tardis-dev 13.19.1 → 13.20.1

package/src/consts.ts

@@ -24,6 +24,7 @@ export const EXCHANGES = [
   'poloniex',
   'bybit',
   'bybit-spot',
+  'bybit-options',
   'phemex',
   'delta',
   'ftx-us',
@@ -336,7 +337,29 @@ const BINANCE_OPTIONS_CHANNELS = ['TRADE', 'TICKER', 'DEPTH100', 'INDEX'] as con
 
 const PHEMEX_CHANNELS = ['book', 'orderbook_p', 'trades', 'trades_p', 'market24h', 'spot_market24h', 'perp_market24h_pack_p'] as const
 
-const BYBIT_CHANNELS = ['trade', 'instrument_info', 'orderBookL2_25', 'insurance', 'orderBook_200', 'liquidation'] as const
+const BYBIT_CHANNELS = [
+  'trade',
+  'instrument_info',
+  'orderBookL2_25',
+  'insurance',
+  'orderBook_200',
+  'liquidation',
+  'trade',
+  'instrument_info',
+  'orderBookL2_25',
+  'insurance',
+  'orderBook_200',
+  'liquidation',
+  'long_short_ratio',
+  'orderbook.1',
+  'orderbook.50',
+  'orderbook.500',
+  'publicTrade',
+  'tickers',
+  'liquidation'
+] as const
+
+const BYBIT_OPTIONS_CHANNELS = ['orderbook.25', 'orderbook.100', 'publicTrade', 'tickers']
 
 const HITBTC_CHANNELS = ['updateTrades', 'snapshotTrades', 'snapshotOrderbook', 'updateOrderbook'] as const
 
@@ -392,7 +415,7 @@ const MANGO_CHANNELS = [
 
 const HUOBI_DM_OPTIONS_CHANNELS = ['trade', 'detail', 'depth', 'bbo', 'open_interest', 'option_market_index', 'option_index'] as const
 
-const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth']
+const BYBIT_SPOT_CHANNELS = ['trade', 'bookTicker', 'depth', 'orderbook.1', 'orderbook.50', 'publicTrade', 'tickers', 'lt']
 
 const CRYPTO_COM_CHANNELS = ['trade', 'book', 'ticker', 'settlement', 'index', 'mark', 'funding']
 
@@ -445,6 +468,7 @@ export const EXCHANGE_CHANNELS_INFO = {
   'huobi-dm-linear-swap': HUOBI_DM_LINEAR_SWAP_CHANNELS,
   bybit: BYBIT_CHANNELS,
   'bybit-spot': BYBIT_SPOT_CHANNELS,
+  'bybit-options': BYBIT_OPTIONS_CHANNELS,
   okcoin: OKCOIN_CHANNELS,
   hitbtc: HITBTC_CHANNELS,
   coinflex: COINFLEX_CHANNELS,

package/src/mappers/bybit.ts

@@ -1,7 +1,317 @@
-import { upperCaseSymbols } from '../handy'
-import { BookChange, DerivativeTicker, Exchange, Liquidation, Trade } from '../types'
+import { asNumberIfValid, upperCaseSymbols } from '../handy'
+import { BookChange, BookTicker, DerivativeTicker, Exchange, Liquidation, OptionSummary, Trade } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
 
