Bybit

Bybit cryptocurreny exchange integration adapter.

This subpackage provides an instrument provider, data and execution clients, configurations, data types and constants for connecting to and interacting with Bybit’s API.

For convenience, the most commonly used symbols are re-exported at the subpackage’s top level, so downstream code can simply import from nautilus_trader.adapters.bybit.

class BybitDataClientConfig

Bases: LiveDataClientConfig

Configuration for BybitDataClient instances.

• Parameters:
  • api_key (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • api_secret (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_SECRET or BYBIT_TESTNET_API_SECRET environment variables.
  • product_types (tuple [BybitProductType , ... ] , optional) – The Bybit product types for the client. If not specified then will use all products.
  • base_url_http (str , optional) – The base URL for Bybit HTTP API. If None then will use the default URL based on environment.
  • http_proxy_url (str , optional) – Optional HTTP proxy URL.
  • ws_proxy_url (str , optional) – Optional WebSocket proxy URL. Note: WebSocket proxy support is not yet implemented. This field is reserved for future functionality. Use http_proxy_url for REST API proxy support.
  • demo (bool , default False) – If the client is connecting to the Bybit demo API.
  • testnet (bool , default False) – If the client is connecting to the Bybit testnet API.
  • update_instruments_interval_mins (PositiveInt or None , default 60) – The interval (minutes) between reloading instruments from the venue.
  • max_retries (PositiveInt , optional) – The maximum number of times an HTTP request will be retried.
  • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries.
  • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • bars_timestamp_on_close (bool , default True) – If the ts_event timestamp for bars should be on the open or close or the bar. If True, then ts_event will be on the close of the bar.

api_key : str | None

api_secret : str | None

bars_timestamp_on_close : bool

base_url_http : str | None

demo : bool

http_proxy_url : str | None

max_retries : PositiveInt | None

product_types : tuple[BybitProductType, ...] | None

recv_window_ms : PositiveInt

retry_delay_initial_ms : PositiveInt | None

retry_delay_max_ms : PositiveInt | None

testnet : bool

update_instruments_interval_mins : PositiveInt | None

ws_proxy_url : str | 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

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 json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• 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.

• Parameters:
  • api_key (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • api_secret (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • product_types (tuple [BybitProductType , ... ] , optional) – The Bybit product types 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.
  • base_url_http (str , optional) – The base URL for Bybit HTTP API. If None then will use the default URL based on environment.
  • base_url_ws_private (str , optional) – The base URL for the private WebSocket client.
  • base_url_ws_trade (str , optional) – The base URL for the trade WebSocket client.
  • http_proxy_url (str , optional) – Optional HTTP proxy URL.
  • ws_proxy_url (str , optional) – Optional WebSocket proxy URL. Note: WebSocket proxy support is not yet implemented. This field is reserved for future functionality. Use http_proxy_url for REST API proxy support.
  • demo (bool , default False) – If the client is connecting to the Bybit demo API.
  • testnet (bool , default False) – If the client is connecting to the Bybit testnet API.
  • use_gtd (bool , default False) – If False, then GTD time in force will be remapped to GTC (this is useful if managing GTD orders locally).
  • use_ws_execution_fast (bool , default False) – If use fast execution stream.
  • use_http_batch_api (bool , default False) – If the client is using http api to send batch order requests (deprecated).
  • use_spot_position_reports (bool , default False) – If True, wallet balances for SPOT instruments will be reported as positions:
    • Positive balances are reported as LONG positions.
    • Negative balances (borrowing) are reported as SHORT positions.
    • Zero balances (after rounding to instrument precision) are reported as FLAT. WARNING: This may lead to unintended liquidation of wallet assets if strategies are not designed to handle spot positions appropriately.
  • ignore_uncached_instrument_executions (bool , default False) – If True, execution message for instruments not contained in the cache are ignored instead of raising an error.
  • max_retries (PositiveInt , optional) – The maximum number of times a submit, cancel or modify order request will be retried.
  • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries. Short delays with frequent retries may result in account bans.
  • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • ws_trade_timeout_secs (PositiveFloat , default 5.0) – The timeout for trade websocket messages.
  • ws_auth_timeout_secs (PositiveFloat , default 5.0) – The timeout for auth websocket messages.
  • futures_leverages (dict *[*str , PositiveInt ] , optional) – The leverages for futures.
  • position_mode (dict *[*str , BybitPositionMode ] , optional) – The position mode for USDT perpetual and Inverse futures.
  • margin_mode (BybitMarginMode , optional) – Set Margin Mode.

