Continue Bybit execution

examples/live/bybit/bybit_ema_cross.py

@@ -36,15 +36,15 @@
 # *** THIS IS A TEST STRATEGY WITH NO ALPHA ADVANTAGE WHATSOEVER. ***
 # *** IT IS NOT INTENDED TO BE USED TO TRADE LIVE WITH REAL MONEY. ***
 
-# LINEAR
+# SPOT/LINEAR
 product_type = BybitProductType.SPOT
 symbol = f"ETHUSDT-{product_type.value.upper()}"
 trade_size = Decimal("0.010")
 
 # Configure the trading node
 config_node = TradingNodeConfig(
     trader_id=TraderId("TESTER-001"),
-    logging=LoggingConfig(log_level="INFO"),
+    logging=LoggingConfig(log_level="INFO", use_pyo3=True),
     exec_engine=LiveExecEngineConfig(
         reconciliation=True,
         reconciliation_lookback_mins=1440,
@@ -55,7 +55,6 @@
     # ),
     # message_bus=MessageBusConfig(
     #     database=DatabaseConfig(),
-    #     encoding="json",
     #     streams_prefix="quoters",
     #     use_instance_id=False,
     #     timestamps_as_iso8601=True,

examples/live/bybit/bybit_market_maker.py

@@ -39,7 +39,7 @@
 # *** THIS INTEGRATION IS STILL UNDER CONSTRUCTION. ***
 # *** CONSIDER IT TO BE IN AN UNSTABLE BETA PHASE AND EXERCISE CAUTION. ***
 
-# LINEAR
+# SPOT/LINEAR
 product_type = BybitProductType.LINEAR
 symbol = f"ETHUSDT-{product_type.value.upper()}"
 trade_size = Decimal("0.010")
@@ -59,13 +59,11 @@
     ),
     # cache=CacheConfig(
     #     database=DatabaseConfig(),
-    #     encoding="json",
     #     timestamps_as_iso8601=True,
     #     buffer_interval_ms=100,
     # ),
     # message_bus=MessageBusConfig(
     #     database=DatabaseConfig(),
-    #     encoding="json",
     #     timestamps_as_iso8601=True,
     #     buffer_interval_ms=100,
     #     streams_prefix="quoters",

nautilus_trader/adapters/bybit/common/enums.py

@@ -40,6 +40,35 @@ class BybitPositionIdx(Enum):
     SELL_HEDGE = 2
 
 
+@unique
+class BybitAccountType(Enum):
+    UNIFIED = "UNIFIED"
+
+
+@unique
+class BybitProductType(Enum):
+    SPOT = "spot"
+    LINEAR = "linear"
+    INVERSE = "inverse"
+    OPTION = "option"
+
+    @property
+    def is_spot(self) -> bool:
+        return self == BybitProductType.SPOT
+
+    @property
+    def is_linear(self) -> bool:
+        return self == BybitProductType.LINEAR
+
+    @property
+    def is_inverse(self) -> bool:
+        return self == BybitProductType.INVERSE
+
+    @property
+    def is_option(self) -> bool:
+        return self == BybitProductType.OPTION
+
+
 @unique
 class BybitPositionSide(Enum):
     BUY = "Buy"
@@ -95,7 +124,23 @@ class BybitOrderSide(Enum):
 class BybitOrderType(Enum):
     MARKET = "Market"
     LIMIT = "Limit"
-    UNKNOWN = "Unknown"
+    UNKNOWN = "Unknown"  # Used when execution type is Funding
+
+
+@unique
+class BybitStopOrderType(Enum):
+    NONE = ""  # Default
+    UNKNOWN = "UNKNOWN"  # Classic account value
+    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"  # Spot only
+    MM_RATE_CLOSE = "MmRateClose"
+    BIDIRECTIONAL_TPSL_ORDER = "BidirectionalTpslOrder"
 
 
 @unique
@@ -114,24 +159,16 @@ class BybitTimeInForce(Enum):
 
 
 @unique
-class BybitAccountType(Enum):
-    UNIFIED = "UNIFIED"
-
-
-@unique
-class BybitProductType(Enum):
-    SPOT = "spot"
-    LINEAR = "linear"
-    INVERSE = "inverse"
-    OPTION = "option"
-
-    @property
-    def is_spot(self) -> bool:
-        return self in [BybitProductType.SPOT]
-
-    @property
-    def is_spot_or_margin(self) -> bool:
-        return self in [BybitProductType.SPOT]
+class BybitExecType(Enum):
+    TRADE = "Trade"
+    ADL_TRADE = "AdlTrade"  # Auto-Deleveraging
+    FUNDING = "Funding"  # Funding fee
+    BUST_TRADE = "BustTrade"  # Liquidation
+    DELIVERY = "Delivery"  # Delivery
+    SETTLE = "Settle"  # Settle Inverse futures settlement
+    BLOCK_TRADE = "BlockTrade"
+    MOVE_POSITION = "MovePosition"
+    UNKNOWN = "UNKNOWN"  # Classic account value (cannot be used to query)
 
 
 @unique
@@ -155,6 +192,14 @@ class BybitTransactionType(Enum):
     AIRDROP = "AIRDRP"
 
 
+@unique
+class BybitEndpointType(Enum):
+    NONE = "NONE"
+    MARKET = "MARKET"
+    ACCOUNT = "ACCOUNT"
+    TRADE = "TRADE"
+
+
 def check_dict_keys(key, data):
     try:
         return data[key]
@@ -284,11 +329,3 @@ def parse_bybit_kline(self, bar_type: BarType) -> BybitKlineInterval:
             raise RuntimeError(
                 f"unrecognized Bybit bar type, was {bar_type}",  # pragma: no cover
             )
-
-
-@unique
-class BybitEndpointType(Enum):
-    NONE = "NONE"
-    MARKET = "MARKET"
-    ACCOUNT = "ACCOUNT"
-    TRADE = "TRADE"

nautilus_trader/adapters/bybit/data.py

@@ -296,7 +296,7 @@ async def _subscribe_order_book_deltas(
 
         if instrument_id in self._tob_quotes:
             if depth == 1:
-                self._log.info(
+                self._log.debug(
                     f"Already subscribed to {instrument_id} top-of-book",
                     LogColor.MAGENTA,
                 )
@@ -321,7 +321,7 @@ async def _subscribe_quote_ticks(self, instrument_id: InstrumentId) -> None:
 
         if bybit_symbol.is_spot or instrument_id not in self._depths:
             # Subscribe top level (faster 10ms updates)
-            self._log.info(
+            self._log.debug(
                 f"Subscribing quotes {instrument_id} (faster top-of-book @10ms)",
                 LogColor.MAGENTA,
             )