python – How is crossWalletBalance calculated with Binance perpetual futures in cross-margin mode?

I am attempting to breed and determine how crossWalletBalance worth, retrieved from Binance API, is calculated by Binance in USDⓈ-M perpetual futures. Significantly, I would want it for simulating the calculation of liquidation costs in cross-margin mode in response to the system famous right here. Nevertheless, I am persistently failing to breed the worth from Binance API.

So far as I perceive, in cross-margin mode crossWalletBalance corresponds to the whole steadiness, comprised of pockets steadiness and margin steadiness, which incorporates unrealized PnLs, as described right here.

So as to confirm my calculations, I take advantage of Binance Testnet, the place I place market orders utilizing Python’s CCXT bindings. Let’s suppose I open a number of brief positions. By fetching all positions with non-zero variety of contracts, I retrieve deserialized JSON with related information on all open positions grouped by symbols:

positions = alternate.fetch_account_positions()
[pos for pos in positions if float(pos['contracts']) != 0]

Present free USDT steadiness is fetched utilizing one other HTTP-request wrapped into CCXT’s alternate.fetch_free_balance().

Fields of weird curiosity among the many JSON are:

• initMargin – place preliminary margin; I take advantage of it for calculating margin steadiness;
• unrealizedProfit – UPnL; I additionally use it for calculating margin steadiness;
• crossWalletBalance – floor fact worth for reference and checking whether or not my calculations are right;
• crossMargin – for reference, to double-check that crossWalletBalance minus all unrealizedProfits equals to it.

I assume that the price taken is 0.0004, and have double-checked this reality utilizing the historical past of my trades on Binance Testnet web page.

I’ve tried a number of formulae modifications based mostly on beforehand talked about manuals. Significantly, I take advantage of pockets steadiness system from right here:

Pockets Stability = Whole Internet Switch + Whole Realized Revenue + Whole Internet Funding Charge - Whole Fee

…assuming that:

• Whole Internet Switch equals to free USDT steadiness;
• Whole Realized Revenue is zero, as quickly as positions are nonetheless open;
• Whole Internet Funding Charge is zero, since positions are assumed to be closed nearly instantly, subsequently, funding charges don’t relate;
• Whole Fee is 0.0004. It’s taken as soon as, since positions are nonetheless open;

Significantly, amongst others, I’ve tried the next formulae:

• crossWalletBalance == free USDT steadiness * Whole Fee + initMargins for all positions + unrealizedProfit for all positions, signal included;
• crossWalletBalance == free USDT steadiness + (initMargins for all positions + unrealizedProfit) * Whole Fee for all positions, signal included.
• Totally different variations that disregard charges or embody margin charges.

Nevertheless, contemplating that collaterals are about 13000 digital “USDT”s, and the trades are throughout the leveraged vary of a number of 1000’s of USDTs, I persistently obtain values that differ from the bottom fact crossWalletBalance worth from a number of to tens-hundreds of “USDT”s, relying on the system.

I’d be glad about any assist or hints on this respect.