ccxt: bybit stoploss handling inconsistent / broken

Operating System

No response

Programming Languages

python

CCXT Version

3.0.50

Description

Placing a bybit futures stoploss order is a bit of a challange at the moment.

Placing the order with stopPrice fails with wrong direction. Placing the order with stopLossPrice works - but the response doesn’t contain this field - making usage of this quite odd an non-unified.

As it’s important with bybit - my account is NOT unified - and the create-order requests therefore go through the v3 api.

Code

import ccxt
exchange = ccxt.bybit({'apiKey': '<yourApiKey>', 'secret': '<yoursecret>', 'options': {'defaultType': 'swap'}})
params = {
    'stopPrice': 1600,

}
o = exchange.create_order(pair, 'limit', 'sell', amount=0.01, price=1600, params=params)

Fails with

BadRequest: bybit {"retCode":10001,"retMsg":"expect Rising, but trigger_price[16010000] \u003c= current[17985500]??1","result":{},"retExtInfo":{},"time":1680544529422}

Now from past experience, i know that using stopLossPrice is an alternative if one doesn’t work.

import ccxt
exchange = ccxt.bybit({'apiKey': '<yourApiKey>', 'secret': '<yoursecret>', 'options': {'defaultType': 'swap'}})
params = {
    'stopLossPrice': 1600,

}
o = exchange.create_order(pair, 'limit', 'sell', amount=0.01, price=1600, params=params)
print(o)

print(exchange.fetch_order(o['id'], pair))

This works - and the response is Okish - However - i’d expect stopLossPrice in the response - but stopPrice is used (which is wrong).

{'info': {'orderId': '44a665de-1a3e-4573-8cf8-dc403725147f',
  'orderLinkId': ''},
 'id': '44a665de-1a3e-4573-8cf8-dc403725147f',
 'clientOrderId': None,
 'timestamp': None,
 'datetime': None,
 'lastTradeTimestamp': None,
 'symbol': None,
 'type': None,
 'timeInForce': None,
 'postOnly': None,
 'reduceOnly': None,
 'side': None,
 'price': None,
 'stopPrice': None,
 'triggerPrice': None,
 'amount': None,
 'cost': None,
 'average': None,
 'filled': None,
 'remaining': None,
 'status': None,
 'fee': None,
 'trades': [],
 'fees': []}

// Fetch_order reslt
{'info': {'orderId': '44a665de-1a3e-4573-8cf8-dc403725147f',
  'orderLinkId': '',
  'blockTradeId': '',
  'symbol': 'ETHUSDT',
  'price': '1601.00',
  'qty': '0.01',
  'side': 'Sell',
  'isLeverage': '',
  'positionIdx': '0',
  'orderStatus': 'Untriggered',
  'cancelType': 'UNKNOWN',
  'rejectReason': 'EC_NoError',
  'avgPrice': '0',
  'leavesQty': '0.01',
  'leavesValue': '16.01',
  'cumExecQty': '0.00',
  'cumExecValue': '0',
  'cumExecFee': '0',
  'timeInForce': 'GTC',
  'orderType': 'Limit',
  'stopOrderType': 'Stop',
  'orderIv': '',
  'triggerPrice': '1601.00',
  'takeProfit': '0.00',
  'stopLoss': '0.00',
  'tpTriggerBy': 'UNKNOWN',
  'slTriggerBy': 'UNKNOWN',
  'triggerDirection': '2',
  'triggerBy': 'LastPrice',
  'lastPriceOnCreated': '0.00',
  'reduceOnly': True,
  'closeOnTrigger': False,
  'createdTime': '1680544580692',
  'updatedTime': '1680544580692'},
 'id': '44a665de-1a3e-4573-8cf8-dc403725147f',
 'clientOrderId': None,
 'timestamp': 1680544580692,
 'datetime': '2023-04-03T17:56:20.692Z',
 'lastTradeTimestamp': 1680544580692,
 'symbol': 'ETH/USDT:USDT',
 'type': 'limit',
 'timeInForce': 'GTC',
 'postOnly': False,
 'reduceOnly': True,
 'side': 'sell',
 'price': 1601.0,
 'stopPrice': 1601.0,
 'triggerPrice': 1601.0,
 'amount': 0.01,
 'cost': 0.0,
 'average': None,
 'filled': 0.0,
 'remaining': 0.01,
 'status': 'open',
 'fee': {'cost': 0.0, 'currency': 'USDT'},
 'trades': [],
 'fees': [{'cost': 0.0, 'currency': 'USDT'}]}

edit seems to have been introduced in #17262 - which dropped the fallback to triggerPrice from the assignment of stopLossTriggerPrice.