WARNING

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

api_key : str | None

api_secret : str | None

base_url_http : str | None

base_url_ws_private : str | None

base_url_ws_trade : str | None

demo : bool

futures_leverages : dict[str, PositiveInt] | None

http_proxy_url : str | None

ignore_uncached_instrument_executions : bool

margin_mode : BybitMarginMode | None

max_retries : PositiveInt | None

position_mode : dict[str, BybitPositionMode] | None

product_types : tuple[BybitProductType, ...] | None

recv_window_ms : PositiveInt

retry_delay_initial_ms : PositiveInt | None

retry_delay_max_ms : PositiveInt | None

testnet : bool

use_gtd : bool

use_http_batch_api : bool

use_spot_position_reports : bool

use_ws_execution_fast : bool

ws_auth_timeout_secs : PositiveFloat | None

ws_proxy_url : str | None

ws_trade_timeout_secs : PositiveFloat | 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 json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• 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 BybitInstrumentProvider

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Bybit.

• Parameters:
  • client (nautilus_pyo3.BybitHttpClient) – The Bybit HTTP client.
  • product_types (tuple [BybitProductType , ... ]) – The product types to load.
  • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.

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(reload: bool = False) → None

Initialize the instrument provider.

• Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

instruments_pyo3() → list[Any]

Return all Bybit PyO3 instrument definitions held by the provider.

• Return type: list[nautilus_pyo3.Instrument]

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.

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

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

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.

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.

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.

property product_types : tuple[BybitProductType, ...]

Return the Bybit product types configured for the provider.

• Return type: tuple[BybitProductType, …]

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

class BybitOrderBookDeltaDataLoader

Bases: object

Provides a means of loading Bybit order book data.

classmethod load(file_path: PathLike[str] | str, nrows: int | None = None, product_type: BybitProductType = <BybitProductType.Linear: 'linear'>) → pd.DataFrame

Return the deltas pandas.DataFrame loaded from the given Zip file_path.

• Parameters:
  • file_path (str , path object or file-like object) – The path to the Zip file.
  • nrows (int , optional) – The maximum number of rows to load.
  • product_type (BybitProductType , optional) – The product type to load.
• Return type: pd.DataFrame

classmethod map_actions(update_type: str, size: float) → str

classmethod map_flags(update_type: str) → int

classmethod map_sides(side: str) → str

class BybitProductType

Bases: object

Product categories supported by the v5 API.

INVERSE = <BybitProductType.Inverse: 'inverse'>

Inverse = <BybitProductType.Inverse: 'inverse'>

LINEAR = <BybitProductType.Linear: 'linear'>

Linear = <BybitProductType.Linear: 'linear'>

OPTION = <BybitProductType.Option: 'option'>

Option = <BybitProductType.Option: 'option'>

SPOT = <BybitProductType.Spot: 'spot'>

Spot = <BybitProductType.Spot: 'spot'>

classmethod from_str(data)

name

value

static variants()

class BybitTickerData

Bases: object

Unified ticker data structure containing common fields across all product types.

