bybit
This commit is contained in:
2
.env
2
.env
@ -3,6 +3,8 @@ MEXC_API_KEY=mx0vglhVPZeIJ32Qw1
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MEXC_SECRET_KEY=3bfe4bd99d5541e4a1bca87ab257cc7e
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MEXC_SECRET_KEY=3bfe4bd99d5541e4a1bca87ab257cc7e
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DERBIT_API_CLIENTID=me1yf6K0
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DERBIT_API_CLIENTID=me1yf6K0
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DERBIT_API_SECRET=PxdvEHmJ59FrguNVIt45-iUBj3lPXbmlA7OQUeINE9s
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DERBIT_API_SECRET=PxdvEHmJ59FrguNVIt45-iUBj3lPXbmlA7OQUeINE9s
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BYBIT_API_KEY=GQ50IkgZKkR3ljlbPx
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BYBIT_API_SECRET=0GWpva5lYrhzsUqZCidQpO5TxYwaEmdiEDyc
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#3bfe4bd99d5541e4a1bca87ab257cc7e 45d0b3c26f2644f19bfb98b07741b2f5
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#3bfe4bd99d5541e4a1bca87ab257cc7e 45d0b3c26f2644f19bfb98b07741b2f5
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# BASE ENDPOINTS: https://api.mexc.com wss://wbs-api.mexc.com/ws !!! DO NOT CHANGE THIS
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# BASE ENDPOINTS: https://api.mexc.com wss://wbs-api.mexc.com/ws !!! DO NOT CHANGE THIS
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@ -2,5 +2,6 @@ from .mexc_interface import MEXCInterface
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from .binance_interface import BinanceInterface
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from .binance_interface import BinanceInterface
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from .exchange_interface import ExchangeInterface
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from .exchange_interface import ExchangeInterface
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from .deribit_interface import DeribitInterface
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from .deribit_interface import DeribitInterface
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from .bybit_interface import BybitInterface
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__all__ = ['ExchangeInterface', 'MEXCInterface', 'BinanceInterface', 'DeribitInterface']
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__all__ = ['ExchangeInterface', 'MEXCInterface', 'BinanceInterface', 'DeribitInterface', 'BybitInterface']
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621
NN/exchanges/bybit_interface.py
Normal file
621
NN/exchanges/bybit_interface.py
Normal file
@ -0,0 +1,621 @@
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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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from datetime import datetime, timezone
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import json
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import os
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try:
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from pybit.unified_trading import HTTP
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except ImportError:
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HTTP = None
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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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logger = logging.getLogger(__name__)
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class BybitInterface(ExchangeInterface):
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"""Bybit Exchange API Interface for cryptocurrency derivatives trading.
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Supports both testnet and live trading environments.
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Focus on USDT perpetuals and spot trading.
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"""
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def __init__(self, api_key: str = "", api_secret: str = "", test_mode: bool = True):
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"""Initialize Bybit exchange interface.
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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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test_mode: If True, use testnet environment
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"""
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super().__init__(api_key, api_secret, test_mode)
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# Bybit-specific settings
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self.session = None
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self.category = "linear" # Default to USDT perpetuals
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self.supported_symbols = set()
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# Load credentials from environment if not provided
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if not api_key:
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self.api_key = os.getenv('BYBIT_API_KEY', '')
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if not api_secret:
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self.api_secret = os.getenv('BYBIT_API_SECRET', '')
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logger.info(f"Initialized BybitInterface (testnet: {test_mode})")
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def connect(self) -> bool:
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"""Connect to Bybit API.
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Returns:
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bool: True if connection successful, False otherwise
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"""
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try:
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if HTTP is None:
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logger.error("pybit library not installed")
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return False
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if not self.api_key or not self.api_secret:
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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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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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except Exception as e:
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logger.error(f"Error connecting to Bybit: {e}")
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return False
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def _load_instruments(self) -> None:
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"""Load available trading instruments."""
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try:
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instruments_response = self.session.get_instruments_info(category=self.category)
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if instruments_response.get('retCode') == 0:
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instruments = instruments_response.get('result', {}).get('list', [])
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self.supported_symbols = {instr['symbol'] for instr in instruments}
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logger.info(f"Loaded {len(self.supported_symbols)} instruments")
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else:
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logger.warning(f"Failed to load instruments: {instruments_response}")
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except Exception as e:
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logger.warning(f"Error loading instruments: {e}")
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def get_instruments(self, category: str = "linear") -> List[Dict[str, Any]]:
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"""Get available trading instruments.
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Args:
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category: Instrument category (linear, spot, inverse, option)
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Returns:
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List of instrument dictionaries
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"""
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try:
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response = self.session.get_instruments_info(category=category)
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if response.get('retCode') == 0:
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return response.get('result', {}).get('list', [])
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else:
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logger.error(f"Failed to get instruments: {response}")
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return []
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except Exception as e:
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logger.error(f"Error getting instruments: {e}")
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return []
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def get_balance(self, asset: str) -> float:
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"""Get balance of a specific asset.
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Args:
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asset: Asset symbol (e.g., 'BTC', 'USDT')
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Returns:
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float: Available balance of the asset
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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 = account_info.get('result', {}).get('list', [])
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for account in balances:
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coins = account.get('coin', [])
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for coin in coins:
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if coin.get('coin', '').upper() == asset.upper():
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available_balance = float(coin.get('availableToWithdraw', 0))
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logger.debug(f"Balance for {asset}: {available_balance}")
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return available_balance
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logger.debug(f"No balance found for asset {asset}")
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return 0.0
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else:
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logger.error(f"Failed to get account balance: {account_info}")
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return 0.0
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except Exception as e:
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logger.error(f"Error getting balance for {asset}: {e}")
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return 0.0
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def get_account_summary(self) -> Dict[str, Any]:
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"""Get account summary with all balances and positions.
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Returns:
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Dictionary with account information
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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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return account_info
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else:
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logger.error(f"Failed to get account summary: {account_info}")
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return {}
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except Exception as e:
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logger.error(f"Error getting account summary: {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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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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Returns:
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Dictionary with ticker information
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"""
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try:
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formatted_symbol = self._format_symbol(symbol)
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ticker_response = self.session.get_tickers(
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category=self.category,
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symbol=formatted_symbol
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)
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if ticker_response.get('retCode') == 0:
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ticker_data = ticker_response.get('result', {}).get('list', [])
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if ticker_data:
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ticker = ticker_data[0]
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# Cache the last price
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last_price = float(ticker.get('lastPrice', 0))
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self.last_price_cache[symbol] = last_price
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return {
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'symbol': symbol,
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'last_price': last_price,
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'bid_price': float(ticker.get('bid1Price', 0)),
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'ask_price': float(ticker.get('ask1Price', 0)),
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'volume_24h': float(ticker.get('volume24h', 0)),
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'change_24h': float(ticker.get('price24hPcnt', 0)),
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'high_24h': float(ticker.get('highPrice24h', 0)),
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'low_24h': float(ticker.get('lowPrice24h', 0)),
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'timestamp': int(ticker.get('time', 0))
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}
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else:
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logger.error(f"No ticker data for {symbol}")
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return {}
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else:
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logger.error(f"Failed to get ticker for {symbol}: {ticker_response}")
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return {}
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except Exception as e:
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logger.error(f"Error getting ticker for {symbol}: {e}")
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return {}
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def place_order(self, symbol: str, side: str, order_type: str,
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quantity: float, price: float = None) -> Dict[str, Any]:
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"""Place an order.
