bybit REST api
This commit is contained in:
Dobromir Popov
@ -1,3 +1,9 @@
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"""
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Bybit Interface
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"""
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import logging
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import time
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from typing import Dict, Any, List, Optional, Tuple
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@ -12,6 +18,7 @@ except ImportError:
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logging.warning("pybit not installed. Run: pip install pybit")
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from .exchange_interface import ExchangeInterface
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from .bybit_rest_client import BybitRestClient
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logger = logging.getLogger(__name__)
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@ -35,8 +42,15 @@ class BybitInterface(ExchangeInterface):
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# Bybit-specific settings
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self.session = None
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self.rest_client = None # Raw REST client fallback
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self.category = "linear" # Default to USDT perpetuals
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self.supported_symbols = set()
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self.use_fallback = False # Track if we should use REST client
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# Caching to reduce API calls and avoid rate limiting
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self._open_orders_cache = {}
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self._open_orders_cache_time = 0
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self._cache_timeout = 5 # 5 seconds cache timeout
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# Load credentials from environment if not provided
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if not api_key:
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@ -61,22 +75,43 @@ class BybitInterface(ExchangeInterface):
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logger.error("API key and secret required for Bybit connection")
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return False
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# Create HTTP session
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# Initialize pybit session
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self.session = HTTP(
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testnet=self.test_mode,
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api_key=self.api_key,
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api_secret=self.api_secret,
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)
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# Test connection by getting account info
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account_info = self.session.get_wallet_balance(accountType="UNIFIED")
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if account_info.get('retCode') == 0:
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logger.info(f"Successfully connected to Bybit (testnet: {self.test_mode})")
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self._load_instruments()
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return True
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else:
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logger.error(f"Failed to connect to Bybit: {account_info}")
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return False
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# Initialize raw REST client as fallback
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self.rest_client = BybitRestClient(
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api_key=self.api_key,
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api_secret=self.api_secret,
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testnet=self.test_mode
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)
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# Test pybit connection first
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try:
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account_info = self.session.get_wallet_balance(accountType="UNIFIED")
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if account_info.get('retCode') == 0:
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logger.info(f"Successfully connected to Bybit via pybit (testnet: {self.test_mode})")
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self.use_fallback = False
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self._load_instruments()
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return True
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else:
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logger.warning(f"pybit connection failed: {account_info}")
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raise Exception("pybit connection failed")
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except Exception as e:
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logger.warning(f"pybit failed, trying REST client fallback: {e}")
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# Test REST client fallback
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if self.rest_client.test_connectivity() and self.rest_client.test_authentication():
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logger.info(f"Successfully connected to Bybit via REST client fallback (testnet: {self.test_mode})")
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self.use_fallback = True
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self._load_instruments()
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return True
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else:
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logger.error("Both pybit and REST client failed")
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return False
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except Exception as e:
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logger.error(f"Error connecting to Bybit: {e}")
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@ -164,6 +199,43 @@ class BybitInterface(ExchangeInterface):
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logger.error(f"Error getting account summary: {e}")
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return {}
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def get_all_balances(self) -> Dict[str, Dict[str, float]]:
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"""Get all account balances in the format expected by trading executor.
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Returns:
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Dictionary with asset balances in format: {asset: {'free': float, 'locked': float}}
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"""
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try:
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account_info = self.session.get_wallet_balance(accountType="UNIFIED")
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if account_info.get('retCode') == 0:
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balances = {}
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accounts = account_info.get('result', {}).get('list', [])
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for account in accounts:
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coins = account.get('coin', [])
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for coin in coins:
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asset = coin.get('coin', '')
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if asset:
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# Convert Bybit balance format to MEXC-compatible format
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available = float(coin.get('availableToWithdraw', 0))
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locked = float(coin.get('locked', 0))
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balances[asset] = {
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'free': available,
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'locked': locked,
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'total': available + locked
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}
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logger.debug(f"Retrieved balances for {len(balances)} assets")
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return balances
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else:
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logger.error(f"Failed to get all balances: {account_info}")
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return {}
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except Exception as e:
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logger.error(f"Error getting all balances: {e}")
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return {}
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def get_ticker(self, symbol: str) -> Dict[str, Any]:
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"""Get ticker information for a symbol.