This simplified ticker structure is designed to work across SPOT, LINEAR, and OPTION products, containing only the most commonly used fields.

ask1_price

ask1_size

bid1_price

bid1_size

high_price24h

last_price

low_price24h

symbol

turnover24h

volume24h

get_cached_bybit_http_client(api_key: str | None = None, api_secret: str | None = None, base_url: str | None = None, demo: bool = False, testnet: bool = False, timeout_secs: int | None = None, max_retries: int | None = None, retry_delay_ms: int | None = None, retry_delay_max_ms: int | None = None, recv_window_ms: int | None = None, proxy_url: str | None = None) → BybitHttpClient

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

If api_key and api_secret are None, then they will be sourced from the environment variables BYBIT_API_KEY and BYBIT_API_SECRET for production, BYBIT_DEMO_API_KEY and BYBIT_DEMO_API_SECRET when demo=True, or BYBIT_TESTNET_API_KEY and BYBIT_TESTNET_API_SECRET when testnet=True.

If a cached client with matching parameters already exists, the cached client will be returned.

• Parameters:
  • api_key (str , optional) – The API key for the client.
  • api_secret (str , optional) – The API secret for the client.
  • base_url (str , optional) – The base URL for the API endpoints.
  • demo (bool , default False) – If the client is connecting to the demo API.
  • testnet (bool , default False) – If the client is connecting to the testnet API.
  • timeout_secs (int , optional) – The timeout for HTTP requests in seconds.
  • max_retries (int , optional) – The maximum number of retry attempts for failed requests.
  • retry_delay_ms (int , optional) – The initial delay (milliseconds) between retries.
  • retry_delay_max_ms (int , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (int , optional) – The receive window (milliseconds) for Bybit HTTP requests.
  • proxy_url (str , optional) – The proxy URL for HTTP requests.
• Return type: BybitHttpClient

get_cached_bybit_instrument_provider(client: BybitHttpClient, product_types: tuple[BybitProductType, ...], config: InstrumentProviderConfig | None = None) → BybitInstrumentProvider

Cache and return a Bybit instrument provider.

If a cached provider already exists, then that provider will be returned.

• Parameters:
  • client (BybitHttpClient) – The Bybit HTTP client.
  • product_types (tuple [BybitProductType , ... ]) – The product types to load.
  • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.
• Return type: BybitInstrumentProvider

Config

class BybitDataClientConfig

Bases: LiveDataClientConfig

Configuration for BybitDataClient instances.

• Parameters:
  • api_key (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • api_secret (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_SECRET or BYBIT_TESTNET_API_SECRET environment variables.
  • product_types (tuple [BybitProductType , ... ] , optional) – The Bybit product types for the client. If not specified then will use all products.
  • base_url_http (str , optional) – The base URL for Bybit HTTP API. If None then will use the default URL based on environment.
  • http_proxy_url (str , optional) – Optional HTTP proxy URL.
  • ws_proxy_url (str , optional) – Optional WebSocket proxy URL. Note: WebSocket proxy support is not yet implemented. This field is reserved for future functionality. Use http_proxy_url for REST API proxy support.
  • demo (bool , default False) – If the client is connecting to the Bybit demo API.
  • testnet (bool , default False) – If the client is connecting to the Bybit testnet API.
  • update_instruments_interval_mins (PositiveInt or None , default 60) – The interval (minutes) between reloading instruments from the venue.
  • max_retries (PositiveInt , optional) – The maximum number of times an HTTP request will be retried.
  • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries.
  • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • bars_timestamp_on_close (bool , default True) – If the ts_event timestamp for bars should be on the open or close or the bar. If True, then ts_event will be on the close of the bar.

api_key : str | None

api_secret : str | None

product_types : tuple[BybitProductType, ...] | None

base_url_http : str | None

http_proxy_url : str | None

ws_proxy_url : str | None

demo : bool

testnet : bool

update_instruments_interval_mins : PositiveInt | None

max_retries : PositiveInt | None

retry_delay_initial_ms : PositiveInt | None

retry_delay_max_ms : PositiveInt | None

recv_window_ms : PositiveInt

bars_timestamp_on_close : 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 json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• 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.

