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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 posei_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 (list [BybitProductType ] , optional) – The Bybit product type for the client. If not specified then will use all products.
    • 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.
    • 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​

product_types : list[BybitProductType] | None​

recv_window_ms : PositiveInt​

testnet : bool​

update_instruments_interval_mins : PositiveInt | 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 (list [BybitProductType ] , optional) – 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.
    • 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.
    • 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_ws_trade_api (bool , default False) – If the client is using websocket to send order requests.
    • use_http_batch_api (bool , default False) – If the client is using http api to send batch order requests. Effective only when use_ws_trade_api is set to True.
    • 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 *[*BybitSymbol , PositiveInt ] , optional) – The leverages for futures.
    • position_mode (dict *[*BybitSymbol , 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[BybitSymbol, PositiveInt] | None​

margin_mode : BybitMarginMode | None​

max_retries : PositiveInt | None​

position_mode : dict[BybitSymbol, BybitPositionMode] | None​

product_types : list[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_ws_execution_fast : bool​

use_ws_trade_api : bool​

ws_auth_timeout_secs : PositiveFloat | 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 (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.

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.

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.

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.

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.

class BybitLiveDataClientFactory​

Bases: LiveDataClientFactory

Provides a Bybit live data client factory.

static create(loop: asyncio.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: asyncio.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) → 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: Enum

property is_spot : bool​

property is_linear : bool​

property is_inverse : bool​

property is_option : bool​

SPOT = 'spot'​

LINEAR = 'linear'​

INVERSE = 'inverse'​

OPTION = 'option'​

class BybitTickerData​

Bases: Data

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the Data class.

  • Return type: str

classmethod is_signal(cls, str name='') → bool​

Determine if the current class is a signal type, optionally checking for a specific signal name.

  • Parameters: name (str , optional) – The specific signal name to check. If name not provided or if an empty string is passed, the method checks whether the class name indicates a general signal type. If name is provided, the method checks if the class name corresponds to that specific signal.
  • Returns: True if the class name matches the signal type or the specific signal name, otherwise False.
  • Return type: bool

ts_event​

int UNIX timestamp (nanoseconds) when the data event occurred.

  • Return type: int
  • Type: Data.ts_event

ts_init​

int UNIX timestamp (nanoseconds) when the object was initialized.

  • Return type: int
  • Type: Data.ts_init

symbol : str​

bid1Price : str​

bid1Size : str​

ask1Price : str​

ask1Size : str​

lastPrice : str​

highPrice24h : str​

lowPrice24h : str​

turnover24h : str​

volume24h : str​

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, recv_window_ms: int = 5000) → BybitHttpClient​

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

If a cached client with matching parameters already exists, the 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.
    • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • Return type: BybitHttpClient

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

Cache and return a Bybit instrument provider.

If a cached provider 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

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 (list [BybitProductType ] , optional) – The Bybit product type for the client. If not specified then will use all products.
    • 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.
    • 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 : list[BybitProductType] | None​

base_url_http : str | None​

demo : bool​

testnet : bool​

update_instruments_interval_mins : 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 (list [BybitProductType ] , optional) – 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.
    • 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.
    • 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_ws_trade_api (bool , default False) – If the client is using websocket to send order requests.
    • use_http_batch_api (bool , default False) – If the client is using http api to send batch order requests. Effective only when use_ws_trade_api is set to True.
    • 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 *[*BybitSymbol , PositiveInt ] , optional) – The leverages for futures.
    • position_mode (dict *[*BybitSymbol , 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 : list[BybitProductType] | None​

base_url_http : str | None​

base_url_ws_private : str | None​

base_url_ws_trade : str | None​

demo : bool​

testnet : bool​

use_gtd : bool​

use_ws_execution_fast : bool​

use_ws_trade_api : bool​

use_http_batch_api : 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[BybitSymbol, PositiveInt] | None​

position_mode : dict[BybitSymbol, BybitPositionMode] | None​

margin_mode : BybitMarginMode | 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

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, recv_window_ms: int = 5000) → BybitHttpClient​

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

If a cached client with matching parameters already exists, the 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.
    • recv_window_ms (PositiveInt , default 5000) – The receive window (milliseconds) for Bybit HTTP requests.
  • Return type: BybitHttpClient

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

Cache and return a Bybit instrument provider.

If a cached provider 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: asyncio.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: asyncio.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 BybitUnifiedMarginStatus​

Bases: Enum

CLASSIC_ACCOUNT = 1​

UNIFIED_TRADING_ACCOUNT_1_0 = 3​

UNIFIED_TRADING_ACCOUNT_1_0_PRO = 4​

UNIFIED_TRADING_ACCOUNT_2_0 = 5​

UNIFIED_TRADING_ACCOUNT_2_0_PRO = 6​

class BybitMarginMode​

Bases: Enum

ISOLATED_MARGIN = 'ISOLATED_MARGIN'​

REGULAR_MARGIN = 'REGULAR_MARGIN'​

PORTFOLIO_MARGIN = 'PORTFOLIO_MARGIN'​

class BybitPositionMode​

Bases: Enum

https://bybit-exchange.github.io/docs/v5/position/position-mode

MERGED_SINGLE = 0​

BOTH_SIDES = 3​

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 BybitWsOrderRequestMsgOP​

Bases: Enum

CREATE = 'order.create'​

AMEND = 'order.amend'​

CANCEL = 'order.cancel'​

CREATE_BATCH = 'order.create-batch'​

AMEND_BATCH = 'order.amend-batch'​

CANCEL_BATCH = 'order.cancel-batch'​

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'​

class BybitOrderSide​

Bases: Enum

UNKNOWN = ''​

BUY = 'Buy'​

SELL = 'Sell'​

class BybitOrderType​

Bases: Enum

MARKET = 'Market'​

LIMIT = 'Limit'​

UNKNOWN = 'UNKNOWN'​

class BybitStopOrderType​

Bases: Enum

https://bybit-exchange.github.io/docs/v5/enum#stopordertype

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'​

USER = 'USER'​

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 Nautilus instrument definitions 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.

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.

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.

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: ~posei_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, 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.

request_instruments(self, RequestInstruments request) → void​

Request all Instrument data for the given venue.

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void​

Request order book snapshot data.

request_quote_ticks(self, RequestQuoteTicks request) → void​

Request historical QuoteTick data.

request_trade_ticks(self, RequestTradeTicks request) → void​

Request historical TradeTick data.

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_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_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.

subscribed_custom_data(self) → list​

Return the custom data types subscribed to.

subscribed_index_prices(self) → list​

Return the index price update instruments subscribed to.

subscribed_instrument_close(self) → list​

Return the instrument closes subscribed to.

subscribed_instrument_status(self) → list​

Return the status update instruments subscribed to.

subscribed_instruments(self) → list​

Return the instruments subscribed to.

subscribed_mark_prices(self) → list​

Return the mark price update instruments subscribed to.

subscribed_order_book_deltas(self) → list​

Return the order book delta instruments subscribed to.

subscribed_order_book_snapshots(self) → list​

Return the order book snapshot instruments subscribed to.

subscribed_quote_ticks(self) → list​

Return the quote tick instruments subscribed to.

subscribed_trade_ticks(self) → list​

Return the trade tick instruments subscribed to.

trader_id