fix: NT backtest engine venue registration and bar precision

- Fix add_venue call with required OmsType, AccountType, Money params
- Fix Bar volume precision to match instrument size_precision
- Fix subscribe_bars to use BarType not InstrumentId
- Fix _submit_order to gracefully handle NT internal API
- All tests pass: VBT, NT, signals, paper exec, param sweep

backtests/nt_runner.py

@@ -23,10 +23,10 @@ sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
 
 from nautilus_trader.backtest.engine import BacktestEngine, BacktestEngineConfig
 from nautilus_trader.model.data import Bar, BarSpecification, BarType
-from nautilus_trader.model.enums import BarAggregation, PriceType
+from nautilus_trader.model.enums import AccountType, BarAggregation, OmsType, PriceType
 from nautilus_trader.model.identifiers import InstrumentId, Venue
 from nautilus_trader.model.instruments import CryptoPerpetual
-from nautilus_trader.model.objects import Price, Quantity
+from nautilus_trader.model.objects import Currency, Money, Price, Quantity
 
 from framework.data import HyperliquidDataProvider, INTERVAL_TO_SECONDS
 from framework.instruments import HL_VENUE
@@ -73,14 +73,31 @@ class NTBacktestRunner:
 
         config = BacktestEngineConfig()
         engine = BacktestEngine(config=config)
-        engine.add_venue(HL_VENUE)
+        engine.add_venue(
+            venue=HL_VENUE,
+            oms_type=OmsType.NETTING,
+            account_type=AccountType.MARGIN,
+            starting_balances=[Money(10_000.0, Currency.from_str("USD"))],
+        )
 
         # Add instruments
-        if instruments:
-            for inst in instruments.values():
-                engine.add_instrument(inst)
-
         coin = self._get_coin(strategy)
+        inst_for_coin = None
+        if instruments:
+            for name, inst in instruments.items():
+                engine.add_instrument(inst)
+                if name.upper() == coin.upper():
+                    inst_for_coin = inst
+
+        if not inst_for_coin and instruments:
+            # Try to find any instrument matching
+            for inst in instruments.values():
+                instr_name = str(inst.id.symbol)
+                if coin.upper() in instr_name.upper():
+                    inst_for_coin = inst
+                    break
+
+        sz_prec = inst_for_coin.size_precision if inst_for_coin else 5
 
         # Fetch real candles
         provider = HyperliquidDataProvider(testnet=testnet)
@@ -91,7 +108,7 @@ class NTBacktestRunner:
 
         # Build bars
         inst_id = InstrumentId.from_str(f"{coin.upper()}-USD-PERP.HYPERLIQUID")
-        bars = self._df_to_bars(df, inst_id, step, agg)
+        bars = self._df_to_bars(df, inst_id, step, agg, size_precision=sz_prec)
 
         # Add bars
         engine.add_data(bars)
@@ -137,6 +154,7 @@ class NTBacktestRunner:
         instrument_id: InstrumentId,
         step: int,
         aggregation: BarAggregation,
+        size_precision: int = 5,
     ) -> list[Bar]:
         spec = BarSpecification(step, aggregation, PriceType.LAST)
         bar_type = BarType(instrument_id, spec)
@@ -149,7 +167,7 @@ class NTBacktestRunner:
                 high=Price.from_str(str(row["high"])),
                 low=Price.from_str(str(row["low"])),
                 close=Price.from_str(str(row["close"])),
-                volume=Quantity.from_str(str(row["volume"])),
+                volume=Quantity.from_str(f'{row["volume"]:.{size_precision}f}'),
                 ts_event=ts,
                 ts_init=ts,
             )