walrasquant-lib 0.4.20__py3-none-any.whl

walrasquant/exchange/bybit/schema.py

@@ -0,0 +1,867 @@
+import msgspec
+from decimal import Decimal
+from typing import Final
+from typing import Dict, Any, Generic, TypeVar, List
+from walrasquant.schema import BaseMarket, Balance, BookOrderData
+from walrasquant.exchange.bybit.constants import (
+    BybitProductType,
+    BybitOrderSide,
+    BybitOrderType,
+    BybitTimeInForce,
+    BybitOrderStatus,
+    BybitTriggerType,
+    BybitStopOrderType,
+    BybitTriggerDirection,
+    BybitPositionIdx,
+    BybitPositionSide,
+    BybitOpType,
+    BybitKlineInterval,
+)
+
+
+BYBIT_PONG: Final[str] = "pong"
+
+
+class BybitKlineResponseArray(msgspec.Struct, array_like=True):
+    startTime: str
+    openPrice: str
+    highPrice: str
+    lowPrice: str
+    closePrice: str
+    volume: str
+    turnover: str
+
+
+class BybitKlineResponseResult(msgspec.Struct):
+    symbol: str
+    category: BybitProductType
+    list: list[BybitKlineResponseArray]
+
+
+class BybitKlineResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitKlineResponseResult
+    time: int
+
+
+class BybitIndexKlineResponseArray(msgspec.Struct, array_like=True):
+    startTime: str
+    openPrice: str
+    highPrice: str
+    lowPrice: str
+    closePrice: str
+
+
+class BybitIndexKlineResponseResult(msgspec.Struct):
+    symbol: str
+    category: BybitProductType
+    list: list[BybitIndexKlineResponseArray]
+
+
+class BybitIndexKlineResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitIndexKlineResponseResult
+    time: int
+
+
+class BybitWsKline(msgspec.Struct):
+    start: int
+    end: int
+    interval: BybitKlineInterval
+    open: str
+    close: str
+    high: str
+    low: str
+    volume: str
+    turnover: str
+    confirm: bool
+    timestamp: int
+
+
+class BybitWsKlineMsg(msgspec.Struct):
+    # Topic name
+    topic: str
+    ts: int
+    type: str
+    data: list[BybitWsKline]
+
+
+class BybitOrder(msgspec.Struct, omit_defaults=True, kw_only=True):
+    orderId: str
+    orderLinkId: str
+    blockTradeId: str | None = None
+    symbol: str
+    price: str
+    qty: str
+    side: BybitOrderSide
+    isLeverage: str
+    positionIdx: int
+    orderStatus: BybitOrderStatus
+    cancelType: str
+    rejectReason: str
+    avgPrice: str | None = None
+    leavesQty: str
+    leavesValue: str
+    cumExecQty: str
+    cumExecValue: str
+    cumExecFee: str
+    timeInForce: BybitTimeInForce
+    orderType: BybitOrderType
+    stopOrderType: BybitStopOrderType
+    orderIv: str
+    triggerPrice: str
+    takeProfit: str
+    stopLoss: str
+    tpTriggerBy: str
+    slTriggerBy: str
+    triggerDirection: BybitTriggerDirection = BybitTriggerDirection.NONE
+    triggerBy: BybitTriggerType
+    lastPriceOnCreated: str
+    reduceOnly: bool
+    closeOnTrigger: bool
+    smpType: str
+    smpGroup: int
+    smpOrderId: str
+    tpslMode: str | None = None
+    tpLimitPrice: str
+    slLimitPrice: str
+    placeType: str
+    createdTime: str
+    updatedTime: str
+
+
+class BybitOrderResult(msgspec.Struct):
+    orderId: str
+    orderLinkId: str
+
+
+class BybitOrderResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitOrderResult
+    time: int
+
+
+class BybitBatchOrderResult(msgspec.Struct):
+    category: str
+    symbol: str
+    orderId: str
+    orderLinkId: str
+    createAt: str
+
+
+class BybitBatchOrderExtInfo(msgspec.Struct):
+    code: int
+    msg: str
+
+
+class BybitPositionStruct(msgspec.Struct, kw_only=True):
+    positionIdx: BybitPositionIdx
+    riskId: int
+    riskLimitValue: str
+    symbol: str
+    side: BybitPositionSide
+    size: str
+    avgPrice: str
