krakenfutures: recompute average and cost from fills for terminal orders

freqtrade/exchange/krakenfutures.py

@@ -17,7 +17,7 @@ from freqtrade.exceptions import (
 from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
 from freqtrade.exchange.exchange import Exchange
 from freqtrade.exchange.exchange_types import CcxtBalances, CcxtOrder, FtHas
-from freqtrade.misc import safe_value_fallback, safe_value_nested
+from freqtrade.misc import safe_value_nested
 from freqtrade.util.datetime_helpers import dt_from_ts
 
 
@@ -156,14 +156,13 @@ class Krakenfutures(Exchange):
 
         Kraken Futures' /orders/status endpoint does not include execution data,
         so CCXT sets price/average to the limitPrice (the order's limit, not the
-        actual fill price). For closed/filled orders we fetch trades from /fills
+        actual fill price). For closed/filled orders we ALWAYS fetch trades and
-        and compute the VWAP average.
+        compute VWAP because CCXT's average field is unreliable.
+
+        See: https://github.com/ccxt/ccxt/issues/27979
         """
-        if (
+        filled = self._safe_float(order.get("filled")) or 0.0
-            order.get("average") is None
+        if order.get("status") in ("canceled", "closed") and filled > 0:
-            and order.get("status") in ("canceled", "closed")
-            and safe_value_fallback(order, "filled", default_value=0) > 0
-        ):
             trades = self.get_trades_for_order(
                 order["id"], order["symbol"], since=dt_from_ts(order["timestamp"])
             )
@@ -171,6 +170,9 @@ class Krakenfutures(Exchange):
                 total_amount = sum(t["amount"] for t in trades)
                 if total_amount:
                     order["average"] = sum(t["price"] * t["amount"] for t in trades) / total_amount
+                    trade_costs = [t["cost"] for t in trades if t.get("cost") is not None]
+                    if trade_costs:
+                        order["cost"] = sum(trade_costs)
         return order
 
     def get_trades_for_order(

tests/exchange/test_krakenfutures.py

@@ -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):
+def test_krakenfutures_adjust_order_handles_none_filled(mocker, default_conf):
-    """Don't overwrite average when already present."""
+    """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
+    assert result["average"] == pytest.approx(67850.0)
-    trades_mock.assert_not_called()
+    assert result["cost"] == pytest.approx(27.14)
+    trades_mock.assert_called_once()
 
 
 def test_krakenfutures_adjust_order_no_trades_found(mocker, default_conf):