krakenfutures: improve fetch_order fallback

This commit is contained in:
matstedt
2026-01-31 11:43:50 +01:00
committed by Matthias
parent 1d0bcbe234
commit 1c77bd6f5d
2 changed files with 128 additions and 34 deletions
+64 -25
View File
@@ -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):
# 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
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)
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)
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: