walrasquant-lib 0.4.20__py3-none-any.whl

walrasquant/exchange/bybit/exchange.py

@@ -0,0 +1,108 @@
+import ccxt
+import msgspec
+from typing import Any, Dict
+from walrasquant.base import ExchangeManager
+from walrasquant.exchange.bybit.schema import BybitMarket
+from walrasquant.exchange.bybit.constants import BybitAccountType
+from walrasquant.constants import AccountType, ConfigType
+from walrasquant.schema import InstrumentId
+from walrasquant.error import EngineBuildError
+
+
+class BybitExchangeManager(ExchangeManager):
+    api: ccxt.bybit
+    market: Dict[str, BybitMarket]
+    market_id: Dict[str, str]
+
+    def __init__(self, config: ConfigType | None = None):
+        resolved_config: ConfigType = {
+            "apiKey": config.get("apiKey", "") if config else "",
+            "secret": config.get("secret", "") if config else "",
+            "exchange_id": config.get("exchange_id", "bybit") if config else "bybit",
+            "sandbox": config.get("sandbox", False) if config else False,
+        }
+        if config and "password" in config:
+            resolved_config["password"] = config["password"]
+        super().__init__(resolved_config)
+
+    def load_markets(self, reload: bool = False) -> None:
+        market = self.api.load_markets(reload=reload)
+        for symbol, mkt in market.items():
+            try:
+                mkt_json = msgspec.json.encode(mkt)
+                mkt = msgspec.json.decode(mkt_json, type=BybitMarket)
+                if mkt.spot or mkt.linear or mkt.inverse or mkt.future:
+                    symbol = self._parse_symbol(mkt, exchange_suffix="BYBIT")
+                    mkt.symbol = symbol
+                    self.market[symbol] = mkt
+                    if mkt.type.value == "spot":
+                        self.market_id[f"{mkt.id}_spot"] = symbol
+                    elif mkt.option:
+                        self.market_id[f"{mkt.id}_option"] = symbol
+                    elif mkt.linear:
+                        self.market_id[f"{mkt.id}_linear"] = symbol
+                    elif mkt.inverse:
+                        self.market_id[f"{mkt.id}_inverse"] = symbol
+
+            except msgspec.ValidationError as ve:
+                self._log.warning(f"Symbol Format Error: {ve}, {symbol}, {mkt}")
+                continue
+
+    def validate_public_connector_config(
+        self, account_type: AccountType, basic_config: Any
+    ) -> None:
+        """Validate public connector configuration for Bybit exchange"""
+        if not isinstance(account_type, BybitAccountType):
+            raise EngineBuildError(
+                f"Expected BybitAccountType, got {type(account_type)}"
+            )
+
+        if (
+            account_type == BybitAccountType.UNIFIED
+            or account_type == BybitAccountType.UNIFIED_TESTNET
+        ):
+            raise EngineBuildError(
+                f"{account_type} is not supported for public connector."
+            )
+
+        if basic_config.testnet != account_type.is_testnet:
+            raise EngineBuildError(
+                f"The `testnet` setting of Bybit is not consistent with the public connector's account type `{account_type}`."
+            )
+
+    def validate_public_connector_limits(
+        self, existing_connectors: Dict[AccountType, Any]
+    ) -> None:
+        """Validate public connector limits for Bybit exchange"""
+        # Bybit has no specific connector limits
+        pass
+
+    def instrument_id_to_account_type(self, instrument_id: InstrumentId) -> AccountType:
+        """Convert an instrument ID to the appropriate account type for Bybit exchange"""
+        if instrument_id.is_spot:
+            return (
+                BybitAccountType.SPOT_TESTNET
+                if self.is_testnet
+                else BybitAccountType.SPOT
+            )
+        elif instrument_id.is_linear:
+            return (
+                BybitAccountType.LINEAR_TESTNET
+                if self.is_testnet
+                else BybitAccountType.LINEAR
+            )
+        elif instrument_id.is_inverse:
+            return (
+                BybitAccountType.INVERSE_TESTNET
+                if self.is_testnet
+                else BybitAccountType.INVERSE
+            )
+        else:
+            raise ValueError(f"Unsupported instrument type: {instrument_id.type}")
+
+
+if __name__ == "__main__":
+    exchange = BybitExchangeManager()
+    exchange.load_markets()
+    # print(exchange.market)
+    # print(exchange.market_id)