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@ -269,6 +341,29 @@ class BybitInterface(ExchangeInterface):
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logger.error(f"Error placing order: {e}")
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return {'error': str(e)}
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def _process_pybit_orders(self, orders_list: List[Dict]) -> List[Dict[str, Any]]:
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"""Process orders from pybit response format."""
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open_orders = []
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for order in orders_list:
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order_info = {
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'order_id': order.get('orderId'),
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'symbol': order.get('symbol'),
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'side': order.get('side', '').lower(),
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'type': order.get('orderType', '').lower(),
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'quantity': float(order.get('qty', 0)),
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'filled_quantity': float(order.get('cumExecQty', 0)),
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'price': float(order.get('price', 0)),
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'status': self._map_order_status(order.get('orderStatus', '')),
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'timestamp': int(order.get('createdTime', 0))
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}
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open_orders.append(order_info)
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return open_orders
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def _process_rest_orders(self, orders_list: List[Dict]) -> List[Dict[str, Any]]:
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"""Process orders from REST client response format."""
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# REST client returns same format as pybit, so we can reuse the method
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return self._process_pybit_orders(orders_list)
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def cancel_order(self, symbol: str, order_id: str) -> bool:
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"""Cancel an order.
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@ -380,7 +475,7 @@ class BybitInterface(ExchangeInterface):
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return {}
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def get_open_orders(self, symbol: str = None) -> List[Dict[str, Any]]:
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"""Get open orders.
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"""Get open orders with caching and fallback to REST client.
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Args:
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symbol: Trading symbol (optional, gets all if None)
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@ -389,38 +484,64 @@ class BybitInterface(ExchangeInterface):
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List of open order dictionaries
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"""
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try:
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params = {
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'category': self.category,
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'openOnly': True
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}
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import time
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current_time = time.time()
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cache_key = symbol or 'all'
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if symbol:
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params['symbol'] = self._format_symbol(symbol)
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# Check if we have fresh cached data
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if (cache_key in self._open_orders_cache and
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current_time - self._open_orders_cache_time < self._cache_timeout):
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logger.debug(f"Returning cached open orders for {cache_key}")
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return self._open_orders_cache[cache_key]
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response = self.session.get_open_orders(**params)
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if response.get('retCode') == 0:
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orders = response.get('result', {}).get('list', [])
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open_orders = []
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for order in orders:
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order_info = {
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'order_id': order.get('orderId'),
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'symbol': order.get('symbol'),
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'side': order.get('side', '').lower(),
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'type': order.get('orderType', '').lower(),
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'quantity': float(order.get('qty', 0)),
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'filled_quantity': float(order.get('cumExecQty', 0)),
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'price': float(order.get('price', 0)),
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'status': self._map_order_status(order.get('orderStatus', '')),
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'timestamp': int(order.get('createdTime', 0))
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# Try pybit first if not using fallback
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if not self.use_fallback and self.session:
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try:
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params = {
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'category': self.category,
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'openOnly': True
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}
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open_orders.append(order_info)
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if symbol:
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params['symbol'] = self._format_symbol(symbol)
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response = self.session.get_open_orders(**params)
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# Process pybit response
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if response.get('retCode') == 0:
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orders = self._process_pybit_orders(response.get('result', {}).get('list', []))
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# Cache the result
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self._open_orders_cache[cache_key] = orders
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self._open_orders_cache_time = current_time
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logger.debug(f"Found {len(orders)} open orders via pybit, cached for {self._cache_timeout}s")
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return orders
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else:
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logger.warning(f"pybit get_open_orders failed: {response}")
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raise Exception("pybit failed")
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except Exception as e:
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error_str = str(e)
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if "10016" in error_str or "System error" in error_str:
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logger.warning(f"pybit rate limited (Error 10016), switching to REST fallback: {e}")
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self.use_fallback = True
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else:
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logger.warning(f"pybit get_open_orders error, trying REST fallback: {e}")
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# Use REST client (either as primary or fallback)
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if self.rest_client:
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formatted_symbol = self._format_symbol(symbol) if symbol else None