+// v5 https://bybit-exchange.github.io/docs/v5/ws/connect
+
+export class BybitV5TradesMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', Trade> {
+  constructor(private readonly _exchange: Exchange) {}
+
+  canHandle(message: BybitV5Trade) {
+    if (message.topic === undefined) {
+      return false
+    }
+
+    return message.topic.startsWith('publicTrade.')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'publicTrade',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5Trade, localTimestamp: Date): IterableIterator<Trade> {
+    for (const trade of message.data) {
+      yield {
+        type: 'trade',
+        symbol: trade.s,
+        exchange: this._exchange,
+        id: trade.i,
+        price: Number(trade.p),
+        amount: Number(trade.v),
+        side: trade.S == 'Buy' ? 'buy' : trade.S === 'Sell' ? 'sell' : 'unknown',
+        timestamp: new Date(trade.T),
+        localTimestamp
+      }
+    }
+  }
+}
+
+export class BybitV5BookChangeMapper implements Mapper<'bybit' | 'bybit-spot' | 'bybit-options', BookChange> {
+  constructor(protected readonly _exchange: Exchange, private readonly _depth: number) {}
+
+  canHandle(message: BybitV5OrderBookMessage) {
+    if (message.topic === undefined) {
+      return false
+    }
+    return message.topic.startsWith(`orderbook.${this._depth}.`)
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+    return [
+      {
+        channel: `orderbook.${this._depth}`,
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5OrderBookMessage, localTimestamp: Date) {
+    yield {
+      type: 'book_change',
+      symbol: message.data.s,
+      exchange: this._exchange,
+      isSnapshot: message.type === 'snapshot',
+      bids: message.data.b.map(this._mapBookLevel),
+      asks: message.data.a.map(this._mapBookLevel),
+      timestamp: new Date(message.ts),
+      localTimestamp
+    } as const
+  }
+
+  private _mapBookLevel(level: [string, string]) {
+    return { price: Number(level[0]), amount: Number(level[1]) }
+  }
+}
+
+export class BybitV5BookTickerMapper implements Mapper<'bybit' | 'bybit-spot', BookTicker> {
+  private _snapshots: {
+    [key: string]: {
+      askAmount: number | undefined
+      askPrice: number | undefined
+      bidPrice: number | undefined
+      bidAmount: number | undefined
+    }
+  } = {}
+
+  constructor(protected readonly _exchange: Exchange) {}
+
+  canHandle(message: BybitV5OrderBookMessage) {
+    if (message.topic === undefined) {
+      return false
+    }
+    return message.topic.startsWith(`orderbook.1.`)
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+    return [
+      {
+        channel: 'orderbook.1',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5OrderBookMessage, localTimestamp: Date) {
+    const bestAsk = message.data.a[0]
+    const bestBid = message.data.b[0]
+
+    if (message.type === 'snapshot') {
+      this._snapshots[message.data.s] = {
+        askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : undefined,
+        askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : undefined,
+        bidPrice: bestBid !== undefined ? Number(bestBid[0]) : undefined,
+        bidAmount: bestBid !== undefined ? Number(bestBid[1]) : undefined
+      }
+    }
+
+    const matchingSnapshot = this._snapshots[message.data.s]
+    if (!matchingSnapshot) {
+      return
+    }
+
+    const bookTicker: BookTicker = {
+      type: 'book_ticker',
+      symbol: message.data.s,
+      exchange: this._exchange,
+      askAmount: bestAsk !== undefined ? Number(bestAsk[1]) : matchingSnapshot.askAmount,
+      askPrice: bestAsk !== undefined ? Number(bestAsk[0]) : matchingSnapshot.askPrice,
+      bidPrice: bestBid !== undefined ? Number(bestBid[0]) : matchingSnapshot.bidPrice,
+      bidAmount: bestBid !== undefined ? Number(bestBid[1]) : matchingSnapshot.bidAmount,
+      timestamp: new Date(message.ts),
+      localTimestamp: localTimestamp
+    }
+
+    yield bookTicker
+  }
+}
+
+export class BybitV5DerivativeTickerMapper implements Mapper<'bybit', DerivativeTicker> {
+  private readonly pendingTickerInfoHelper = new PendingTickerInfoHelper()
+
+  canHandle(message: BybitV5DerivTickerMessage) {
+    if (message.topic === undefined) {
+      return false
+    }
+
+    return message.topic.startsWith('tickers.')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'tickers',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5DerivTickerMessage, localTimestamp: Date): IterableIterator<DerivativeTicker> {
+    const instrumentInfo = message.data
+
