Bybit

Config

class BybitDataClientConfig

Bases: LiveDataClientConfig

Configuration for BybitDataClient instances.

api_key : The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.

api_secret : The Bybit API public key. If None then will source the BYBIT_API_SECRET or BYBIT_TESTNET_API_SECRET environment variables.

product_types : The Bybit product type for the client. If not specified then will use all products.

demo : If the client is connecting to the Bybit demo API.

testnet : If the client is connecting to the Bybit testnet API.

api_key : str | None

api_secret : str | None

product_types : list[BybitProductType] | None

base_url_http : str | None

demo : bool

testnet : bool

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

handle_revised_bars : bool

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

• Parameters:
  • cls (type) – The type to decode to.
  • raw (bytes or str) – The raw bytes or JSON string to decode.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

class BybitExecClientConfig

Bases: LiveExecClientConfig

Configuration for BybitExecutionClient instances.

api_key : The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.

api_secret : The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.

product_type : The Bybit product type for the client. If None then will default to ‘SPOT’, you also cannot mix ‘SPOT’ with any other product type for execution, and it will use a CASH account type, vs MARGIN for the other derivative products.

demo : If the client is connecting to the Bybit demo API.

testnet : If the client is connecting to the Bybit testnet API.

use_gtd : If False then GTD time in force will be remapped to GTC (this is useful if managing GTD orders locally).

max_retries : The maximum number of times a submit, cancel or modify order request will be retried.

retry_delay : The delay (seconds) between retries. Short delays with frequent retries may result in account bans.

WARNING

A short retry_delay with frequent retries may result in account bans.

api_key : str | None

api_secret : str | None

product_types : list[BybitProductType] | None

base_url_http : str | None

base_url_ws : str | None

demo : bool

testnet : bool

use_gtd : bool

use_reduce_only : bool

use_position_ids : bool

treat_expired_as_canceled : bool

max_retries : Annotated[int, msgspec.Meta(gt=0)] | None

retry_delay : Annotated[float, msgspec.Meta(gt=0.0)] | None

dict() → dict[str, Any]

Return a dictionary representation of the configuration.

• Return type: dict[str, Any]

classmethod fully_qualified_name() → str

Return the fully qualified name for the NautilusConfig class.

• Return type: str

property id : str

Return the hashed identifier for the configuration.

• Return type: str

instrument_provider : InstrumentProviderConfig

json() → bytes

Return serialized JSON encoded bytes.

• Return type: bytes

json_primitives() → dict[str, Any]

Return a dictionary representation of the configuration with JSON primitive types as values.

• Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any

Return a decoded object of the given cls.

• Parameters:
  • cls (type) – The type to decode to.
  • raw (bytes or str) – The raw bytes or JSON string to decode.
• Return type: Any

routing : RoutingConfig

validate() → bool

Return whether the configuration can be represented as valid JSON.

• Return type: bool

Factories

get_bybit_http_client(clock: LiveClock, key: str | None = None, secret: str | None = None, base_url: str | None = None, is_demo: bool = False, is_testnet: bool = False) → BybitHttpClient

Cache and return a Bybit HTTP client with the given key and secret.

If a cached client with matching key and secret already exists, then that cached client will be returned.

• Parameters:
  • clock (LiveClock) – The clock for the client.
  • key (str , optional) – The API key for the client.
  • secret (str , optional) – The API secret for the client.
  • base_url (str , optional) – The base URL for the API endpoints.
  • is_demo (bool , default False) – If the client is connecting to the demo API.
  • is_testnet (bool , default False) – If the client is connecting to the testnet API.
• Return type: BinanceHttpClient

get_bybit_instrument_provider(client: BybitHttpClient, clock: LiveClock, product_types: list[BybitProductType], config: InstrumentProviderConfig) → BybitInstrumentProvider

Cache and return a Bybit instrument provider.

If a cached provider with matching key and secret already exists, then that cached provider will be returned.

