Fix Bybit WebSocket balance precision errors (#2904)

Extract string-to-raw conversion to centralized parsing utility.
Fixes MOG and other high-value token balance errors from WebSocket
updates by avoiding float conversion entirely.

Author: scoriiu

nautilus_trader/adapters/bybit/common/parsing.py

@@ -15,6 +15,7 @@
 
 from __future__ import annotations
 
+from decimal import Decimal
 from typing import TYPE_CHECKING
 
 from nautilus_trader.adapters.bybit.common.constants import BYBIT_HOUR_INTERVALS
@@ -27,6 +28,7 @@
 from nautilus_trader.model.enums import BookAction
 from nautilus_trader.model.enums import OrderSide
 from nautilus_trader.model.enums import bar_aggregation_to_str
+from nautilus_trader.model.objects import FIXED_SCALAR
 
 
 if TYPE_CHECKING:
@@ -35,6 +37,12 @@
     from nautilus_trader.model.objects import Quantity
 
 
+def parse_str_to_raw(value: str) -> int:
+    if not value or value == "":
+        return 0
+    return int(Decimal(value) * Decimal(int(FIXED_SCALAR)))
+
+
 def parse_aggressor_side(value: str) -> AggressorSide:
     match value:
         case "Buy":

nautilus_trader/adapters/bybit/schemas/account/balance.py

@@ -13,12 +13,10 @@
 #  limitations under the License.
 # -------------------------------------------------------------------------------------------------
 
-from decimal import Decimal
-
 import msgspec
 
+from nautilus_trader.adapters.bybit.common.parsing import parse_str_to_raw
 from nautilus_trader.adapters.bybit.schemas.common import BybitListResult
-from nautilus_trader.model.objects import FIXED_SCALAR
 from nautilus_trader.model.objects import AccountBalance
 from nautilus_trader.model.objects import Currency
 from nautilus_trader.model.objects import MarginBalance
@@ -50,17 +48,11 @@ class BybitCoinBalance(msgspec.Struct):
     marginCollateral: bool
     coin: str
 
-    @staticmethod
-    def _str_to_raw(value: str) -> int:
-        if not value or value == "":
-            return 0
-        return int(Decimal(value) * Decimal(int(FIXED_SCALAR)))
-
     def parse_to_account_balance(self) -> AccountBalance:
         currency = Currency.from_str(self.coin)
 
-        total_raw = self._str_to_raw(self.walletBalance)
-        locked_raw = self._str_to_raw(self.locked)  # TODO: Locked only valid for Spot
+        total_raw = parse_str_to_raw(self.walletBalance)
+        locked_raw = parse_str_to_raw(self.locked)  # TODO: Locked only valid for Spot
         free_raw = total_raw - locked_raw
 
         return AccountBalance(
@@ -72,8 +64,8 @@ def parse_to_account_balance(self) -> AccountBalance:
     def parse_to_margin_balance(self) -> MarginBalance:
         currency = Currency.from_str(self.coin)
 
-        initial_raw = self._str_to_raw(self.totalPositionIM)
-        maintenance_raw = self._str_to_raw(self.totalPositionMM)
+        initial_raw = parse_str_to_raw(self.totalPositionIM)
+        maintenance_raw = parse_str_to_raw(self.totalPositionMM)
 
         return MarginBalance(
             initial=Money.from_raw(initial_raw, currency),

nautilus_trader/adapters/bybit/schemas/ws.py

@@ -36,6 +36,7 @@
 from nautilus_trader.adapters.bybit.common.enums import BybitTriggerType
 from nautilus_trader.adapters.bybit.common.enums import BybitWsOrderRequestMsgOP
 from nautilus_trader.adapters.bybit.common.parsing import parse_bybit_delta
+from nautilus_trader.adapters.bybit.common.parsing import parse_str_to_raw
 from nautilus_trader.adapters.bybit.endpoints.trade.amend_order import BybitAmendOrderPostParams
 from nautilus_trader.adapters.bybit.endpoints.trade.batch_amend_order import BybitBatchAmendOrderPostParams
 from nautilus_trader.adapters.bybit.endpoints.trade.batch_cancel_order import BybitBatchCancelOrderPostParams
@@ -801,24 +802,26 @@ class BybitWsAccountWalletCoin(msgspec.Struct):
 
     def parse_to_account_balance(self) -> AccountBalance:
         currency = Currency.from_str(self.coin)
-        total = Decimal(self.walletBalance)
-        locked = Decimal(self.locked)  # TODO: Locked only valid for Spot
-        free = total - locked
+
+        total_raw = parse_str_to_raw(self.walletBalance)
+        locked_raw = parse_str_to_raw(self.locked)  # TODO: Locked only valid for Spot
+        free_raw = total_raw - locked_raw
 
         return AccountBalance(
-            total=Money(total, currency),
-            locked=Money(locked, currency),
-            free=Money(free, currency),
+            total=Money.from_raw(total_raw, currency),
+            locked=Money.from_raw(locked_raw, currency),
+            free=Money.from_raw(free_raw, currency),
         )
 
     def parse_to_margin_balance(self) -> MarginBalance:
-        self.totalPositionIM = self.totalPositionIM if self.totalPositionIM != "" else "0"
-        self.totalPositionMM = self.totalPositionMM if self.totalPositionMM != "" else "0"
-        currency: Currency = Currency.from_str(self.coin)
+        currency = Currency.from_str(self.coin)
+
+        initial_raw = parse_str_to_raw(self.totalPositionIM)
+        maintenance_raw = parse_str_to_raw(self.totalPositionMM)
 
         return MarginBalance(
-            initial=Money(Decimal(self.totalPositionIM), currency),
-            maintenance=Money(Decimal(self.totalPositionMM), currency),
+            initial=Money.from_raw(initial_raw, currency),
+            maintenance=Money.from_raw(maintenance_raw, currency),
         )