krakenfutures: guard maxNotional for non‑contract tiers

matstedt 4 weeks ago
parent b5c271ebd6
commit a2c522d18a

@ -225,18 +225,25 @@ class Krakenfutures(Exchange):
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)
contract_based = self._fill_missing_min_notional(pair_tiers)
self._fill_missing_max_notional(pair, pair_tiers, contract_based)
def _fill_missing_min_notional(self, pair_tiers: list[dict]) -> None:
def _fill_missing_min_notional(self, pair_tiers: list[dict]) -> bool:
contract_based = False
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:
contract_based = True
elif (tier.get("info") or {}).get("contracts") is not None:
contract_based = True
return contract_based
def _fill_missing_max_notional(
self, pair: str, pair_tiers: list[dict], contract_based: bool
) -> 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")
@ -245,12 +252,19 @@ class Krakenfutures(Exchange):
last = pair_tiers[-1]
if last.get("maxNotional") is None:
max_notional = self._max_notional_from_market(pair)
max_notional = self._max_notional_from_market(pair) if contract_based else None
min_notional = last.get("minNotional")
if (
max_notional is not None
and min_notional is not None
and max_notional <= min_notional
):
max_notional = None
if max_notional is not None:
last["maxNotional"] = max_notional
elif last.get("minNotional") is not None:
elif min_notional is not None:
# Avoid None values, even if we cannot infer the real max.
last["maxNotional"] = last["minNotional"]
last["maxNotional"] = min_notional + 1.0
def _max_notional_from_market(self, pair: str) -> float | None:
market = self.markets.get(pair)

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