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Fix HTTP batch order operations for Bybit #2627

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Merged
merged 1 commit into from
May 12, 2025
Merged

Fix HTTP batch order operations for Bybit #2627

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4 changes: 4 additions & 0 deletions nautilus_trader/adapters/bybit/common/enums.py
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Original file line number Diff line number Diff line change
Expand Up @@ -189,6 +189,10 @@ class BybitOrderType(Enum):

@unique
class BybitStopOrderType(Enum):
"""
https://bybit-exchange.github.io/docs/v5/enum#stopordertype
"""

NONE = "" # Default
UNKNOWN = "UNKNOWN" # Classic account value
TAKE_PROFIT = "TakeProfit"
Expand Down
1 change: 0 additions & 1 deletion nautilus_trader/adapters/bybit/data.py
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Expand Up @@ -79,7 +79,6 @@


if TYPE_CHECKING:

from nautilus_trader.adapters.bybit.config import BybitDataClientConfig
from nautilus_trader.adapters.bybit.http.client import BybitHttpClient
from nautilus_trader.adapters.bybit.providers import BybitInstrumentProvider
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18 changes: 16 additions & 2 deletions nautilus_trader/adapters/bybit/execution.py
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Expand Up @@ -246,6 +246,12 @@ def __init__(
self._order_single_client = self._http_account
self._order_batch_client = self._http_account

self._is_order_single_client_ws = isinstance(
self._order_single_client,
BybitWebSocketClient,
)
self._is_order_batch_client_ws = isinstance(self._order_batch_client, BybitWebSocketClient)

# Order submission
self._submit_order_methods = {
OrderType.MARKET: self._submit_market_order,
Expand Down Expand Up @@ -789,11 +795,15 @@ async def _batch_cancel_orders( # noqa: C901 (too complex)
)

if response:
if self._is_order_batch_client_ws:
resp_data_list = response.data.list
else:
resp_data_list = response.result.list
for idx, ret_info in enumerate(response.retExtInfo.list):
ret_code = ret_info.code
if ret_code != 0:
order = self._cache.order(
ClientOrderId(response.data.list[idx].orderLinkId),
ClientOrderId(resp_data_list[idx].orderLinkId),
)
if order is None or order.is_closed:
continue
Expand Down Expand Up @@ -986,10 +996,14 @@ async def _submit_order_list( # noqa: C901 (too complex)
)

if response:
if self._is_order_batch_client_ws:
resp_data_list = response.data.list
else:
resp_data_list = response.result.list
for idx, ret_info in enumerate(response.retExtInfo.list):
if ret_info.code != 0:
order = self._cache.order(
ClientOrderId(response.data.list[idx].orderLinkId),
ClientOrderId(resp_data_list[idx].orderLinkId),
)
if order is None:
continue
Expand Down
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