crypto_trader/src/trading/futures.py

"""Futures and leverage trading support with margin calculations."""

from decimal import Decimal
from typing import Dict, Optional
from src.core.logger import get_logger

logger = get_logger(__name__)


class FuturesManager:
    """Manages futures and leverage trading."""
    
    def __init__(self):
        """Initialize futures manager."""
        self.logger = get_logger(__name__)
    
    def calculate_margin(
        self,
        quantity: Decimal,
        price: Decimal,
        leverage: int,
        margin_type: str = "isolated"
    ) -> Decimal:
        """Calculate required margin.
        
        Args:
            quantity: Position quantity
            price: Entry price
            leverage: Leverage multiplier
            margin_type: "isolated" or "cross"
            
        Returns:
            Required margin
        """
        position_value = quantity * price
        margin = position_value / Decimal(leverage)
        return margin
    
    def calculate_liquidation_price(
        self,
        entry_price: Decimal,
        leverage: int,
        side: str,  # "long" or "short"
        maintenance_margin: Decimal = Decimal("0.01")  # 1%
    ) -> Decimal:
        """Calculate liquidation price.
        
        Args:
            entry_price: Entry price
            leverage: Leverage multiplier
            side: Position side
            maintenance_margin: Maintenance margin rate
            
        Returns:
            Liquidation price
        """
        if side == "long":
            # For long: liquidation when price drops too much
            liquidation = entry_price * (1 - (1 / leverage) + maintenance_margin)
        else:
            # For short: liquidation when price rises too much
            liquidation = entry_price * (1 + (1 / leverage) - maintenance_margin)
        
        return liquidation
    
    def calculate_funding_rate(
        self,
        mark_price: Decimal,
        index_price: Decimal
    ) -> Decimal:
        """Calculate funding rate for perpetual futures.
        
        Args:
            mark_price: Mark price
            index_price: Index price
            
        Returns:
            Funding rate (8-hour rate)
        """
        premium = (mark_price - index_price) / index_price
        funding_rate = premium * Decimal("0.01")  # Simplified
        return funding_rate
    
    def calculate_unrealized_pnl(
        self,
        entry_price: Decimal,
        current_price: Decimal,
        quantity: Decimal,
        side: str,
        leverage: int = 1
    ) -> Decimal:
        """Calculate unrealized P&L for futures position.
        
        Args:
            entry_price: Entry price
            current_price: Current mark price
            quantity: Position quantity
            side: "long" or "short"
            leverage: Leverage multiplier
            
        Returns:
            Unrealized P&L
        """
        if side == "long":
            pnl = (current_price - entry_price) * quantity * leverage
        else:
            pnl = (entry_price - current_price) * quantity * leverage
        
        return pnl


# Global futures manager
_futures_manager: Optional[FuturesManager] = None


def get_futures_manager() -> FuturesManager:
    """Get global futures manager instance."""
    global _futures_manager
    if _futures_manager is None:
        _futures_manager = FuturesManager()
    return _futures_manager