From 52fc180c75383cb669f0be3532b676a5e3c9667d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Jan 2026 11:12:20 +0100
Subject: [PATCH] feat: add typedDict for LeverageTiers - fix unbound upper
 bound for get_max_leverage

---
 freqtrade/exchange/exchange.py       | 11 ++++++++---
 freqtrade/exchange/exchange_types.py | 22 ++++++++++++++++++++++
 freqtrade/exchange/okx.py            |  5 ++++-
 3 files changed, 34 insertions(+), 4 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 1fe4c152b..ac19696fa 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -73,6 +73,7 @@ from freqtrade.exchange.exchange_types import (
     CcxtPosition,
     FtHas,
     FundingRate,
+    LeverageTier,
     OHLCVResponse,
     OrderBook,
     Ticker,
@@ -194,7 +195,7 @@ class Exchange:
         self._exchange_ws: ExchangeWS | None = None
         self._markets: dict = {}
         self._trading_fees: dict[str, Any] = {}
-        self._leverage_tiers: dict[str, list[dict]] = {}
+        self._leverage_tiers: dict[str, list[LeverageTier]] = {}
         # Lock event loop. This is necessary to avoid race-conditions when using force* commands
         # Due to funding fee fetching.
         self._loop_lock = Lock()
@@ -3621,7 +3622,7 @@ class Exchange:
                 pair_tiers.append(self.parse_leverage_tier(tier))
             self._leverage_tiers[pair] = pair_tiers
 
-    def parse_leverage_tier(self, tier) -> dict:
+    def parse_leverage_tier(self, tier) -> LeverageTier:
         info = tier.get("info", {})
         return {
             "minNotional": tier["minNotional"],
@@ -3662,7 +3663,11 @@ class Exchange:
             for tier in pair_tiers:
                 # Adjust notional by leverage to do a proper comparison
                 min_stake = tier["minNotional"] / (prior_max_lev or tier["maxLeverage"])
-                max_stake = tier["maxNotional"] / tier["maxLeverage"]
+                max_stake = (
+                    tier["maxNotional"] / tier["maxLeverage"]
+                    if tier["maxNotional"] is not None
+                    else float("inf")
+                )
                 prior_max_lev = tier["maxLeverage"]
                 if min_stake <= stake_amount <= max_stake:
                     return tier["maxLeverage"]
diff --git a/freqtrade/exchange/exchange_types.py b/freqtrade/exchange/exchange_types.py
index fd5faecf7..842bc7c14 100644
--- a/freqtrade/exchange/exchange_types.py
+++ b/freqtrade/exchange/exchange_types.py
@@ -115,5 +115,27 @@ class CcxtPosition(TypedDict):
 
 CcxtOrder = dict[str, Any]
 
+
+class LeverageTier(TypedDict):
+    """
+    Represents a single leverage tier returned by the exchange.
+
+    Attributes:
+        minNotional: Minimum notional value (quote currency) for which this tier applies.
+        maxNotional: Maximum notional value (quote currency) for which this tier applies.
+            When ``maxNotional`` is ``None``, the tier is unbounded on the upper side,
+            i.e. there is no maximum notional limit for this tier
+        maintenanceMarginRate: Maintenance margin rate for this tier (fraction, e.g. 0.005 for 0.5%)
+        maxLeverage: Maximum leverage allowed for this tier
+        maintAmt: Optional fixed maintenance margin amount, if provided by the exchange
+    """
+
+    minNotional: float
+    maxNotional: float | None
+    maintenanceMarginRate: float
+    maxLeverage: float
+    maintAmt: float | None
+
+
 # pair, timeframe, candleType, OHLCV, drop last?,
 OHLCVResponse = tuple[str, str, CandleType, list, bool]
diff --git a/freqtrade/exchange/okx.py b/freqtrade/exchange/okx.py
index 5347f2417..df7f23299 100644
--- a/freqtrade/exchange/okx.py
+++ b/freqtrade/exchange/okx.py
@@ -182,7 +182,10 @@ class Okx(Exchange):
             return float("inf")
 
         pair_tiers = self._leverage_tiers[pair]
-        return pair_tiers[-1]["maxNotional"] / leverage
+        last_max_notional = pair_tiers[-1]["maxNotional"]
+        if last_max_notional is None:
+            return float("inf")
+        return last_max_notional / leverage
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> dict:
         params = super()._get_stop_params(side, ordertype, stop_price)