[Futures] Fix positions value holder margin handling

CHANGELOG.md

@@ -4,6 +4,10 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [2.5.9] - 2026-01-29
+### Fixed
+[PositionValueHolder] Fix futures get_holdings_ratio position margin handling
+
 ## [2.5.8] - 2026-01-29
 ### Fixed
 [OHLCVUpdater] Missing await inside _remove_unsupported_pairs

README.md

@@ -1,4 +1,4 @@
-# OctoBot-Trading [2.5.8](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
+# OctoBot-Trading [2.5.9](https://github.com/Drakkar-Software/OctoBot-Trading/blob/master/CHANGELOG.md)
 [![Codacy Badge](https://api.codacy.com/project/badge/Grade/903b6b22bceb4661b608a86fea655f69)](https://app.codacy.com/gh/Drakkar-Software/OctoBot-Trading?utm_source=github.com&utm_medium=referral&utm_content=Drakkar-Software/OctoBot-Trading&utm_campaign=Badge_Grade_Dashboard)
 [![PyPI](https://img.shields.io/pypi/v/OctoBot-Trading.svg)](https://pypi.python.org/pypi/OctoBot-Trading/)
 [![Coverage Status](https://coveralls.io/repos/github/Drakkar-Software/OctoBot-Trading/badge.svg?branch=master)](https://coveralls.io/github/Drakkar-Software/OctoBot-Trading?branch=master)

octobot_trading/__init__.py

@@ -15,4 +15,4 @@
 #  License along with this library.
 
 PROJECT_NAME = "OctoBot-Trading"
-VERSION = "2.5.8"  # major.minor.revision
+VERSION = "2.5.9"  # major.minor.revision

octobot_trading/personal_data/portfolios/holders/futures_portfolio_value_holder.py

@@ -55,7 +55,13 @@ def get_holdings_ratio(
         if position.is_idle():
             position_value: decimal.Decimal = constants.ZERO
         else:
-            position_value: decimal.Decimal = position.margin
+            # position.margin is in the settlement currency of the position
+            # Convert it to the reference market for proper ratio calculation
+            parsed_symbol = symbol_util.parse_symbol(symbol)
+            settlement_currency = parsed_symbol.settlement_asset or parsed_symbol.quote
+            position_value = self.value_converter.evaluate_value(
+                settlement_currency, position.margin, init_price_fetchers=False
+            )
 
         if include_assets_in_open_orders:
             assets_in_open_orders = self._get_total_holdings_in_open_orders(currency)

tests/personal_data/portfolios/test_portfolio_value_holder.py

@@ -279,6 +279,9 @@ async def test_get_holdings_ratio(backtesting_trader):
     exchange_manager.client_symbols = [symbol]
     exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
         value_converter.last_prices_by_trading_pair[symbol] = decimal.Decimal("1000")
+    # Also add the futures symbol price for value conversion
+    exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
+        value_converter.last_prices_by_trading_pair["BTC/USDT:USDT"] = decimal.Decimal("1000")
     exchange_manager.exchange_personal_data.portfolio_manager.portfolio_value_holder.\
         portfolio_current_value = decimal.Decimal("11")
     exchange_manager.exchange_personal_data.portfolio_manager.portfolio.portfolio = {}
@@ -295,7 +298,8 @@ def mock_get_or_create_position_impl(symbol, side):
                 mock_pos.margin = constants.ZERO
                 mock_pos.is_idle.return_value = True
             else:
-                mock_pos.margin = decimal.Decimal("1")
+                # margin in USDT (settlement currency), which converts to 1 BTC at 1000 USDT/BTC
+                mock_pos.margin = decimal.Decimal("1000")
                 mock_pos.is_idle.return_value = False
         elif symbol == "BTC/XYZ:XYZ":
             mock_pos.margin = decimal.Decimal("0")
@@ -395,13 +399,13 @@ def mock_get_or_create_position_impl(symbol, side):
             mock_pos.margin = decimal.Decimal("10") # equivalent to the 10 BTC in the spot portfolio
             mock_pos.is_idle.return_value = False
         if symbol == "BTC/USDT:USDT":
-            mock_pos.margin = decimal.Decimal("1") # equivalent to the 1000 USDT vs BTC in the spot portfolio
+            mock_pos.margin = decimal.Decimal("1000") # 1000 USDT margin, converts to 1 BTC at 1000 USDT/BTC
             mock_pos.is_idle.return_value = False
         elif symbol == "ETH/USDT:BTC":
-            mock_pos.margin = decimal.Decimal("100") if has_eth_position else constants.ZERO # equivalent to the 10 ETH vs BTC in the spot portfolio
+            mock_pos.margin = decimal.Decimal("1") if has_eth_position else constants.ZERO # 1 BTC margin (settlement is BTC)
             mock_pos.is_idle.return_value = False
         elif symbol == "ETH/BTC:BTC":
-            mock_pos.margin = decimal.Decimal("1") if has_eth_position else constants.ZERO # equivalent to the 10 ETH vs BTC in the spot portfolio
+            mock_pos.margin = decimal.Decimal("1") if has_eth_position else constants.ZERO # 1 BTC margin (settlement is BTC)
             mock_pos.is_idle.return_value = False
         else:
             raise errors.ContractExistsError(f"Contract {symbol} does not exist")