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fix: improve get_max_leverage logic

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Matthias
2025-04-18 14:01:34 +02:00
parent 0a0a8428d5
commit 9dd1ce71ca
2 changed files with 14 additions and 34 deletions
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46
freqtrade/exchange/exchange.py
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@@ -3363,40 +3363,20 @@ class Exchange:
if stake_amount == 0:
return pair_tiers[0]["maxLeverage"] # Max lev for lowest amount
for tier_index in range(len(pair_tiers)):
tier = pair_tiers[tier_index]
lev = tier["maxLeverage"]
# Find the appropriate tier based on stake_amount
prior_max_lev = None
for tier in pair_tiers:
min_stake = tier["minNotional"] / (prior_max_lev or tier["maxLeverage"])
max_stake = tier["maxNotional"] / tier["maxLeverage"]
prior_max_lev = tier["maxLeverage"]
# Adjust notional by leverage to do a proper comparison
if min_stake <= stake_amount <= max_stake:
return tier["maxLeverage"]
if tier_index < len(pair_tiers) - 1:
next_tier = pair_tiers[tier_index + 1]
next_floor = next_tier["minNotional"] / next_tier["maxLeverage"]
if next_floor > stake_amount: # Next tier min too high for stake amount
return min((tier["maxNotional"] / stake_amount), lev)
#
# With the two leverage tiers below,
# - a stake amount of 150 would mean a max leverage of (10000 / 150) = 66.66
# - stakes below 133.33 = max_lev of 75
# - stakes between 133.33-200 = max_lev of 10000/stake = 50.01-74.99
# - stakes from 200 + 1000 = max_lev of 50
#
# {
# "min": 0, # stake = 0.0
# "max": 10000, # max_stake@75 = 10000/75 = 133.33333333333334
# "lev": 75,
# },
# {
# "min": 10000, # stake = 200.0
# "max": 50000, # max_stake@50 = 50000/50 = 1000.0
# "lev": 50,
# }
#
else: # if on the last tier
if stake_amount > tier["maxNotional"]:
# If stake is > than max tradeable amount
raise InvalidOrderException(f"Amount {stake_amount} too high for {pair}")
else:
return tier["maxLeverage"]
# else: # if on the last tier
if stake_amount > max_stake:
# If stake is > than max tradeable amount
raise InvalidOrderException(f"Amount {stake_amount} too high for {pair}")
raise OperationalException(
"Looped through all tiers without finding a max leverage. Should never be reached"

2
tests/exchange/test_exchange.py
View File

@@ -5902,7 +5902,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
assert exchange.get_max_leverage("XRP/USDT:USDT", 1.0) == 20.0
assert exchange.get_max_leverage("BNB/USDT:USDT", 100.0) == 75.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 170.30) == 125.0
assert pytest.approx(exchange.get_max_leverage("XRP/USDT:USDT", 99999.9)) == 5.000005
assert pytest.approx(exchange.get_max_leverage("XRP/USDT:USDT", 99999.9)) == 20
assert pytest.approx(exchange.get_max_leverage("BNB/USDT:USDT", 1500)) == 33.333333333333333
assert exchange.get_max_leverage("BTC/USDT:USDT", 300000000) == 2.0
assert exchange.get_max_leverage("BTC/USDT:USDT", 600000000) == 1.0 # Last tier