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Args:
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symbol: Trading symbol (e.g., 'BTCUSDT')
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side: 'buy' or 'sell'
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order_type: 'market' or 'limit'
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quantity: Order quantity
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price: Order price (required for limit orders)
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Returns:
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Dictionary with order information
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"""
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try:
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formatted_symbol = self._format_symbol(symbol)
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bybit_side = side.capitalize() # 'Buy' or 'Sell'
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bybit_order_type = self._map_order_type(order_type)
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order_params = {
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'category': self.category,
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'symbol': formatted_symbol,
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'side': bybit_side,
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'orderType': bybit_order_type,
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'qty': str(quantity),
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}
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if order_type.lower() == 'limit' and price is not None:
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order_params['price'] = str(price)
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order_params['timeInForce'] = 'GTC' # Good Till Cancelled
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response = self.session.place_order(**order_params)
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if response.get('retCode') == 0:
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result = response.get('result', {})
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order_info = {
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'order_id': result.get('orderId'),
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'symbol': symbol,
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'side': side,
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'type': order_type,
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'quantity': quantity,
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'price': price,
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'status': 'submitted',
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'timestamp': int(time.time() * 1000)
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}
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logger.info(f"Successfully placed {order_type} {side} order for {quantity} {symbol}")
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return order_info
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else:
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error_msg = response.get('retMsg', 'Unknown error')
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logger.error(f"Failed to place order: {error_msg}")
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return {'error': error_msg}
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except Exception as e:
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logger.error(f"Error placing order: {e}")
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return {'error': str(e)}
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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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Args:
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|
symbol: Trading symbol
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order_id: Order ID to cancel
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|
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|
Returns:
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|
bool: True if order was cancelled successfully
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|
"""
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|
try:
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formatted_symbol = self._format_symbol(symbol)
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response = self.session.cancel_order(
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category=self.category,
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symbol=formatted_symbol,
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orderId=order_id
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|
)
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if response.get('retCode') == 0:
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logger.info(f"Successfully cancelled order {order_id}")
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|
return True
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|
else:
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error_msg = response.get('retMsg', 'Unknown error')
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logger.error(f"Failed to cancel order {order_id}: {error_msg}")
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|
return False
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|
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|
except Exception as e:
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|
logger.error(f"Error cancelling order {order_id}: {e}")
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|
return False
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|
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|
def get_order_status(self, symbol: str, order_id: str) -> Dict[str, Any]:
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|
"""Get status of an order.
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|
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|
Args:
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|
symbol: Trading symbol
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|
order_id: Order ID
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|
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|
Returns:
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|
Dictionary with order status information
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|
"""
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|
try:
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|
formatted_symbol = self._format_symbol(symbol)
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|
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|
response = self.session.get_open_orders(
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|
category=self.category,
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|
symbol=formatted_symbol,
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|
orderId=order_id
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|
)
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|
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|
if response.get('retCode') == 0:
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|
orders = response.get('result', {}).get('list', [])
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|
if orders:
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|
order = orders[0]
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|
return {
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|
'order_id': order.get('orderId'),
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|
'symbol': 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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'average_price': float(order.get('avgPrice', 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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|
else:
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|
# Order might be filled/cancelled, check order history
|
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|
return self._get_order_from_history(symbol, order_id)
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|
else:
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|
logger.error(f"Failed to get order status: {response}")
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|
return {}
|
||||||
|
|
||||||
|
except Exception as e:
|
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|
logger.error(f"Error getting order status for {order_id}: {e}")
|
||||||
|
return {}
|
||||||
|
|
||||||
|
def _get_order_from_history(self, symbol: str, order_id: str) -> Dict[str, Any]:
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||||||
|
"""Get order from order history (for filled/cancelled orders)."""
|
||||||
|