• Parameters:
  • client (BybitHttpClient) – The client for the instrument provider.
  • clock (LiveClock) – The clock for the instrument provider.
  • product_types (list [BybitProductType ]) – The product types to load.
  • is_testnet (bool) – If the provider is for the Spot testnet.
  • config (InstrumentProviderConfig) – The configuration for the instrument provider.
• Return type: BybitInstrumentProvider

class BybitLiveDataClientFactory

Bases: LiveDataClientFactory

Provides a Bybit live data client factory.

static create(loop: AbstractEventLoop, name: str, config: BybitDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → BybitDataClient

Create a new Bybit data client.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • name (str) – The custom client ID.
  • config (BybitDataClientConfig) – The client configuration.
  • msgbus (MessageBus) – The message bus for the client.
  • cache (Cache) – The cache for the client.
  • clock (LiveClock) – The clock for the instrument provider.
• Return type: BybitDataClient

class BybitLiveExecClientFactory

Bases: LiveExecClientFactory

Provides a Bybit live execution client factory.

static create(loop: AbstractEventLoop, name: str, config: BybitExecClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → BybitExecutionClient

Create a new Bybit execution client.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • name (str) – The custom client ID.
  • config (BybitExecClientConfig) – The client configuration.
  • msgbus (MessageBus) – The message bus for the client.
  • cache (Cache) – The cache for the client.
  • clock (LiveClock) – The clock for the client.
• Return type: BybitExecutionClient

Enums

raise_error(error)

class BybitPositionIdx

Bases: Enum

ONE_WAY = 0

BUY_HEDGE = 1

SELL_HEDGE = 2

class BybitAccountType

Bases: Enum

UNIFIED = 'UNIFIED'

class BybitProductType

Bases: Enum

SPOT = 'spot'

LINEAR = 'linear'

INVERSE = 'inverse'

OPTION = 'option'

property is_spot : bool

property is_linear : bool

property is_inverse : bool

property is_option : bool

class BybitContractType

Bases: Enum

LINEAR_PERPETUAL = 'LinearPerpetual'

LINEAR_FUTURE = 'LinearFutures'

INVERSE_PERPETUAL = 'InversePerpetual'

INVERSE_FUTURE = 'InverseFutures'

class BybitOptionType

Bases: Enum

CALL = 'Call'

PUT = 'Put'

class BybitPositionSide

Bases: Enum

FLAT = ''

BUY = 'Buy'

SELL = 'Sell'

parse_to_position_side() → PositionSide

class BybitKlineInterval

Bases: Enum

MINUTE_1 = '1'

MINUTE_3 = '3'

MINUTE_5 = '5'

MINUTE_15 = '15'

MINUTE_30 = '30'

HOUR_1 = '60'

HOUR_2 = '120'

HOUR_4 = '240'

HOUR_6 = '360'

HOUR_12 = '720'

DAY_1 = 'D'

WEEK_1 = 'W'

MONTH_1 = 'M'

class BybitOrderStatus

Bases: Enum

CREATED = 'Created'

NEW = 'New'

REJECTED = 'Rejected'

PARTIALLY_FILLED = 'PartiallyFilled'

PARTIALLY_FILLED_CANCELED = 'PartiallyFilledCanceled'

FILLED = 'Filled'

CANCELED = 'Cancelled'

UNTRIGGERED = 'Untriggered'

TRIGGERED = 'Triggered'

DEACTIVATED = 'Deactivated'

ACTIVE = 'Active'

class BybitOrderSide

Bases: Enum

BUY = 'Buy'

SELL = 'Sell'

class BybitOrderType

Bases: Enum

MARKET = 'Market'

LIMIT = 'Limit'

UNKNOWN = 'UNKNOWN'

class BybitStopOrderType

Bases: Enum

NONE = ''

UNKNOWN = 'UNKNOWN'

TAKE_PROFIT = 'TakeProfit'

STOP_LOSS = 'StopLoss'

TRAILING_STOP = 'TrailingStop'

STOP = 'Stop'

