nautilus_bybit/python/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Python bindings from `pyo3`.
17
18pub mod config;
19pub mod enums;
20pub mod factories;
21pub mod http;
22pub mod params;
23pub mod types;
24
25use nautilus_common::factories::{ClientConfig, DataClientFactory, ExecutionClientFactory};
26use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
27use nautilus_model::enums::{BarAggregation, OrderSide};
28use nautilus_system::get_global_pyo3_registry;
29use pyo3::prelude::*;
30
31use crate::{
32    common::{
33        consts::{BYBIT, BYBIT_CLIENT_ID, BYBIT_VENUE},
34        enums::{BybitOrderSide, BybitPositionIdx, BybitPositionMode},
35        parse::{bar_spec_to_bybit_interval, extract_raw_symbol, resolve_position_idx},
36        symbol::BybitSymbol,
37    },
38    config::{BybitDataClientConfig, BybitExecutionClientConfig},
39    factories::{BybitDataClientFactory, BybitExecutionClientFactory},
40};
41
42/// Extracts the raw symbol from a Bybit symbol by removing the product type suffix.
43///
44/// # Examples
45/// - `"ETHUSDT-LINEAR"` → `"ETHUSDT"`
46/// - `"BTCUSDT-SPOT"` → `"BTCUSDT"`
47/// - `"ETHUSDT"` → `"ETHUSDT"` (no suffix)
48#[pyfunction]
49#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
50#[pyo3(name = "bybit_extract_raw_symbol")]
51fn py_bybit_extract_raw_symbol(symbol: &str) -> &str {
52    extract_raw_symbol(symbol)
53}
54
55/// Converts a Nautilus bar aggregation and step to a Bybit kline interval string.
56///
57/// # Errors
58///
59/// Returns an error if the aggregation type or step is not supported by Bybit.
60#[pyfunction]
61#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
62#[pyo3(name = "bybit_bar_spec_to_interval")]
63fn py_bybit_bar_spec_to_interval(aggregation: BarAggregation, step: u64) -> PyResult<String> {
64    let interval = bar_spec_to_bybit_interval(aggregation, step).map_err(to_pyvalue_err)?;
65    Ok(interval.to_string())
66}
67
68/// Extracts the product type from a Bybit symbol.
69///
70/// # Examples
71/// - `"ETHUSDT-LINEAR"` → `BybitProductType.LINEAR`
72/// - `"BTCUSDT-SPOT"` → `BybitProductType.SPOT`
73/// - `"BTCUSD-INVERSE"` → `BybitProductType.INVERSE`
74/// - `"ETH-26JUN26-16000-P-OPTION"` → `BybitProductType.OPTION`
75///
76/// # Errors
77///
78/// Returns an error if the symbol does not contain a valid Bybit product type suffix.
79#[pyfunction]
80#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
81#[pyo3(name = "bybit_product_type_from_symbol")]
82fn py_bybit_product_type_from_symbol(
83    symbol: &str,
84) -> PyResult<crate::common::enums::BybitProductType> {
85    let bybit_symbol = BybitSymbol::new(symbol).map_err(to_pyvalue_err)?;
86    Ok(bybit_symbol.product_type())
87}
88
89/// Resolves the Bybit `positionIdx` for an outgoing order.
90///
91/// Returns `None` when no position mode is configured. Otherwise returns the
92/// hedge-mode index for the position being affected (long or short), accounting
93/// for `is_reduce_only`. A `manual_override` always wins.