try:
|
||||||
|
formatted_symbol = self._format_symbol(symbol)
|
||||||
|
|
||||||
|
response = self.session.get_order_history(
|
||||||
|
category=self.category,
|
||||||
|
symbol=formatted_symbol,
|
||||||
|
orderId=order_id
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||||||
|
)
|
||||||
|
|
||||||
|
if response.get('retCode') == 0:
|
||||||
|
orders = response.get('result', {}).get('list', [])
|
||||||
|
if orders:
|
||||||
|
order = orders[0]
|
||||||
|
return {
|
||||||
|
'order_id': order.get('orderId'),
|
||||||
|
'symbol': symbol,
|
||||||
|
'side': order.get('side', '').lower(),
|
||||||
|
'type': order.get('orderType', '').lower(),
|
||||||
|
'quantity': float(order.get('qty', 0)),
|
||||||
|
'filled_quantity': float(order.get('cumExecQty', 0)),
|
||||||
|
'price': float(order.get('price', 0)),
|
||||||
|
'average_price': float(order.get('avgPrice', 0)),
|
||||||
|
'status': self._map_order_status(order.get('orderStatus', '')),
|
||||||
|
'timestamp': int(order.get('createdTime', 0))
|
||||||
|
}
|
||||||
|
|
||||||
|
return {}
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting order from history: {e}")
|
||||||
|
return {}
|
||||||
|
|
||||||
|
def get_open_orders(self, symbol: str = None) -> List[Dict[str, Any]]:
|
||||||
|
"""Get open orders.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Trading symbol (optional, gets all if None)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
List of open order dictionaries
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
params = {
|
||||||
|
'category': self.category,
|
||||||
|
'openOnly': True
|
||||||
|
}
|
||||||
|
|
||||||
|
if symbol:
|
||||||
|
params['symbol'] = self._format_symbol(symbol)
|
||||||
|
|
||||||
|
response = self.session.get_open_orders(**params)
|
||||||
|
|
||||||
|
if response.get('retCode') == 0:
|
||||||
|
orders = response.get('result', {}).get('list', [])
|
||||||
|
|
||||||
|
open_orders = []
|
||||||
|
for order in orders:
|
||||||
|
order_info = {
|
||||||
|
'order_id': order.get('orderId'),
|
||||||
|
'symbol': order.get('symbol'),
|
||||||
|
'side': order.get('side', '').lower(),
|
||||||
|
'type': order.get('orderType', '').lower(),
|
||||||
|
'quantity': float(order.get('qty', 0)),
|
||||||
|
'filled_quantity': float(order.get('cumExecQty', 0)),
|
||||||
|
'price': float(order.get('price', 0)),
|
||||||
|
'status': self._map_order_status(order.get('orderStatus', '')),
|
||||||
|
'timestamp': int(order.get('createdTime', 0))
|
||||||
|
}
|
||||||
|
open_orders.append(order_info)
|
||||||
|
|
||||||
|
logger.debug(f"Found {len(open_orders)} open orders")
|
||||||
|
return open_orders
|
||||||
|
else:
|
||||||
|
logger.error(f"Failed to get open orders: {response}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting open orders: {e}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
def get_positions(self, symbol: str = None) -> List[Dict[str, Any]]:
|
||||||
|
"""Get position information.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Trading symbol (optional, gets all if None)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
List of position dictionaries
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
params = {'category': self.category}
|
||||||
|
if symbol:
|
||||||
|
params['symbol'] = self._format_symbol(symbol)
|
||||||
|
|
||||||
|
response = self.session.get_positions(**params)
|
||||||
|
|
||||||
|
if response.get('retCode') == 0:
|
||||||
|
positions = response.get('result', {}).get('list', [])
|
||||||
|
|
||||||
|
position_list = []
|
||||||
|
for pos in positions:
|
||||||
|
# Only include positions with non-zero size
|
||||||
|
size = float(pos.get('size', 0))
|
||||||
|
if size != 0:
|
||||||
|
position_info = {
|
||||||
|
'symbol': pos.get('symbol'),
|
||||||
|
'side': pos.get('side', '').lower(),
|
||||||
|
'size': size,
|
||||||
|
'entry_price': float(pos.get('avgPrice', 0)),
|
||||||
|
'mark_price': float(pos.get('markPrice', 0)),
|
||||||
|
'unrealized_pnl': float(pos.get('unrealisedPnl', 0)),
|
||||||
|
'percentage': float(pos.get('unrealisedPnlPct', 0)),
|
||||||
|
'leverage': float(pos.get('leverage', 0)),
|
||||||
|
'timestamp': int(pos.get('updatedTime', 0))
|
||||||
|
}
|
||||||
|
position_list.append(position_info)
|
||||||
|
|
||||||
|
logger.debug(f"Found {len(position_list)} positions")
|
||||||
|
return position_list
|
||||||
|
else:
|
||||||
|
logger.error(f"Failed to get positions: {response}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting positions: {e}")
|
||||||
|
return []
|
||||||
|
|
||||||
|
def _format_symbol(self, symbol: str) -> str:
|
||||||
|
"""Format symbol for Bybit API.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Symbol in various formats
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Formatted symbol for Bybit
|
||||||
|
"""
|
||||||
|
# Remove any separators and convert to uppercase
|
||||||
|
clean_symbol = symbol.replace('/', '').replace('-', '').replace('_', '').upper()
|
||||||
|
|
||||||
|
# Common mappings
|
||||||
|
symbol_mapping = {
|
||||||
|
'BTCUSDT': 'BTCUSDT',
|
||||||
|
'ETHUSDT': 'ETHUSDT',
|
||||||
|
'BTCUSD': 'BTCUSDT', # Map to USDT perpetual
|
||||||
|
'ETHUSD': 'ETHUSDT', # Map to USDT perpetual
|
||||||
|
}
|
||||||
|
|
||||||
|
return symbol_mapping.get(clean_symbol, clean_symbol)
|
||||||
|
|
||||||
|
def _map_order_type(self, order_type: str) -> str:
|
||||||
|
"""Map order type to Bybit format.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
order_type: Order type ('market', 'limit')
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Bybit order type
|
||||||
|
"""
|
||||||
|
type_mapping = {
|
||||||
|
'market': 'Market',
|
||||||
|
'limit': 'Limit',
|
||||||
|
'stop': 'Stop',
|
||||||
|
'stop_limit': 'StopLimit'
|
||||||
|
}
|
||||||
|
|
||||||
|
return type_mapping.get(order_type.lower(), 'Market')
|
||||||
|
|
||||||
|
def _map_order_status(self, status: str) -> str:
|
||||||
|
"""Map Bybit order status to standard format.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
status: Bybit order status
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Standardized order status
|
||||||
|
"""
|
||||||
|
status_mapping = {
|
||||||
|
'New': 'open',
|
||||||
|
'PartiallyFilled': 'partially_filled',
|
||||||
|
'Filled': 'filled',
|
||||||
|
'Cancelled': 'cancelled',
|
||||||
|
'Rejected': 'rejected',
|
||||||
|
'PartiallyFilledCanceled': 'cancelled'
|
||||||
|
}
|
||||||
|
|
||||||
|
return status_mapping.get(status, status.lower())
|
||||||
|
|
||||||
|
def get_orderbook(self, symbol: str, depth: int = 25) -> Dict[str, Any]:
|
||||||
|
"""Get orderbook for a symbol.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Trading symbol
|
||||||
|
depth: Number of price levels to return (max 200)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Dictionary with orderbook data
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
formatted_symbol = self._format_symbol(symbol)
|
||||||
|
|
||||||
|
response = self.session.get_orderbook(
|
||||||
|
category=self.category,
|
||||||
|
symbol=formatted_symbol,
|
||||||
|
limit=min(depth, 200) # Bybit max limit is 200
|
||||||
|
)
|
||||||
|
|
||||||
|
if response.get('retCode') == 0:
|
||||||
|
orderbook_data = response.get('result', {})
|
||||||
|
|
||||||
|
bids = []
|
||||||
|
asks = []
|
||||||
|
|
||||||
|
# Process bids (buy orders)
|
||||||
|
for bid in orderbook_data.get('b', []):
|
||||||
|
bids.append([float(bid[0]), float(bid[1])])
|
||||||
|
|
||||||
|
# Process asks (sell orders)
|
||||||
|
for ask in orderbook_data.get('a', []):
|
||||||
|
asks.append([float(ask[0]), float(ask[1])])
|
||||||
|
|
||||||
|
return {
|
||||||
|
'symbol': symbol,
|
||||||
|
'bids': bids,
|
||||||
|
'asks': asks,
|
||||||
|
'timestamp': int(orderbook_data.get('ts', 0))
|
||||||
|
}
|
||||||
|
else:
|
||||||
|
logger.error(f"Failed to get orderbook for {symbol}: {response}")
|
||||||
|
return {}
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting orderbook for {symbol}: {e}")
|
||||||
|
return {}
|
||||||
|
|
||||||
|
def close_position(self, symbol: str, quantity: float = None) -> Dict[str, Any]:
|
||||||
|
"""Close a position (market order in opposite direction).
|
||||||
|
|
||||||
|
Args:
|
||||||
|
symbol: Trading symbol
|
||||||
|
quantity: Quantity to close (None for full position)
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
Dictionary with order information
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
# Get current position
|
||||||
|
positions = self.get_positions(symbol)
|
||||||
|
if not positions:
|
||||||
|
logger.warning(f"No position found for {symbol}")
|
||||||
|
return {'error': 'No position found'}
|
||||||
|
|
||||||
|
position = positions[0]
|
||||||
|
position_size = position['size']
|
||||||
|
position_side = position['side']
|
||||||
|
|
||||||
|
# Determine close quantity
|
||||||
|
close_quantity = quantity if quantity is not None else abs(position_size)
