roq-bybit#

Important

This gateway needs sponsorship to complete certain features.

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#

Using Conda

Install

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-bybit

Configure

$ cp $CONDA_PREFIX/share/roq-bybit/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ 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#

Common Config

Flags#

CLI

$ roq-bybit --help

Environments#

Prod

# 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

Test

# 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#

Live

Event	Stream	Messages
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`	MarketData	bookTicker
`roq::MarketByPriceUpdate`	MarketData	depth
`roq::MarketByOrderUpdate`
`roq::TradeSummary`	MarketData	trade
`roq::StatisticsUpdate`	MarketData	realtimes

Download

Event	Stream	Messages
`roq::ReferenceData`	Rest	/spot/v1/symbols
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

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#

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`
`roq::TradeUpdate`

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`
`roq::ModifyOrder`
`roq::CancelOrder`
`roq::CancelAllOrders`

Response

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#

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`	DropCopy	/api/account
`roq::FundsUpdate`	DropCopy	/api/wallet/balances

Streams#

Rest

Type	Comments
REST	Primary purpose discover the full list of symbols

MarketData

Type	Comments
WebSocket	Primary purpose live market data Each connection supports a slice of the 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.