quantconnect / lean.brokerages.bybit Goto Github PK

When running live and there is an open position when funding happens an exception is thrown and the algo stops. Apparently, I never had a trade open during funding when I was initially testing this brokerage 🙈

Expected Behavior

The brokerage handles the funding ws message properly.

Actual Behavior

A serialization exception is thrown cause there is no OrderType which equals UNKNOWN

Potential Solution

Add UNKNOWN to the OrderType enum and handle the funding message properly. @Martin-Molinero do we need to submit an order update when funding occurs?

Reproducing the Problem

Having an open order when funding occurs. I unfortunately don't have the exact log anymore.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

Expected Behavior

Orders are being canceled at all times without issues.

Actual Behavior

Some orders can not always be canceled, it happens in multiple occasions but It seems I found one way to reliably reproduce it. (See reproducing the problem)

Potential Solution

Don't raise an error when the status is CancelPending here:

It seems that sometimes the order status is already CancelPending even though the cancel request was never sent to the brokerage.

Reproducing the Problem

• Create an empty algo using the bybit brokerage. Which calls liquidate after startup.
• Manually create an order in the exchange
• Start the algorithm, the following error should pop up:

20231129 06:56:56.592 ERROR:: Brokerage Warning: Order already canceled or cancellation submitted
20231129 06:56:56.593 ERROR:: Brokerage failed to cancel order with id 1

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue