Leveraged orders on Kraken

Hi rob2505 ,

Please use the following code to set the security initializer in combination with the brokerage model:

        # Kraken accepts both Cash and Margin type account.
        self.SetBrokerageModel(BrokerageName.Kraken, AccountType.Margin)
            
        # Warm up the security with the last known price to avoid conversion error
        seeder = FuncSecuritySeeder(self.GetLastKnownPrices)
        self.SetSecurityInitializer(
            BrokerageModelSecurityInitializer(self.BrokerageModel, seeder))

Otherwise, the Security Initializer will overwrite the BrokerageModel settings, and use the default settings for cryptocurrencies which is the leverage of 1 using a cash buying power model. On the other hand, the Kraken Brokerage model used a margin buying power model with a leverage of 5.

We will make this “nuance” clear in the new docs.

Best regards,
Alex