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| # Bybit | ||
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| ```{warning} | ||
| We are currently working on this integration guide. | ||
| ``` | ||
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| Founded in 2018, Bybit is one of the largest cryptocurrency exchanges in terms | ||
| of daily trading volume, and open interest of crypto assets and crypto | ||
| derivative products. This integration supports live market data ingest and order | ||
| execution with Bybit. | ||
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| ## Overview | ||
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| The following documentation assumes a trader is setting up for both live market | ||
| data feeds, and trade execution. The full Bybit integration consists of an assortment of components, | ||
| which can be used together or separately depending on the users needs. | ||
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| - `BybitHttpClient` - Low-level HTTP API connectivity | ||
| - `BybitWebSocketClient` - Low-level WebSocket API connectivity | ||
| - `BybitInstrumentProvider` - Instrument parsing and loading functionality | ||
| - `BybitDataClient` - A market data feed manager | ||
| - `BybitExecutionClient` - An account management and trade execution gateway | ||
| - `BybitLiveDataClientFactory` - Factory for Bybit data clients (used by the trading node builder) | ||
| - `BybitLiveExecClientFactory` - Factory for Bybit execution clients (used by the trading node builder) | ||
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| ```{note} | ||
| Most users will simply define a configuration for a live trading node (as below), | ||
| and won't need to necessarily work with these lower level components directly. | ||
| ``` | ||
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| ## Bybit documentation | ||
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| Bybit provides extensive documentation for users which can be found in the [Bybit help center](https://www.bybit.com/en/help-center). | ||
| It's recommended you also refer to the Bybit documentation in conjunction with this NautilusTrader integration guide. | ||
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| ## Products | ||
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| A product is an umberalla term for a group of related instrument types. | ||
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| ```{note} | ||
| Product is also referred to as `category` in the Bybit v5 API. | ||
| ``` | ||
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| The following product types are supported on Bybit: | ||
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| - Spot cryptocurrencies | ||
| - Perpetual contracts | ||
| - Perpetual inverse contracts | ||
| - Futures contracts | ||
| - Futures inverse contracts | ||
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| Options contracts are not currently supported (will be implemented in a future version) | ||
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| ## Symbology | ||
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| To distinguish between different product types on Bybit, the following instrument ID suffix's are used: | ||
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| - `-SPOT`: spot cryptocurrencies | ||
| - `-LINEAR`: perpeutal and futures contracts | ||
| - `-INVERSE`: inverse perpetual and inverse futures contracts | ||
| - `-OPTION`: options contracts (not currently supported) | ||
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| These must be appended to the Bybit raw symbol string to be able to identify the specific | ||
| product type for the instrument ID, e.g. the Ether/Tether spot currency pair is identified with: | ||
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| `ETHUSDT-SPOT` | ||
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| The BTCUSDT perpetual futures contract is identified with: | ||
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| `BTCUSDT-LINEAR` | ||
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| The BTCUSD inverse perpetual futures contract is identified with: | ||
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| `BTCUSD-INVERSE` | ||
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| ## Order types | ||
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| ```{warning} | ||
| Only Market and Limit orders have been tested and are available. | ||
| The remaining order types will be added on a best effort basis going forward. | ||
| ``` | ||
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| | | Spot | Derivatives (Linear, Inverse, Options) | | ||
| |------------------------|----------------------|-----------------------------------------| | ||
| | `MARKET` | ✓ | ✓ | | ||
| | `LIMIT` | ✓ | ✓ | | ||
| | `STOP_MARKET` | | | | ||
| | `STOP_LIMIT` | | | | ||
| | `TRAILING_STOP_MARKET` | | | | ||
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| ## Configuration | ||
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| The product types for each client must be specified in the configurations. | ||
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| ### Data clients | ||
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| For data clients, if no product types are specified then all product types will | ||
| be loaded and available. | ||
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| ### Execution clients | ||
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| For execution clients, there is a limitation that | ||
| you cannot specify `SPOT` with any of the other derivative product types. | ||
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| - `CASH` account type will be used for `SPOT` products | ||
| - `MARGIN` account type will be used for all other derivative products | ||
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| The most common use case is to configure a live `TradingNode` to include Bybit | ||
| data and execution clients. To achieve this, add a `BYBIT` section to your client | ||
| configuration(s): | ||
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| ```python | ||
| from nautilus_trader.adapters.bybit.common.enums import BybitProductType | ||
| from nautilus_trader.live.node import TradingNode | ||
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| config = TradingNodeConfig( | ||
| ..., # Omitted | ||
| data_clients={ | ||
| "BYBIT": { | ||
| "api_key": "YOUR_BYBIT_API_KEY", | ||
| "api_secret": "YOUR_BYBIT_API_SECRET", | ||
| "base_url_http": None, # Override with custom endpoint | ||
| "product_types": [BybitProductType.LINEAR] | ||
| "testnet": False, | ||
| }, | ||
| }, | ||
| exec_clients={ | ||
| "BYBIT": { | ||
| "api_key": "YOUR_BYBIT_API_KEY", | ||
| "api_secret": "YOUR_BYBIT_API_SECRET", | ||
| "base_url_http": None, # Override with custom endpoint | ||
| "product_types": [BybitProductType.LINEAR] | ||
| "testnet": False, | ||
| }, | ||
| }, | ||
| ) | ||
| ``` | ||
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| Then, create a `TradingNode` and add the client factories: | ||
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| ```python | ||
| from nautilus_trader.adapters.bybit.factories import BybitLiveDataClientFactory | ||
| from nautilus_trader.adapters.bybit.factories import BybitLiveExecClientFactory | ||
| from nautilus_trader.live.node import TradingNode | ||
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| # Instantiate the live trading node with a configuration | ||
| node = TradingNode(config=config) | ||
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| # Register the client factories with the node | ||
| node.add_data_client_factory("BYBIT", BybitLiveDataClientFactory) | ||
| node.add_exec_client_factory("BYBIT", BybitLiveExecClientFactory) | ||
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| # Finally build the node | ||
| node.build() | ||
| ``` | ||
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| ### API credentials | ||
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| There are two options for supplying your credentials to the Bybit clients. | ||
| Either pass the corresponding `api_key` and `api_secret` values to the configuration objects, or | ||
| set the following environment variables: | ||
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| For Bybit live clients, you can set: | ||
| - `BYBIT_API_KEY` | ||
| - `BYBIT_API_SECRET` | ||
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| For Bybit testnet clients, you can set: | ||
| - `BYBIT_TESTNET_API_KEY` | ||
| - `BYBIT_TESTNET_API_SECRET` | ||
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| When starting the trading node, you'll receive immediate confirmation of whether your | ||
| credentials are valid and have trading permissions. | ||
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