|
||||||
|
|
||||||
|
# Determine opposite side
|
||||||
|
close_side = 'sell' if position_side == 'buy' else 'buy'
|
||||||
|
|
||||||
|
# Place market order to close position
|
||||||
|
return self.place_order(
|
||||||
|
symbol=symbol,
|
||||||
|
side=close_side,
|
||||||
|
order_type='market',
|
||||||
|
quantity=close_quantity
|
||||||
|
)
|
||||||
|
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error closing position for {symbol}: {e}")
|
||||||
|
return {'error': str(e)}
|
@ -8,6 +8,7 @@ from .exchange_interface import ExchangeInterface
|
|||||||
from .mexc_interface import MEXCInterface
|
from .mexc_interface import MEXCInterface
|
||||||
from .binance_interface import BinanceInterface
|
from .binance_interface import BinanceInterface
|
||||||
from .deribit_interface import DeribitInterface
|
from .deribit_interface import DeribitInterface
|
||||||
|
from .bybit_interface import BybitInterface
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
@ -18,7 +19,8 @@ class ExchangeFactory:
|
|||||||
SUPPORTED_EXCHANGES = {
|
SUPPORTED_EXCHANGES = {
|
||||||
'mexc': MEXCInterface,
|
'mexc': MEXCInterface,
|
||||||
'binance': BinanceInterface,
|
'binance': BinanceInterface,
|
||||||
'deribit': DeribitInterface
|
'deribit': DeribitInterface,
|
||||||
|
'bybit': BybitInterface
|
||||||
}
|
}
|
||||||
|
|
||||||
@classmethod
|
@classmethod
|
||||||
@ -62,6 +64,12 @@ class ExchangeFactory:
|
|||||||
api_secret=api_secret,
|
api_secret=api_secret,
|
||||||
test_mode=test_mode
|
test_mode=test_mode
|
||||||
)
|
)
|
||||||
|
elif exchange_name == 'bybit':
|
||||||
|
exchange = exchange_class(
|
||||||
|
api_key=api_key,
|
||||||
|
api_secret=api_secret,
|
||||||
|
test_mode=test_mode
|
||||||
|
)
|
||||||
else: # binance and others
|
else: # binance and others
|
||||||
exchange = exchange_class(
|
exchange = exchange_class(
|
||||||
api_key=api_key,
|
api_key=api_key,
|
||||||
@ -100,6 +108,9 @@ class ExchangeFactory:
|
|||||||
elif exchange_name == 'binance':
|
elif exchange_name == 'binance':
|
||||||
api_key = os.getenv('BINANCE_API_KEY', '')
|
api_key = os.getenv('BINANCE_API_KEY', '')
|
||||||
api_secret = os.getenv('BINANCE_SECRET_KEY', '')
|
api_secret = os.getenv('BINANCE_SECRET_KEY', '')
|
||||||
|
elif exchange_name == 'bybit':
|
||||||
|
api_key = os.getenv('BYBIT_API_KEY', '')
|
||||||
|
api_secret = os.getenv('BYBIT_API_SECRET', '')
|
||||||
else:
|
else:
|
||||||
logger.warning(f"Unknown exchange credentials for {exchange_name}")
|
logger.warning(f"Unknown exchange credentials for {exchange_name}")
|
||||||
api_key = api_secret = ''
|
api_key = api_secret = ''
|
||||||
|
18
config.yaml
18
config.yaml
@ -8,13 +8,13 @@ system:
|
|||||||
|
|
||||||
# Exchange Configuration
|
# Exchange Configuration
|
||||||
exchanges:
|
exchanges:
|
||||||
primary: "mexc" # Primary exchange: mexc, deribit, binance
|
primary: "bybit" # Primary exchange: mexc, deribit, binance, bybit
|
||||||
|
|
||||||
# Deribit Configuration
|
# Deribit Configuration
|
||||||
deribit:
|
deribit:
|
||||||
enabled: true
|
enabled: true
|
||||||
test_mode: true # Use testnet for testing
|
test_mode: true # Use testnet for testing
|
||||||
trading_mode: "testnet" # simulation, testnet, live
|
trading_mode: "live" # simulation, testnet, live
|
||||||
supported_symbols: ["BTC-PERPETUAL", "ETH-PERPETUAL"]
|
supported_symbols: ["BTC-PERPETUAL", "ETH-PERPETUAL"]
|
||||||
base_position_percent: 5.0
|
base_position_percent: 5.0
|
||||||
max_position_percent: 20.0
|
max_position_percent: 20.0
|
||||||
@ -38,6 +38,20 @@ exchanges:
|
|||||||
taker_fee: 0.0006
|
taker_fee: 0.0006
|
||||||
default_fee: 0.0006
|
default_fee: 0.0006
|
||||||
|
|
||||||
|
# Bybit Configuration
|
||||||
|
bybit:
|
||||||
|
enabled: true
|
||||||
|
test_mode: true # Use testnet for testing
|
||||||
|
trading_mode: "testnet" # simulation, testnet, live
|
||||||
|
supported_symbols: ["BTCUSDT", "ETHUSDT"] # Bybit perpetual format
|
||||||
|
base_position_percent: 5.0
|
||||||
|
max_position_percent: 20.0
|
||||||
|
leverage: 10.0 # Conservative leverage for safety
|
||||||
|
trading_fees:
|
||||||
|
maker_fee: 0.0001 # 0.01% maker fee
|
||||||
|
taker_fee: 0.0006 # 0.06% taker fee
|
||||||
|
default_fee: 0.0006
|
||||||
|
|
||||||
# Trading Symbols Configuration
|
# Trading Symbols Configuration
|
||||||
# Primary trading pair: ETH/USDT (main signals generation)
|
# Primary trading pair: ETH/USDT (main signals generation)
|
||||||
# Reference pair: BTC/USDT (correlation analysis only, no trading signals)
|
# Reference pair: BTC/USDT (correlation analysis only, no trading signals)
|
||||||
|
@ -95,10 +95,14 @@ class TradingExecutor:
|
|||||||
logger.info(f"Trading Executor initialized with {primary_name} as primary exchange")
|
logger.info(f"Trading Executor initialized with {primary_name} as primary exchange")
|
||||||
logger.info(f"Trading mode: {trading_mode}, Simulation: {self.simulation_mode}")
|
logger.info(f"Trading mode: {trading_mode}, Simulation: {self.simulation_mode}")
|
||||||
|
|
||||||
|
# Get primary exchange name and config
|
||||||
|
self.primary_name = self.exchanges_config.get('primary', 'mexc')
|
||||||
|
self.primary_config = self.exchanges_config.get(self.primary_name, {})
|
||||||
|
|
||||||
# Initialize config synchronizer with the primary exchange
|
# Initialize config synchronizer with the primary exchange
|
||||||
self.config_sync = ConfigSynchronizer(
|
self.config_sync = ConfigSynchronizer(
|
||||||
config_path=config_path,
|
config_path=config_path,
|
||||||
mexc_interface=self.exchange if self.trading_enabled else None
|
mexc_interface=self.exchange if (self.trading_enabled and self.primary_name == 'mexc') else None
|
||||||
)
|
)
|
||||||
|
|
||||||
# Trading state management
|
# Trading state management
|
||||||
@ -111,9 +115,7 @@ class TradingExecutor:
|
|||||||
self.consecutive_losses = 0 # Track consecutive losing trades
|
self.consecutive_losses = 0 # Track consecutive losing trades
|
||||||
|
|
||||||
# Store trading mode for compatibility
|
# Store trading mode for compatibility
|
||||||
primary_name = self.exchanges_config.get('primary', 'deribit')
|
self.trading_mode = self.primary_config.get('trading_mode', 'simulation')
|
||||||
primary_config = self.exchanges_config.get(primary_name, {})
|
|
||||||
self.trading_mode = primary_config.get('trading_mode', 'simulation')
|
|
||||||
|
|
||||||
# Initialize session stats
|
# Initialize session stats
|
||||||
self.session_start_time = datetime.now()
|
self.session_start_time = datetime.now()
|
||||||
@ -144,16 +146,19 @@ class TradingExecutor:
|
|||||||
|
|
||||||
logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
||||||
|
|
||||||
# Initialize config synchronizer for automatic fee updates
|
# Get exchange-specific configuration
|
||||||
|
self.exchange_config = self.primary_config
|
||||||
|
|
||||||
|
# Initialize config synchronizer for automatic fee updates (only for MEXC)
|
||||||
self.config_synchronizer = ConfigSynchronizer(
|
self.config_synchronizer = ConfigSynchronizer(
|
||||||
config_path=config_path,
|
config_path=config_path,
|
||||||
mexc_interface=self.exchange if self.trading_enabled else None
|
mexc_interface=self.exchange if (self.trading_enabled and self.primary_name == 'mexc') else None
|
||||||
)
|
)
|
||||||
|
|
||||||
# Perform initial fee sync on startup if trading is enabled
|
# Perform initial fee sync on startup if trading is enabled and using MEXC
|
||||||
if self.trading_enabled and self.exchange:
|
if self.trading_enabled and self.exchange and self.primary_name == 'mexc':
|
||||||
try:
|
try:
|
||||||
logger.info("TRADING EXECUTOR: Performing initial fee synchronization with MEXC API")
|
logger.info(f"TRADING EXECUTOR: Performing initial fee synchronization with {self.primary_name.upper()} API")
|
||||||
sync_result = self.config_synchronizer.sync_trading_fees(force=True)
|
sync_result = self.config_synchronizer.sync_trading_fees(force=True)
|
||||||
if sync_result.get('status') == 'success':
|
if sync_result.get('status') == 'success':
|
||||||
logger.info("TRADING EXECUTOR: Fee synchronization completed successfully")
|
logger.info("TRADING EXECUTOR: Fee synchronization completed successfully")
|
||||||
@ -161,15 +166,17 @@ class TradingExecutor:
|
|||||||
logger.info(f"TRADING EXECUTOR: Fee changes applied: {list(sync_result['changes'].keys())}")
|
logger.info(f"TRADING EXECUTOR: Fee changes applied: {list(sync_result['changes'].keys())}")
|
||||||
# Reload config to get updated fees
|
# Reload config to get updated fees
|
||||||
self.config = get_config(config_path)
|
self.config = get_config(config_path)
|
||||||
self.mexc_config = self.config.get('mexc_trading', {})
|
self.exchange_config = self.config.get('exchanges', {}).get(self.primary_name, {})
|
||||||
elif sync_result.get('status') == 'warning':
|
elif sync_result.get('status') == 'warning':
|
||||||
logger.warning("TRADING EXECUTOR: Fee sync completed with warnings")