PARTIAL_TAKE_PROFIT = 'PartialTakeProfit'

PARTIAL_STOP_LOSS = 'PartialStopLoss'

TPSL_ORDER = 'tpslOrder'

OCO_ORDER = 'OcoOrder'

MM_RATE_CLOSE = 'MmRateClose'

BIDIRECTIONAL_TPSL_ORDER = 'BidirectionalTpslOrder'

class BybitTriggerType

Bases: Enum

NONE = ''

LAST_PRICE = 'LastPrice'

INDEX_PRICE = 'IndexPrice'

MARK_PRICE = 'MarkPrice'

class BybitTriggerDirection

Bases: Enum

NONE = 0

RISES_TO = 1

FALLS_TO = 2

class BybitTpSlMode

Bases: Enum

FULL = 'Full'

PARTIAL = 'Partial'

class BybitTimeInForce

Bases: Enum

GTC = 'GTC'

IOC = 'IOC'

FOK = 'FOK'

POST_ONLY = 'PostOnly'

class BybitExecType

Bases: Enum

TRADE = 'Trade'

ADL_TRADE = 'AdlTrade'

FUNDING = 'Funding'

BUST_TRADE = 'BustTrade'

DELIVERY = 'Delivery'

SETTLE = 'Settle'

BLOCK_TRADE = 'BlockTrade'

MOVE_POSITION = 'MovePosition'

UNKNOWN = 'UNKNOWN'

class BybitTransactionType

Bases: Enum

TRANSFER_IN = 'TRANSFER_IN'

TRANSFER_OUT = 'TRANSFER_OUT'

TRADE = 'TRADE'

SETTLEMENT = 'SETTLEMENT'

DELIVERY = 'DELIVERY'

LIQUIDATION = 'LIQUIDATION'

AIRDROP = 'AIRDRP'

class BybitEndpointType

Bases: Enum

NONE = 'NONE'

ASSET = 'ASSET'

MARKET = 'MARKET'

ACCOUNT = 'ACCOUNT'

TRADE = 'TRADE'

POSITION = 'POSITION'

check_dict_keys(key, data)

class BybitEnumParser

Bases: object

parse_bybit_order_status(order_type: OrderType, order_status: BybitOrderStatus) → OrderStatus

parse_bybit_time_in_force(time_in_force: BybitTimeInForce) → TimeInForce

parse_bybit_order_side(order_side: BybitOrderSide) → OrderSide

parse_nautilus_order_side(order_side: OrderSide) → BybitOrderSide

parse_bybit_order_type(order_type: BybitOrderType, stop_order_type: BybitStopOrderType, order_side: BybitOrderSide, trigger_direction: BybitTriggerDirection) → OrderType

parse_nautilus_time_in_force(time_in_force: TimeInForce) → BybitTimeInForce

parse_nautilus_trigger_type(trigger_type: TriggerType) → BybitTriggerType

parse_bybit_trigger_type(trigger_type: BybitTriggerType) → TriggerType

parse_trigger_direction(order_type: OrderType, order_side: OrderSide) → BybitTriggerDirection | None

parse_bybit_kline(bar_type: BarType) → BybitKlineInterval

Providers

class BybitInstrumentProvider

Bases: InstrumentProvider

Provides a way to load instruments from Bybit.

• Parameters:
  • client (BybitHttpClient) – The Bybit HTTP client.
  • clock (LiveClock) – The clock instance.
  • product_types (list [BybitProductType ]) – The product types to load.
  • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.

async load_all_async(filters: dict | None = None) → None

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None

Load the instruments for the given IDs into the provider, optionally applying the given filters.

• Parameters:
  • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
  • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
• Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None

Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.

• Parameters:
  • instrument_id (InstrumentId) – The instrument ID to load.
  • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
• Raises: ValueError – If instrument_id.venue is not equal to self.venue.

add(instrument: Instrument) → None

Add the given instrument to the provider.

• Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None

Add the given instruments bulk to the provider.

