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#
$ 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#
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 |
---|---|---|---|
MarketData |
bookTicker |
||
MarketData |
depth |
||
MarketData |
trade |
||
MarketData |
realtimes |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Rest |
/spot/v1/symbols |
||
Statistics#
Type |
Comments |
---|---|
|
(realtimes) |
|
(realtimes) |
|
(realtimes) |
|
(realtimes) |
|
(realtimes) |
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Order Types#
Type |
Comments |
---|---|
|
Mapped to |
Time in Force#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
Position Effect#
Note
Not supported
Execution Instructions#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
/api/account |
||
DropCopy |
/api/wallet/balances |
Streams#
Type |
Comments |
---|---|
REST |
Primary purpose
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
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.