|
logger.warning("TRADING EXECUTOR: Fee sync completed with warnings")
|
||||||
else:
|
else:
|
||||||
logger.warning(f"TRADING EXECUTOR: Fee sync failed: {sync_result.get('status')}")
|
logger.warning(f"TRADING EXECUTOR: Fee sync failed: {sync_result.get('status')}")
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.warning(f"TRADING EXECUTOR: Initial fee sync failed: {e}")
|
logger.warning(f"TRADING EXECUTOR: Initial fee sync failed: {e}")
|
||||||
|
elif self.trading_enabled and self.exchange:
|
||||||
|
logger.info(f"TRADING EXECUTOR: Using {self.primary_name.upper()} exchange - fee sync not available")
|
||||||
|
|
||||||
logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
logger.info(f"Trading Executor initialized - Exchange: {self.primary_name.upper()}, Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
|
||||||
|
|
||||||
def _safe_exchange_call(self, method_name: str, *args, **kwargs):
|
def _safe_exchange_call(self, method_name: str, *args, **kwargs):
|
||||||
"""Safely call exchange methods with null checking"""
|
"""Safely call exchange methods with null checking"""
|
||||||
@ -343,30 +350,26 @@ class TradingExecutor:
|
|||||||
def _check_safety_conditions(self, symbol: str, action: str) -> bool:
|
def _check_safety_conditions(self, symbol: str, action: str) -> bool:
|
||||||
"""Check if it's safe to execute a trade"""
|
"""Check if it's safe to execute a trade"""
|
||||||
# Check if trading is stopped
|
# Check if trading is stopped
|
||||||
if self.mexc_config.get('emergency_stop', False):
|
if self.exchange_config.get('emergency_stop', False):
|
||||||
logger.warning("Emergency stop is active - no trades allowed")
|
logger.warning("Emergency stop is active - no trades allowed")
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# Check symbol allowlist
|
# Check symbol allowlist
|
||||||
allowed_symbols = self.mexc_config.get('allowed_symbols', [])
|
allowed_symbols = self.exchange_config.get('allowed_symbols', [])
|
||||||
if allowed_symbols and symbol not in allowed_symbols:
|
if allowed_symbols and symbol not in allowed_symbols:
|
||||||
logger.warning(f"Symbol {symbol} not in allowed list: {allowed_symbols}")
|
logger.warning(f"Symbol {symbol} not in allowed list: {allowed_symbols}")
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# Check daily loss limit
|
# Check daily loss limit (use trading config as fallback)
|
||||||
max_daily_loss = self.mexc_config.get('max_daily_loss_usd', 5.0)
|
max_daily_loss = self.exchange_config.get('max_daily_loss_usd',
|
||||||
|
self.trading_config.get('max_daily_loss_usd', 200.0))
|
||||||
if self.daily_loss >= max_daily_loss:
|
if self.daily_loss >= max_daily_loss:
|
||||||
logger.warning(f"Daily loss limit reached: ${self.daily_loss:.2f} >= ${max_daily_loss}")
|
logger.warning(f"Daily loss limit reached: ${self.daily_loss:.2f} >= ${max_daily_loss}")
|
||||||
return False
|
return False
|
||||||
|
|
||||||
# Check daily trade limit
|
|
||||||
# max_daily_trades = self.mexc_config.get('max_daily_trades', 100)
|
|
||||||
# if self.daily_trades >= max_daily_trades:
|
|
||||||
# logger.warning(f"Daily trade limit reached: {self.daily_trades}")
|
|
||||||
# return False
|
|
||||||
|
|
||||||
# Check trade interval - allow bypass for test scenarios
|
# Check trade interval - allow bypass for test scenarios
|
||||||
min_interval = self.mexc_config.get('min_trade_interval_seconds', 5)
|
min_interval = self.exchange_config.get('min_trade_interval_seconds',
|
||||||
|
self.trading_config.get('min_trade_interval_seconds', 5))
|
||||||
last_trade = self.last_trade_time.get(symbol, datetime.min)
|
last_trade = self.last_trade_time.get(symbol, datetime.min)
|
||||||
time_since_last = (datetime.now() - last_trade).total_seconds()
|
time_since_last = (datetime.now() - last_trade).total_seconds()
|
||||||
|
|
||||||
@ -382,7 +385,8 @@ class TradingExecutor:
|
|||||||
return False
|
return False
|
||||||
|
|
||||||
# Check concurrent positions
|
# Check concurrent positions
|
||||||
max_positions = self.mexc_config.get('max_concurrent_positions', 1)
|
max_positions = self.exchange_config.get('max_concurrent_positions',
|
||||||
|
self.trading_config.get('max_concurrent_positions', 3))
|
||||||
if len(self.positions) >= max_positions and action == 'BUY':
|
if len(self.positions) >= max_positions and action == 'BUY':
|
||||||
logger.warning(f"Maximum concurrent positions reached: {len(self.positions)}")
|
logger.warning(f"Maximum concurrent positions reached: {len(self.positions)}")
|
||||||
return False
|
return False
|
||||||
@ -767,7 +771,8 @@ class TradingExecutor:
|
|||||||
if self.simulation_mode:
|
if self.simulation_mode:
|
||||||
logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Short close logged but not executed")
|
logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Short close logged but not executed")
|
||||||
# Calculate simulated fees in simulation mode
|
# Calculate simulated fees in simulation mode
|
||||||
taker_fee_rate = self.mexc_config.get('trading_fees', {}).get('taker_fee', 0.0006)
|
trading_fees = self.exchange_config.get('trading_fees', {})
|
||||||
|
taker_fee_rate = trading_fees.get('taker_fee', trading_fees.get('default_fee', 0.0006))
|
||||||
simulated_fees = position.quantity * current_price * taker_fee_rate
|
simulated_fees = position.quantity * current_price * taker_fee_rate
|
||||||
|
|
||||||
# Calculate P&L for short position and hold time
|
# Calculate P&L for short position and hold time
|
||||||
@ -811,7 +816,7 @@ class TradingExecutor:
|
|||||||
|
|
||||||
try:
|
try:
|
||||||
# Get order type from config
|
# Get order type from config
|
||||||
order_type = self.mexc_config.get('order_type', 'market').lower()
|
order_type = self.exchange_config.get('order_type', 'market').lower()
|
||||||
|
|
||||||
# For limit orders, set price slightly above market for immediate execution
|
# For limit orders, set price slightly above market for immediate execution
|
||||||
limit_price = None
|
limit_price = None
|
||||||
@ -952,7 +957,7 @@ class TradingExecutor:
|
|||||||
|
|
||||||
try:
|
try:
|
||||||
# Get order type from config
|
# Get order type from config
|
||||||
order_type = self.mexc_config.get('order_type', 'market').lower()
|
order_type = self.exchange_config.get('order_type', 'market').lower()
|
||||||
|
|
||||||
# For limit orders, set price slightly below market for immediate execution
|
# For limit orders, set price slightly below market for immediate execution
|
||||||
limit_price = None
|
limit_price = None
|
||||||
|
104
docs/exchanges/bybit/README.md
Normal file
104
docs/exchanges/bybit/README.md
Normal file
@ -0,0 +1,104 @@
|
|||||||
|
# Bybit Exchange Integration Documentation
|
||||||
|
|
||||||
|
## Overview
|
||||||
|
This documentation covers the integration of Bybit exchange using the official pybit Python library.
|
||||||
|
|
||||||
|
**Library:** [pybit](https://github.com/bybit-exchange/pybit)
|
||||||
|
**Version:** 5.11.0 (Latest as of 2025-01-26)
|
||||||
|
**Official Repository:** https://github.com/bybit-exchange/pybit
|
||||||
|
|
||||||
|
## Installation
|
||||||
|
```bash
|
||||||
|
pip install pybit
|
||||||
|
```
|
||||||
|
|
||||||
|
## Requirements
|
||||||
|
- Python 3.9.1 or higher
|
||||||
|
- API credentials (BYBIT_API_KEY and BYBIT_API_SECRET)
|
||||||
|
|
||||||
|
## Basic Usage
|
||||||
|
|
||||||
|
### HTTP Session Creation
|
||||||
|
```python
|
||||||
|
from pybit.unified_trading import HTTP
|
||||||
|
|
||||||
|
# Create HTTP session
|
||||||
|
session = HTTP(
|
||||||
|
testnet=False, # Set to True for testnet
|
||||||
|
api_key="your_api_key",
|
||||||
|
api_secret="your_api_secret",
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
### Common Operations
|
||||||
|
|
||||||
|
#### Get Orderbook
|
||||||
|
```python
|
||||||
|
# Get orderbook for BTCUSDT perpetual
|
||||||
|
orderbook = session.get_orderbook(category="linear", symbol="BTCUSDT")
|
||||||
|
```
|
||||||
|
|
||||||
|
#### Place Order
|
||||||
|
```python
|
||||||
|
# Place a single order
|
||||||
|
order = session.place_order(
|
||||||
|
category="linear",
|
||||||
|
symbol="BTCUSDT",
|
||||||
|
side="Buy",
|
||||||
|
orderType="Limit",
|
||||||
|
qty="0.001",
|
||||||
|
price="50000"
|
||||||
|
)
|
||||||
|
```
|
||||||
|
|
||||||
|
#### Batch Orders (USDC Options only)
|
||||||
|
```python
|
||||||
|
# Create multiple orders (USDC Options support only)
|
||||||
|
payload = {"category": "option"}
|
||||||
|
orders = [{
|
||||||
|
"symbol": "BTC-30JUN23-20000-C",
|
||||||
|
"side": "Buy",
|
||||||
|
"orderType": "Limit",
|
||||||
|
"qty": "0.1",
|
||||||
|
"price": str(15000 + i * 500),
|
||||||
|
} for i in range(5)]
|
||||||
|
|
||||||
|
payload["request"] = orders
|
||||||
|
session.place_batch_order(payload)
|
||||||
|
```
|
||||||
|
|
||||||
|
## Categories
|
||||||
|
- **linear**: USDT Perpetuals (BTCUSDT, ETHUSDT, etc.)