+    const pendingTickerInfo = this.pendingTickerInfoHelper.getPendingTickerInfo(instrumentInfo.symbol, 'bybit')
+
+    if (instrumentInfo.fundingRate !== undefined && instrumentInfo.fundingRate !== '') {
+      pendingTickerInfo.updateFundingRate(Number(instrumentInfo.fundingRate))
+    }
+
+    if (instrumentInfo.nextFundingTime !== undefined && instrumentInfo.nextFundingTime !== '') {
+      pendingTickerInfo.updateFundingTimestamp(new Date(Number(instrumentInfo.nextFundingTime)))
+    }
+
+    if (instrumentInfo.indexPrice !== undefined && instrumentInfo.indexPrice !== '') {
+      pendingTickerInfo.updateIndexPrice(Number(instrumentInfo.indexPrice))
+    }
+
+    if (instrumentInfo.markPrice !== undefined && instrumentInfo.markPrice !== '') {
+      pendingTickerInfo.updateMarkPrice(Number(instrumentInfo.markPrice))
+    }
+
+    if (instrumentInfo.openInterest !== undefined && instrumentInfo.openInterest !== '') {
+      pendingTickerInfo.updateOpenInterest(Number(instrumentInfo.openInterest))
+    }
+
+    if (instrumentInfo.lastPrice !== undefined && instrumentInfo.lastPrice !== '') {
+      pendingTickerInfo.updateLastPrice(Number(instrumentInfo.lastPrice))
+    }
+
+    pendingTickerInfo.updateTimestamp(new Date(message.ts))
+
+    if (pendingTickerInfo.hasChanged()) {
+      yield pendingTickerInfo.getSnapshot(localTimestamp)
+    }
+  }
+}
+
+export class BybitV5LiquidationsMapper implements Mapper<'bybit', Liquidation> {
+  constructor(private readonly _exchange: Exchange) {}
+  canHandle(message: BybitV5LiquidationMessage) {
+    if (message.topic === undefined) {
+      return false
+    }
+
+    return message.topic.startsWith('liquidation.')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'liquidation',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5LiquidationMessage, localTimestamp: Date): IterableIterator<Liquidation> {
+    // from bybit telegram: When "side":"Buy", a long position was liquidated. Will fix the docs.
+
+    const bybitLiquidation = message.data
+    const liquidation: Liquidation = {
+      type: 'liquidation',
+      symbol: bybitLiquidation.symbol,
+      exchange: this._exchange,
+      id: undefined,
+      price: Number(bybitLiquidation.price),
+      amount: Number(bybitLiquidation.size),
+      side: bybitLiquidation.side == 'Buy' ? 'sell' : 'buy',
+      timestamp: new Date(message.ts),
+      localTimestamp
+    }
+
+    yield liquidation
+  }
+}
+
+export class BybitV5OptionSummaryMapper implements Mapper<'bybit-options', OptionSummary> {
+  canHandle(message: BybitV5OptionTickerMessage) {
+    if (message.topic === undefined) {
+      return false
+    }
+
+    return message.topic.startsWith('tickers.')
+  }
+
+  getFilters(symbols?: string[]) {
+    symbols = upperCaseSymbols(symbols)
+
+    return [
+      {
+        channel: 'tickers',
+        symbols
+      } as const
+    ]
+  }
+
+  *map(message: BybitV5OptionTickerMessage, localTimestamp: Date) {
+    const symbolParts = message.data.symbol.split('-')
+
+    const isPut = symbolParts[3] === 'P'
+
+    const strikePrice = Number(symbolParts[2])
+
+    const expirationDate = new Date(symbolParts[1] + 'Z')
+    expirationDate.setUTCHours(8)
+
+    const optionSummary: OptionSummary = {
+      type: 'option_summary',
+      symbol: message.data.symbol,
+      exchange: 'bybit-options',
+      optionType: isPut ? 'put' : 'call',
+      strikePrice,
+      expirationDate,
+
+      bestBidPrice: asNumberIfValid(message.data.bidPrice),
+      bestBidAmount: asNumberIfValid(message.data.bidSize),
+      bestBidIV: asNumberIfValid(message.data.bidIv),
+
+      bestAskPrice: asNumberIfValid(message.data.askPrice),
+      bestAskAmount: asNumberIfValid(message.data.askSize),
+      bestAskIV: asNumberIfValid(message.data.askIv),
+
+      lastPrice: asNumberIfValid(message.data.lastPrice),
+      openInterest: asNumberIfValid(message.data.openInterest),
+
+      markPrice: asNumberIfValid(message.data.markPrice),
+      markIV: asNumberIfValid(message.data.markPriceIv),
+
+      delta: asNumberIfValid(message.data.delta),
+      gamma: asNumberIfValid(message.data.gamma),
+      vega: asNumberIfValid(message.data.vega),
+      theta: asNumberIfValid(message.data.theta),
+      rho: undefined,
+
+      underlyingPrice: asNumberIfValid(message.data.underlyingPrice),
+      underlyingIndex: '',
+      timestamp: new Date(message.ts),
+      localTimestamp: localTimestamp
+    }
+
+    yield optionSummary
+  }
+}
+
 // https://github.com/bybit-exchange/bybit-official-api-docs/blob/master/en/websocket.md
 