+    positionValue: str
+    tradeMode: int
+    positionStatus: str
+    autoAddMargin: int
+    adlRankIndicator: int
+    leverage: str
+    positionBalance: str
+    markPrice: str
+    liqPrice: str
+    bustPrice: str
+    positionMM: str
+    positionIM: str
+    takeProfit: str
+    stopLoss: str
+    trailingStop: str
+    unrealisedPnl: str
+    cumRealisedPnl: str
+    createdTime: str
+    updatedTime: str
+    tpslMode: str | None = None
+    delta: str | None = None
+    gamma: str | None = None
+    vega: str | None = None
+    theta: str | None = None
+
+
+T = TypeVar("T")
+
+
+class BybitListResult(Generic[T], msgspec.Struct):
+    list: list[T]
+    nextPageCursor: str | None = None
+    category: BybitProductType | None = None
+
+
+class BybitPositionResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitPositionStruct]
+    time: int
+
+
+class BybitOrderHistoryResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitOrder]
+    time: int
+
+
+class BybitOpenOrdersResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitOrder]
+    time: int
+
+
+class BybitResponse(msgspec.Struct, frozen=True):
+    retCode: int
+    retMsg: str
+    result: Dict[str, Any]
+    time: int
+    retExtInfo: Dict[str, Any] | None = None
+
+
+class BybitWsApiGeneralMsg(msgspec.Struct):
+    retCode: int
+    op: BybitOpType
+    retMsg: str
+
+    @property
+    def is_success(self):
+        return self.retCode == 0
+
+    @property
+    def error_msg(self):
+        return f"code={self.retCode}, msg={self.retMsg}"
+
+    @property
+    def is_auth(self):
+        return self.op == BybitOpType.AUTH
+
+    @property
+    def is_ping(self):
+        return self.op == BybitOpType.PING
+
+    @property
+    def is_pong(self):
+        return self.op == BybitOpType.PONG
+
+    @property
+    def is_order_create(self):
+        return self.op == BybitOpType.ORDER_CREATE
+
+    @property
+    def is_order_amend(self):
+        return self.op == BybitOpType.ORDER_AMEND
+
+    @property
+    def is_order_cancel(self):
+        return self.op == BybitOpType.ORDER_CANCEL
+
+    @property
+    def is_order_create_batch(self):
+        return self.op == BybitOpType.ORDER_CREATE_BATCH
+
+    @property
+    def is_order_amend_batch(self):
+        return self.op == BybitOpType.ORDER_AMEND_BATCH
+
+    @property
+    def is_order_cancel_batch(self):
+        return self.op == BybitOpType.ORDER_CANCEL_BATCH
+
+
+class BybitWsApiOrderMsgData(msgspec.Struct):
+    orderId: str | None = None
+    orderLinkId: str | None = None
+
+
+class BybitWsApiOrderMsg(msgspec.Struct):
+    reqId: str
+    retCode: int
+    retMsg: str
+    data: BybitWsApiOrderMsgData | None = None
+
+    @property
+    def oid(self):
+        return self.reqId[1:].rsplit(".", 1)[0]  # strip prefix and reqId nonce
+
+    @property
+    def is_success(self):
+        return self.retCode == 0
+
+    @property
+    def error_msg(self):
+        return f"code={self.retCode}, msg={self.retMsg}"
+
+
+class BybitWsMessageGeneral(msgspec.Struct):
+    success: bool | None = None
+    conn_id: str = ""
+    op: str = ""
+    topic: str = ""
+    ret_msg: str = ""
+    args: list[str] = []
+
+    @property
+    def is_pong(self):
+        # NOTE: for private ws, pong message has 'ret_msg' is None, the 'op' is 'pong'
+        return self.ret_msg == BYBIT_PONG or self.op == BYBIT_PONG
+
+
+class BybitWsOrderbookDepth(msgspec.Struct):
+    # symbol
+    s: str
+    # bids
+    b: list[list[str]]
+    # asks
+    a: list[list[str]]
+    # Update ID. Is a sequence. Occasionally, you'll receive "u"=1, which is a
+    # snapshot data due to the restart of the service.