|
||||||
|
- **inverse**: Inverse Perpetuals
|
||||||
|
- **option**: USDC Options
|
||||||
|
- **spot**: Spot trading
|
||||||
|
|
||||||
|
## Key Features
|
||||||
|
- Official Bybit library maintained by Bybit employees
|
||||||
|
- Lightweight with minimal external dependencies
|
||||||
|
- Support for both HTTP and WebSocket APIs
|
||||||
|
- Active development and quick API updates
|
||||||
|
- Built-in testnet support
|
||||||
|
|
||||||
|
## Dependencies
|
||||||
|
- `requests` - HTTP API calls
|
||||||
|
- `websocket-client` - WebSocket connections
|
||||||
|
- Built-in Python modules
|
||||||
|
|
||||||
|
## Trading Pairs
|
||||||
|
- BTC/USDT perpetuals
|
||||||
|
- ETH/USDT perpetuals
|
||||||
|
- Various altcoin perpetuals
|
||||||
|
- Options contracts
|
||||||
|
- Spot markets
|
||||||
|
|
||||||
|
## Environment Variables
|
||||||
|
- `BYBIT_API_KEY` - Your Bybit API key
|
||||||
|
- `BYBIT_API_SECRET` - Your Bybit API secret
|
||||||
|
|
||||||
|
## Integration Notes
|
||||||
|
- Unified trading interface for all Bybit products
|
||||||
|
- Consistent API structure across different categories
|
||||||
|
- Comprehensive error handling
|
||||||
|
- Rate limiting compliance
|
||||||
|
- Active community support via Telegram and Discord
|
233
docs/exchanges/bybit/examples.py
Normal file
233
docs/exchanges/bybit/examples.py
Normal file
@ -0,0 +1,233 @@
|
|||||||
|
"""
|
||||||
|
Bybit Integration Examples
|
||||||
|
Based on official pybit library documentation and examples
|
||||||
|
"""
|
||||||
|
|
||||||
|
import os
|
||||||
|
from pybit.unified_trading import HTTP
|
||||||
|
import logging
|
||||||
|
|
||||||
|
# Configure logging
|
||||||
|
logging.basicConfig(level=logging.INFO)
|
||||||
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
def create_bybit_session(testnet=True):
|
||||||
|
"""Create a Bybit HTTP session.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
testnet (bool): Use testnet if True, live if False
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
HTTP: Bybit session object
|
||||||
|
"""
|
||||||
|
api_key = os.getenv('BYBIT_API_KEY')
|
||||||
|
api_secret = os.getenv('BYBIT_API_SECRET')
|
||||||
|
|
||||||
|
if not api_key or not api_secret:
|
||||||
|
raise ValueError("BYBIT_API_KEY and BYBIT_API_SECRET must be set in environment")
|
||||||
|
|
||||||
|
session = HTTP(
|
||||||
|
testnet=testnet,
|
||||||
|
api_key=api_key,
|
||||||
|
api_secret=api_secret,
|
||||||
|
)
|
||||||
|
|
||||||
|
logger.info(f"Created Bybit session (testnet: {testnet})")
|
||||||
|
return session
|
||||||
|
|
||||||
|
def get_account_info(session):
|
||||||
|
"""Get account information and balances."""
|
||||||
|
try:
|
||||||
|
# Get account info
|
||||||
|
account_info = session.get_wallet_balance(accountType="UNIFIED")
|
||||||
|
logger.info(f"Account info: {account_info}")
|
||||||
|
|
||||||
|
return account_info
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting account info: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_ticker_info(session, symbol="BTCUSDT"):
|
||||||
|
"""Get ticker information for a symbol.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol (default: BTCUSDT)
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
ticker = session.get_tickers(category="linear", symbol=symbol)
|
||||||
|
logger.info(f"Ticker for {symbol}: {ticker}")
|
||||||
|
return ticker
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting ticker for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_orderbook(session, symbol="BTCUSDT", limit=25):
|
||||||
|
"""Get orderbook for a symbol.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
limit: Number of price levels to return
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
orderbook = session.get_orderbook(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol,
|
||||||
|
limit=limit
|
||||||
|
)
|
||||||
|
logger.info(f"Orderbook for {symbol}: {orderbook}")
|
||||||
|
return orderbook
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting orderbook for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def place_limit_order(session, symbol="BTCUSDT", side="Buy", qty="0.001", price="50000"):
|
||||||
|
"""Place a limit order.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
side: "Buy" or "Sell"
|
||||||
|
qty: Order quantity as string
|
||||||
|
price: Order price as string
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
order = session.place_order(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol,
|
||||||
|
side=side,
|
||||||
|
orderType="Limit",
|
||||||
|
qty=qty,
|
||||||
|
price=price,
|
||||||
|
timeInForce="GTC" # Good Till Cancelled
|
||||||
|
)
|
||||||
|
logger.info(f"Placed order: {order}")
|
||||||
|
return order
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error placing order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def place_market_order(session, symbol="BTCUSDT", side="Buy", qty="0.001"):
|
||||||
|
"""Place a market order.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
side: "Buy" or "Sell"
|
||||||
|
qty: Order quantity as string
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
order = session.place_order(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol,
|
||||||
|
side=side,
|
||||||
|
orderType="Market",
|
||||||
|
qty=qty
|
||||||
|
)
|
||||||
|
logger.info(f"Placed market order: {order}")
|
||||||
|
return order
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error placing market order: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_open_orders(session, symbol=None):
|
||||||
|
"""Get open orders.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol (optional, gets all if None)
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
params = {"category": "linear", "openOnly": True}
|
||||||
|
if symbol:
|
||||||
|
params["symbol"] = symbol
|
||||||
|
|
||||||
|
orders = session.get_open_orders(**params)
|
||||||
|
logger.info(f"Open orders: {orders}")
|
||||||
|
return orders
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting open orders: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def cancel_order(session, symbol, order_id):
|
||||||
|
"""Cancel an order.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
order_id: Order ID to cancel
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
result = session.cancel_order(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol,
|
||||||
|
orderId=order_id
|
||||||
|
)
|
||||||
|
logger.info(f"Cancelled order {order_id}: {result}")
|
||||||
|
return result
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error cancelling order {order_id}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_position(session, symbol="BTCUSDT"):
|
||||||
|
"""Get position information.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
positions = session.get_positions(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol
|
||||||
|
)
|
||||||
|
logger.info(f"Position for {symbol}: {positions}")
|
||||||
|
return positions
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting position for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
def get_trade_history(session, symbol="BTCUSDT", limit=50):
|
||||||
|
"""Get trade history.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
session: Bybit HTTP session
|
||||||
|
symbol: Trading symbol
|
||||||
|
limit: Number of trades to return
|
||||||
|
"""
|
||||||
|
try:
|
||||||
|
trades = session.get_executions(
|
||||||
|
category="linear",
|
||||||
|
symbol=symbol,
|
||||||
|
limit=limit
|
||||||
|
)
|
||||||
|
logger.info(f"Trade history for {symbol}: {trades}")
|
||||||
|
return trades
|
||||||
|
except Exception as e:
|
||||||
|
logger.error(f"Error getting trade history for {symbol}: {e}")
|
||||||
|
return None
|
||||||
|
|
||||||
|
# Example usage
|
||||||
|
if __name__ == "__main__":
|
||||||
|
# Create session (testnet by default)
|
||||||
|
session = create_bybit_session(testnet=True)
|
||||||
|
|
||||||
|
# Get account info
|
||||||
|
account_info = get_account_info(session)
|
||||||
|
|
||||||
|
# Get ticker
|
||||||
|
ticker = get_ticker_info(session, "BTCUSDT")
|
||||||
|
|
||||||
|
# Get orderbook
|
||||||
|
orderbook = get_orderbook(session, "BTCUSDT")
|
||||||
|
|
||||||
|
# Get open orders
|
||||||
|
open_orders = get_open_orders(session)
|
||||||
|
|
||||||
|
# Get position
|
||||||
|
position = get_position(session, "BTCUSDT")
|
||||||
|
|
||||||
|
# Note: Uncomment below to actually place orders (use with caution)
|
||||||
|
# order = place_limit_order(session, "BTCUSDT", "Buy", "0.001", "30000")
|
||||||
|
# market_order = place_market_order(session, "BTCUSDT", "Buy", "0.001")
|
224
reports/BYBIT_INTEGRATION_SUMMARY.md
Normal file
224
reports/BYBIT_INTEGRATION_SUMMARY.md
Normal file
@ -0,0 +1,224 @@
|
|||||||
|
# Bybit Exchange Integration Summary
|
||||||
|
|
||||||
|
**Implementation Date:** January 26, 2025
|
||||||
|
**Status:** ✅ Complete - Ready for Testing
|
||||||
|
|
||||||
|
## Overview
|
||||||
|
|
||||||
|
Successfully implemented comprehensive Bybit exchange integration using the official `pybit` library while waiting for Deribit verification. The implementation follows the same architecture pattern as existing exchange interfaces and provides full multi-exchange support.
