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CLI Binance liquidation calculation formula
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#!/usr/bin/env python3 | |
'''2021-03-26: Reverse-engineer by searching for the following terms in features*.js: | |
- bracketMaintenanceMarginRate | |
- cumFastMaintenanceAmount | |
- bracketNotionalFloor | |
- bracketNotionalCap''' | |
# (max) position, maintenance margin, maintenance amount | |
maint_lookup_table = [ | |
( 50_000, 0.4, 0), | |
( 250_000, 0.5, 50), | |
( 1_000_000, 1.0, 1_300), | |
( 10_000_000, 2.5, 16_300), | |
( 20_000_000, 5.0, 266_300), | |
( 50_000_000, 10.0, 1_266_300), | |
(100_000_000, 12.5, 2_516_300), | |
(200_000_000, 15.0, 5_016_300), | |
(300_000_000, 25.0, 25_016_300), | |
(500_000_000, 50.0, 100_016_300), | |
] | |
def binance_btc_liq_balance(wallet_balance, contract_qty, entry_price): | |
for max_position, maint_margin_rate_pct, maint_amount in maint_lookup_table: | |
maint_margin_rate = maint_margin_rate_pct / 100 | |
liq_price = (wallet_balance + maint_amount - contract_qty*entry_price) / (abs(contract_qty) * (maint_margin_rate - (1 if contract_qty>=0 else -1))) | |
base_balance = liq_price * abs(contract_qty) | |
if base_balance <= max_position: | |
break | |
return round(liq_price, 2) | |
def binance_btc_liq_leverage(leverage, contract_qty, entry_price): | |
wallet_balance = abs(contract_qty) * entry_price / leverage | |
print('[Wallet-balance-equivalent of %s] '%wallet_balance, end='') | |
return binance_btc_liq_balance(wallet_balance, contract_qty, entry_price) | |
if __name__ == '__main__': | |
import argparse | |
parser = argparse.ArgumentParser() | |
parser.add_argument('--wallet-balance', type=float, help='wallet balance in USDT') | |
parser.add_argument('--contract-quantity', required=True, type=float, help='contract quantity in BTC, negative for shorts') | |
parser.add_argument('--entry-price', required=True, type=float, help='entry price in USDT') | |
parser.add_argument('--leverage', type=int, help='leverage to use instead of wallet balance') | |
options = parser.parse_args() | |
assert (options.leverage is None) != (options.wallet_balance is None) | |
if options.leverage: | |
print(binance_btc_liq_leverage(options.leverage, options.contract_quantity, options.entry_price)) | |
else: | |
print(binance_btc_liq_balance(options.wallet_balance, options.contract_quantity, options.entry_price)) |
What did you type?
Hello, I am a beginner and trying to run this code. but getting this error do you know why?
`usage: ipykernel_launcher.py [-h] [--wallet-balance WALLET_BALANCE] --contract-quantity CONTRACT_QUANTITY
--entry-price ENTRY_PRICE [--leverage LEVERAGE]
ipykernel_launcher.py: error: the following arguments are required: --contract-quantity, --entry-price
An exception has occurred, use %tb to see the full traceback.
SystemExit: 2`
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Hi highfestive
could you please light me in for the following error that I'm facing, in run time?