+    u: int
+    # Cross sequence
+    seq: int
+
+
+class BybitWsOrderbookDepthMsg(msgspec.Struct):
+    topic: str
+    type: str
+    ts: int
+    data: BybitWsOrderbookDepth
+
+
+class BybitOrderBook(msgspec.Struct):
+    bids: Dict[
+        float, float
+    ] = {}  # key: price, value: size when sorted return (price, size)
+    asks: Dict[float, float] = {}
+
+    def parse_orderbook_depth(self, msg: BybitWsOrderbookDepthMsg, levels: int = 1):
+        if msg.type == "snapshot":
+            self._handle_snapshot(msg.data)
+        elif msg.type == "delta":
+            self._handle_delta(msg.data)
+        return self._get_orderbook(levels)
+
+    def _handle_snapshot(self, data: BybitWsOrderbookDepth) -> None:
+        if data.b:
+            self.bids.clear()
+        if data.a:
+            self.asks.clear()
+
+        for price, size in data.b:
+            self.bids[float(price)] = float(size)
+
+        for price, size in data.a:
+            self.asks[float(price)] = float(size)
+
+    def _handle_delta(self, data: BybitWsOrderbookDepth) -> None:
+        for price, size in data.b:
+            if float(size) == 0:
+                self.bids.pop(float(price))
+            else:
+                self.bids[float(price)] = float(size)
+
+        for price, size in data.a:
+            if float(size) == 0:
+                self.asks.pop(float(price))
+            else:
+                self.asks[float(price)] = float(size)
+
+    def _get_orderbook(self, levels: int):
+        bids = sorted(self.bids.items(), reverse=True)[:levels]  # bids descending
+        asks = sorted(self.asks.items())[:levels]  # asks ascending
+
+        bids = [BookOrderData(price=price, size=size) for price, size in bids]
+        asks = [BookOrderData(price=price, size=size) for price, size in asks]
+
+        return {
+            "bids": bids,
+            "asks": asks,
+        }
+
+
+class BybitWsTrade(msgspec.Struct):
+    # The timestamp (ms) that the order is filled
+    T: int
+    # Symbol name
+    s: str
+    # Side of taker. Buy,Sell
+    S: BybitOrderSide
+    # Trade size
+    v: str
+    # Trade price
+    p: str
+    # Trade id
+    i: str
+    # Whether is a block trade or not
+    BT: bool
+    # Direction of price change
+    L: str | None = None
+    # Message id unique to options
+    id: str | None = None
+    # Mark price, unique field for option
+    mP: str | None = None
+    # Index price, unique field for option
+    iP: str | None = None
+    # Mark iv, unique field for option
+    mIv: str | None = None
+    # iv, unique field for option
+    iv: str | None = None
+
+
+class BybitWsTradeMsg(msgspec.Struct):
+    topic: str
+    type: str
+    ts: int
+    data: list[BybitWsTrade]
+
+
+class BybitWsOrder(msgspec.Struct, kw_only=True):
+    category: BybitProductType
+    symbol: str
+    orderId: str
+    side: BybitOrderSide
+    orderType: BybitOrderType
+    cancelType: str
+    price: str
+    qty: str
+    orderIv: str
+    timeInForce: BybitTimeInForce
+    orderStatus: BybitOrderStatus
+    orderLinkId: str
+    lastPriceOnCreated: str
+    reduceOnly: bool
+    leavesQty: str
+    leavesValue: str
+    cumExecQty: str
+    cumExecValue: str
+    avgPrice: str
+    blockTradeId: str
+    positionIdx: BybitPositionIdx
+    cumExecFee: str
+    createdTime: str
+    updatedTime: str
+    rejectReason: str
+    triggerPrice: str
+    takeProfit: str
+    stopLoss: str
+    tpTriggerBy: str
+    slTriggerBy: str
+    tpLimitPrice: str
+    slLimitPrice: str
+    closeOnTrigger: bool
+    placeType: str
+    smpType: str
+    smpGroup: int
+    smpOrderId: str
+    feeCurrency: str | None = None
+    triggerBy: BybitTriggerType
+    stopOrderType: BybitStopOrderType
+    triggerDirection: BybitTriggerDirection = BybitTriggerDirection.NONE
+    tpslMode: str | None = None
+    createType: str | None = None
+
+
+class BybitWsOrderMsg(msgspec.Struct):
+    topic: str