|
||||||
|
|
||||||
|
## Documentation Created
|
||||||
|
|
||||||
|
### 📁 `docs/exchanges/bybit/`
|
||||||
|
Created dedicated documentation folder with:
|
||||||
|
|
||||||
|
- **`README.md`** - Complete integration guide including:
|
||||||
|
- Installation instructions
|
||||||
|
- API requirements
|
||||||
|
- Usage examples
|
||||||
|
- Feature overview
|
||||||
|
- Environment setup
|
||||||
|
|
||||||
|
- **`examples.py`** - Practical code examples including:
|
||||||
|
- Session creation
|
||||||
|
- Account operations
|
||||||
|
- Trading functions
|
||||||
|
- Position management
|
||||||
|
- Order handling
|
||||||
|
|
||||||
|
## Core Implementation
|
||||||
|
|
||||||
|
### 🔧 BybitInterface Class
|
||||||
|
**File:** `NN/exchanges/bybit_interface.py`
|
||||||
|
|
||||||
|
**Key Features:**
|
||||||
|
- Inherits from `ExchangeInterface` base class
|
||||||
|
- Full testnet and live environment support
|
||||||
|
- USDT perpetuals focus (BTCUSDT, ETHUSDT)
|
||||||
|
- Comprehensive error handling
|
||||||
|
- Environment variable credential loading
|
||||||
|
|
||||||
|
**Implemented Methods:**
|
||||||
|
- `connect()` - API connection with authentication test
|
||||||
|
- `get_balance(asset)` - Account balance retrieval
|
||||||
|
- `get_ticker(symbol)` - Market data and pricing
|
||||||
|
- `place_order()` - Market and limit order placement
|
||||||
|
- `cancel_order()` - Order cancellation
|
||||||
|
- `get_order_status()` - Order status tracking
|
||||||
|
- `get_open_orders()` - Active orders listing
|
||||||
|
- `get_positions()` - Position management
|
||||||
|
- `get_orderbook()` - Order book data
|
||||||
|
- `close_position()` - Position closing
|
||||||
|
|
||||||
|
**Bybit-Specific Features:**
|
||||||
|
- `get_instruments()` - Available trading pairs
|
||||||
|
- `get_account_summary()` - Complete account overview
|
||||||
|
- `_format_symbol()` - Symbol standardization
|
||||||
|
- `_map_order_type()` - Order type translation
|
||||||
|
- `_map_order_status()` - Status standardization
|
||||||
|
|
||||||
|
### 🏭 Exchange Factory Integration
|
||||||
|
**File:** `NN/exchanges/exchange_factory.py`
|
||||||
|
|
||||||
|
**Updates:**
|
||||||
|
- Added `BybitInterface` to `SUPPORTED_EXCHANGES`
|
||||||
|
- Implemented Bybit-specific configuration handling
|
||||||
|
- Added credential loading for `BYBIT_API_KEY` and `BYBIT_API_SECRET`
|
||||||
|
- Full multi-exchange support maintenance
|
||||||
|
|
||||||
|
### 📝 Configuration Integration
|
||||||
|
**File:** `config.yaml`
|
||||||
|
|
||||||
|
**Changes:**
|
||||||
|
- Added comprehensive Bybit configuration section
|
||||||
|
- Updated primary exchange options comment
|
||||||
|
- Changed primary exchange from "mexc" to "deribit"
|
||||||
|
- Configured conservative settings:
|
||||||
|
- Leverage: 10x (safety-focused)
|
||||||
|
- Fees: 0.01% maker, 0.06% taker
|
||||||
|
- Support for BTCUSDT and ETHUSDT
|
||||||
|
|
||||||
|
### 📦 Module Integration
|
||||||
|
**File:** `NN/exchanges/__init__.py`
|
||||||
|
|
||||||
|
- Added `BybitInterface` import
|
||||||
|
- Updated `__all__` exports list
|
||||||
|
|
||||||
|
### 🔧 Dependencies
|
||||||
|
**File:** `requirements.txt`
|
||||||
|
|
||||||
|
- Added `pybit>=5.11.0` dependency
|
||||||
|
|
||||||
|
## Configuration Structure
|
||||||
|
|
||||||
|
```yaml
|
||||||
|
exchanges:
|
||||||
|
primary: "deribit" # Primary exchange: mexc, deribit, binance, bybit
|
||||||
|
|
||||||
|
bybit:
|
||||||
|
enabled: true
|
||||||
|
test_mode: true # Use testnet for testing
|
||||||
|
trading_mode: "testnet" # simulation, testnet, live
|
||||||
|
supported_symbols: ["BTCUSDT", "ETHUSDT"]
|
||||||
|
base_position_percent: 5.0
|
||||||
|
max_position_percent: 20.0
|
||||||
|
leverage: 10.0 # Conservative leverage for safety
|
||||||
|
trading_fees:
|
||||||
|
maker_fee: 0.0001 # 0.01% maker fee
|
||||||
|
taker_fee: 0.0006 # 0.06% taker fee
|
||||||
|
default_fee: 0.0006
|
||||||
|
```
|
||||||
|
|
||||||
|
## Environment Setup
|
||||||
|
|
||||||
|
Required environment variables:
|
||||||
|
```bash
|
||||||
|
BYBIT_API_KEY=your_bybit_api_key
|
||||||
|
BYBIT_API_SECRET=your_bybit_api_secret
|
||||||
|
```
|
||||||
|
|
||||||
|
## Testing Infrastructure
|
||||||
|
|
||||||
|
### 🧪 Test Suite
|
||||||
|
**File:** `test_bybit_integration.py`
|
||||||
|
|
||||||
|
Comprehensive test suite including:
|
||||||
|
- **Config Integration Test** - Verifies configuration loading
|
||||||
|
- **ExchangeFactory Test** - Factory pattern validation
|
||||||
|
- **Multi-Exchange Test** - Multiple exchange setup
|
||||||
|
- **Direct Interface Test** - BybitInterface functionality
|
||||||
|
|
||||||
|
**Test Coverage:**
|
||||||
|
- Environment variable validation
|
||||||
|
- API connection testing
|
||||||
|
- Balance retrieval
|
||||||
|
- Ticker data fetching
|
||||||
|
- Orderbook access
|
||||||
|
- Position querying
|
||||||
|
- Order management
|
||||||
|
|
||||||
|
## Integration Benefits
|
||||||
|
|
||||||
|
### 🚀 Enhanced Trading Capabilities
|
||||||
|
- **Multiple Exchange Support** - Bybit added as primary/secondary option
|
||||||
|
- **Risk Diversification** - Spread trades across exchanges
|
||||||
|
- **Redundancy** - Backup exchanges for system resilience
|
||||||
|
- **Market Access** - Different liquidity pools and trading conditions
|
||||||
|
|
||||||
|
### 🛡️ Safety Features
|
||||||
|
- **Testnet Mode** - Safe testing environment
|
||||||
|
- **Conservative Leverage** - 10x default for risk management
|
||||||
|
- **Error Handling** - Comprehensive exception management
|
||||||
|
- **Connection Validation** - Pre-trading connectivity verification
|
||||||
|
|
||||||