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response = self.rest_client.get_open_orders(self.category, formatted_symbol)
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logger.debug(f"Found {len(open_orders)} open orders")
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return open_orders
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orders = self._process_rest_orders(response.get('result', {}).get('list', []))
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# Cache the result
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self._open_orders_cache[cache_key] = orders
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self._open_orders_cache_time = current_time
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logger.debug(f"Found {len(orders)} open orders via REST client, cached for {self._cache_timeout}s")
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return orders
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else:
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logger.error(f"Failed to get open orders: {response}")
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logger.error("No available API client (pybit or REST)")
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return []
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except Exception as e:
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314
NN/exchanges/bybit_rest_client.py
Normal file
314
NN/exchanges/bybit_rest_client.py
Normal file
@ -0,0 +1,314 @@
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"""
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Bybit Raw REST API Client
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Implementation using direct HTTP calls with proper authentication
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Based on Bybit API v5 documentation and official examples and https://github.com/bybit-exchange/api-connectors/blob/master/encryption_example/Encryption.py
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"""
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import hmac
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import hashlib
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import time
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import json
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import logging
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import requests
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from typing import Dict, Any, Optional
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from urllib.parse import urlencode
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logger = logging.getLogger(__name__)
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class BybitRestClient:
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"""Raw REST API client for Bybit with proper authentication and rate limiting."""
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def __init__(self, api_key: str, api_secret: str, testnet: bool = False):
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"""Initialize Bybit REST client.
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Args:
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api_key: Bybit API key
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api_secret: Bybit API secret
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testnet: If True, use testnet endpoints
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"""
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self.api_key = api_key
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self.api_secret = api_secret
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self.testnet = testnet
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# API endpoints
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if testnet:
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self.base_url = "https://api-testnet.bybit.com"
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else:
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self.base_url = "https://api.bybit.com"
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# Rate limiting
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self.last_request_time = 0
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self.min_request_interval = 0.1 # 100ms between requests
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# Request session for connection pooling
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self.session = requests.Session()
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self.session.headers.update({
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'User-Agent': 'gogo2-trading-bot/1.0',
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'Content-Type': 'application/json'
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})
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logger.info(f"Initialized Bybit REST client (testnet: {testnet})")
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def _generate_signature(self, timestamp: str, params: str) -> str:
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"""Generate HMAC-SHA256 signature for Bybit API.
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Args:
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timestamp: Request timestamp
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params: Query parameters or request body
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Returns:
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HMAC-SHA256 signature
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"""
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# Bybit signature format: timestamp + api_key + recv_window + params
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recv_window = "5000" # 5 seconds
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param_str = f"{timestamp}{self.api_key}{recv_window}{params}"
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signature = hmac.new(
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self.api_secret.encode('utf-8'),
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param_str.encode('utf-8'),
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hashlib.sha256
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).hexdigest()
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return signature
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def _get_headers(self, timestamp: str, signature: str) -> Dict[str, str]:
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"""Get request headers with authentication.
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Args:
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timestamp: Request timestamp
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signature: HMAC signature
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Returns:
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Headers dictionary
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"""
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return {
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'X-BAPI-API-KEY': self.api_key,
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'X-BAPI-SIGN': signature,
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'X-BAPI-TIMESTAMP': timestamp,
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'X-BAPI-RECV-WINDOW': '5000',
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'Content-Type': 'application/json'
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}
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def _rate_limit(self):
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"""Apply rate limiting between requests."""
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current_time = time.time()
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time_since_last = current_time - self.last_request_time
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if time_since_last < self.min_request_interval:
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sleep_time = self.min_request_interval - time_since_last
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time.sleep(sleep_time)
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self.last_request_time = time.time()
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def _make_request(self, method: str, endpoint: str, params: Dict = None, signed: bool = False) -> Dict[str, Any]:
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"""Make HTTP request to Bybit API.
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Args:
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method: HTTP method (GET, POST, etc.)