+    id: str
+    creationTime: int
+    data: list[BybitWsOrder]
+
+
+class BybitLotSizeFilter(msgspec.Struct):
+    basePrecision: str | None = None
+    quotePrecision: str | None = None
+    minOrderQty: str | None = None
+    maxOrderQty: str | None = None
+    minOrderAmt: str | None = None
+    maxOrderAmt: str | None = None
+    qtyStep: str | None = None
+    postOnlyMaxOrderQty: str | None = None
+    maxMktOrderQty: str | None = None
+    minNotionalValue: str | None = None
+
+
+class BybitPriceFilter(msgspec.Struct):
+    minPrice: str | None = None
+    maxPrice: str | None = None
+    tickSize: str | None = None
+
+
+class BybitRiskParameters(msgspec.Struct):
+    limitParameter: str | None = None
+    marketParameter: str | None = None
+
+
+class BybitLeverageFilter(msgspec.Struct):
+    minLeverage: str | None = None
+    maxLeverage: str | None = None
+    leverageStep: str | None = None
+
+
+class BybitMarketInfo(msgspec.Struct):
+    symbol: str
+    baseCoin: str
+    quoteCoin: str
+    innovation: str | None = None
+    status: str | None = None
+    marginTrading: str | None = None
+    lotSizeFilter: BybitLotSizeFilter | None = None
+    priceFilter: BybitPriceFilter | None = None
+    riskParameters: BybitRiskParameters | None = None
+    settleCoin: str | None = None
+    optionsType: str | None = None
+    launchTime: str | None = None
+    deliveryTime: str | None = None
+    deliveryFeeRate: str | None = None
+    contractType: str | None = None
+    priceScale: str | None = None
+    leverageFilter: BybitLeverageFilter | None = None
+    unifiedMarginTrade: bool | None = None
+    fundingInterval: str | int | None = None
+    copyTrading: str | None = None
+    upperFundingRate: str | None = None
+    lowerFundingRate: str | None = None
+    isPreListing: bool | None = None
+    preListingInfo: dict | None = None
+
+
+class BybitMarket(BaseMarket):
+    info: BybitMarketInfo
+    feeSide: str
+
+
+class BybitCoinBalance(msgspec.Struct):
+    availableToBorrow: str
+    bonus: str
+    accruedInterest: str
+    availableToWithdraw: str
+    totalOrderIM: str
+    equity: str
+    usdValue: str
+    borrowAmount: str
+    # Sum of maintenance margin for all positions.
+    totalPositionMM: str
+    # Sum of initial margin of all positions + Pre-occupied liquidation fee.
+    totalPositionIM: str
+    walletBalance: str
+    # Unrealised P&L
+    unrealisedPnl: str
+    # Cumulative Realised P&L
+    cumRealisedPnl: str
+    locked: str
+    # Whether it can be used as a margin collateral currency (platform)
+    collateralSwitch: bool
+    # Whether the collateral is turned on by the user
+    marginCollateral: bool
+    coin: str
+
+    def parse_to_balance(self) -> Balance:
+        locked = Decimal(self.locked)
+        free = Decimal(self.walletBalance) - locked
+        return Balance(
+            asset=self.coin,
+            locked=locked,
+            free=free,
+        )
+
+
+class BybitWalletBalance(msgspec.Struct):
+    totalEquity: str
+    accountIMRate: str
+    totalMarginBalance: str
+    totalInitialMargin: str
+    accountType: str
+    totalAvailableBalance: str
+    accountMMRate: str
+    totalPerpUPL: str
+    totalWalletBalance: str
+    accountLTV: str
+    totalMaintenanceMargin: str
+    coin: list[BybitCoinBalance]
+
+    def parse_to_balances(self) -> list[Balance]:
+        return [coin.parse_to_balance() for coin in self.coin]
+
+
+class BybitWalletBalanceResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitWalletBalance]
+    time: int
+
+
+class BybitWsAccountWalletCoin(msgspec.Struct):
+    coin: str
+    equity: str
+    usdValue: str
+    walletBalance: str
+    availableToWithdraw: str
+    availableToBorrow: str
+    borrowAmount: str
+    accruedInterest: str
+    totalOrderIM: str
+    totalPositionIM: str
+    totalPositionMM: str
+    unrealisedPnl: str
+    cumRealisedPnl: str
+    bonus: str
