✅ Binance (completed previously)
✅ Coinbase Pro (completed in task 12) ✅ Kraken (completed in task 12) ✅ Bybit (completed in this task) ✅ OKX (completed in this task) ✅ Huobi (completed in this task)
This commit is contained in:
Dobromir Popov
605
COBY/connectors/bybit_connector.py
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605
COBY/connectors/bybit_connector.py
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@ -0,0 +1,605 @@
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"""
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Bybit exchange connector implementation.
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Supports WebSocket connections to Bybit with unified trading account support.
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"""
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import json
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import hmac
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import hashlib
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import time
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from typing import Dict, List, Optional, Any
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from datetime import datetime, timezone
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from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
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from ..utils.logging import get_logger, set_correlation_id
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from ..utils.exceptions import ValidationError, ConnectionError
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from ..utils.validation import validate_symbol, validate_price, validate_volume
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from .base_connector import BaseExchangeConnector
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logger = get_logger(__name__)
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class BybitConnector(BaseExchangeConnector):
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"""
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Bybit WebSocket connector implementation.
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Supports:
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- Unified Trading Account (UTA) WebSocket streams
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- Order book streams
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- Trade streams
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- Symbol normalization
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- Authentication for private channels
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"""
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# Bybit WebSocket URLs
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WEBSOCKET_URL = "wss://stream.bybit.com/v5/public/spot"
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WEBSOCKET_PRIVATE_URL = "wss://stream.bybit.com/v5/private"
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TESTNET_URL = "wss://stream-testnet.bybit.com/v5/public/spot"
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API_URL = "https://api.bybit.com"
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def __init__(self, use_testnet: bool = False, api_key: str = None, api_secret: str = None):
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"""
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Initialize Bybit connector.
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Args:
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use_testnet: Whether to use testnet environment
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api_key: API key for authentication (optional)
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api_secret: API secret for authentication (optional)
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"""
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websocket_url = self.TESTNET_URL if use_testnet else self.WEBSOCKET_URL
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super().__init__("bybit", websocket_url)
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# Authentication credentials (optional)
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self.api_key = api_key
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self.api_secret = api_secret
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self.use_testnet = use_testnet
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# Bybit-specific message handlers
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self.message_handlers.update({
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'orderbook': self._handle_orderbook_update,
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'publicTrade': self._handle_trade_update,
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'pong': self._handle_pong,
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'subscribe': self._handle_subscription_response
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})
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# Subscription tracking
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self.subscribed_topics = set()
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self.req_id = 1
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logger.info(f"Bybit connector initialized ({'testnet' if use_testnet else 'mainnet'})")
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def _get_message_type(self, data: Dict) -> str:
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"""
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Determine message type from Bybit message data.
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Args:
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data: Parsed message data
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Returns:
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str: Message type identifier
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"""
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# Bybit V5 API message format
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if 'topic' in data:
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topic = data['topic']
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if 'orderbook' in topic:
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return 'orderbook'
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elif 'publicTrade' in topic:
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return 'publicTrade'
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else:
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return topic
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elif 'op' in data:
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return data['op'] # 'subscribe', 'unsubscribe', 'ping', 'pong'
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elif 'success' in data:
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return 'response'
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return 'unknown'
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def normalize_symbol(self, symbol: str) -> str:
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"""
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Normalize symbol to Bybit format.
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Args:
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symbol: Standard symbol format (e.g., 'BTCUSDT')
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Returns:
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str: Bybit symbol format (e.g., 'BTCUSDT')
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"""
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# Bybit uses uppercase symbols without separators (same as Binance)
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normalized = symbol.upper().replace('-', '').replace('/', '')
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# Validate symbol format
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if not validate_symbol(normalized):
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raise ValidationError(f"Invalid symbol format: {symbol}", "INVALID_SYMBOL")
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return normalized
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async def subscribe_orderbook(self, symbol: str) -> None:
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"""
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Subscribe to order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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normalized_symbol = self.normalize_symbol(symbol)
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topic = f"orderbook.50.{normalized_symbol}"
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# Create subscription message
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subscription_msg = {
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"op": "subscribe",
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"args": [topic],
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"req_id": str(self.req_id)
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}
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self.req_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'orderbook' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('orderbook')
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self.subscribed_topics.add(topic)
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logger.info(f"Subscribed to order book for {symbol} on Bybit")
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else:
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logger.error(f"Failed to subscribe to order book for {symbol} on Bybit")
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except Exception as e:
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logger.error(f"Error subscribing to order book for {symbol}: {e}")
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raise
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async def subscribe_trades(self, symbol: str) -> None:
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"""
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Subscribe to trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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set_correlation_id()
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normalized_symbol = self.normalize_symbol(symbol)
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topic = f"publicTrade.{normalized_symbol}"
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# Create subscription message
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subscription_msg = {
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"op": "subscribe",
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"args": [topic],
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"req_id": str(self.req_id)
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}
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self.req_id += 1
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# Send subscription
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success = await self._send_message(subscription_msg)
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if success:
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# Track subscription
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'trades' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('trades')
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self.subscribed_topics.add(topic)
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logger.info(f"Subscribed to trades for {symbol} on Bybit")
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else:
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logger.error(f"Failed to subscribe to trades for {symbol} on Bybit")
