Fix/bybit connector upgrade v5

[klpanagi]

Before submitting this PR, please make sure:

• Your code builds clean without any errors or warnings
• You are using approved title ("feat/", "fix/", "docs/", "refactor/")

A description of the changes proposed in the pull request:

This PR is relevant to the bounty for upgrading Bybit API to V5

Bybit Spot / Perpetual - Upgrade API to V5

Currently supports the Spot API.

Tests performed by the developer:

Tips for QA testing:

[nikspz]

hi @klpanagi, thank you for submitting PR, fyi, it should be aimed to development, changed https://hummingbot.org/developers/contributions/#checklist

[notion-workspace]

Bybit connector update to V5

[notion-workspace]

Bybit connector update to V5

[nikspz]

You must be using a Unified account. I just noticed that the free parameter is missing for Unified accounts and availableToWithdraw must be used. I will fix this asap.

Yes we're used Unified account, checking latest commit now

[nikspz]

@klpanagi
commit 3634342
Unified trading account on spot:

DOGE-USDT - place order with wrong price❌

XRP-USDT - place order with wrong price❌

SOL-USDT - correct price ✅

[klpanagi]

@klpanagi commit 3634342 Unified trading account on spot:

DOGE-USDT - place order with wrong price❌

The order price issue is caused from the trading rule parameters returned from the relevant ByBit API endpoint (https://bybit-exchange.github.io/docs/v5/market/instrument#response-parameters).

The basePrecision and quotePrecision response parameters are used to define the min_base_amount_increment and min_quote_amount_increment properties of each TradingRule as below:

TradingRule(
    trading_pair,
    min_order_size=Decimal(lot_size_filter.get("minOrderAmt")),
    max_order_size=Decimal(lot_size_filter.get("maxOrderAmt")),
    min_price_increment=Decimal(price_filter.get("tickSize")),
    min_base_amount_increment=Decimal(lot_size_filter.get("basePrecision")),
    min_quote_amount_increment=Decimal(lot_size_filter.get('quotePrecision')),
    min_notional_size=Decimal(lot_size_filter.get("minOrderAmt"))
)

The /v5/market/instruments-info ByBit API endpoint returns the below for DOGE-USDT, for example.

Notice that the value of basePrecision returned from the API is 0.1 , and this causes rounding the actual order price is the cases mentioned above.

Am I missing or interpreting something wrong here?

UPDATE: Working on a solution...

UPDATE 2: Order prices seem to match the expected. @nikspz please pull the last commit.

[nikspz]

@klpanagi

• commit 562c686
  • cloned and installed PR6902
  • connected bybit spot, checked balance successfully
  • created/started pureMM strategy successfully
  • orders placed with correct price for DOGE-USDT, XRP-USDT
  • ETH-USDT Failed to place order with order amount 0.01 eth using Client
    • tested manually
      • able to place order with 0.01 ETH and 0.005 ETH amount, lower than minimum order size (1)
  • Same thing for BTC-USDT Failed to place order with order amount 0.0005 BTC using Client - lower than minimum order size (1)
  • Same for SOL-USDT Failed to place order with order amount 0.2 SOL

Manually able to place:

DOGE-USDT Fixed

[nikspz]

Steps:

1. Clone PR6902, commit f37f115
2. connect bybit
3. Create/start pureMM using bybit spot
4. get multiple orders filled

Actual:
Review the Error: 'qty'

logs_conf_pure_mm_2.log
comf37f115.zip

WARNING - Failed to fetch trade updates for order BYBIT-BXPUT61764f19e743fa3459773. Error: 'qty'
Traceback (most recent call last):
  File "/home/nikita/bybitv5/hummingbot/connector/exchange_py_base.py", line 956, in _update_orders_fills
    trade_updates = await self._all_trade_updates_for_order(order=order)
  File "/home/nikita/bybitv5/hummingbot/connector/exchange/bybit/bybit_exchange.py", line 426, in _all_trade_updates_for_order
    fill_base_amount=Decimal(trade["qty"]),
KeyError: 'qty'

[nikspz]

• Test performed:

  • Connect an Bybit API key successfully
  • balance Displays the current available balance and match the balance in Bybit spot.
  • Markets availabe during the strategy creation
  • Created /started pureMM using Bybit spot
  • Order submission and cancellation is okay
  • status or status --live is okay
  • order_book --live is okay
  • Able to run fast/slow refresh rate config successfully
  • Hanging orders behave as expected

  Pending:
  Longrun test
  Perpetual connector fix

Steps:

1. Clone and install PR6902
2. connect fresh bybit_perpetual API keys

Actual:
Failed to check bybit_perpetual balance

[klpanagi]

Steps:

1. Clone and install PR6902

2. connect fresh bybit_perpetual API keys

Actual: Failed to check bybit_perpetual balance

@nikspz I cannot reproduce this error. I have tested with both Classic and Unified accounts and i get the balance as expected

I will split the PR into separate for Spot and Perp connectors, so maybe we shall continue the discussion there. I will post here as soon as I have the PRs ready.

[Silur]

also tested for over 16 hours now and balances are reflected correctly (spot)