• Parameters:
  • api_key (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • api_secret (str , optional) – The Bybit API public key. If None then will source the BYBIT_API_KEY or BYBIT_TESTNET_API_KEY environment variables.
  • product_types (tuple [BybitProductType , ... ] , optional) – The Bybit product types 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.
  • base_url_http (str , optional) – The base URL for Bybit HTTP API. If None then will use the default URL based on environment.
  • base_url_ws_private (str , optional) – The base URL for the private WebSocket client.
  • base_url_ws_trade (str , optional) – The base URL for the trade WebSocket client.
  • http_proxy_url (str , optional) – Optional HTTP proxy URL.
  • ws_proxy_url (str , optional) – Optional WebSocket proxy URL. Note: WebSocket proxy support is not yet implemented. This field is reserved for future functionality. Use http_proxy_url for REST API proxy support.
  • demo (bool , default False) – If the client is connecting to the Bybit demo API.
  • testnet (bool , default False) – If the client is connecting to the Bybit testnet API.
  • use_gtd (bool , default False) – If False, then GTD time in force will be remapped to GTC (this is useful if managing GTD orders locally).
  • use_ws_execution_fast (bool , default False) – If use fast execution stream.
  • use_http_batch_api (bool , default False) – If the client is using http api to send batch order requests (deprecated).
  • use_spot_position_reports (bool , default False) – If True, wallet balances for SPOT instruments will be reported as positions:
    • Positive balances are reported as LONG positions.
    • Negative balances (borrowing) are reported as SHORT positions.
    • Zero balances (after rounding to instrument precision) are reported as FLAT. WARNING: This may lead to unintended liquidation of wallet assets if strategies are not designed to handle spot positions appropriately.
  • ignore_uncached_instrument_executions (bool , default False) – If True, execution message for instruments not contained in the cache are ignored instead of raising an error.
  • max_retries (PositiveInt , optional) – The maximum number of times a submit, cancel or modify order request will be retried.
  • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries. Short delays with frequent retries may result in account bans.
  • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • ws_trade_timeout_secs (PositiveFloat , default 5.0) – The timeout for trade websocket messages.
  • ws_auth_timeout_secs (PositiveFloat , default 5.0) – The timeout for auth websocket messages.
  • futures_leverages (dict *[*str , PositiveInt ] , optional) – The leverages for futures.
  • position_mode (dict *[*str , BybitPositionMode ] , optional) – The position mode for USDT perpetual and Inverse futures.
  • margin_mode (BybitMarginMode , optional) – Set Margin Mode.

WARNING

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

api_key : str | None

api_secret : str | None

product_types : tuple[BybitProductType, ...] | None

base_url_http : str | None

base_url_ws_private : str | None

base_url_ws_trade : str | None

http_proxy_url : str | None

ws_proxy_url : str | None

demo : bool

testnet : bool

use_gtd : bool

use_ws_execution_fast : bool

use_http_batch_api : bool

ignore_uncached_instrument_executions : bool

max_retries : PositiveInt | None

retry_delay_initial_ms : PositiveInt | None

retry_delay_max_ms : PositiveInt | None

recv_window_ms : PositiveInt

ws_trade_timeout_secs : PositiveFloat | None

ws_auth_timeout_secs : PositiveFloat | None

futures_leverages : dict[str, PositiveInt] | None

position_mode : dict[str, BybitPositionMode] | None

margin_mode : BybitMarginMode | None

use_spot_position_reports : 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

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 json_schema() → dict[str, Any]

Generate a JSON schema for this configuration class.

• 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_cached_bybit_http_client(api_key: str | None = None, api_secret: str | None = None, base_url: str | None = None, demo: bool = False, testnet: bool = False, timeout_secs: int | None = None, max_retries: int | None = None, retry_delay_ms: int | None = None, retry_delay_max_ms: int | None = None, recv_window_ms: int | None = None, proxy_url: str | None = None) → BybitHttpClient

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

If api_key and api_secret are None, then they will be sourced from the environment variables BYBIT_API_KEY and BYBIT_API_SECRET for production, BYBIT_DEMO_API_KEY and BYBIT_DEMO_API_SECRET when demo=True, or BYBIT_TESTNET_API_KEY and BYBIT_TESTNET_API_SECRET when testnet=True.

If a cached client with matching parameters already exists, the cached client will be returned.