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endpoint: API endpoint path
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params: Request parameters
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signed: Whether request requires authentication
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Returns:
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API response as dictionary
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"""
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self._rate_limit()
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url = f"{self.base_url}{endpoint}"
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timestamp = str(int(time.time() * 1000))
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if params is None:
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params = {}
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headers = {'Content-Type': 'application/json'}
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if signed:
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if method == 'GET':
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# For GET requests, params go in query string
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query_string = urlencode(sorted(params.items()))
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signature = self._generate_signature(timestamp, query_string)
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headers.update(self._get_headers(timestamp, signature))
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response = self.session.get(url, params=params, headers=headers)
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else:
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# For POST/PUT/DELETE, params go in body
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body = json.dumps(params) if params else ""
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signature = self._generate_signature(timestamp, body)
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headers.update(self._get_headers(timestamp, signature))
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response = self.session.request(method, url, data=body, headers=headers)
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else:
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# Public endpoint
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if method == 'GET':
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response = self.session.get(url, params=params, headers=headers)
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else:
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body = json.dumps(params) if params else ""
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response = self.session.request(method, url, data=body, headers=headers)
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# Log request details for debugging
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logger.debug(f"{method} {url} - Status: {response.status_code}")
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try:
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result = response.json()
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except json.JSONDecodeError:
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logger.error(f"Failed to decode JSON response: {response.text}")
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raise Exception(f"Invalid JSON response: {response.text}")
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# Check for API errors
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if response.status_code != 200:
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error_msg = result.get('retMsg', f'HTTP {response.status_code}')
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logger.error(f"API Error: {error_msg}")
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raise Exception(f"Bybit API Error: {error_msg}")
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if result.get('retCode') != 0:
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error_msg = result.get('retMsg', 'Unknown error')
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error_code = result.get('retCode', 'Unknown')
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logger.error(f"Bybit Error {error_code}: {error_msg}")
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raise Exception(f"Bybit Error {error_code}: {error_msg}")
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return result
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def get_server_time(self) -> Dict[str, Any]:
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"""Get server time (public endpoint)."""
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return self._make_request('GET', '/v5/market/time')
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def get_account_info(self) -> Dict[str, Any]:
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"""Get account information (private endpoint)."""
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return self._make_request('GET', '/v5/account/wallet-balance',
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{'accountType': 'UNIFIED'}, signed=True)
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def get_ticker(self, symbol: str, category: str = "linear") -> Dict[str, Any]:
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"""Get ticker information.
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Args:
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symbol: Trading symbol (e.g., BTCUSDT)
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category: Product category (linear, inverse, spot, option)
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"""
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params = {'category': category, 'symbol': symbol}
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return self._make_request('GET', '/v5/market/tickers', params)
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def get_orderbook(self, symbol: str, category: str = "linear", limit: int = 25) -> Dict[str, Any]:
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"""Get orderbook data.
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Args:
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symbol: Trading symbol
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category: Product category
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limit: Number of price levels (max 200)
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"""
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params = {'category': category, 'symbol': symbol, 'limit': min(limit, 200)}
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return self._make_request('GET', '/v5/market/orderbook', params)
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def get_positions(self, category: str = "linear", symbol: str = None) -> Dict[str, Any]:
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"""Get position information.
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Args:
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category: Product category
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symbol: Trading symbol (optional)
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||||
"""
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||||
params = {'category': category}
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if symbol:
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params['symbol'] = symbol
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return self._make_request('GET', '/v5/position/list', params, signed=True)
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|
||||
def get_open_orders(self, category: str = "linear", symbol: str = None) -> Dict[str, Any]:
|
||||
"""Get open orders with caching.
|
||||
|
||||
Args:
|
||||
category: Product category
|
||||
symbol: Trading symbol (optional)
|
||||
"""
|
||||
params = {'category': category, 'openOnly': True}
|
||||
if symbol:
|
||||
params['symbol'] = symbol
|
||||
return self._make_request('GET', '/v5/order/realtime', params, signed=True)
|
||||
|
||||
def place_order(self, category: str, symbol: str, side: str, order_type: str,
|
||||
qty: str, price: str = None, **kwargs) -> Dict[str, Any]:
|
||||
"""Place an order.