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except Exception as e:
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logger.error(f"Error subscribing to trades for {symbol}: {e}")
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raise
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async def unsubscribe_orderbook(self, symbol: str) -> None:
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"""
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Unsubscribe from order book updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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normalized_symbol = self.normalize_symbol(symbol)
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topic = f"orderbook.50.{normalized_symbol}"
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# Create unsubscription message
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unsubscription_msg = {
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"op": "unsubscribe",
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"args": [topic],
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"req_id": str(self.req_id)
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}
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self.req_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('orderbook')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_topics.discard(topic)
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logger.info(f"Unsubscribed from order book for {symbol} on Bybit")
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else:
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logger.error(f"Failed to unsubscribe from order book for {symbol} on Bybit")
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except Exception as e:
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logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
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raise
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async def unsubscribe_trades(self, symbol: str) -> None:
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"""
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Unsubscribe from trade updates for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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"""
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try:
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normalized_symbol = self.normalize_symbol(symbol)
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topic = f"publicTrade.{normalized_symbol}"
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# Create unsubscription message
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unsubscription_msg = {
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"op": "unsubscribe",
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"args": [topic],
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"req_id": str(self.req_id)
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}
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self.req_id += 1
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# Send unsubscription
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success = await self._send_message(unsubscription_msg)
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if success:
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# Remove from tracking
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if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('trades')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_topics.discard(topic)
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logger.info(f"Unsubscribed from trades for {symbol} on Bybit")
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else:
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logger.error(f"Failed to unsubscribe from trades for {symbol} on Bybit")
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except Exception as e:
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logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
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raise
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async def get_symbols(self) -> List[str]:
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"""
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Get list of available trading symbols from Bybit.
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Returns:
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List[str]: List of available symbols
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"""
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try:
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import aiohttp
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api_url = "https://api-testnet.bybit.com" if self.use_testnet else self.API_URL
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async with aiohttp.ClientSession() as session:
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async with session.get(f"{api_url}/v5/market/instruments-info",
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params={"category": "spot"}) as response:
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if response.status == 200:
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data = await response.json()
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if data.get('retCode') != 0:
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logger.error(f"Bybit API error: {data.get('retMsg')}")
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return []
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symbols = []
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instruments = data.get('result', {}).get('list', [])
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for instrument in instruments:
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if instrument.get('status') == 'Trading':
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symbol = instrument.get('symbol', '')
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symbols.append(symbol)
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logger.info(f"Retrieved {len(symbols)} symbols from Bybit")
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return symbols
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else:
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logger.error(f"Failed to get symbols from Bybit: HTTP {response.status}")
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return []
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except Exception as e:
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logger.error(f"Error getting symbols from Bybit: {e}")
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return []
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async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
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"""
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Get current order book snapshot from Bybit REST API.
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Args:
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symbol: Trading symbol
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depth: Number of price levels to retrieve
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Returns:
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OrderBookSnapshot: Current order book or None if unavailable
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"""
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try:
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import aiohttp
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normalized_symbol = self.normalize_symbol(symbol)
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api_url = "https://api-testnet.bybit.com" if self.use_testnet else self.API_URL
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# Bybit supports depths: 1, 25, 50, 100, 200
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valid_depths = [1, 25, 50, 100, 200]
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api_depth = min(valid_depths, key=lambda x: abs(x - depth))
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url = f"{api_url}/v5/market/orderbook"
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params = {
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'category': 'spot',
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'symbol': normalized_symbol,
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'limit': api_depth
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}
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async with aiohttp.ClientSession() as session:
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async with session.get(url, params=params) as response:
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if response.status == 200:
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data = await response.json()
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if data.get('retCode') != 0:
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logger.error(f"Bybit API error: {data.get('retMsg')}")
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return None
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result = data.get('result', {})
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return self._parse_orderbook_snapshot(result, symbol)
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else:
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logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
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return None
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except Exception as e:
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logger.error(f"Error getting order book snapshot for {symbol}: {e}")
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return None
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def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
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"""
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Parse Bybit order book data into OrderBookSnapshot.
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Args:
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data: Raw Bybit order book data
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symbol: Trading symbol
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Returns:
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OrderBookSnapshot: Parsed order book
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"""
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try:
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# Parse bids and asks
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bids = []
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for bid_data in data.get('b', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in data.get('a', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(data.get('ts', 0)) / 1000, tz=timezone.utc),
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bids=bids,
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asks=asks,
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sequence_id=int(data.get('u', 0))
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)
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return orderbook
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except Exception as e:
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logger.error(f"Error parsing order book snapshot: {e}")
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raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
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async def _handle_orderbook_update(self, data: Dict) -> None:
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"""
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Handle order book update from Bybit.