• Parameters:
  • api_key (str , optional) – The API key for the client.
  • api_secret (str , optional) – The API secret for the client.
  • base_url (str , optional) – The base URL for the API endpoints.
  • demo (bool , default False) – If the client is connecting to the demo API.
  • testnet (bool , default False) – If the client is connecting to the testnet API.
  • timeout_secs (int , optional) – The timeout for HTTP requests in seconds.
  • max_retries (int , optional) – The maximum number of retry attempts for failed requests.
  • retry_delay_ms (int , optional) – The initial delay (milliseconds) between retries.
  • retry_delay_max_ms (int , optional) – The maximum delay (milliseconds) between retries.
  • recv_window_ms (int , optional) – The receive window (milliseconds) for Bybit HTTP requests.
  • proxy_url (str , optional) – The proxy URL for HTTP requests.
• Return type: BybitHttpClient

get_cached_bybit_instrument_provider(client: BybitHttpClient, product_types: tuple[BybitProductType, ...], config: InstrumentProviderConfig | None = None) → BybitInstrumentProvider

Cache and return a Bybit instrument provider.

If a cached provider already exists, then that provider will be returned.

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

Providers

class BybitInstrumentProvider

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Bybit.

• Parameters:
  • client (nautilus_pyo3.BybitHttpClient) – The Bybit HTTP client.
  • product_types (tuple [BybitProductType , ... ]) – The product types to load.
  • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.

property product_types : tuple[BybitProductType, ...]

Return the Bybit product types configured for the provider.

• Return type: tuple[BybitProductType, …]

instruments_pyo3() → list[Any]

Return all Bybit PyO3 instrument definitions held by the provider.

• Return type: list[nautilus_pyo3.Instrument]

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(reload: bool = False) → None

Initialize the instrument provider.

• Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

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 crypto exchange.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • client (nautilus_pyo3.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.
  • config (BybitDataClientConfig) – The configuration for the client.
  • name (str , optional) – The custom client ID.

property instrument_provider : BybitInstrumentProvider

async cancel_pending_tasks(timeout_secs: float = 5.0) → None

Cancel all pending tasks and await their cancellation.

• Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

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 | None

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, RequestData request) → void

Request data for the given data type.

• Parameters: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

• Parameters: request (RequestBars) – The message for the data request.

request_instrument(self, RequestInstrument request) → void

Request Instrument data for the given instrument ID.

• Parameters: request (RequestInstrument) – The message for the data request.

request_instruments(self, RequestInstruments request) → void

Request all Instrument data for the given venue.

• Parameters: request (RequestInstruments) – The message for the data request.

request_order_book_depth(request: RequestOrderBookDepth) → None

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void

Request order book snapshot data.

• Parameters: request (RequestOrderBookSnapshot) – The message for the data request.

request_quote_ticks(self, RequestQuoteTicks request) → void

Request historical QuoteTick data.

• Parameters: request (RequestQuoteTicks) – The message for the data request.

request_trade_ticks(self, RequestTradeTicks request) → void

Request historical TradeTick data.

• Parameters: request (RequestTradeTicks) – The message for the data request.

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.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

• Parameters: reason (str , optional) – The reason for issuing the shutdown command.

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, SubscribeData command) → void

Subscribe to data for the given data type.

• Parameters:
  • data_type (DataType) – The data type for the subscription.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void

Subscribe to Bar data for the given bar type.

• Parameters:
  • bar_type (BarType) – The bar type to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_funding_rates(self, SubscribeFundingRates command) → void

Subscribe to FundingRateUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void

Subscribe to IndexPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void

Subscribe to the Instrument with the given instrument ID.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void

Subscribe to InstrumentClose updates for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void

Subscribe to InstrumentStatus data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void

Subscribe to all Instrument data.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void

Subscribe to MarkPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → 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.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_depth(self, SubscribeOrderBook command) → void

Subscribe to OrderBookDepth10 data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to subscribe to.
  • depth (int , optional) – The maximum depth for the order book (defaults to 10).
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_snapshots(self, SubscribeOrderBook command) → 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.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void

Subscribe to QuoteTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void

Subscribe to TradeTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

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_funding_rates(self) → list

Return the funding rate update instruments subscribed to.