 export class BybitTradesMapper implements Mapper<'bybit', Trade> {
@@ -96,9 +406,6 @@ export class BybitBookChangeMapper implements Mapper<'bybit', BookChange> {
           : message.data
         : [...message.data.delete, ...message.data.update, ...message.data.insert]
 
-    // TODO: test instrument info
-    // TODO: test liquidations?
-
     const timestampBybit = message.timestamp_e6 !== undefined ? Number(message.timestamp_e6) : Number(message.timestampE6)
     const timestamp = new Date(timestampBybit / 1000)
     timestamp.μs = timestampBybit % 1000
@@ -276,6 +583,122 @@ export class BybitLiquidationsMapper implements Mapper<'bybit', Liquidation> {
   }
 }
 
+type BybitV5Trade =
+  | {
+      topic: 'publicTrade.LTCUSDT'
+      type: 'snapshot'
+      ts: 1680688979985
+      data: [
+        {
+          T: 1680688979983
+          s: 'LTCUSDT'
+          S: 'Buy'
+          v: '0.4'
+          p: '94.53'
+          L: 'ZeroMinusTick'
+          i: '4c7b6bdc-b4a3-5716-9c7b-bbe01dc7072f'
+          BT: false
+        }
+      ]
+    }
+  | {
+      topic: 'publicTrade.BTCUSDC'
+      ts: 1680688980000
+      type: 'snapshot'
+      data: [{ i: '2240000000041223438'; T: 1680688979998; p: '28528.98'; v: '0.00433'; S: 'Buy'; s: 'BTCUSDC'; BT: false }]
+    }
+  | {
+      id: 'publicTrade.BTC-3414637898-1680652922102'
+      topic: 'publicTrade.BTC'
+      ts: 1680652922102
+      data: [
+        { p: '985'; v: '0.01'; i: '0404c393-8419-5bac-95c3-5fea28404754'; T: 1680652922081; BT: false; s: 'BTC-28APR23-29500-C'; S: 'Sell' }
+      ]
+      type: 'snapshot'
+    }
+
+type BybitV5OrderBookMessage = {
+  topic: 'orderbook.50.LTCUSD'
+  type: 'snapshot' | 'delta'
+  ts: 1680673822478
+  data: {
+    s: string
+    b: [string, string][]
+    a: [string, string][]
+    u: 11802648
+    seq: 941860281
+  }
+}
+
+type BybitV5DerivTickerMessage = {
+  topic: 'tickers.BTCUSD'
+  type: 'snapshot' | 'delta'
+  data: {
+    symbol: string
+    lastPrice?: string
+
+    markPrice?: string
+    indexPrice?: string
+    openInterest?: string
+    openInterestValue?: string
+    nextFundingTime?: string
+    fundingRate?: string
+    bid1Price?: string
+    bid1Size?: string
+    ask1Price?: string
+    ask1Size?: string
+  }
+  cs: 20856433578
+  ts: 1680673822577
+}
+
+type BybitV5LiquidationMessage = {
+  data: {
+    price: '0.03803'
+    side: 'Buy'
+    size: '1637'
+    symbol: 'GALAUSDT'
+    updatedTime: 1673251091822
+  }
+  topic: 'liquidation.GALAUSDT'
+  ts: 1673251091822
+  type: 'snapshot'
+}
+
+type BybitV5OptionTickerMessage = {
+  id: 'tickers.ETH-30JUN23-200-P-3164908233-1680652859919'
+  topic: 'tickers.ETH-30JUN23-200-P'
+  ts: 1680652859919
+  data: {
+    symbol: 'ETH-30JUN23-200-P'
+    bidPrice: '0.1'
+    bidSize: '5'
+    bidIv: '1.4744'
+    askPrice: '0'
+    askSize: '0'
+    askIv: '0'
+    lastPrice: '1'
+    highPrice24h: '0'
+    lowPrice24h: '0'
+    markPrice: '0.2548522'
+    indexPrice: '1871.27'
+    markPriceIv: '1.5991'
+    underlyingPrice: '1886.16'
+    openInterest: '231.5'
+    turnover24h: '0'
+    volume24h: '0'
+    totalVolume: '232'
+    totalTurnover: '362305'
+    delta: '-0.00052953'
+    gamma: '0.00000128'
+    vega: '0.01719155'
+    theta: '-0.0159208'
+    predictedDeliveryPrice: '0'
+    change24h: '0'
+  }
+  type: 'snapshot'
+}
+
 type BybitDataMessage = {
   topic: string
 }