• Parameters: instruments (list [Instrument ]) – The instruments to add.

add_currency(currency: Currency) → None

Add the given currency to the provider.

• Parameters: currency (Currency) – The currency to add.

property count : int

Return the count of instruments held by the provider.

• Return type: int

currencies() → dict[str, Currency]

Return all currencies held by the instrument provider.

• Return type: dict[str, Currency]

currency(code: str) → Currency | None

Return the currency with the given code (if found).

• Parameters: code (str) – The currency code.
• Return type: Currency or None
• Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None

Return the instrument for the given instrument ID (if found).

• Parameters: instrument_id (InstrumentId) – The ID for the instrument
• Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

• Return type: dict[InstrumentId, Instrument]

async initialize() → None

Initialize the instrument provider.

If initialize() then will immediately return.

list_all() → list[Instrument]

Return all loaded instruments.

• Return type: list[Instrument]

load(instrument_id: InstrumentId, filters: dict | None = None) → None

Load the instrument for the given ID into the provider, optionally applying the given filters.

• Parameters:
  • instrument_id (InstrumentId) – The instrument ID to load.
  • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None

Load the latest instruments into the provider, optionally applying the given filters.

• Parameters: filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None

Load the instruments for the given IDs into the provider, optionally applying the given filters.

• Parameters:
  • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
  • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

Data

class BybitDataClient

Bases: LiveMarketDataClient

Provides a data client for the Bybit centralized cypto exchange.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • client (BybitHttpClient) – The Bybit HTTP client.
  • msgbus (MessageBus) – The message bus for the client.
  • cache (Cache) – The cache for the client.
  • clock (LiveClock) – The clock for the client.
  • instrument_provider (BybitInstrumentProvider) – The instrument provider.
  • product_types (list [BybitProductType ]) – The product types for the client.
  • ws_base_urls (dict [BybitProductType , str ]) – The product base urls for the WebSocket clients.
  • config (BybitDataClientConfig) – The configuration for the client.
  • name (str , optional) – The custom client ID.

async fetch_send_tickers(id: UUID4, product_type: BybitProductType, symbol: str) → None

complete_fetch_tickers_task(request: Request) → None

connect() → None

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task

Run the given coroutine with error handling and optional callback actions when done.

• Parameters:
  • coro (Coroutine) – The coroutine to run.
  • log_msg (str , optional) – The log message for the task.
  • actions (Callable , optional) – The actions callback to run when the coroutine is done.
  • success_msg (str , optional) – The log message to write on actions success.
  • success_color (LogColor, default NORMAL) – The log message color for actions success.
• Return type: asyncio.Task

degrade(self) → void

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None

Disconnect the client.

dispose(self) → void

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the components class.

• Return type: str

id

The components ID.

• Returns: ComponentId

is_connected

If the client is connected.

• Returns: bool

is_degraded

bool

Return whether the current component state is DEGRADED.

• Return type: bool
• Type: Component.is_degraded

is_disposed

bool

Return whether the current component state is DISPOSED.

• Return type: bool
• Type: Component.is_disposed

is_faulted

bool

Return whether the current component state is FAULTED.

• Return type: bool
• Type: Component.is_faulted

is_initialized

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

• Return type: bool
• Type: Component.is_initialized

is_running

bool

Return whether the current component state is RUNNING.

• Return type: bool
• Type: Component.is_running

is_stopped

bool

Return whether the current component state is STOPPED.

• Return type: bool
• Type: Component.is_stopped

request(self, DataType data_type, UUID4 correlation_id) → void

Request data for the given data type.

• Parameters:
  • data_type (DataType) – The data type for the subscription.
  • correlation_id (UUID4) – The correlation ID for the response.

request_bars(self, BarType bar_type, int limit, UUID4 correlation_id, datetime start=None, datetime end=None) → void

Request historical Bar data.