• Return type: list[InstrumentId]

subscribed_index_prices(self) → list

Return the index price update instruments subscribed to.

• Return type: list[InstrumentId]

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_mark_prices(self) → list

Return the mark price update 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, UnsubscribeData command) → void

Unsubscribe from data for the given data type.

• Parameters:
  • data_type (DataType) – The data type for the subscription.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void

Unsubscribe from Bar data for the given bar type.

• Parameters:
  • bar_type (BarType) – The bar type to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_funding_rates(self, UnsubscribeFundingRates command) → void

Unsubscribe from FundingRateUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void

Unsubscribe from Instrument data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void

Unsubscribe from InstrumentClose data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void

Unsubscribe from InstrumentStatus data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void

Unsubscribe from all Instrument data.

• Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The instrument to subscribe to.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBookDeltas data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_depth(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBookDepth10 data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_snapshots(self, UnsubscribeOrderBook command) → void

Unsubscribe from OrderBook snapshots data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void

Unsubscribe from QuoteTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void

Unsubscribe from TradeTick data for the given instrument ID.

• Parameters:
  • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
  • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

venue

The clients venue ID (if applicable).

• Returns: Venue or None

Execution

Bybit execution client implementation.

This module provides a LiveExecutionClient that interfaces with Bybit’s REST and WebSocket APIs for order management and execution. The client uses Rust-based HTTP and WebSocket clients exposed via PyO3 for performance.

class BybitExecutionClient

Bases: LiveExecutionClient

Execution client for Bybit exchange.

Provides order management and execution via Bybit’s REST and WebSocket APIs. Supports both HTTP and WebSocket-based order submission.

• Parameters:
  • loop (asyncio.AbstractEventLoop) – The event loop for the client.
  • client (nautilus_pyo3.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.
  • config (BybitExecClientConfig) – The configuration for the client.
  • name (str , optional) – The custom client ID.

property bybit_instrument_provider : BybitInstrumentProvider

async generate_order_status_reports(command: GenerateOrderStatusReports) → 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: command (GenerateOrderStatusReports) – The command for generating the reports.
• Return type: list[OrderStatusReport]

async generate_order_status_report(command: GenerateOrderStatusReport) → 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: command (GenerateOrderStatusReport) – The command to generate 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(command: GenerateFillReports) → 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: command (GenerateFillReports) – The command for generating the reports.
• Return type: list[FillReport]

async generate_position_status_reports(command: GeneratePositionStatusReports) → 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: command (GeneratePositionStatusReports) – The command for generating the position status reports.
• Return type: list[PositionStatusReport]

async set_leverage(symbol: str, leverage: int) → None

Set leverage for a symbol.

• Parameters:
  • symbol (str) – The symbol string (e.g., “ETHUSDT-LINEAR”).
  • leverage (int) – The leverage value to set.

async set_position_mode(symbol: str, mode: BybitPositionMode) → None

Set position mode for a symbol.

• Parameters:
  • symbol (str) – The symbol string (e.g., “ETHUSDT-LINEAR”).
  • mode (BybitPositionMode) – The position mode to set.

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.

async cancel_pending_tasks(timeout_secs: float = 5.0) → None

Cancel all pending tasks and await their cancellation.

• Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

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, str 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_denied(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str reason, uint64_t ts_event) → void

Generate an OrderDenied 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 (str) – The order denied reason.
  • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order denied 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 or None) – 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, str 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, str reason, uint64_t ts_event, bool due_post_only=False) → 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.
  • due_post_only (bool , default False) – If the order was rejected because it was post-only and would execute immediately as a taker.

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 or None) – 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_account(self, QueryAccount command) → void

Query the account specified by the command which will generate an AccountState event.

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

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.

shutdown_system(self, str reason=None) → void

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

• Parameters: reason (str , optional) – The reason for issuing the shutdown command.

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

is_order_updated(order: Order, report: OrderStatusReport) → bool