|
||||
|
||||
Args:
|
||||
category: Product category (linear, inverse, spot, option)
|
||||
symbol: Trading symbol
|
||||
side: Buy or Sell
|
||||
order_type: Market, Limit, etc.
|
||||
qty: Order quantity as string
|
||||
price: Order price as string (for limit orders)
|
||||
**kwargs: Additional order parameters
|
||||
"""
|
||||
params = {
|
||||
'category': category,
|
||||
'symbol': symbol,
|
||||
'side': side,
|
||||
'orderType': order_type,
|
||||
'qty': qty
|
||||
}
|
||||
|
||||
if price:
|
||||
params['price'] = price
|
||||
|
||||
# Add additional parameters
|
||||
params.update(kwargs)
|
||||
|
||||
return self._make_request('POST', '/v5/order/create', params, signed=True)
|
||||
|
||||
def cancel_order(self, category: str, symbol: str, order_id: str = None,
|
||||
order_link_id: str = None) -> Dict[str, Any]:
|
||||
"""Cancel an order.
|
||||
|
||||
Args:
|
||||
category: Product category
|
||||
symbol: Trading symbol
|
||||
order_id: Order ID
|
||||
order_link_id: Order link ID (alternative to order_id)
|
||||
"""
|
||||
params = {'category': category, 'symbol': symbol}
|
||||
|
||||
if order_id:
|
||||
params['orderId'] = order_id
|
||||
elif order_link_id:
|
||||
params['orderLinkId'] = order_link_id
|
||||
else:
|
||||
raise ValueError("Either order_id or order_link_id must be provided")
|
||||
|
||||
return self._make_request('POST', '/v5/order/cancel', params, signed=True)
|
||||
|
||||
def get_instruments_info(self, category: str = "linear", symbol: str = None) -> Dict[str, Any]:
|
||||
"""Get instruments information.
|
||||
|
||||
Args:
|
||||
category: Product category
|
||||
symbol: Trading symbol (optional)
|
||||
"""
|
||||
params = {'category': category}
|
||||
if symbol:
|
||||
params['symbol'] = symbol
|
||||
return self._make_request('GET', '/v5/market/instruments-info', params)
|
||||
|
||||
def test_connectivity(self) -> bool:
|
||||
"""Test API connectivity.
|
||||
|
||||
Returns:
|
||||
True if connected successfully
|
||||
"""
|
||||
try:
|
||||
result = self.get_server_time()
|
||||
logger.info("✅ Bybit REST API connectivity test successful")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Bybit REST API connectivity test failed: {e}")
|
||||
return False
|
||||
|
||||
def test_authentication(self) -> bool:
|
||||
"""Test API authentication.
|
||||
|
||||
Returns:
|
||||
True if authentication successful
|
||||
"""
|
||||
try:
|
||||
result = self.get_account_info()
|
||||
logger.info("✅ Bybit REST API authentication test successful")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"❌ Bybit REST API authentication test failed: {e}")
|
||||
return False
|
||||
@ -221,7 +221,7 @@ class DQNAgent:
|
||||
# Check if mixed precision training should be used
|
||||
if torch.cuda.is_available() and hasattr(torch.cuda, 'amp') and 'DISABLE_MIXED_PRECISION' not in os.environ:
|
||||
self.use_mixed_precision = True
|
||||
self.scaler = torch.cuda.amp.GradScaler()
|
||||
self.scaler = torch.amp.GradScaler('cuda')
|
||||
logger.info("Mixed precision training enabled")
|
||||
else:
|
||||
self.use_mixed_precision = False
|
||||
|
||||
@ -41,8 +41,8 @@ exchanges:
|
||||
# Bybit Configuration
|
||||
bybit:
|
||||
enabled: true
|
||||
test_mode: true # Use testnet for testing
|
||||
trading_mode: "testnet" # simulation, testnet, live
|
||||
test_mode: false # Use mainnet (your credentials are for live trading)
|
||||
trading_mode: "live" # simulation, testnet, live
|
||||
supported_symbols: ["BTCUSDT", "ETHUSDT"] # Bybit perpetual format
|
||||
base_position_percent: 5.0
|
||||
max_position_percent: 20.0
|
||||
|
||||
Reference in New Issue
Block a user