• Parameters:
  • bar_type (BarType) – The bar type for the request.
  • limit (int) – The limit for the number of returned bars.
  • correlation_id (UUID4) – The correlation ID for the request.
  • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
  • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.

request_instrument(self, InstrumentId instrument_id, UUID4 correlation_id, datetime start=None, datetime end=None) → void

Request Instrument data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument ID for the request.
  • correlation_id (UUID4) – The correlation ID for the request.
  • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
  • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.

request_instruments(self, Venue venue, UUID4 correlation_id, datetime start=None, datetime end=None) → void

Request all Instrument data for the given venue.

• Parameters:
  • venue (Venue) – The venue for the request.
  • correlation_id (UUID4) – The correlation ID for the request.
  • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
  • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.

request_order_book_snapshot(self, InstrumentId instrument_id, int limit, UUID4 correlation_id) → void

Request order book snapshot data.

• Parameters:
  • instrument_id (InstrumentId) – The instrument ID for the order book snapshot request.
  • limit (int) – The limit on the depth of the order book snapshot.
  • correction_id (UUID4) – The correlation ID for the request.

request_quote_ticks(self, InstrumentId instrument_id, int limit, UUID4 correlation_id, datetime start=None, datetime end=None) → void

Request historical QuoteTick data.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument ID for the request.
  • limit (int) – The limit for the number of returned ticks.
  • correlation_id (UUID4) – The correlation ID for the request.
  • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
  • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.

request_trade_ticks(self, InstrumentId instrument_id, int limit, UUID4 correlation_id, datetime start=None, datetime end=None) → void

Request historical TradeTick data.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument ID for the request.
  • limit (int) – The limit for the number of returned ticks.
  • correlation_id (UUID4) – The correlation ID for the request.
  • start (datetime , optional) – The start datetime (UTC) of request time range (inclusive).
  • end (datetime , optional) – The end datetime (UTC) of request time range. The inclusiveness depends on individual data client implementation.

reset(self) → void

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None

Run the given coroutine after a delay.

• Parameters:
  • delay (float) – The delay (seconds) before running the coroutine.
  • coro (Coroutine) – The coroutine to run after the initial delay.

start(self) → void

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state

ComponentState

Return the components current state.

• Return type: ComponentState
• Type: Component.state

stop(self) → void

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe(self, DataType data_type) → void

Subscribe to data for the given data type.

• Parameters: data_type (DataType) – The data type for the subscription.

subscribe_bars(self, BarType bar_type) → void

Subscribe to Bar data for the given bar type.

• Parameters: bar_type (BarType) – The bar type to subscribe to.

subscribe_instrument(self, InstrumentId instrument_id) → void

Subscribe to the Instrument with the given instrument ID.

subscribe_instrument_close(self, InstrumentId instrument_id) → void

Subscribe to InstrumentClose updates for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_instrument_status(self, InstrumentId instrument_id) → void

Subscribe to InstrumentStatus data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_instruments(self) → void

Subscribe to all Instrument data.

subscribe_order_book_deltas(self, InstrumentId instrument_id, BookType book_type, int depth=0, dict kwargs=None) → void

Subscribe to OrderBookDeltas data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to subscribe to.
  • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book type.
  • depth (int , optional , default None) – The maximum depth for the subscription.
  • kwargs (dict , optional) – The keyword arguments for exchange specific parameters.

subscribe_order_book_snapshots(self, InstrumentId instrument_id, BookType book_type, int depth=0, dict kwargs=None) → void

Subscribe to OrderBook snapshots data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to subscribe to.
  • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book level.
  • depth (int , optional) – The maximum depth for the order book. A depth of 0 is maximum depth.
  • kwargs (dict , optional) – The keyword arguments for exchange specific parameters.

subscribe_quote_ticks(self, InstrumentId instrument_id) → void

Subscribe to QuoteTick data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribe_trade_ticks(self, InstrumentId instrument_id) → void

Subscribe to TradeTick data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to subscribe to.

subscribed_bars(self) → list

Return the bar types subscribed to.

• Return type: list[BarType]

subscribed_custom_data(self) → list

Return the custom data types subscribed to.

