20000000",
"maintMarginRatio": "0.1", "maintMarginRatio": "0.1",
"cum": "309590.0" "cum": "1077090.0"
} }
}, },
{ {
"tier": 9.0, "tier": 9.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 15000000.0, "minNotional": 40000000.0,
"maxNotional": 20000000.0, "maxNotional": 50000000.0,
"maintenanceMarginRate": 0.125, "maintenanceMarginRate": 0.125,
"maxLeverage": 4.0, "maxLeverage": 4.0,
"info": { "info": {
"bracket": "9", "bracket": "9",
"initialLeverage": "4", "initialLeverage": "4",
"notionalCap": "20000000", "notionalCap": "50000000",
"notionalFloor": "15000000", "notionalFloor": "40000000",
"maintMarginRatio": "0.125", "maintMarginRatio": "0.125",
"cum": "684590.0" "cum": "2077090.0"
} }
}, },
{ {
"tier": 10.0, "tier": 10.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 20000000.0, "minNotional": 50000000.0,
"maxNotional": 50000000.0, "maxNotional": 100000000.0,
"maintenanceMarginRate": 0.25, "maintenanceMarginRate": 0.25,
"maxLeverage": 2.0, "maxLeverage": 2.0,
"info": { "info": {
"bracket": "10", "bracket": "10",
"initialLeverage": "2", "initialLeverage": "2",
"notionalCap": "50000000", "notionalCap": "100000000",
"notionalFloor": "20000000", "notionalFloor": "50000000",
"maintMarginRatio": "0.25", "maintMarginRatio": "0.25",
"cum": "3184590.0" "cum": "8327090.0"
} }
}, },
{ {
"tier": 11.0, "tier": 11.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 50000000.0, "minNotional": 100000000.0,
"maxNotional": 100000000.0, "maxNotional": 200000000.0,
"maintenanceMarginRate": 0.5, "maintenanceMarginRate": 0.5,
"maxLeverage": 1.0, "maxLeverage": 1.0,
"info": { "info": {
"bracket": "11", "bracket": "11",
"initialLeverage": "1", "initialLeverage": "1",
"notionalCap": "100000000", "notionalCap": "200000000",
"notionalFloor": "50000000", "notionalFloor": "100000000",
"maintMarginRatio": "0.5", "maintMarginRatio": "0.5",
"cum": "15684590.0" "cum": "33327090.0"
} }
} }
], ],
@@ -33020,96 +33036,112 @@
"tier": 2.0, "tier": 2.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 5000.0, "minNotional": 5000.0,
"maxNotional": 25000.0, "maxNotional": 20000.0,
"maintenanceMarginRate": 0.025, "maintenanceMarginRate": 0.02,
"maxLeverage": 20.0, "maxLeverage": 25.0,
"info": { "info": {
"bracket": "2", "bracket": "2",
"initialLeverage": "20", "initialLeverage": "25",
"notionalCap": "25000", "notionalCap": "20000",
"notionalFloor": "5000", "notionalFloor": "5000",
"maintMarginRatio": "0.025", "maintMarginRatio": "0.02",
"cum": "50.0" "cum": "25.0"
} }
}, },
{ {
"tier": 3.0, "tier": 3.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 25000.0, "minNotional": 20000.0,
"maxNotional": 100000.0, "maxNotional": 30000.0,
"maintenanceMarginRate": 0.05, "maintenanceMarginRate": 0.025,
"maxLeverage": 10.0, "maxLeverage": 20.0,
"info": { "info": {
"bracket": "3", "bracket": "3",
"initialLeverage": "10", "initialLeverage": "20",
"notionalCap": "100000", "notionalCap": "30000",
"notionalFloor": "25000", "notionalFloor": "20000",
"maintMarginRatio": "0.05", "maintMarginRatio": "0.025",
"cum": "675.0" "cum": "125.0"
} }
}, },
{ {
"tier": 4.0, "tier": 4.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 100000.0, "minNotional": 30000.0,
"maxNotional": 200000.0, "maxNotional": 300000.0,
"maintenanceMarginRate": 0.1, "maintenanceMarginRate": 0.05,
"maxLeverage": 5.0, "maxLeverage": 10.0,
"info": { "info": {
"bracket": "4", "bracket": "4",
"initialLeverage": "5", "initialLeverage": "10",
"notionalCap": "200000", "notionalCap": "300000",
"notionalFloor": "100000", "notionalFloor": "30000",
"maintMarginRatio": "0.1", "maintMarginRatio": "0.05",
"cum": "5675.0" "cum": "875.0"
} }
}, },
{ {
"tier": 5.0, "tier": 5.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 200000.0, "minNotional": 300000.0,
"maxNotional": 500000.0, "maxNotional": 600000.0,
"maintenanceMarginRate": 0.125, "maintenanceMarginRate": 0.1,
"maxLeverage": 4.0, "maxLeverage": 5.0,
"info": { "info": {
"bracket": "5", "bracket": "5",
"initialLeverage": "4", "initialLeverage": "5",
"notionalCap": "500000", "notionalCap": "600000",
"notionalFloor": "200000", "notionalFloor": "300000",
"maintMarginRatio": "0.125", "maintMarginRatio": "0.1",
"cum": "10675.0" "cum": "15875.0"
} }
}, },
{ {
"tier": 6.0, "tier": 6.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 500000.0, "minNotional": 600000.0,
"maxNotional": 1000000.0, "maxNotional": 750000.0,
"maintenanceMarginRate": 0.25, "maintenanceMarginRate": 0.125,
"maxLeverage": 2.0, "maxLeverage": 4.0,
"info": { "info": {
"bracket": "6", "bracket": "6",
"initialLeverage": "2", "initialLeverage": "4",
"notionalCap": "1000000", "notionalCap": "750000",
"notionalFloor": "500000", "notionalFloor": "600000",
"maintMarginRatio": "0.25", "maintMarginRatio": "0.125",
"cum": "73175.0" "cum": "30875.0"
} }
}, },
{ {
"tier": 7.0, "tier": 7.0,
"currency": "USDT", "currency": "USDT",
"minNotional": 1000000.0, "minNotional": 750000.0,
"maxNotional": 2000000.0, "maxNotional": 1500000.0,
"maintenanceMarginRate": 0.25,
"maxLeverage": 2.0,
"info": {
"bracket": "7",
"initialLeverage": "2",
"notionalCap": "1500000",
"notionalFloor": "750000",
"maintMarginRatio": "0.25",
"cum": "124625.0"
}
},
{
"tier": 8.0,
"currency": "USDT",
"minNotional": 1500000.0,
"maxNotional": 3000000.0,
"maintenanceMarginRate": 0.5, "maintenanceMarginRate": 0.5,
"maxLeverage": 1.0, "maxLeverage": 1.0,
"info": { "info": {
"bracket": "7", "bracket": "8",
"initialLeverage": "1", "initialLeverage": "1",
"notionalCap": "2000000", "notionalCap": "3000000",
"notionalFloor": "1000000", "notionalFloor": "1500000",
"maintMarginRatio": "0.5", "maintMarginRatio": "0.5",
"cum": "323175.0" "cum": "499625.0"
} }
} }
], ],