krakenfutures: recompute average and cost from fills for terminal orders

This commit is contained in:
matstedt
2026-02-25 22:20:49 +01:00
committed by Matthias
parent b1ef0bf58d
commit bfd758d353
2 changed files with 54 additions and 13 deletions
+44 -5
View File
@@ -153,6 +153,7 @@ def test_krakenfutures_adjust_order_computes_average_from_trades(mocker, default
result = ex._adjust_krakenfutures_order(order)
assert result["average"] == pytest.approx(67850.0)
assert result["cost"] == pytest.approx(27.14)
def test_krakenfutures_adjust_order_skips_open_orders(mocker, default_conf):
@@ -174,8 +175,27 @@ def test_krakenfutures_adjust_order_skips_open_orders(mocker, default_conf):
trades_mock.assert_not_called()
def test_krakenfutures_adjust_order_preserves_existing_average(mocker, default_conf):
"""Don't overwrite average when already present."""
def test_krakenfutures_adjust_order_handles_none_filled(mocker, default_conf):
"""Don't crash or fetch trades when filled is None."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
order = {
"id": "abc",
"symbol": "BTC/USD:USD",
"status": "closed",
"filled": None,
"average": None,
"timestamp": 1771354195241,
}
trades_mock = mocker.patch.object(ex, "get_trades_for_order")
result = ex._adjust_krakenfutures_order(order)
assert result["average"] is None
trades_mock.assert_not_called()
def test_krakenfutures_adjust_order_recomputes_existing_average(mocker, default_conf):
"""Recompute average from fills even when CCXT already provided one."""
ex = get_patched_exchange(mocker, default_conf, exchange="krakenfutures")
order = {
@@ -186,11 +206,30 @@ def test_krakenfutures_adjust_order_preserves_existing_average(mocker, default_c
"average": 67843.0,
"timestamp": 1771354195241,
}
trades_mock = mocker.patch.object(ex, "get_trades_for_order")
trades = [
{
"amount": 0.0002,
"price": 67800.0,
"cost": 13.56,
"takerOrMaker": "taker",
"symbol": "BTC/USD:USD",
"fee": None,
},
{
"amount": 0.0002,
"price": 67900.0,
"cost": 13.58,
"takerOrMaker": "taker",
"symbol": "BTC/USD:USD",
"fee": None,
},
]
trades_mock = mocker.patch.object(ex, "get_trades_for_order", return_value=trades)
result = ex._adjust_krakenfutures_order(order)
assert result["average"] == 67843.0
trades_mock.assert_not_called()
assert result["average"] == pytest.approx(67850.0)
assert result["cost"] == pytest.approx(27.14)
trades_mock.assert_called_once()
def test_krakenfutures_adjust_order_no_trades_found(mocker, default_conf):