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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1 +1,2 @@ | ||
| from .bybit_exchange import Bybit | ||
| from .bybit_exchange import BybitSpotExchange | ||
| from .bybit_future_exchange import BybitFutureExchange |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,198 @@ | ||
| # Drakkar-Software OctoBot-Tentacles | ||
| # Copyright (c) Drakkar-Software, All rights reserved. | ||
| # | ||
| # This library is free software; you can redistribute it and/or | ||
| # modify it under the terms of the GNU Lesser General Public | ||
| # License as published by the Free Software Foundation; either | ||
| # version 3.0 of the License, or (at your option) any later version. | ||
| # | ||
| # This library is distributed in the hope that it will be useful, | ||
| # but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | ||
| # Lesser General Public License for more details. | ||
| # | ||
| # You should have received a copy of the GNU Lesser General Public | ||
| # License along with this library. | ||
| import octobot_trading.enums as trading_enums | ||
| import octobot_trading.exchanges as exchanges | ||
| import octobot_commons.constants as commons_constants | ||
| import octobot_trading.constants as trading_constants | ||
|
|
||
|
|
||
| class BybitFutureExchange(exchanges.FutureCCXTExchange): | ||
| DESCRIPTION = "" | ||
|
|
||
| BUY_STR = "Buy" | ||
| SELL_STR = "Sell" | ||
|
|
||
| MARK_PRICE_IN_TICKER = True | ||
| FUNDING_IN_TICKER = True | ||
|
|
||
| # Spot keys | ||
| BYBIT_KLINE_TIMESTAMP = "open_time" | ||
|
|
||
| BYBIT_SYMBOL = "symbol" | ||
|
|
||
| # Position | ||
| BYBIT_SIZE = "size" | ||
| BYBIT_VALUE = "position_value" | ||
| BYBIT_MARGIN = "position_margin" | ||
| BYBIT_STATUS = "position_status" | ||
| BYBIT_LIQUIDATION_PRICE = "liq_price" | ||
| BYBIT_TIMESTAMP = "created_at" | ||
| BYBIT_IS_ISOLATED = "is_isolated" | ||
|
|
||
| # Funding | ||
| BYBIT_FUNDING_TIMESTAMP = "funding_rate_timestamp" | ||
| BYBIT_DEFAULT_FUNDING_TIME = 8 * commons_constants.HOURS_TO_SECONDS | ||
|
|
||
| @classmethod | ||
| def get_name(cls): | ||
| return 'bybit' | ||
|
|
||
| @classmethod | ||
| def is_supporting_exchange(cls, exchange_candidate_name) -> bool: | ||
| return cls.get_name() == exchange_candidate_name | ||
|
|
||
| async def initialize_impl(self): | ||
| await super().initialize_impl() | ||
|
|
||
| # temporary patch defaultMarketType to linear | ||
| self.connector.client.options['defaultType'] = 'linear' | ||
|
|
||
| async def get_open_positions(self) -> list: | ||
| return self.parse_positions(await self.connector.client.fetch_positions()) | ||
|
|
||
| async def set_symbol_leverage(self, symbol: str, leverage: int): | ||
| # TODO returned error during implementation tests | ||
| await self.connector.client.user_post_leverage_save( | ||
| { | ||
| self.BYBIT_SYMBOL: self.get_exchange_pair(symbol), | ||
| "leverage": leverage | ||
| }) | ||
|
|
||
| async def get_symbol_leverage(self, symbol: str): | ||
| # TODO returned error during implementation tests | ||
| user_leverage = await self.connector.client.user_get_leverage() | ||
| return user_leverage["result"][symbol] if symbol in user_leverage["result"] else None | ||
|
|
||
| async def set_symbol_margin_type(self, symbol: str, isolated: bool): | ||
| # TODO add check if leverage is > 0 when isolated = True | ||
| if not isolated: | ||
| await self.set_symbol_leverage(symbol, 0) | ||
|
|
||
| # async def get_kline_price(self, symbol, time_frame): | ||
| # try: | ||
| # await self.connector.client.public_get_kline_list( | ||
| # { | ||
| # "symbol": self.get_exchange_pair(symbol), | ||
| # "interval": "", | ||
| # "from": "", | ||
| # "limit": 1 | ||
| # }) | ||
| # except BaseError as e: | ||
| # self.logger.error(f"Failed to get_kline_price {e}") | ||
| # return None | ||
|
|
||
| def parse_positions(self, positions) -> list: | ||
| """ | ||
| CCXT is returning the position dict as {'data': {position data dict}} | ||
| """ | ||
| return [self.parse_position(position.get('data')) for position in positions] | ||
|
|
||
| def parse_position(self, position_dict) -> dict: | ||
| try: | ||
| position_dict.update({ | ||
| trading_enums.ExchangeConstantsPositionColumns.SYMBOL.value: | ||
| self.get_pair_from_exchange( | ||
| position_dict[trading_enums.ExchangeConstantsPositionColumns.SYMBOL.value]), | ||
| trading_enums.ExchangeConstantsPositionColumns.ID.value: | ||
| self.connector.client.safe_string(position_dict, | ||
