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:
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