Live crypto Bybit

Hello Alex, welcome to the community! It sounds like you're encountering issues with order sizes and possibly negative orders when attempting to go live with your strategy on Bybit using QuantConnect. Let's address these issues step by step.

1. Understanding Order Sizes and Negative Orders

• Order Sizes Too Small: Bybit, like many exchanges, has minimum order size requirements. If your strategy generates orders that are below this minimum, the exchange will reject them. Ensure that your order sizes meet or exceed these minimums. You can usually find this information in the exchange's documentation or by querying the exchange's API for the minimum order sizes for the instruments you're trading.

• Negative Orders: If you're seeing "negative orders," it might be related to how you're calculating the order quantities or values. Ensure that your logic for determining order sizes is correct. Negative values could be a sign of incorrect calculations or attempting to place orders that the exchange does not support (e.g., selling more of an asset than you own).

2. Using AddCrypto vs. AddCryptoFutures

• AddCrypto: This method is used for spot market trading. If you're trading cryptocurrencies in the spot market, this is the correct method to use.

• AddCryptoFutures: If you're trading futures contracts on cryptocurrencies, you should use this method. Futures contracts might have different requirements and behaviors compared to spot trading, including leverage, margin, and settlement.

3. Sample Code for Placing Orders

Here's a basic example of how you might structure your code to place an order with proper checks. This example assumes you're trading cryptocurrency futures:

class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2021, 1, 1)
        self.SetCash(100000)

        # Replace 'BTCUSD' with the correct ticker for Bybit futures
        self.future = self.AddCryptoFutures("BTCUSD", Market.Bybit).Symbol

        # Set brokerage model to Bybit
        self.SetBrokerageModel(BrokerageName.Bybit, AccountType.Margin)

        # Other initialization settings...

    def OnData(self, data):
        # Example logic to determine order size
        orderSize = self.CalculateOrderSize()

        # Check if order size meets minimum requirements and is not negative
        if orderSize > 0:
            self.MarketOrder(self.future, orderSize)
        else:
            self.Debug("Order size is too small or negative: {}".format(orderSize))

    def CalculateOrderSize(self):
        # Your logic to calculate order size
        return 1  # Placeholder value

4. Debugging and Logs

• Use self.Debug() to log useful information that can help you understand what's happening in your algorithm, especially around order creation.
• Check the logs for any messages from the exchange regarding rejected orders and ensure your algorithm adheres to the exchange's requirements.

5. Testing

• Before going live, thoroughly test your strategy in backtesting and paper trading modes to catch and fix issues.

If you continue to face issues, consider sharing specific error messages or problematic parts of your code for more targeted advice.

Hey, man 
Do you need a help ?
Can you share part of algo or symbols which do you use in it ?