| trading_enums.ExchangeConstantsPositionColumns.ID.value, | ||
| position_dict[ | ||
| trading_enums.ExchangeConstantsPositionColumns.SYMBOL.value]), | ||
| trading_enums.ExchangeConstantsPositionColumns.QUANTITY.value: | ||
| self.connector.client.safe_float(position_dict, self.BYBIT_SIZE, 0), | ||
| trading_enums.ExchangeConstantsPositionColumns.MARGIN_TYPE.value: | ||
| self._parse_position_margin_type(position_dict.get(self.BYBIT_IS_ISOLATED, True)), | ||
| trading_enums.ExchangeConstantsPositionColumns.VALUE.value: | ||
| self.connector.client.safe_float(position_dict, self.BYBIT_VALUE, 0), | ||
| trading_enums.ExchangeConstantsPositionColumns.MARGIN.value: | ||
| self.connector.client.safe_float(position_dict, self.BYBIT_MARGIN, 0), | ||
| trading_enums.ExchangeConstantsPositionColumns.UNREALISED_PNL.value: | ||
| # TODO currently resets the unrealised PNL on position update with WS | ||
| self.connector.client.safe_float(position_dict, | ||
| trading_enums.ExchangeConstantsPositionColumns.UNREALISED_PNL.value, | ||
| 0), | ||
| trading_enums.ExchangeConstantsPositionColumns.LIQUIDATION_PRICE.value: | ||
| self.connector.client.safe_float(position_dict, self.BYBIT_LIQUIDATION_PRICE, 0), | ||
| trading_enums.ExchangeConstantsPositionColumns.TIMESTAMP.value: | ||
| self.parse_timestamp(position_dict, self.BYBIT_TIMESTAMP), | ||
| trading_enums.ExchangeConstantsPositionColumns.STATUS.value: | ||
| self.parse_position_status(self.connector.client.safe_string( | ||
| position_dict, | ||
| trading_enums.ExchangeConstantsPositionColumns.STATUS.value, | ||
| default_value=trading_enums.PositionStatus.OPEN.value)), | ||
| trading_enums.ExchangeConstantsPositionColumns.SIDE.value: | ||
| self.parse_position_side(self.connector.client.safe_string( | ||
| position_dict, | ||
| trading_enums.ExchangeConstantsPositionColumns.SIDE.value, | ||
| default_value=trading_enums.PositionSide.UNKNOWN.value)), | ||
| trading_enums.ExchangeConstantsPositionColumns.MARK_PRICE.value: | ||
| self.connector.client.safe_float(position_dict, | ||
| trading_enums.ExchangeConstantsPositionColumns.MARK_PRICE.value, 0) | ||
| }) | ||
| except KeyError as e: | ||
| self.logger.error(f"Fail to parse position dict ({e})") | ||
| return position_dict | ||
|
|
||
| def parse_funding(self, funding_dict, from_ticker=False): | ||
| if from_ticker and trading_constants.CCXT_INFO in funding_dict: | ||
| funding_dict, old_funding_dict = funding_dict[trading_constants.CCXT_INFO], funding_dict | ||
|
|
||
| try: | ||
| """ | ||
| Bybit last funding time is not provided | ||
| To obtain the last_funding_time : | ||
| => timestamp(next_funding_time) - timestamp(BYBIT_DEFAULT_FUNDING_TIME) | ||
| """ | ||
| funding_next_timestamp = self.parse_timestamp( | ||
| funding_dict, trading_enums.ExchangeConstantsFundingColumns.NEXT_FUNDING_TIME.value) | ||
| funding_dict.update({ | ||
| trading_enums.ExchangeConstantsFundingColumns.LAST_FUNDING_TIME.value: | ||
| funding_next_timestamp - self.BYBIT_DEFAULT_FUNDING_TIME, | ||
| trading_enums.ExchangeConstantsFundingColumns.FUNDING_RATE.value: self.connector.client.safe_float( | ||
| funding_dict, trading_enums.ExchangeConstantsFundingColumns.FUNDING_RATE.value), | ||
| trading_enums.ExchangeConstantsFundingColumns.NEXT_FUNDING_TIME.value: funding_next_timestamp | ||
| }) | ||
| except KeyError as e: | ||
| self.logger.error(f"Fail to parse funding dict ({e})") | ||
| return funding_dict | ||
|
|
||
| def parse_mark_price(self, mark_price_dict, from_ticker=False) -> dict: | ||
| if from_ticker and trading_constants.CCXT_INFO in mark_price_dict: | ||
| mark_price_dict = mark_price_dict[trading_constants.CCXT_INFO] | ||
|
|
||
| try: | ||
| mark_price_dict = { | ||
| trading_enums.ExchangeConstantsMarkPriceColumns.MARK_PRICE.value: | ||
| self.connector.client.safe_float(mark_price_dict, | ||
| trading_enums.ExchangeConstantsMarkPriceColumns.MARK_PRICE.value, | ||
| 0) | ||
| } | ||
| except KeyError as e: | ||
| self.logger.error(f"Fail to parse mark price dict ({e})") | ||
|
|
||
| return mark_price_dict | ||
|
|
||
| def parse_position_status(self, status): | ||
| statuses = { | ||
| 'Normal': 'open', | ||
| 'Liq': 'liquidating', | ||
| 'Adl': 'auto_deleveraging', | ||
| } | ||
| return trading_enums.PositionStatus(self.connector.client.safe_string(statuses, status, status)) | ||
|
|
||
| def _parse_position_margin_type(self, position_is_isolated): | ||
| return trading_enums.TraderPositionType.ISOLATED.value \ | ||
| if position_is_isolated else trading_enums.TraderPositionType.CROSS.value |