roq-bybit#
Links#
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/public/v3
--ws_private_uri=wss://stream.bybit.com/spot/private/v3
# flagfile
--rest_uri=https://api-testnet.bybit.com
--ws_public_uri=wss://stream-testnet.bybit.com/spot/public/v3
--ws_private_uri=wss://stream-testnet.bybit.com/spot/private/v3
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
bookticker |
||
MarketData |
orderbook.40 |
||
MarketData |
trade |
||
MarketData |
tickers |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Rest |
/spot/v1/symbol |
||
Rest |
/spot/v1/symbol |
||
Statistics#
Type |
Comments |
---|---|
|
(tickers) |
|
(tickers) |
|
(tickers) |
|
(tickers) |
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
order |
||
DropCopy |
ticketInfo |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
/spot/v3/private/open-orders |
||
OrderEntry |
/spot/v3/private/my-trades |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
/spot/v3/private/order |
||
OrderEntry |
/spot/v3/private/cancel-order |
||
OrderEntry |
/spot/v3/private/cancel-orders |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
Order Types#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
Time in Force#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
|
Mapped to |
Position Effect#
Note
Not supported
Execution Instructions#
Type |
Comments |
---|---|
|
Mapped to |
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
outboundAccountInfo |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
/spot/v3/private/account |
Streams#
Type |
Comments |
---|---|
REST |
Primary purpose
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
Type |
Comments |
---|---|
REST |
Primary purpose
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
|
Comments#
The v3 API publish full depth snapshot. This has implications for the event-logs because there’s currently no automatic translation into incremental updates.
Depth is limited to 40 price levels (by exchange)
Depth is published every 100ms