package/src/mappers/index.ts

@@ -29,7 +29,18 @@ import {
 import { BitnomialBookChangMapper, bitnomialTradesMapper } from './bitnomial'
 import { BitstampBookChangeMapper, bitstampTradesMapper } from './bitstamp'
 import { BlockchainComBookChangeMapper, BlockchainComTradesMapper } from './blockchaincom'
-import { BybitBookChangeMapper, BybitDerivativeTickerMapper, BybitLiquidationsMapper, BybitTradesMapper } from './bybit'
+import {
+  BybitBookChangeMapper,
+  BybitDerivativeTickerMapper,
+  BybitLiquidationsMapper,
+  BybitTradesMapper,
+  BybitV5BookChangeMapper,
+  BybitV5BookTickerMapper,
+  BybitV5DerivativeTickerMapper,
+  BybitV5LiquidationsMapper,
+  BybitV5OptionSummaryMapper,
+  BybitV5TradesMapper
+} from './bybit'
 import { BybitSpotBookChangeMapper, BybitSpotBookTickerMapper, BybitSpotTradesMapper } from './bybitspot'
 import { CoinbaseBookChangMapper, coinbaseBookTickerMapper, coinbaseTradesMapper } from './coinbase'
 import { coinflexBookChangeMapper, CoinflexDerivativeTickerMapper, coinflexTradesMapper } from './coinflex'
@@ -136,6 +147,12 @@ const shouldIgnoreBookSnapshotOverlap = (date: Date) => {
   return isRealTime(date) === false
 }
 
+const BYBIT_V5_API_SWITCH_DATE = new Date('2023-04-05T00:00:00.000Z')
+
+const shouldUseBybitV5Mappers = (localTimestamp: Date) => {
+  return isRealTime(localTimestamp) || localTimestamp.valueOf() >= BYBIT_V5_API_SWITCH_DATE.valueOf()
+}
+
 const tradesMappers = {
   bitmex: () => bitmexTradesMapper,
   binance: () => new BinanceTradesMapper('binance'),
@@ -172,7 +189,8 @@ const tradesMappers = {
   'huobi-dm-swap': () => new HuobiTradesMapper('huobi-dm-swap'),
   'huobi-dm-linear-swap': () => new HuobiTradesMapper('huobi-dm-linear-swap'),
   'huobi-dm-options': () => new HuobiTradesMapper('huobi-dm-options'),
-  bybit: () => new BybitTradesMapper('bybit'),
+  bybit: (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit') : new BybitTradesMapper('bybit'),
   okcoin: () => new OkexTradesMapper('okcoin', 'spot'),
   hitbtc: () => hitBtcTradesMapper,
   phemex: () => phemexTradesMapper,
@@ -189,13 +207,15 @@ const tradesMappers = {
   serum: () => new SerumTradesMapper('serum'),
   'star-atlas': () => new SerumTradesMapper('star-atlas'),
   mango: () => new SerumTradesMapper('mango'),
-  'bybit-spot': () => new BybitSpotTradesMapper('bybit-spot'),
+  'bybit-spot': (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5TradesMapper('bybit-spot') : new BybitSpotTradesMapper('bybit-spot'),
   'crypto-com': () => new CryptoComTradesMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComTradesMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinTradesMapper('kucoin'),
   bitnomial: () => bitnomialTradesMapper,
   'woo-x': () => wooxTradesMapper,
-  'blockchain-com': () => new BlockchainComTradesMapper()
+  'blockchain-com': () => new BlockchainComTradesMapper(),
+  'bybit-options': () => new BybitV5TradesMapper('bybit-options')
 }
 