walrasquant/exchange/bybit/factory.py

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+"""
+Bybit exchange factory implementation.
+"""
+
+from typing import cast
+
+from walrasquant.constants import ExchangeType, AccountType, ConfigType
+from walrasquant.config import (
+    PublicConnectorConfig,
+    PrivateConnectorConfig,
+    BasicConfig,
+)
+from walrasquant.exchange.base_factory import ExchangeFactory, BuildContext
+from walrasquant.base import (
+    ExchangeManager,
+    PublicConnector,
+    PrivateConnector,
+    ExecutionManagementSystem,
+)
+
+from walrasquant.exchange.bybit.exchange import BybitExchangeManager
+from walrasquant.exchange.bybit.connector import (
+    BybitPublicConnector,
+    BybitPrivateConnector,
+)
+from walrasquant.exchange.bybit.ems import BybitExecutionManagementSystem
+from walrasquant.exchange.bybit.constants import BybitAccountType
+from walrasquant.exchange.bybit.schema import BybitMarket
+
+
+class BybitFactory(ExchangeFactory):
+    """Factory for creating Bybit exchange components."""
+
+    @property
+    def exchange_type(self) -> ExchangeType:
+        return ExchangeType.BYBIT
+
+    def create_manager(self, basic_config: BasicConfig) -> ExchangeManager:
+        """Create BybitExchangeManager."""
+        ccxt_config: ConfigType = {
+            "apiKey": basic_config.api_key or "",
+            "secret": basic_config.secret or "",
+            "exchange_id": "bybit",
+            "sandbox": basic_config.testnet,
+        }
+        if basic_config.passphrase:
+            ccxt_config["password"] = basic_config.passphrase
+
+        return BybitExchangeManager(ccxt_config)
+
+    def create_public_connector(
+        self,
+        config: PublicConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+    ) -> PublicConnector:
+        """Create BybitPublicConnector."""
+        if not isinstance(config.account_type, BybitAccountType):
+            raise TypeError("Bybit public connector requires BybitAccountType")
+        return BybitPublicConnector(
+            account_type=config.account_type,
+            exchange=cast(BybitExchangeManager, exchange),
+            msgbus=context.msgbus,
+            clock=context.clock,
+            task_manager=context.task_manager,
+            enable_rate_limit=config.enable_rate_limit,
+            custom_url=config.custom_url,
+            max_subscriptions_per_client=config.max_subscriptions_per_client,
+            max_clients=config.max_clients,
+        )
+
+    def create_private_connector(
+        self,
+        config: PrivateConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+        account_type: AccountType | None = None,
+    ) -> PrivateConnector:
+        """Create BybitPrivateConnector."""
+        # Use provided account_type or determine from exchange testnet status
+        if account_type:
+            final_account_type = account_type
+        else:
+            final_account_type = self.get_private_account_type(exchange, config)
+
+        if not isinstance(final_account_type, BybitAccountType):
+            raise TypeError("Bybit private connector requires BybitAccountType")
+        return BybitPrivateConnector(
+            exchange=cast(BybitExchangeManager, exchange),
+            account_type=final_account_type,
+            cache=context.cache,
+            clock=context.clock,
+            msgbus=context.msgbus,
+            registry=context.registry,
+            enable_rate_limit=config.enable_rate_limit,
+            task_manager=context.task_manager,
+            max_retries=config.max_retries,
+            delay_initial_ms=config.delay_initial_ms,
+            delay_max_ms=config.delay_max_ms,
+            backoff_factor=config.backoff_factor,
+            max_subscriptions_per_client=config.max_subscriptions_per_client,
+            max_clients=config.max_clients,
+            order_query_config=context.order_query_config,
+        )
+
+    def create_ems(
+        self, exchange: ExchangeManager, context: BuildContext
+    ) -> ExecutionManagementSystem:
+        """Create BybitExecutionManagementSystem."""
+        return BybitExecutionManagementSystem(
+            market=cast(dict[str, BybitMarket], exchange.market),
+            cache=context.cache,
+            msgbus=context.msgbus,
+            clock=context.clock,
+            task_manager=context.task_manager,
+            registry=context.registry,
+            queue_maxsize=context.queue_maxsize,
+        )
+
+    def get_private_account_type(
+        self, exchange: ExchangeManager, config: PrivateConnectorConfig
+    ) -> AccountType:
+        """Determine account type based on testnet status."""
+        return (
+            BybitAccountType.UNIFIED_TESTNET
+            if exchange.is_testnet
+            else BybitAccountType.UNIFIED
+        )