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Args:
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data: Order book update data
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"""
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try:
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set_correlation_id()
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# Extract symbol from topic
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topic = data.get('topic', '')
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if not topic.startswith('orderbook'):
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logger.warning("Invalid orderbook topic")
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return
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||||
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||||
# Extract symbol from topic: orderbook.50.BTCUSDT
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parts = topic.split('.')
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||||
if len(parts) < 3:
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logger.warning("Invalid orderbook topic format")
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||||
return
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||||
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||||
symbol = parts[2]
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||||
orderbook_data = data.get('data', {})
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||||
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||||
# Parse bids and asks
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bids = []
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for bid_data in orderbook_data.get('b', []):
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||||
price = float(bid_data[0])
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||||
size = float(bid_data[1])
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||||
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||||
if validate_price(price) and validate_volume(size):
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||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
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||||
for ask_data in orderbook_data.get('a', []):
|
||||
price = float(ask_data[0])
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||||
size = float(ask_data[1])
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||||
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||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
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||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
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||||
exchange=self.exchange_name,
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||||
timestamp=datetime.fromtimestamp(int(data.get('ts', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=int(orderbook_data.get('u', 0))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle trade update from Bybit.
|
||||
|
||||
Args:
|
||||
data: Trade update data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
# Extract symbol from topic
|
||||
topic = data.get('topic', '')
|
||||
if not topic.startswith('publicTrade'):
|
||||
logger.warning("Invalid trade topic")
|
||||
return
|
||||
|
||||
# Extract symbol from topic: publicTrade.BTCUSDT
|
||||
parts = topic.split('.')
|
||||
if len(parts) < 2:
|
||||
logger.warning("Invalid trade topic format")
|
||||
return
|
||||
|
||||
symbol = parts[1]
|
||||
trades_data = data.get('data', [])
|
||||
|
||||
# Process each trade
|
||||
for trade_data in trades_data:
|
||||
price = float(trade_data.get('p', 0))
|
||||
size = float(trade_data.get('v', 0))
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(size):
|
||||
logger.warning(f"Invalid trade data: price={price}, size={size}")
|
||||
continue
|
||||
|
||||
# Determine side (Bybit uses 'S' field)
|
||||
side_flag = trade_data.get('S', '')
|
||||
side = 'buy' if side_flag == 'Buy' else 'sell'
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(trade_data.get('T', 0)) / 1000, tz=timezone.utc),
|
||||
price=price,
|
||||
size=size,
|
||||
side=side,
|
||||
trade_id=str(trade_data.get('i', ''))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {side} {size} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_subscription_response(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle subscription response from Bybit.
|
||||
|
||||
Args:
|
||||
data: Subscription response data
|
||||
"""
|
||||
try:
|
||||
success = data.get('success', False)
|
||||
req_id = data.get('req_id', '')
|
||||
op = data.get('op', '')
|
||||
|
||||
if success:
|
||||
logger.info(f"Bybit {op} successful (req_id: {req_id})")
|
||||
else:
|
||||
ret_msg = data.get('ret_msg', 'Unknown error')
|
||||
logger.error(f"Bybit {op} failed: {ret_msg} (req_id: {req_id})")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling subscription response: {e}")
|
||||
|
||||
async def _handle_pong(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle pong response from Bybit.
|
||||
|
||||
Args:
|
||||
data: Pong response data
|
||||
"""
|
||||
logger.debug("Received Bybit pong")
|
||||
|
||||
def _get_auth_signature(self, timestamp: str, recv_window: str = "5000") -> str:
|
||||
"""
|
||||
Generate authentication signature for Bybit.
|
||||
|
||||
Args:
|
||||
timestamp: Current timestamp
|
||||
recv_window: Receive window
|
||||
|
||||
Returns:
|
||||
str: Authentication signature
|
||||
"""
|
||||
if not self.api_key or not self.api_secret:
|
||||
return ""
|
||||
|
||||
try:
|
||||
param_str = f"GET/realtime{timestamp}{self.api_key}{recv_window}"
|
||||
signature = hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
param_str.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).hexdigest()
|
||||
|
||||
return signature
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth signature: {e}")
|
||||
return ""
|
||||
|
||||
async def _send_ping(self) -> None:
|
||||
"""Send ping to keep connection alive."""
|
||||
try:
|
||||
ping_msg = {
|
||||
"op": "ping",
|
||||
"req_id": str(self.req_id)
|
||||
}
|
||||
self.req_id += 1
|
||||
|
||||
await self._send_message(ping_msg)
|
||||
logger.debug("Sent ping to Bybit")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error sending ping: {e}")
|
||||
|
||||
def get_bybit_stats(self) -> Dict[str, Any]:
|
||||
"""Get Bybit-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
bybit_stats = {
|
||||
'subscribed_topics': list(self.subscribed_topics),
|
||||
'use_testnet': self.use_testnet,
|
||||
'authenticated': bool(self.api_key and self.api_secret),
|
||||
'next_req_id': self.req_id
|
||||
}
|
||||
|
||||
base_stats.update(bybit_stats)
|
||||
return base_stats
|
||||
Reference in New Issue
Block a user