krakenfutures: backfill leverage tier notionals

pull/12706/head
matstedt 4 weeks ago
parent ddc527117c
commit a1dd7836f2

@ -206,6 +206,62 @@ class Krakenfutures(Exchange):
logger.warning(f"Could not update funding fees for {pair}.")
return 0.0
def get_leverage_tiers(self) -> dict[str, list[dict]]:
"""
Kraken Futures returns leverage tiers with contract-based thresholds.
CCXT maps tiers to min/maxNotional using "numNonContractUnits", but many markets
only expose "contracts". Fill missing min/maxNotional from contract data and
maxPositionSize to keep get_max_leverage functional.
"""
tiers = super().get_leverage_tiers()
if not tiers:
return tiers
for pair, pair_tiers in tiers.items():
self._fill_leverage_tier_notionals(pair, pair_tiers)
return tiers
def _fill_leverage_tier_notionals(self, pair: str, pair_tiers: list[dict]) -> None:
if not pair_tiers:
return
self._fill_missing_min_notional(pair_tiers)
self._fill_missing_max_notional(pair, pair_tiers)
def _fill_missing_min_notional(self, pair_tiers: list[dict]) -> None:
for tier in pair_tiers:
if tier.get("minNotional") is None:
info = tier.get("info") or {}
contracts = self._safe_float(info.get("contracts"))
if contracts is not None:
tier["minNotional"] = contracts
def _fill_missing_max_notional(self, pair: str, pair_tiers: list[dict]) -> None:
for i in range(len(pair_tiers) - 1):
if pair_tiers[i].get("maxNotional") is None:
next_min = pair_tiers[i + 1].get("minNotional")
if next_min is not None:
pair_tiers[i]["maxNotional"] = next_min
last = pair_tiers[-1]
if last.get("maxNotional") is None:
max_notional = self._max_notional_from_market(pair)
if max_notional is not None:
last["maxNotional"] = max_notional
elif last.get("minNotional") is not None:
# Avoid None values, even if we cannot infer the real max.
last["maxNotional"] = last["minNotional"]
def _max_notional_from_market(self, pair: str) -> float | None:
market = self.markets.get(pair)
if not market:
return None
max_pos = self._safe_float(market.get("info", {}).get("maxPositionSize"))
if max_pos is None:
return None
contract_size = self._safe_float(market.get("contractSize")) or 1.0
return max_pos * contract_size
@staticmethod
def _safe_float(v: Any) -> float | None:
try:

@ -24,6 +24,47 @@ def test_krakenfutures_ft_has_overrides():
assert ft_has["stop_price_type_field"] == "triggerSignal"
def test_krakenfutures_get_leverage_tiers_fills_contracts(mocker, default_conf):
"""Fill missing min/maxNotional from contracts/maxPositionSize in leverage tiers."""
mock_markets = {
"BTC/USD:USD": {
"info": {"maxPositionSize": 1000000},
"contractSize": 1.0,
}
}
ex = get_patched_exchange(
mocker, default_conf, exchange="krakenfutures", mock_markets=mock_markets
)
assert isinstance(ex, Krakenfutures)
sample_tiers = {
"BTC/USD:USD": [
{
"minNotional": None,
"maxNotional": None,
"maintenanceMarginRate": 0.01,
"maxLeverage": 50.0,
"info": {"contracts": 0},
},
{
"minNotional": None,
"maxNotional": None,
"maintenanceMarginRate": 0.02,
"maxLeverage": 25.0,
"info": {"contracts": 500000},
},
]
}
mocker.patch.object(Exchange, "get_leverage_tiers", return_value=sample_tiers)
tiers = ex.get_leverage_tiers()
pair_tiers = tiers["BTC/USD:USD"]
assert pair_tiers[0]["minNotional"] == 0.0
assert pair_tiers[0]["maxNotional"] == 500000.0
assert pair_tiers[1]["minNotional"] == 500000.0
assert pair_tiers[1]["maxNotional"] == 1000000.0
def test_krakenfutures_ohlcv_candle_limit_uses_ccxt_limit(mocker, default_conf):
"""Test that OHLCV candle limit follows CCXT feature limit."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")

@ -562,7 +562,7 @@ EXCHANGES: dict[str, TestExchangeOnlineSetup] = {
"candle_count": 2000,
"futures_pair": "BTC/USD:USD",
"hasQuoteVolumeFutures": False,
"leverage_tiers_public": False,
"leverage_tiers_public": True,
"leverage_in_spot_market": False,
},
}

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