fix: allow backtesting for specific exchanges

freqtrade/exchange/exchange_types.py

@@ -44,6 +44,7 @@ class FtHas(TypedDict, total=False):
     funding_fee_timeframe: str
     funding_fee_candle_limit: int
     floor_leverage: bool
+    uses_leverage_tiers: bool
     needs_trading_fees: bool
     order_props_in_contracts: list[Literal["amount", "cost", "filled", "remaining"]]
 

freqtrade/exchange/hyperliquid.py

@@ -35,6 +35,7 @@ class Hyperliquid(Exchange):
         "stop_price_prop": "stopPrice",
         "funding_fee_timeframe": "1h",
         "funding_fee_candle_limit": 500,
+        "uses_leverage_tiers": False,
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

freqtrade/optimize/backtesting.py

@@ -360,8 +360,9 @@ class Backtesting:
             )
             # Combine data to avoid combining the data per trade.
             unavailable_pairs = []
+            uses_leverage_tiers = self.exchange.get_option("uses_leverage_tiers", True)
             for pair in self.pairlists.whitelist:
-                if pair not in self.exchange._leverage_tiers:
+                if uses_leverage_tiers and pair not in self.exchange._leverage_tiers:
                     unavailable_pairs.append(pair)
                     continue