Add WebSocket API trading support for Bybit

[sunlei]

Pull Request

This PR introduces the ability to trade on Bybit using the WebSocket API.
The implementation is controlled by the following parameters in BybitExecClientConfig:

• use_ws_trade_api : bool, default False
  • Enable or disable the use of the WebSocket API for trading. Use WS API if True else HTTP API.
• use_http_batch_api : bool, default False
  • Bybit's WebSocket trading API currently does not support batch operations, only single-order handling. This parameter provides a toggle to use the HTTP batch API for order batch operations instead of the WebSocket API.
• ws_trade_timeout_secs : float, default 5.0
  • Specifies the timeout in seconds to wait for ACK message from the WebSocket trading API.
• base_url_ws_private : str, optional
  • Customizable WebSocket URL for private channel.
• base_url_ws_trade : str, optional
  • Customizable WebSocket URL for trading channel.

Type of change

• New feature (non-breaking change which adds functionality)

How has this change been tested?

I replaced nautilus_trader.adapters.bybit and all its submodules with the local monkey_patch.adapters.bybit using monkey patching.
This setup has been running in my production strategy environment for about a week without any issues observed so far.

[codspeed-hq]

CodSpeed Performance Report

Merging #2129 will not alter performance

_{Comparing sunlei/bybit-add-ws-trading (029e646) with develop (2d572e2)}

Summary

✅ 52 untouched benchmarks

[cjdsellers]

Many thanks @sunlei these are great changes!

[filipmacek]

@sunlei Awesome job. Do you have any metrics around the round-trip latency difference between HTTP API and WSS API when placing orders? It would be interesting to compare them. @cjdsellers and I were actually talking about this a few weeks ago.

[sunlei]

@filipmacek

I haven’t measured the round-trip latency yet. Currently, the metrics in my strategy focus primarily on internal computation time and overall operation duration.

These statistics are written to a file, and then I use Vector to convert the JSON-formatted log files into the Logfmt format, which is eventually sent to VictoriaMetrics.

My original plan was to calculate the round-trip latency after implementing WebSocket-based order placement by tracking events like on_order_accepted, on_order_canceled, and on_order_submitted.

Once I gather these statistics, I can share the results publicly.