Binance liquidation calculator (based

liquidation_calculator.py

# BTC-USDT
x125_lookup_table = [
    (       50_000, 0.004,           0),
    (      250_000, 0.005,          50),
    (    1_000_000,  0.01,       1_300),
    (   10_000_000,  0.02,      16_300),
    (   20_000_000,  0.05,     266_300),
    (   50_000_000,   0.1,   1_266_300),
    (  100_000_000, 0.125,   2_516_300),
    (  200_000_000,  0.15,   5_016_300),
    (  300_000_000,  0.25,  25_016_300),
    (5_000_000_000,  0.50, 100_016_300),
]

# ETH-USDT
x100_lookup_table = [
    (       10_000,  0.005,         0),
    (      100_000, 0.0065,        15),
    (      500_000,   0.01,       365),
    (    1_000_000,   0.02,     5_365),
    (    2_000_000,   0.05,    35_365),
    (    5_000_000,    0.1,   135_365),
    (   10_000_000,  0.125,   260_365),
    (   20_000_000,   0.15,   510_365),
    (5_000_000_000,   0.25, 2_510_365),
]

# ADA-USDT, BNB-USDT, DOT-USDT, EOS-USDT, ETCU-SDT, LINK-USDT, LTC-USDT, TRX-USDT, XLMUSDT, XMR-USDT, XRP-USDT, XTZ-USDT, BCH-USDT
x75_lookup_table = [
    (       10_000, 0.0065,         0),
    (       50_000,   0.01,        35),
    (      250_000,   0.02,       535),
    (    1_000_000,   0.05,     8_035),
    (    2_000_000,    0.1,    58_035),
    (    5_000_000,  0.125,   108_035),
    (   10_000_000,   0.15,   233_035),
    (5_000_000_000,   0.25, 1_233_035),
]

# All other USDT pairs
x50_lookup_table = [
    (        5_000,  0.01,       0),
    (       25_000, 0.025,      75),
    (      100_000,  0.05,     700),
    (      250_000,   0.1,   5_700),
    (    1_000_000, 0.125,  11_950),
    (5_000_000_000,   0.5, 386_950),
]

def get_liquidation_price(position_size, wallet_balance, entry_price, lookup_table):
    notional_value = position_size * entry_price
    for maximum_notional, margin_rate_percentage, maintenance_amount in lookup_table:
        if notional_value <= maximum_notional:
            liquidation_price = (wallet_balance + maintenance_amount - notional_value) / (abs(position_size) * (margin_rate_percentage - (1 if position_size >= 0 else -1)))
            return round(liquidation_price, 2)


test_pairs = [
    {
        "pair": "LTC-USDT",
        "wallet_balance" : 9_947.75,
        "entry_price": 221.99,
        "position_size": 447.155,
        "target_liquidation_price": 202.60 
    },
    {
        "pair": "ZEC-USDT",
        "wallet_balance" : 6_894.68,
        "entry_price": 167.55,
        "position_size": 74.573,
        "target_liquidation_price": 75.99 
    }
]

for pair in test_pairs:
    pair_name = pair["pair"]
    lookup_table = None

    if pair_name == "BTC-USDT":
        lookup_table = x125_lookup_table
    elif pair_name == "ETH-USDT":
        lookup_table = x100_lookup_table
    elif pair_name in ["ADA-USDT", "BNB-USDT", "DOT-USDT", "EOS-USDT", "ETC-USDT", "LINK-USDT", "LTC-USDT", "TRX-USDT", "XLM-USDT", "XMR-USDT", "XRP-USDT", "XTZ-USDT", "BCH-USDT"]:
        lookup_table = x75_lookup_table
    else:
        lookup_table = x50_lookup_table

    liquidation_price = get_liquidation_price(pair["position_size"], pair["wallet_balance"], pair["entry_price"], lookup_table)

    assert liquidation_price == pair["target_liquidation_price"]
    
    print(liquidation_price)