+    collateralSwitch: bool
+    marginCollateral: bool
+    locked: str
+    spotHedgingQty: str
+
+    def parse_to_balance(self) -> Balance:
+        total = Decimal(self.walletBalance)
+        locked = Decimal(self.locked)  # TODO: Locked only valid for Spot
+        free = total - locked
+        return Balance(
+            asset=self.coin,
+            locked=locked,
+            free=free,
+        )
+
+
+class BybitWsAccountWallet(msgspec.Struct):
+    accountIMRate: str
+    accountMMRate: str
+    totalEquity: str
+    totalWalletBalance: str
+    totalMarginBalance: str
+    totalAvailableBalance: str
+    totalPerpUPL: str
+    totalInitialMargin: str
+    totalMaintenanceMargin: str
+    coin: List[BybitWsAccountWalletCoin]
+    accountLTV: str
+    accountType: str
+
+    def parse_to_balances(self) -> list[Balance]:
+        return [coin.parse_to_balance() for coin in self.coin]
+
+
+class BybitWsAccountWalletMsg(msgspec.Struct):
+    topic: str
+    id: str
+    creationTime: int
+    data: List[BybitWsAccountWallet]
+
+
+class BybitWsPosition(msgspec.Struct, kw_only=True):
+    category: BybitProductType
+    symbol: str
+    side: BybitPositionSide
+    size: str
+    positionIdx: int
+    tradeMode: int
+    positionValue: str
+    riskId: int
+    riskLimitValue: str
+    entryPrice: str
+    markPrice: str
+    leverage: str
+    positionBalance: str
+    autoAddMargin: int
+    positionIM: str
+    positionMM: str
+    liqPrice: str
+    bustPrice: str
+    tpslMode: str
+    takeProfit: str
+    stopLoss: str
+    trailingStop: str
+    unrealisedPnl: str
+    curRealisedPnl: str
+    sessionAvgPrice: str
+    delta: str | None = None
+    gamma: str | None = None
+    vega: str | None = None
+    theta: str | None = None
+    cumRealisedPnl: str
+    positionStatus: str
+    adlRankIndicator: int
+    isReduceOnly: bool
+    mmrSysUpdatedTime: str
+    leverageSysUpdatedTime: str
+    createdTime: str
+    updatedTime: str
+    seq: int
+
+
+class BybitWsPositionMsg(msgspec.Struct):
+    topic: str
+    id: str
+    creationTime: int
+    data: List[BybitWsPosition]
+
+
+class BybitWsTickerMsg(msgspec.Struct):
+    topic: str
+    type: str
+    ts: int
+    data: "BybitWsTicker"
+
+
+class BybitWsTicker(msgspec.Struct, kw_only=True):
+    symbol: str
+    tickDirection: str | None = None
+    price24hPcnt: str | None = None
+    lastPrice: str | None = None
+    prevPrice24h: str | None = None
+    highPrice24h: str | None = None
+    lowPrice24h: str | None = None
+    prevPrice1h: str | None = None
+    markPrice: str | None = None
+    indexPrice: str | None = None
+    openInterest: str | None = None
+    openInterestValue: str | None = None
+    turnover24h: str | None = None
+    volume24h: str | None = None
+    nextFundingTime: str | None = None
+    fundingRate: str | None = None
+    bid1Price: str | None = None
+    bid1Size: str | None = None
+    ask1Price: str | None = None
+    ask1Size: str | None = None
+
+
+class BybitTicker(msgspec.Struct):
+    symbol: str | None = None
+    markPrice: str | None = None
+    indexPrice: str | None = None
+    nextFundingTime: str | None = None
+    fundingRate: str | None = None
+
+    def parse_ticker(self, msg: BybitWsTickerMsg):
+        if msg.type == "snapshot":
+            self.handle_snapshot(msg.data)
+        elif msg.type == "delta":
+            self.handle_delta(msg.data)
+        return self
+
+    def handle_snapshot(self, data: "BybitWsTicker"):
+        self.symbol = data.symbol
+        self.markPrice = data.markPrice
+        self.indexPrice = data.indexPrice
+        self.nextFundingTime = data.nextFundingTime
+        self.fundingRate = data.fundingRate
+
+    def handle_delta(self, data: "BybitWsTicker"):
+        # For delta updates, only update fields that aren't None
+        if data.markPrice is not None:
+            self.markPrice = data.markPrice
+        if data.indexPrice is not None:
