krakenfutures: improve fetch_order fallback

pull/12706/head
matstedt 3 weeks ago
parent 2112b47bd2
commit 5cb750e2a9

@ -5,10 +5,12 @@ from __future__ import annotations
import logging
from typing import Any
import ccxt
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.exceptions import ExchangeError, RetryableOrderError, TemporaryError
from freqtrade.exchange.exchange import Exchange
from freqtrade.exchange.exchange_types import FtHas
from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
logger = logging.getLogger(__name__)
@ -165,36 +167,73 @@ class Krakenfutures(Exchange):
def fetch_order(
self, order_id: str, pair: str, params: dict[str, Any] | None = None
) -> dict[str, Any]:
"""
Kraken Futures fetchOrder is backed by /orders/status which only returns
open orders or orders closed within the last 5 seconds.
Fall back to closed/canceled order endpoints for older orders.
"""
) -> CcxtOrder:
"""Fetch order with fallback to open/closed/canceled endpoints."""
if self._config.get("dry_run"):
return self.fetch_dry_run_order(order_id)
params = params or {}
try:
return super().fetch_order(order_id, pair, params=params)
except (RetryableOrderError, TemporaryError) as err:
order = self._fetch_order_from_closed_or_canceled(order_id, pair, params)
# Bypass retrier; OrderNotFound is expected for older orders.
wrapped = Exchange.fetch_order.__wrapped__ # type: ignore[attr-defined]
return wrapped(self, order_id, pair, params=params)
except (RetryableOrderError, TemporaryError):
pass
order = self._fetch_order_fallback(order_id, pair, params)
if order is not None:
return order
raise RetryableOrderError(f"Order not found in any endpoint (pair: {pair} id: {order_id})")
def _fetch_order_fallback(
self, order_id: str, pair: str, params: dict[str, Any]
) -> CcxtOrder | None:
"""Search open, closed, and canceled order endpoints for order_id."""
order_id_str = str(order_id)
# Open orders: Kraken returns all symbols and includes triggers by default.
if self.exchange_has("fetchOpenOrders"):
order = self._find_order_in_list(
self._api.fetch_open_orders, None, params, order_id_str
)
if order is not None:
return order
raise err
def _fetch_order_from_closed_or_canceled(
self, order_id: str, pair: str, params: dict[str, Any]
) -> dict[str, Any] | None:
if self.exchange_has("fetchClosedOrders"):
orders = self._api.fetch_closed_orders(pair, params=params)
for order in orders or []:
if str(order.get("id")) == str(order_id):
return self._order_contracts_to_amount(order)
# Closed/canceled: use pair and optional trigger=True for stoplosses.
for has_key, fetch_fn in [
("fetchClosedOrders", self._api.fetch_closed_orders),
("fetchCanceledOrders", self._api.fetch_canceled_orders),
]:
if not self.exchange_has(has_key):
continue
order = self._find_order_in_list(fetch_fn, pair, params, order_id_str)
if order is not None:
return order
# Trigger orders (stoplosses) only supported on history endpoints
if not params.get("trigger"):
order = self._find_order_in_list(
fetch_fn, pair, {**params, "trigger": True}, order_id_str
)
if order is not None:
return order
if self.exchange_has("fetchCanceledOrders"):
orders = self._api.fetch_canceled_orders(pair, params=params)
for order in orders or []:
if str(order.get("id")) == str(order_id):
return self._order_contracts_to_amount(order)
return None
def _find_order_in_list(
self,
fetch_fn,
symbol: str | None,
params: dict[str, Any],
order_id_str: str,
) -> CcxtOrder | None:
"""Fetch orders and return matching order_id, or None."""
try:
for order in fetch_fn(symbol, params=params) or []:
if str(order.get("id")) == order_id_str:
return self._order_contracts_to_amount(order)
except ccxt.BaseError as e:
logger.debug(f"{fetch_fn.__name__} failed: {e}")
return None
def get_funding_fees(self, pair: str, amount: float, is_short: bool, open_date) -> float:

