Add WebSocket API trading support for Bybit

examples/live/bybit/bybit_ema_cross.py

@@ -80,7 +80,7 @@
             api_key=None,  # 'BYBIT_API_KEY' env var
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
-            base_url_ws=None,  # Override with custom endpoint
+            base_url_ws_private=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
             product_types=[product_type],
             testnet=False,  # If client uses the testnet

examples/live/bybit/bybit_ema_cross_bracket_algo.py

@@ -83,7 +83,7 @@
             api_key=None,  # 'BYBIT_API_KEY' env var
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
-            base_url_ws=None,  # Override with custom endpoint
+            base_url_ws_private=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
             product_types=[product_type],
             testnet=False,  # If client uses the testnet

examples/live/bybit/bybit_ema_cross_stop_entry.py

@@ -69,7 +69,7 @@
             api_key=None,  # 'BYBIT_API_KEY' env var
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
-            base_url_ws=None,  # Override with custom endpoint
+            base_url_ws_private=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
             product_types=[product_type],
             testnet=False,  # If client uses the testnet

examples/live/bybit/bybit_ema_cross_with_trailing_stop.py

@@ -69,7 +69,7 @@
             api_key=None,  # 'BYBIT_API_KEY' env var
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
-            base_url_ws=None,  # Override with custom endpoint
+            base_url_ws_private=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
             product_types=[product_type],
             testnet=False,  # If client uses the testnet

examples/live/bybit/bybit_market_maker.py

@@ -95,7 +95,7 @@
             api_key=None,  # 'BYBIT_API_KEY' env var
             api_secret=None,  # 'BYBIT_API_SECRET' env var
             base_url_http=None,  # Override with custom endpoint
-            base_url_ws=None,  # Override with custom endpoint
+            base_url_ws_private=None,  # Override with custom endpoint
             instrument_provider=InstrumentProviderConfig(load_all=True),
             product_types=[product_type],
             demo=False,  # If client uses the demo API

nautilus_trader/adapters/bybit/common/constants.py

@@ -32,6 +32,12 @@
 # Set of Bybit error codes for which Nautilus will attempt retries,
 # potentially temporary conditions where a retry might make sense.
 BYBIT_RETRY_ERRORS_UTA: Final[set[int]] = {
+    # > ------------------------------------------------------------
+    # > Self defined error codes
+    -10_408,  # Client request timed out
+    # > ------------------------------------------------------------
+    # > Bybit defined error codes
+    # > https://bybit-exchange.github.io/docs/v5/error
     10_000,  # Server Timeout
     10_002,  # The request time exceeds the time window range
     10_006,  # Too many visits. Exceeded the API Rate Limit

nautilus_trader/adapters/bybit/common/enums.py

@@ -116,6 +116,13 @@ def parse_to_position_side(self) -> PositionSide:
         raise RuntimeError(f"invalid position side, was {self}")
 
 
+@unique
+class BybitWsOrderRequestMsgOP(Enum):
+    CREATE = "order.create"
+    AMEND = "order.amend"
+    CANCEL = "order.cancel"
+
+
 @unique
 class BybitKlineInterval(Enum):
     MINUTE_1 = "1"
@@ -149,6 +156,7 @@ class BybitOrderStatus(Enum):
 
 @unique
 class BybitOrderSide(Enum):
+    UNKNOWN = ""  # It will be an empty string in some cases
     BUY = "Buy"
     SELL = "Sell"
 

nautilus_trader/adapters/bybit/common/urls.py

@@ -62,3 +62,10 @@ def get_ws_base_url_private(is_testnet: bool) -> str:
         return "wss://stream-testnet.bybit.com/v5/private"
     else:
         return "wss://stream.bybit.com/v5/private"
+
+
+def get_ws_base_url_trade(is_testnet: bool) -> str:
+    if is_testnet:
+        return "wss://stream-testnet.bybit.com/v5/trade"
+    else:
+        return "wss://stream.bybit.com/v5/trade"

nautilus_trader/adapters/bybit/config.py

@@ -78,20 +78,31 @@ class BybitExecClientConfig(LiveExecClientConfig, frozen=True):
         If None then will default to 'SPOT', you also cannot mix 'SPOT' with
         any other product type for execution, and it will use a `CASH` account
         type, vs `MARGIN` for the other derivative products.
+    base_url_ws_private : str, optional
+        The base URL for the `private` WebSocket client.
+    base_url_ws_trade : str, optional
+        The base URL for the `trade` WebSocket client.
     demo : bool, default False
         If the client is connecting to the Bybit demo API.
     testnet : bool, default False
         If the client is connecting to the Bybit testnet API.
     use_gtd : bool, default False
         If False, then GTD time in force will be remapped to GTC
         (this is useful if managing GTD orders locally).
+    use_ws_trade_api : bool, default False
+        If the client is using websocket to send order requests.
+    use_http_batch_api : bool, default False
+        If the client is using http api to send batch order requests.
+        Effective only when `use_ws_trade_api` is set to `True`.
     max_retries : PositiveInt, optional
         The maximum number of times a submit, cancel or modify order request will be retried.
     retry_delay : PositiveFloat, optional
         The delay (seconds) between retries. Short delays with frequent retries may result in account bans.
     max_ws_reconnection_tries: int, default 3
         The number of retries to reconnect the websocket connection if the
         connection is broken.
+    ws_trade_timeout_secs : float, default 5.0
+        The timeout for trade websocket messages.
 
     Warnings
     --------
@@ -103,10 +114,14 @@ class BybitExecClientConfig(LiveExecClientConfig, frozen=True):
     api_secret: str | None = None
     product_types: list[BybitProductType] | None = None
     base_url_http: str | None = None
-    base_url_ws: str | None = None
+    base_url_ws_private: str | None = None
+    base_url_ws_trade: str | None = None
     demo: bool = False
     testnet: bool = False
     use_gtd: bool = False  # Not supported on Bybit
+    use_ws_trade_api: bool = False
+    use_http_batch_api: bool = False
     max_retries: PositiveInt | None = None
     retry_delay: PositiveFloat | None = None
     max_ws_reconnection_tries: int | None = 3
+    ws_trade_timeout_secs: float | None = 5.0