dYdX Accounting

[AlexCatarino]

Expected Behavior

Trading BTCUSD/BTCUSDT in dYdX and Bybit shouldn't have very different results

Actual Behavior

Trading B&H BTCUSD with dYdX has $1.00 of Holdings and Volume. In Bybit, we have ₮89,511.75 of Holdings .

Potential Solution

N/A

Reproducing the Problem

from AlgorithmImports import *
class dYdXBrokerageExampleAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2026, 1, 19)
        self.set_account_currency("USD", 100000)
        self.set_brokerage_model(BrokerageName.DYDX, AccountType.MARGIN)
        self._btc = self.add_crypto_future("BTCUSD")
    def on_data(self, data):
        if self._btc.invested or not self._btc.has_data:
            return
        self.market_order(self._btc, 1)

from AlgorithmImports import *

class dYdXBrokerageExampleAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2026, 1, 19)
        self.set_account_currency("USDT", 100000)
        self.set_brokerage_model(BrokerageName.BYBIT, AccountType.MARGIN)
        self._btc = self.add_crypto_future("BTCUSDT")
    def on_data(self, data):
        if self._btc.invested or not self._btc.has_data:
            return
        self.market_order(self._btc, 1)

Checklist

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• I have provided detailed steps to reproduce the issue