@ -36,9 +36,14 @@ def test_krakenfutures_ohlcv_candle_limit_uses_ccxt_limit(mocker, default_conf):
def test_krakenfutures_fetch_order_falls_back_to_closed_orders(mocker, default_conf):
"""Fallback to fetch_closed_orders when fetch_order can't find the order."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
conf = dict(default_conf)
conf["dry_run"] = False
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
mocker.patch.object(Exchange, "fetch_order", side_effect=RetryableOrderError("not found"))
# Mock the unwrapped fetch_order to raise RetryableOrderError
mocker.patch.object(
Exchange.fetch_order, "__wrapped__", side_effect=RetryableOrderError("not found")
)
mocker.patch.object(
ex,
"exchange_has",
@ -57,10 +62,12 @@ def test_krakenfutures_fetch_order_falls_back_to_closed_orders(mocker, default_c
def test_krakenfutures_fetch_order_falls_back_to_canceled_orders(mocker, default_conf):
"""Fallback to fetch_canceled_orders when closed orders don't contain the order."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
conf = dict(default_conf)
conf["dry_run"] = False
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
mocker.patch.object(
Exchange, "fetch_order", side_effect=TemporaryError("UUID string too large")
Exchange.fetch_order, "__wrapped__", side_effect=TemporaryError("UUID string too large")
)
mocker.patch.object(
ex,
@ -80,24 +87,72 @@ def test_krakenfutures_fetch_order_falls_back_to_canceled_orders(mocker, default
def test_krakenfutures_fetch_order_reraises_when_no_fallback(mocker, default_conf):
"""Re-raise when fallback cannot locate the order."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
conf = dict(default_conf)
conf["dry_run"] = False
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
mocker.patch.object(Exchange, "fetch_order", side_effect=RetryableOrderError("not found"))
mocker.patch.object(ex, "_fetch_order_from_closed_or_canceled", return_value=None)
mocker.patch.object(
Exchange.fetch_order, "__wrapped__", side_effect=RetryableOrderError("not found")
)
mocker.patch.object(ex, "_fetch_order_fallback", return_value=None)
with pytest.raises(RetryableOrderError):
ex.fetch_order("abc", "BTC/USD:USD")
def test_krakenfutures_fetch_order_from_closed_or_canceled_returns_none(mocker, default_conf):
def test_krakenfutures_fetch_order_fallback_returns_none(mocker, default_conf):
"""Return None when the exchange does not support order history endpoints."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
mocker.patch.object(ex, "exchange_has", return_value=False)
res = ex._fetch_order_from_closed_or_canceled("abc", "BTC/USD:USD", {})
res = ex._fetch_order_fallback("abc", "BTC/USD:USD", {})
assert res is None
def test_krakenfutures_fetch_order_dry_run(mocker, default_conf):
"""Test fetch_order uses dry_run order in dry_run mode."""
conf = dict(default_conf)
conf["dry_run"] = True
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
dry_order = {"id": "dry-123", "status": "open"}
mocker.patch.object(ex, "fetch_dry_run_order", return_value=dry_order)
res = ex.fetch_order("dry-123", "BTC/USD:USD")
assert res["id"] == "dry-123"
def test_krakenfutures_fetch_order_finds_trigger_order(mocker, default_conf):
"""Test fetch_order finds trigger orders (stoplosses) via closed orders fallback."""
conf = dict(default_conf)
conf["dry_run"] = False
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
mocker.patch.object(
Exchange.fetch_order, "__wrapped__", side_effect=RetryableOrderError("not found")
)
mocker.patch.object(
ex,
"exchange_has",
side_effect=lambda endpoint: endpoint in ("fetchOpenOrders", "fetchClosedOrders"),
)
# Open orders returns empty, closed orders returns empty for regular,
# but returns the trigger order when trigger=True
mocker.patch.object(ex._api, "fetch_open_orders", return_value=[], create=True)
mocker.patch.object(
ex._api,
"fetch_closed_orders",
side_effect=[
[], # Regular closed orders
[{"id": "trigger-123", "symbol": "BTC/USD:USD", "status": "closed"}], # Trigger orders
],
create=True,
)
res = ex.fetch_order("trigger-123", "BTC/USD:USD")
assert res["id"] == "trigger-123"
def test_krakenfutures_create_stoploss_uses_trigger_price_type(mocker, default_conf):
"""Test create_stoploss uses triggerPrice, triggerSignal, and reduceOnly."""
api_mock = MagicMock()

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