Add explicit trade sizing

tests/test_bybit_gateway.py

@@ -5,12 +5,19 @@ from typing import Any
 
 from llm_trade_bot.bybit_gateway import BybitGateway
 from llm_trade_bot.config import BybitConfig, ScannerConfig
+from llm_trade_bot.models import Category, OpenTradeRequest, OrderType, Side, ValidatedOrder
 
 
 class FakeBybitHTTP:
-    def __init__(self, wallet: dict[str, Any] | None = None) -> None:
+    def __init__(
+        self,
+        wallet: dict[str, Any] | None = None,
+        open_orders: dict[str, list[dict[str, Any]]] | None = None,
+    ) -> None:
         self.wallet = wallet
+        self.open_orders = open_orders or {}
         self.open_order_requests: list[dict[str, Any]] = []
+        self.placed_orders: list[dict[str, Any]] = []
 
     def get_wallet_balance(self, **parameters: Any) -> dict[str, Any]:
         assert parameters == {"accountType": "UNIFIED"}
@@ -21,7 +28,14 @@ class FakeBybitHTTP:
 
     def get_open_orders(self, **parameters: Any) -> dict[str, Any]:
         self.open_order_requests.append(parameters)
-        return {"retCode": 0, "result": {"list": []}}
+        return {
+            "retCode": 0,
+            "result": {"list": self.open_orders.get(str(parameters["category"]), [])},
+        }
+
+    def place_order(self, **parameters: Any) -> dict[str, Any]:
+        self.placed_orders.append(parameters)
+        return {"retCode": 0, "result": {"orderId": "order-1"}}
 
 
 async def test_open_orders_scopes_linear_requests_by_settle_coin() -> None:
@@ -44,7 +58,7 @@ async def test_account_snapshot_uses_quote_coin_balance_when_account_available_i
             "list": [
                 {
                     "totalEquity": "100000",
-                    "totalAvailableBalance": "",
+                    "totalAvailableBalance": "99999",
                     "totalMarginBalance": "100000",
                     "coin": [
                         {
@@ -70,3 +84,80 @@ async def test_account_snapshot_uses_quote_coin_balance_when_account_available_i
 
     assert spot.available_balance == Decimal("49000")
     assert linear.available_balance == Decimal("50000")
+
+
+async def test_account_snapshot_uses_open_spot_orders_when_reported_locked_is_stale() -> None:
+    wallet = {
+        "retCode": 0,
+        "result": {
+            "list": [
+                {
+                    "totalEquity": "100005",
+                    "totalAvailableBalance": "50005",
+                    "coin": [
+                        {
+                            "coin": "USDT",
+                            "walletBalance": "100005",
+                            "availableToWithdraw": "",
+                            "totalPositionIM": "0",
+                            "totalOrderIM": "50000",
+                            "locked": "0",
+                            "bonus": "0",
+                        }
+                    ],
+                }
+            ]
+        },
+    }
+    open_orders = {
+        "spot": [
+            {
+                "category": "spot",
+                "symbol": "BTCUSDT",
+                "side": "Buy",
+                "orderStatus": "New",
+                "leavesQty": "0.586166",
+                "leavesValue": "49999.96",
+                "price": "85300",
+            }
+        ]
+    }
+    gateway = BybitGateway(BybitConfig("key", "secret", "USDT"), ScannerConfig(quote_coin="USDT"))
+    gateway._http = FakeBybitHTTP(wallet, open_orders)  # type: ignore[assignment]
+
+    snapshot = await gateway.account_snapshot("linear")
+
+    assert snapshot.available_balance == Decimal("5.04")
+
+
+async def test_spot_market_order_sends_base_coin_quantity() -> None:
+    gateway = BybitGateway(BybitConfig("key", "secret"), ScannerConfig())
+    http = FakeBybitHTTP()
+    gateway._http = http  # type: ignore[assignment]
+    request = OpenTradeRequest(
+        category=Category.SPOT,
+        symbol="BTCUSDT",
+        side=Side.BUY,
+        order_type=OrderType.MARKET,
+        reference_price=Decimal("100000"),
+        limit_price=None,
+        stop_loss=Decimal("90000"),
+        take_profit=Decimal("110000"),
+        trailing_distance=None,
+        leverage=Decimal(1),
+        rationale="test",
+    )
+    order = ValidatedOrder(
+        entry_price=Decimal("100000"),
+        quantity=Decimal("0.5"),
+        notional=Decimal("50000"),
+        stop_loss=Decimal("90000"),
+        take_profit=Decimal("110000"),
+        trailing_distance=None,
+        leverage=Decimal(1),
+    )
+
+    await gateway.open_trade(request, order, "ltb-test")
+
+    assert http.placed_orders[0]["qty"] == "0.5"
+    assert http.placed_orders[0]["marketUnit"] == "baseCoin"