 const bookChangeMappers = {
@@ -247,8 +267,10 @@ const bookChangeMappers = {
   'huobi-dm-swap': () => new HuobiBookChangeMapper('huobi-dm-swap'),
   'huobi-dm-linear-swap': () => new HuobiBookChangeMapper('huobi-dm-linear-swap'),
   'huobi-dm-options': () => new HuobiBookChangeMapper('huobi-dm-options'),
-  'bybit-spot': () => new BybitSpotBookChangeMapper('bybit-spot'),
-  bybit: () => new BybitBookChangeMapper('bybit', false),
+  'bybit-spot': (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit-spot', 50) : new BybitSpotBookChangeMapper('bybit-spot'),
+  bybit: (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookChangeMapper('bybit', 50) : new BybitBookChangeMapper('bybit', false),
   okcoin: (localTimestamp: Date) =>
     new OkexBookChangeMapper('okcoin', 'spot', localTimestamp.valueOf() >= new Date('2020-02-13').valueOf()),
   hitbtc: () => hitBtcBookChangeMapper,
@@ -271,7 +293,8 @@ const bookChangeMappers = {
   kucoin: (localTimestamp: Date) => new KucoinBookChangeMapper('kucoin', isRealTime(localTimestamp) === false),
   bitnomial: () => new BitnomialBookChangMapper(),
   'woo-x': () => new WooxBookChangeMapper(),
-  'blockchain-com': () => new BlockchainComBookChangeMapper()
+  'blockchain-com': () => new BlockchainComBookChangeMapper(),
+  'bybit-options': () => new BybitV5BookChangeMapper('bybit-options', 25)
 }
 
 const derivativeTickersMappers = {
@@ -289,7 +312,8 @@ const derivativeTickersMappers = {
   'okex-swap': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5DerivativeTickerMapper('okex-swap') : new OkexDerivativeTickerMapper('okex-swap'),
 
-  bybit: () => new BybitDerivativeTickerMapper(),
+  bybit: (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5DerivativeTickerMapper() : new BybitDerivativeTickerMapper(),
   phemex: () => new PhemexDerivativeTickerMapper(),
   ftx: () => new FTXDerivativeTickerMapper('ftx'),
   delta: (localTimestamp: Date) => new DeltaDerivativeTickerMapper(localTimestamp.valueOf() >= new Date('2020-10-14').valueOf()),
@@ -310,7 +334,8 @@ const optionsSummaryMappers = {
   'okex-options': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp) ? new OkexV5OptionSummaryMapper() : new OkexOptionSummaryMapper(),
   'binance-options': () => new BinanceOptionSummaryMapper(),
-  'huobi-dm-options': () => new HuobiOptionsSummaryMapper()
+  'huobi-dm-options': () => new HuobiOptionsSummaryMapper(),
+  'bybit-options': () => new BybitV5OptionSummaryMapper()
 }
 
 const liquidationsMappers = {
@@ -324,7 +349,8 @@ const liquidationsMappers = {
   'huobi-dm': () => new HuobiLiquidationsMapper('huobi-dm'),
   'huobi-dm-swap': () => new HuobiLiquidationsMapper('huobi-dm-swap'),
   'huobi-dm-linear-swap': () => new HuobiLiquidationsMapper('huobi-dm-linear-swap'),
-  bybit: () => new BybitLiquidationsMapper('bybit'),
+  bybit: (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5LiquidationsMapper('bybit') : new BybitLiquidationsMapper('bybit'),
   'okex-futures': (localTimestamp: Date) =>
     shouldUseOkexV5Mappers(localTimestamp)
       ? new OkexV5LiquidationsMapper('okex-futures')
@@ -379,12 +405,14 @@ const bookTickersMappers = {
   'star-atlas': () => new SerumBookTickerMapper('star-atlas'),
   mango: () => new SerumBookTickerMapper('mango'),
   'gate-io-futures': () => new GateIOFuturesBookTickerMapper('gate-io-futures'),
-  'bybit-spot': () => new BybitSpotBookTickerMapper('bybit-spot'),
+  'bybit-spot': (localTimestamp: Date) =>
+    shouldUseBybitV5Mappers(localTimestamp) ? new BybitV5BookTickerMapper('bybit-spot') : new BybitSpotBookTickerMapper('bybit-spot'),
   'crypto-com': () => new CryptoComBookTickerMapper('crypto-com'),
   'crypto-com-derivatives': () => new CryptoComBookTickerMapper('crypto-com-derivatives'),
   kucoin: () => new KucoinBookTickerMapper('kucoin'),
   'woo-x': () => new WooxBookTickerMapper(),
-  delta: () => new DeltaBookTickerMapper()
+  delta: () => new DeltaBookTickerMapper(),
+  bybit: () => new BybitV5BookTickerMapper('bybit')
 }
 
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, localTimestamp: Date): Mapper<T, Trade> => {