roq-bybit#

Important

This gateway needs sponsorship to complete certain features.

Purpose#

  • Maintain network connectivity with the Bybit exchange

  • Route exchange updates to connected clients

  • Route client requests to the relevant exchange accounts

  • Stream all messages to an event-log

Overview#

Products

Spot

Futures

Options

Market Data

Reference Data

Market Status

Top of Book

Market by Price (L2)

Market by Order (L3)

Trade Summary

Statistics

Order Management

Create

Modify

Cancel

Cancel All

Auto Cancellation

Account Management

Positions

Funds

  • Data center located in: TBD

Conda#

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-bybit
$ cp $CONDA_PREFIX/share/roq-bybit/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-bybit \
      --name "bybit" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config#

Flags#

$ roq-bybit --help

Environments#

# flagfile

--rest_uri=https://api.bybit.com
--ws_public_uri=wss://stream.bybit.com/spot/quote/ws/v2
--ws_private_uri=wss://stream.bybit.com/spot/ws
# flagfile

--rest_uri=https://api-testnet.bybit.com
--ws_public_uri=wss://stream-testnet.bybit.com/spot/quote/ws/v2
--ws_private_uri=wss://stream-testnet.bybit.com/spot/ws

Market Data#

Event

Stream

Messages

Comments

roq::ReferenceData

roq::MarketStatus

roq::TopOfBook

MarketData

bookTicker

roq::MarketByPriceUpdate

MarketData

depth

roq::MarketByOrderUpdate

roq::TradeSummary

MarketData

trade

roq::StatisticsUpdate

MarketData

realtimes

Statistics#

Type

Comments

OPEN_PRICE

(realtimes) o

HIGHEST_TRADED_PRICE

(realtimes) h

LOWEST_TRADED_PRICE

(realtimes) l

CLOSE_PRICE

(realtimes) c

TRADE_VOLUME

(realtimes) v

Order Management#

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderAck

Order Types#

Type

Comments

LIMIT

Mapped to '2' (FIX)

Time in Force#

Type

Comments

GTC

Mapped to '1' (FIX)

IOC

Mapped to '3' (FIX)

Position Effect#

Note

Not supported

Execution Instructions#

Type

Comments

PARTICIPATE_DO_NOT_INITIATE

Mapped to '6' (FIX)

DO_NOT_INCREASE

Mapped to 'E' (FIX)

Account Management#

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Event

Stream

Messages

Comments

roq::PositionUpdate

DropCopy

/api/account

roq::FundsUpdate

DropCopy

/api/wallet/balances

Streams#

Type

Comments

REST

Primary purpose

  • discover the full list of symbols

Type

Comments

WebSocket

Primary purpose

  • live market data

Each connection

  • supports a slice of the symbols

Constraints#

Comments#

  • The v2 API publish full depth snapshot. This has implications for the event-logs because there’s currently no automatic translation into incremental updates.