+            self.indexPrice = data.indexPrice
+        if data.nextFundingTime is not None:
+            self.nextFundingTime = data.nextFundingTime
+        if data.fundingRate is not None:
+            self.fundingRate = data.fundingRate
+
+
+class BybitBatchOrderResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitBatchOrderResult]
+    retExtInfo: BybitListResult[BybitBatchOrderExtInfo]
+    time: int
+
+
+class BybitBatchCancelOrderResult(msgspec.Struct):
+    category: str
+    symbol: str
+    orderId: str
+    orderLinkId: str
+
+
+class BybitBatchCancelOrderResponse(msgspec.Struct):
+    retCode: int
+    retMsg: str
+    result: BybitListResult[BybitBatchCancelOrderResult]
+    retExtInfo: BybitListResult[BybitBatchOrderExtInfo]
+    time: int
+
+
+################################################################################
+# GET /v5/market/tickers
+################################################################################
+
+
+class BybitTickerData(msgspec.Struct):
+    """
+    Ticker data structure for Bybit market tickers.
+    Supports all product types: spot, linear, inverse, option.
+    """
+
+    symbol: str  # Symbol name
+    lastPrice: str  # Last price
+    bid1Price: str  # Best bid price
+    bid1Size: str  # Best bid size
+    ask1Price: str  # Best ask price
+    ask1Size: str  # Best ask size
+    prevPrice24h: str  # Market price 24 hours ago
+    price24hPcnt: str  # Percentage change of market price relative to 24h
+    highPrice24h: str  # The highest price in the last 24 hours
+    lowPrice24h: str  # The lowest price in the last 24 hours
+    turnover24h: str  # Turnover for 24h
+    volume24h: str  # Volume for 24h
+
+    # Optional fields for different product types
+    indexPrice: str | None = None  # Index price
+    markPrice: str | None = None  # Mark price
+    prevPrice1h: str | None = None  # Market price an hour ago
+    openInterest: str | None = None  # Open interest size
+    openInterestValue: str | None = None  # Open interest value
+    fundingRate: str | None = None  # Funding rate
+    nextFundingTime: str | None = None  # Next funding time (ms)
+    predictedDeliveryPrice: str | None = None  # Predicted delivery price
+    basisRate: str | None = None  # Basis rate
+    basis: str | None = None  # Basis
+    deliveryFeeRate: str | None = None  # Delivery fee rate
+    deliveryTime: str | None = None  # Delivery timestamp (ms)
+    preOpenPrice: str | None = None  # Estimated pre-market contract open price
+    preQty: str | None = None  # Estimated pre-market contract open qty
+    curPreListingPhase: str | None = None  # Current pre-market contract phase
+    usdIndexPrice: str | None = None  # USD index price (for spot)
+
+    # Option-specific fields
+    bid1Iv: str | None = None  # Best bid iv (for options)
+    ask1Iv: str | None = None  # Best ask iv (for options)
+    markIv: str | None = None  # Mark price iv (for options)
+    underlyingPrice: str | None = None  # Underlying price (for options)
+    totalVolume: str | None = None  # Total volume
+    totalTurnover: str | None = None  # Total turnover
+    delta: str | None = None  # Delta (for options)
+    gamma: str | None = None  # Gamma (for options)
+    vega: str | None = None  # Vega (for options)
+    theta: str | None = None  # Theta (for options)
+    change24h: str | None = None  # Change in 24h
+
+
+class BybitTickersResult(msgspec.Struct):
+    """
+    Result structure for Bybit tickers response.
+    """
+
+    category: str  # Product type
+    list: list[BybitTickerData]  # List of ticker data
+
+
+class BybitTickersResponse(msgspec.Struct, kw_only=True):
+    """
+    Response structure for GET /v5/market/tickers.
+    """
+
+    retCode: int  # Return code
+    retMsg: str  # Return message
+    result: BybitTickersResult  # Result data
+    retExtInfo: dict[str, Any] | None = None  # Extended info
+    time: int  # Response timestamp