• Return type: list[DataType]

subscribed_instrument_close(self) → list

Return the instrument closes subscribed to.

• Return type: list[InstrumentId]

subscribed_instrument_status(self) → list

Return the status update instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_instruments(self) → list

Return the instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_order_book_deltas(self) → list

Return the order book delta instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_order_book_snapshots(self) → list

Return the order book snapshot instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_quote_ticks(self) → list

Return the quote tick instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_trade_ticks(self) → list

Return the trade tick instruments subscribed to.

• Return type: list[InstrumentId]

trader_id

The trader ID associated with the component.

• Returns: TraderId

type

The components type.

• Returns: type

unsubscribe(self, DataType data_type) → void

Unsubscribe from data for the given data type.

• Parameters: data_type (DataType) – The data type for the subscription.

unsubscribe_bars(self, BarType bar_type) → void

Unsubscribe from Bar data for the given bar type.

• Parameters: bar_type (BarType) – The bar type to unsubscribe from.

unsubscribe_instrument(self, InstrumentId instrument_id) → void

Unsubscribe from Instrument data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The instrument to unsubscribe from.

unsubscribe_instrument_close(self, InstrumentId instrument_id) → void

Unsubscribe from InstrumentClose data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

unsubscribe_instrument_status(self, InstrumentId instrument_id) → void

Unsubscribe from InstrumentStatus data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.

unsubscribe_instruments(self) → void

Unsubscribe from all Instrument data.

unsubscribe_order_book_deltas(self, InstrumentId instrument_id) → void

Unsubscribe from OrderBookDeltas data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The order book instrument to unsubscribe from.

unsubscribe_order_book_snapshots(self, InstrumentId instrument_id) → void

Unsubscribe from OrderBook snapshots data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The order book instrument to unsubscribe from.

unsubscribe_quote_ticks(self, InstrumentId instrument_id) → void

Unsubscribe from QuoteTick data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

unsubscribe_trade_ticks(self, InstrumentId instrument_id) → void

Unsubscribe from TradeTick data for the given instrument ID.

• Parameters: instrument_id (InstrumentId) – The tick instrument to unsubscribe from.

venue

The clients venue ID (if applicable).

• Returns: Venue or None

Execution

class BybitExecutionClient

Bases: LiveExecutionClient

Provides an execution client for the Bybit centralized crypto exchange.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • client (BybitHttpClient) – The Bybit HTTP client.
  • msgbus (MessageBus) – The message bus for the client.
  • cache (Cache) – The cache for the client.
  • clock (LiveClock) – The clock for the client.
  • instrument_provider (BybitInstrumentProvider) – The instrument provider.
  • product_types (list [BybitProductType ]) – The product types for the client.
  • base_url_ws (str) – The base URL for the WebSocket client.
  • config (BybitExecClientConfig) – The configuration for the client.
  • name (str , optional) – The custom client ID.

async generate_order_status_reports(instrument_id: InstrumentId | None = None, start: Timestamp | None = None, end: Timestamp | None = None, open_only: bool = False) → list[OrderStatusReport]

Generate a list of

`

OrderStatusReport`s with optional query filters.

The returned list may be empty if no orders match the given parameters.

• Parameters:
  • instrument_id (InstrumentId , optional) – The instrument ID query filter.
  • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
  • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
  • open_only (bool , default False) – If the query is for open orders only.
• Return type: list[OrderStatusReport]

async generate_order_status_report(instrument_id: InstrumentId, client_order_id: ClientOrderId | None = None, venue_order_id: VenueOrderId | None = None) → OrderStatusReport | None

Generate an OrderStatusReport for the given order identifier parameter(s).

If the order is not found, or an error occurs, then logs and returns None.

