Adding Leverage to Futures Strategies

[konradgthecoder]

Hi All,

First off, amazing work here! It's amazing what the open source community can come up with :)

I'm wondering if anyone figured out how to extend this API to add the option to adjust leverage on positions?

It would be awesome if someone already figured this out as I'm still learning the codebase and am having trouble adjusting this parameter.

For now, I am adding these functions to the gateways. I call them right before adding the request from send_order:

    def change_leverage(self, symbol: str, leverage: int):
        """
        Change leverage for a specific symbol.
        """
        data = {
            "security": Security.SIGNED
        }

        params = {
            "symbol": symbol,
            "leverage": leverage
        }

        self.add_request(
            method="POST",
            path="/fapi/v1/leverage",
            callback=self.on_change_leverage,
            data=data,
            params=params
        )

    def on_change_leverage(self, data, request):
        """
        Callback for leverage change.
        """
        self.gateway.write_log(request.params)

Unfortunately I see my orders are created without leverage. Does anyone have any ideas how to implement this?