Fix Bybit isolated balance sizing

This commit is contained in:
Azimkin
2026-09-22 12:11:22 +02:00
parent 0a06834ed5
commit 7b632c9640
4 changed files with 93 additions and 4 deletions

View File

@@ -1,5 +1,6 @@
from __future__ import annotations
from decimal import Decimal
from typing import Any
from llm_trade_bot.bybit_gateway import BybitGateway
@@ -7,9 +8,17 @@ from llm_trade_bot.config import BybitConfig, ScannerConfig
class FakeBybitHTTP:
def __init__(self) -> None:
def __init__(self, wallet: dict[str, Any] | None = None) -> None:
self.wallet = wallet
self.open_order_requests: list[dict[str, Any]] = []
def get_wallet_balance(self, **parameters: Any) -> dict[str, Any]:
assert parameters == {"accountType": "UNIFIED"}
return self.wallet or {"retCode": 0, "result": {"list": []}}
def get_positions(self, **parameters: Any) -> dict[str, Any]:
return {"retCode": 0, "result": {"list": []}}
def get_open_orders(self, **parameters: Any) -> dict[str, Any]:
self.open_order_requests.append(parameters)
return {"retCode": 0, "result": {"list": []}}
@@ -26,3 +35,38 @@ async def test_open_orders_scopes_linear_requests_by_settle_coin() -> None:
{"category": "spot", "limit": 50},
{"category": "linear", "limit": 50, "settleCoin": "USDC"},
]
async def test_account_snapshot_uses_quote_coin_balance_when_account_available_is_empty() -> None:
wallet = {
"retCode": 0,
"result": {
"list": [
{
"totalEquity": "100000",
"totalAvailableBalance": "",
"totalMarginBalance": "100000",
"coin": [
{
"coin": "USDT",
"walletBalance": "50000",
"availableToWithdraw": "",
"totalPositionIM": "100",
"totalOrderIM": "200",
"locked": "300",
"bonus": "400",
},
{"coin": "USDC", "walletBalance": "50000", "availableToWithdraw": ""},
],
}
]
},
}
gateway = BybitGateway(BybitConfig("key", "secret", "USDC"), ScannerConfig(quote_coin="USDT"))
gateway._http = FakeBybitHTTP(wallet) # type: ignore[assignment]
spot = await gateway.account_snapshot("spot")
linear = await gateway.account_snapshot("linear")
assert spot.available_balance == Decimal("49000")
assert linear.available_balance == Decimal("50000")

View File

@@ -59,6 +59,16 @@ def test_existing_exposure_does_not_cap_position(engine, rules):
assert result.notional == Decimal(30000)
def test_minimum_quantity_error_reports_sizing_inputs(engine, rules):
empty_account = AccountSnapshot(Decimal(10000), Decimal(0), Decimal(0), 0)
with pytest.raises(
OrderRejected,
match=r"quantity 0.*minimum 0\.001.*available_balance=0.*leverage=3.*entry_price=100",
):
engine.validate_open(request(), empty_account, rules)
@pytest.mark.parametrize(
"overrides, message",
[