• Parameters:
  • instrument_id (InstrumentId) – The instrument ID for the report.
  • client_order_id (ClientOrderId , optional) – The client order ID for the report.
  • venue_order_id (VenueOrderId , optional) – The venue order ID for the report.
• Return type: OrderStatusReport or None
• Raises: ValueError – If both the client_order_id and venue_order_id are None.

async generate_fill_reports(instrument_id: InstrumentId | None = None, venue_order_id: VenueOrderId | None = None, start: Timestamp | None = None, end: Timestamp | None = None) → list[FillReport]

Generate a list of

`

FillReport`s with optional query filters.

The returned list may be empty if no trades match the given parameters.

• Parameters:
  • instrument_id (InstrumentId , optional) – The instrument ID query filter.
  • venue_order_id (VenueOrderId , optional) – The venue order ID (assigned by the venue) query filter.
  • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
  • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
• Return type: list[FillReport]

async generate_position_status_reports(instrument_id: InstrumentId | None = None, start: Timestamp | None = None, end: Timestamp | None = None) → list[PositionStatusReport]

Generate a list of

`

PositionStatusReport`s with optional query filters.

The returned list may be empty if no positions match the given parameters.

• Parameters:
  • instrument_id (InstrumentId , optional) – The instrument ID query filter.
  • start (pd.Timestamp , optional) – The start datetime (UTC) query filter.
  • end (pd.Timestamp , optional) – The end datetime (UTC) query filter.
• Return type: list[PositionStatusReport]

account_id

The clients account ID.

• Returns: AccountId or None

account_type

The clients account type.

• Returns: AccountType

base_currency

The clients account base currency (None for multi-currency accounts).

• Returns: Currency or None

batch_cancel_orders(self, BatchCancelOrders command) → void

Batch cancel orders for the instrument ID contained in the given command.

• Parameters: command (BatchCancelOrders) – The command to execute.

cancel_all_orders(self, CancelAllOrders command) → void

Cancel all orders for the instrument ID contained in the given command.

• Parameters: command (CancelAllOrders) – The command to execute.

cancel_order(self, CancelOrder command) → void

Cancel the order with the client order ID contained in the given command.

• Parameters: command (CancelOrder) – The command to execute.

connect() → None

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task

Run the given coroutine with error handling and optional callback actions when done.

• Parameters:
  • coro (Coroutine) – The coroutine to run.
  • log_msg (str , optional) – The log message for the task.
  • actions (Callable , optional) – The actions callback to run when the coroutine is done.
  • success_msg (str , optional) – The log message to write on actions success.
  • success_color (str, default NORMAL) – The log message color for actions success.
• Return type: asyncio.Task

degrade(self) → void

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None

Disconnect the client.

dispose(self) → void

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str

Return the fully qualified name for the components class.

• Return type: str

generate_account_state(self, list balances, list margins, bool reported, uint64_t ts_event, dict info=None) → void

Generate an AccountState event and publish on the message bus.

• Parameters:
  • balances (list [AccountBalance ]) – The account balances.
  • margins (list [MarginBalance ]) – The margin balances.
  • reported (bool) – If the balances are reported directly from the exchange.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the account state event occurred.
  • info (dict *[*str , object ]) – The additional implementation specific account information.

async generate_mass_status(lookback_mins: int | None = None) → ExecutionMassStatus | None

Generate an ExecutionMassStatus report.

• Parameters: lookback_mins (int , optional) – The maximum lookback for querying closed orders, trades and positions.
• Return type: ExecutionMassStatus or None

generate_order_accepted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderAccepted event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order accepted event occurred.

generate_order_cancel_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, unicode reason, uint64_t ts_event) → void

Generate an OrderCancelRejected event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • reason (str) – The order cancel rejected reason.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.

generate_order_canceled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderCanceled event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when order canceled event occurred.

generate_order_expired(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderExpired event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order expired event occurred.

generate_order_filled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, PositionId venue_position_id: PositionId | None, TradeId trade_id, OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency quote_currency, Money commission, LiquiditySide liquidity_side, uint64_t ts_event, dict info=None) → void