|
### 🔄 Operational Flexibility
|
||||||
|
- **Hot-Swappable** - Change primary exchange without code modification
|
||||||
|
- **Selective Enablement** - Enable/disable exchanges via configuration
|
||||||
|
- **Environment Agnostic** - Works in testnet and live environments
|
||||||
|
- **Credential Security** - Environment variable based authentication
|
||||||
|
|
||||||
|
## API Compliance
|
||||||
|
|
||||||
|
### 📊 Bybit Unified Trading API
|
||||||
|
- **Category Support:** Linear (USDT perpetuals)
|
||||||
|
- **Symbol Format:** BTCUSDT, ETHUSDT (standard Bybit format)
|
||||||
|
- **Order Types:** Market, Limit, Stop orders
|
||||||
|
- **Position Management:** Long/Short positions with leverage
|
||||||
|
- **Real-time Data:** Tickers, orderbooks, account updates
|
||||||
|
|
||||||
|
### 🔒 Security Standards
|
||||||
|
- **API Authentication** - Secure key-based authentication
|
||||||
|
- **Rate Limiting** - Built-in compliance with API limits
|
||||||
|
- **Error Responses** - Proper error code handling
|
||||||
|
- **Connection Management** - Automatic reconnection capabilities
|
||||||
|
|
||||||
|
## Next Steps
|
||||||
|
|
||||||
|
### 🔧 Implementation Tasks
|
||||||
|
1. **Install Dependencies:**
|
||||||
|
```bash
|
||||||
|
pip install pybit>=5.11.0
|
||||||
|
```
|
||||||
|
|
||||||
|
2. **Set Environment Variables:**
|
||||||
|
```bash
|
||||||
|
export BYBIT_API_KEY="your_api_key"
|
||||||
|
export BYBIT_API_SECRET="your_api_secret"
|
||||||
|
```
|
||||||
|
|
||||||
|
3. **Run Integration Tests:**
|
||||||
|
```bash
|
||||||
|
python test_bybit_integration.py
|
||||||
|
```
|
||||||
|
|
||||||
|
4. **Verify Configuration:**
|
||||||
|
- Check config.yaml for Bybit settings
|
||||||
|
- Confirm primary exchange preference
|
||||||
|
- Validate trading parameters
|
||||||
|
|
||||||
|
### 🚀 Deployment Readiness
|
||||||
|
- ✅ Code implementation complete
|
||||||
|
- ✅ Configuration integrated
|
||||||
|
- ✅ Documentation created
|
||||||
|
- ✅ Test suite available
|
||||||
|
- ✅ Dependencies specified
|
||||||
|
- ⏳ Awaiting credential setup and testing
|
||||||
|
|
||||||
|
## Multi-Exchange Architecture
|
||||||
|
|
||||||
|
The system now supports:
|
||||||
|
|
||||||
|
1. **Deribit** - Primary (derivatives focus)
|
||||||
|
2. **Bybit** - Secondary/Primary option (perpetuals)
|
||||||
|
3. **MEXC** - Backup option (spot/futures)
|
||||||
|
4. **Binance** - Additional option (comprehensive markets)
|
||||||
|
|
||||||
|
Each exchange operates independently with unified interface, allowing:
|
||||||
|
- Simultaneous trading across platforms
|
||||||
|
- Risk distribution
|
||||||
|
- Market opportunity maximization
|
||||||
|
- System redundancy and reliability
|
||||||
|
|
||||||
|
## Conclusion
|
||||||
|
|
||||||
|
Bybit integration is fully implemented and ready for testing. The implementation provides enterprise-grade multi-exchange support while maintaining code simplicity and operational safety. Once credentials are configured and testing is complete, the system will have robust multi-exchange trading capabilities with Bybit as a primary option alongside Deribit.
|
@ -15,3 +15,4 @@ matplotlib>=3.7.0
|
|||||||
seaborn>=0.12.0
|
seaborn>=0.12.0
|
||||||
asyncio-compat>=0.1.2
|
asyncio-compat>=0.1.2
|
||||||
wandb>=0.16.0
|
wandb>=0.16.0
|
||||||
|
pybit>=5.11.0
|
@ -67,6 +67,25 @@ class DashboardLayoutManager:
|
|||||||
|
|
||||||
def _create_metrics_grid(self):
|
def _create_metrics_grid(self):
|
||||||
"""Create the metrics grid with compact cards"""
|
"""Create the metrics grid with compact cards"""
|
||||||
|
# Get exchange name dynamically
|
||||||
|
exchange_name = "Exchange"
|
||||||
|
if self.trading_executor:
|
||||||
|
if hasattr(self.trading_executor, 'primary_name'):
|
||||||
|
exchange_name = self.trading_executor.primary_name.upper()
|
||||||
|
elif hasattr(self.trading_executor, 'exchange') and self.trading_executor.exchange:
|
||||||
|
# Try to get exchange name from exchange interface
|
||||||
|
exchange_class_name = self.trading_executor.exchange.__class__.__name__
|
||||||
|
if 'Bybit' in exchange_class_name:
|
||||||
|
exchange_name = "BYBIT"
|
||||||
|
elif 'Mexc' in exchange_class_name or 'MEXC' in exchange_class_name:
|
||||||
|
exchange_name = "MEXC"
|
||||||
|
elif 'Binance' in exchange_class_name:
|
||||||
|
exchange_name = "BINANCE"
|
||||||
|
elif 'Deribit' in exchange_class_name:
|
||||||
|
exchange_name = "DERIBIT"
|
||||||
|
else:
|
||||||
|
exchange_name = "EXCHANGE"
|
||||||
|
|
||||||
metrics_cards = [
|
metrics_cards = [
|
||||||
("current-price", "Live Price", "text-success"),
|
("current-price", "Live Price", "text-success"),
|
||||||
("session-pnl", "Session P&L", ""),
|
("session-pnl", "Session P&L", ""),
|
||||||
@ -74,7 +93,7 @@ class DashboardLayoutManager:
|
|||||||
# ("leverage-info", "Leverage", "text-primary"),
|
# ("leverage-info", "Leverage", "text-primary"),
|
||||||
("trade-count", "Trades", "text-warning"),
|
("trade-count", "Trades", "text-warning"),
|
||||||
("portfolio-value", "Portfolio", "text-secondary"),
|
("portfolio-value", "Portfolio", "text-secondary"),
|
||||||
("mexc-status", "MEXC API", "text-info")
|
("mexc-status", f"{exchange_name} API", "text-info")
|
||||||
]
|
]
|
||||||
|
|
||||||
cards = []
|
cards = []
|
||||||
@ -383,5 +402,3 @@ class DashboardLayoutManager:
|
|||||||
], className="card-body p-2")
|
], className="card-body p-2")
|
||||||
], className="card", style={"width": "30%", "marginLeft": "2%"})
|
], className="card", style={"width": "30%", "marginLeft": "2%"})
|
||||||
], className="d-flex")
|
], className="d-flex")
|
||||||
|
|
||||||
|
|
Reference in New Issue
Block a user