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krakenfutures: guard maxNotional for non‑contract tiers

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matstedt
2026-01-23 20:46:28 +01:00
committed by Matthias
parent a8d7a72cec
commit ba80329eda
1 changed files with 21 additions and 7 deletions
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freqtrade/exchange/krakenfutures.py
+21 -7
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@@ -225,18 +225,25 @@ class Krakenfutures(Exchange):
def _fill_leverage_tier_notionals(self, pair: str, pair_tiers: list[dict]) -> None: def _fill_leverage_tier_notionals(self, pair: str, pair_tiers: list[dict]) -> None:
if not pair_tiers: if not pair_tiers:
return return
self._fill_missing_min_notional(pair_tiers) contract_based = self._fill_missing_min_notional(pair_tiers)
self._fill_missing_max_notional(pair, 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: for tier in pair_tiers:
if tier.get("minNotional") is None: if tier.get("minNotional") is None:
info = tier.get("info") or {} info = tier.get("info") or {}
contracts = self._safe_float(info.get("contracts")) contracts = self._safe_float(info.get("contracts"))
if contracts is not None: if contracts is not None:
tier["minNotional"] = contracts tier["minNotional"] = contracts
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]) -> None: def _fill_missing_max_notional(
self, pair: str, pair_tiers: list[dict], contract_based: bool
) -> None:
for i in range(len(pair_tiers) - 1): for i in range(len(pair_tiers) - 1):
if pair_tiers[i].get("maxNotional") is None: if pair_tiers[i].get("maxNotional") is None:
next_min = pair_tiers[i + 1].get("minNotional") next_min = pair_tiers[i + 1].get("minNotional")
@@ -245,12 +252,19 @@ class Krakenfutures(Exchange):
last = pair_tiers[-1] last = pair_tiers[-1]
if last.get("maxNotional") is None: 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: if max_notional is not None:
last["maxNotional"] = max_notional 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. # 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: def _max_notional_from_market(self, pair: str) -> float | None:
market = self.markets.get(pair) market = self.markets.get(pair)