Fix account balance for dYdX

nautilus_trader/adapters/dydx/execution.py

@@ -315,6 +315,16 @@ async def _connect(self) -> None:
             sequence=account.sequence,
         )
 
+        while self.get_account() is None:
+            await asyncio.sleep(0.1)
+
+        account = self.get_account()
+        instruments = self._instrument_provider.get_all()
+
+        for instrument_id, instrument in instruments.items():
+            leverage = Decimal(1) / instrument.margin_init
+            account.set_leverage(instrument_id, leverage)
+
     async def _disconnect(self) -> None:
         await self._ws_client.unsubscribe_markets()
         await self._ws_client.unsubscribe_block_height()

nautilus_trader/adapters/dydx/schemas/account/address.py

@@ -32,7 +32,6 @@
 from nautilus_trader.core.uuid import UUID4
 from nautilus_trader.execution.reports import PositionStatusReport
 from nautilus_trader.model.identifiers import AccountId
-from nautilus_trader.model.objects import AccountBalance
 from nautilus_trader.model.objects import Currency
 from nautilus_trader.model.objects import MarginBalance
 from nautilus_trader.model.objects import Money
@@ -144,19 +143,6 @@ class DYDXAssetPosition(msgspec.Struct, forbid_unknown_fields=True):
     assetId: str
     subaccountNumber: int
 
-    def parse_to_account_balance(self, locked: Decimal) -> AccountBalance:
-        """
-        Create an account balance report.
-        """
-        currency = Currency.from_str(self.symbol)
-        total = Decimal(self.size)
-        free = total - locked
-        return AccountBalance(
-            total=Money(total, currency),
-            locked=Money(locked, currency),
-            free=Money(free, currency),
-        )
-
 
 class DYDXSubaccount(msgspec.Struct, forbid_unknown_fields=True):
     """

nautilus_trader/adapters/dydx/schemas/ws.py

@@ -23,6 +23,7 @@
 
 import msgspec
 
+from nautilus_trader.adapters.dydx.common.constants import DEFAULT_CURRENCY
 from nautilus_trader.adapters.dydx.common.enums import DYDXEnumParser
 from nautilus_trader.adapters.dydx.common.enums import DYDXFillType
 from nautilus_trader.adapters.dydx.common.enums import DYDXLiquidity
@@ -61,6 +62,8 @@
 from nautilus_trader.model.identifiers import TradeId
 from nautilus_trader.model.identifiers import VenueOrderId
 from nautilus_trader.model.objects import AccountBalance
+from nautilus_trader.model.objects import Currency
+from nautilus_trader.model.objects import Money
 from nautilus_trader.model.objects import Price
 from nautilus_trader.model.objects import Quantity
 
@@ -541,14 +544,21 @@ def parse_to_account_balances(self) -> list[AccountBalance]:
         """
         Create an account balance report.
         """
-        account_balances = []
+        account_balances: list[AccountBalance] = []
 
         if self.subaccount is not None:
-            for asset_position in self.subaccount.assetPositions.values():
-                # Only valid for a margin account
-                locked = Decimal(0)
-                account_balance = asset_position.parse_to_account_balance(locked=locked)
-                account_balances.append(account_balance)
+            currency = Currency.from_str(DEFAULT_CURRENCY)
+            free = Decimal(self.subaccount.freeCollateral)
+            total = Decimal(self.subaccount.equity)
+            locked = total - free
+
+            return [
+                AccountBalance(
+                    total=Money(total, currency),
+                    locked=Money(locked, currency),
+                    free=Money(free, currency),
+                ),
+            ]
 
         return account_balances
 

tests/integration_tests/adapters/dydx/test_http_endpoints.py

@@ -55,7 +55,6 @@
 from nautilus_trader.model.identifiers import TradeId
 from nautilus_trader.model.identifiers import VenueOrderId
 from nautilus_trader.model.instruments import CryptoPerpetual
-from nautilus_trader.model.objects import AccountBalance
 from nautilus_trader.model.objects import Currency
 from nautilus_trader.model.objects import MarginBalance
 from nautilus_trader.model.objects import Money
@@ -616,30 +615,3 @@ def test_parse_to_instrument(
     assert result.ts_event == expected_result.ts_event
     assert result.ts_init == expected_result.ts_init
     assert result.info == expected_result.info
-
-
-def test_asset_positions_to_account_balance(
-    asset_positions_response: DYDXAssetPositionsResponse,
-) -> None:
-    """
-    Test parsing the subaccount message into an account balance.
-    """
-    # Prepare
-
-    expected_result = AccountBalance(
-        total=Money(Decimal("90.461932"), Currency.from_str("USDC")),
-        locked=Money(Decimal("0.005"), Currency.from_str("USDC")),
-        free=Money(Decimal("90.461932") - Decimal("0.005"), Currency.from_str("USDC")),
-    )
-    # Act
-    result = asset_positions_response.positions[0].parse_to_account_balance(locked=Decimal(0.005))
-
-    # Assert
-    assert result == expected_result
-    assert result.total == expected_result.total
-    assert result.locked == expected_result.locked
-    assert result.free == expected_result.free
-    assert result.total.currency == expected_result.total.currency
-    assert result.locked.currency == expected_result.locked.currency
-    assert result.free.currency == expected_result.free.currency
-    assert result.free.currency.name == expected_result.free.currency.name