krakenfutures: rely on ft_has stoploss params, update tests/docs

matstedt 1 month ago
parent e81c81520b
commit ddffd1b071

@ -227,8 +227,11 @@ Kraken Futures uses the exchange id `krakenfutures` and supports isolated future
"key": "your_exchange_key",
"secret": "your_exchange_secret",
"ccxt_config": {"enableRateLimit": true},
"ccxt_async_config": {"enableRateLimit": true},
"triggerSignal": "mark" // "mark" (default), "last", or "index"
"ccxt_async_config": {"enableRateLimit": true}
},
"order_types": {
"stoploss": "market",
"stoploss_price_type": "mark" // "mark" (default), "last", or "index"
},
"trading_mode": "futures",
"margin_mode": "isolated",
@ -237,7 +240,7 @@ Kraken Futures uses the exchange id `krakenfutures` and supports isolated future
!!! Tip "Stoploss on Exchange"
Kraken Futures supports `stoploss_on_exchange` with both `limit` and `market` stop orders.
Use `exchange.triggerSignal` to select the trigger price source (`mark`, `last`, or `index`).
Use `order_types.stoploss_price_type` to select the trigger price source (`mark`, `last`, or `index`).
!!! Note "Collateral"
Kraken Futures is USD-settled. Kraken allows EUR collateral, but USD is the recommended stake currency.
@ -245,16 +248,6 @@ Kraken Futures uses the exchange id `krakenfutures` and supports isolated future
!!! Note "Pair format"
Futures pairs use CCXT symbols, for example `BTC/USD:USD`.
### Data download
Kraken Futures uses normal OHLCV downloads.
```bash
freqtrade download-data --exchange krakenfutures --trading-mode futures --pairs BTC/USD:USD --timeframes 1m 5m
```
Note: OHLCV requests are capped at 2000 candles per call, so large downloads may take longer.
## Kucoin
Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:

@ -8,7 +8,6 @@ from typing import Any
from ccxt.base.errors import NotSupported, OrderNotFound
from freqtrade.constants import BuySell
from freqtrade.enums import MarginMode, PriceType, TradingMode
from freqtrade.exceptions import ExchangeError, InvalidOrderException
from freqtrade.exchange.common import retrier
@ -537,28 +536,3 @@ class Krakenfutures(Exchange):
) -> list[dict[str, Any]]:
params = self._filter_params_for_open_closed(params or {})
return self._api.fetch_closed_orders(pair, since, limit, params)
def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> dict[str, Any]:
params: dict[str, Any] = super()._get_stop_params(
side=side, ordertype=ordertype, stop_price=stop_price
)
# Force Kraken Futures naming
params.setdefault("triggerPrice", stop_price)
trigger_signal = self._get_trigger_signal()
if trigger_signal is not None:
params.setdefault("triggerSignal", trigger_signal)
if getattr(self, "trading_mode", None) == TradingMode.FUTURES:
params.setdefault("reduceOnly", True)
return params
def _get_trigger_signal(self) -> str | None:
ex_conf = self._config.get("exchange")
if isinstance(ex_conf, dict):
v = ex_conf.get("triggerSignal") or ex_conf.get("trigger_signal")
if isinstance(v, str) and v.strip():
return v.strip()
return "mark"

@ -3,6 +3,7 @@
from __future__ import annotations
from copy import deepcopy
from unittest.mock import MagicMock
import pytest
from ccxt.base.errors import NotSupported
@ -11,7 +12,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import InvalidOrderException
from freqtrade.exchange.exchange import Exchange
from freqtrade.exchange.krakenfutures import Krakenfutures
from tests.conftest import get_patched_exchange
from tests.conftest import EXMS, get_patched_exchange
def test_krakenfutures_ft_has_overrides():
@ -169,20 +170,32 @@ def test_krakenfutures_fetch_order_falls_back_to_history_orders(mocker, default_
assert res["filled"] == 0.0
def test_krakenfutures_get_stop_params_adds_triggerprice_signal_and_reduceonly(
mocker, default_conf
):
"""Test _get_stop_params adds triggerPrice, triggerSignal, and reduceOnly."""
def test_krakenfutures_create_stoploss_uses_trigger_price_type(mocker, default_conf):
"""Test create_stoploss uses triggerPrice, triggerSignal, and reduceOnly."""
api_mock = MagicMock()
api_mock.create_order = MagicMock(return_value={"id": "order-id", "info": {"foo": "bar"}})
conf = deepcopy(default_conf)
conf["dry_run"] = False
conf["trading_mode"] = TradingMode.FUTURES
conf["margin_mode"] = MarginMode.ISOLATED
if isinstance(conf.get("exchange"), dict):
conf["exchange"]["triggerSignal"] = "mark"
mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
ex = get_patched_exchange(mocker, conf, exchange="krakenfutures")
ex = get_patched_exchange(mocker, conf, api_mock, exchange="krakenfutures")
ex.create_stoploss(
pair="ETH/BTC",
amount=1,
stop_price=90000.0,
side="sell",
order_types={"stoploss": "market", "stoploss_price_type": "mark"},
leverage=1.0,
)
params = ex._get_stop_params(side="sell", ordertype="market", stop_price=90000.0)
call_args = api_mock.create_order.call_args
params = call_args[1].get("params") if call_args[1] else call_args[0][5]
assert params["triggerPrice"] == 90000.0
assert params["triggerSignal"] == "mark"

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