Generate an OrderFilled event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • trade_id (TradeId) – The trade ID.
  • venue_position_id (PositionId, optional with no default so None must be passed explicitly) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise pass None and the execution engine OMS will handle position ID resolution.
  • order_side (OrderSide {BUY, SELL}) – The execution order side.
  • order_type (OrderType) – The execution order type.
  • last_qty (Quantity) – The fill quantity for this execution.
  • last_px (Price) – The fill price for this execution (not average price).
  • quote_currency (Currency) – The currency of the price.
  • commission (Money) – The fill commission.
  • liquidity_side (LiquiditySide {NO_LIQUIDITY_SIDE, MAKER, TAKER}) – The execution liquidity side.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order filled event occurred.
  • info (dict *[*str , object ] , optional) – The additional fill information.

generate_order_modify_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, unicode reason, uint64_t ts_event) → void

Generate an OrderModifyRejected event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • reason (str) – The order update rejected reason.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update rejection event occurred.

generate_order_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, unicode reason, uint64_t ts_event) → void

Generate an OrderRejected event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • reason (datetime) – The order rejected reason.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order rejected event occurred.

generate_order_submitted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, uint64_t ts_event) → void

Generate an OrderSubmitted event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order submitted event occurred.

generate_order_triggered(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void

Generate an OrderTriggered event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order triggered event occurred.

generate_order_updated(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, Quantity quantity, Price price, Price trigger_price, uint64_t ts_event, bool venue_order_id_modified=False) → void

Generate an OrderUpdated event and send it to the ExecutionEngine.

• Parameters:
  • strategy_id (StrategyId) – The strategy ID associated with the event.
  • instrument_id (InstrumentId) – The instrument ID.
  • client_order_id (ClientOrderId) – The client order ID.
  • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
  • quantity (Quantity) – The orders current quantity.
  • price (Price) – The orders current price.
  • trigger_price (Price, optional with no default so None must be passed explicitly) – The orders current trigger price.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update event occurred.
  • venue_order_id_modified (bool) – If the ID was modified for this event.

get_account(self) → Account

Return the account for the client (if registered).

• Return type: Account or None

id

The components ID.

• Returns: ComponentId

is_connected

If the client is connected.

• Returns: bool

is_degraded

bool

Return whether the current component state is DEGRADED.

• Return type: bool
• Type: Component.is_degraded

is_disposed

bool

Return whether the current component state is DISPOSED.

• Return type: bool
• Type: Component.is_disposed

is_faulted

bool

Return whether the current component state is FAULTED.

• Return type: bool
• Type: Component.is_faulted

is_initialized

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

• Return type: bool
• Type: Component.is_initialized

is_running

bool

Return whether the current component state is RUNNING.

• Return type: bool
• Type: Component.is_running

is_stopped

bool

Return whether the current component state is STOPPED.

• Return type: bool
• Type: Component.is_stopped

modify_order(self, ModifyOrder command) → void

Modify the order with parameters contained in the command.

• Parameters: command (ModifyOrder) – The command to execute.

oms_type

The venues order management system type.

• Returns: OmsType

query_order(self, QueryOrder command) → void

Initiate a reconciliation for the queried order which will generate an OrderStatusReport.

• Parameters: command (QueryOrder) – The command to execute.

reset(self) → void

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None

Run the given coroutine after a delay.

• Parameters:
  • delay (float) – The delay (seconds) before running the coroutine.
  • coro (Coroutine) – The coroutine to run after the initial delay.

start(self) → void

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state

ComponentState

Return the components current state.

• Return type: ComponentState
• Type: Component.state

stop(self) → void

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

submit_order(self, SubmitOrder command) → void

Submit the order contained in the given command for execution.

• Parameters: command (SubmitOrder) – The command to execute.

submit_order_list(self, SubmitOrderList command) → void

Submit the order list contained in the given command for execution.

• Parameters: command (SubmitOrderList) – The command to execute.

trader_id

The trader ID associated with the component.

• Returns: TraderId

type

The components type.

• Returns: type

venue

The clients venue ID (if not a routing client).

• Returns: Venue or None