94#[pyfunction]
95#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
96#[pyo3(name = "bybit_resolve_position_idx")]
97#[pyo3(signature = (position_mode, order_side, is_reduce_only, manual_override=None))]
98fn py_bybit_resolve_position_idx(
99    position_mode: Option<BybitPositionMode>,
100    order_side: OrderSide,
101    is_reduce_only: bool,
102    manual_override: Option<BybitPositionIdx>,
103) -> Option<BybitPositionIdx> {
104    let bybit_side = BybitOrderSide::from(order_side);
105    resolve_position_idx(position_mode, bybit_side, is_reduce_only, manual_override)
106}
107
108#[expect(clippy::needless_pass_by_value)]
109fn extract_bybit_data_factory(
110    py: Python<'_>,
111    factory: Py<PyAny>,
112) -> PyResult<Box<dyn DataClientFactory>> {
113    match factory.extract::<BybitDataClientFactory>(py) {
114        Ok(f) => Ok(Box::new(f)),
115        Err(e) => Err(to_pyvalue_err(format!(
116            "Failed to extract BybitDataClientFactory: {e}"
117        ))),
118    }
119}
120
121#[expect(clippy::needless_pass_by_value)]
122fn extract_bybit_exec_factory(
123    py: Python<'_>,
124    factory: Py<PyAny>,
125) -> PyResult<Box<dyn ExecutionClientFactory>> {
126    match factory.extract::<BybitExecutionClientFactory>(py) {
127        Ok(f) => Ok(Box::new(f)),
128        Err(e) => Err(to_pyvalue_err(format!(
129            "Failed to extract BybitExecutionClientFactory: {e}"
130        ))),
131    }
132}
133
134#[expect(clippy::needless_pass_by_value)]
135fn extract_bybit_data_config(py: Python<'_>, config: Py<PyAny>) -> PyResult<Box<dyn ClientConfig>> {
136    match config.extract::<BybitDataClientConfig>(py) {
137        Ok(c) => Ok(Box::new(c)),
138        Err(e) => Err(to_pyvalue_err(format!(
139            "Failed to extract BybitDataClientConfig: {e}"
140        ))),
141    }
142}
143
144#[expect(clippy::needless_pass_by_value)]
145fn extract_bybit_exec_config(py: Python<'_>, config: Py<PyAny>) -> PyResult<Box<dyn ClientConfig>> {
146    match config.extract::<BybitExecutionClientConfig>(py) {
147        Ok(c) => Ok(Box::new(c)),
148        Err(e) => Err(to_pyvalue_err(format!(
149            "Failed to extract BybitExecutionClientConfig: {e}"
150        ))),
151    }
152}
153
154/// Exposed through `nautilus_trader.adapters.bybit`.
155///
156/// # Errors
157///
158/// Returns an error if any bindings fail to register with the Python module.
159#[pymodule]
160#[rustfmt::skip]
161pub fn bybit(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
162    m.add(stringify!(BYBIT), BYBIT)?;
163    m.add(stringify!(BYBIT_CLIENT_ID), *BYBIT_CLIENT_ID)?;
164    m.add(stringify!(BYBIT_VENUE), *BYBIT_VENUE)?;
165    m.add_class::<crate::common::enums::BybitAccountType>()?;
166    m.add_class::<crate::common::enums::BybitCancelType>()?;
167    m.add_class::<crate::common::enums::BybitEnvironment>()?;
168    m.add_class::<crate::common::enums::BybitMarginAction>()?;
169    m.add_class::<crate::common::enums::BybitMarginMode>()?;
170    m.add_class::<crate::common::enums::BybitOpenOnly>()?;
171    m.add_class::<crate::common::enums::BybitOrderFilter>()?;
172    m.add_class::<crate::common::enums::BybitOrderSide>()?;
173    m.add_class::<crate::common::enums::BybitOrderStatus>()?;
174    m.add_class::<crate::common::enums::BybitOrderType>()?;
175    m.add_class::<crate::common::enums::BybitPositionIdx>()?;
176    m.add_class::<crate::common::enums::BybitPositionMode>()?;
177    m.add_class::<crate::common::enums::BybitProductType>()?;
178    m.add_class::<crate::common::enums::BybitStopOrderType>()?;
179    m.add_class::<crate::common::enums::BybitTimeInForce>()?;
180    m.add_class::<crate::common::enums::BybitTpSlMode>()?;
181    m.add_class::<crate::common::enums::BybitTriggerDirection>()?;
182    m.add_class::<crate::common::enums::BybitTriggerType>()?;
183    m.add_class::<crate::http::client::BybitHttpClient>()?;
184    m.add_class::<crate::http::client::BybitRawHttpClient>()?;
185    m.add_class::<crate::http::models::BybitServerTime>()?;
186    m.add_class::<crate::http::models::BybitAccountDetails>()?;
187    m.add_class::<crate::http::models::BybitApiKeyPermissions>()?;
188    m.add_class::<crate::http::models::BybitFeeRate>()?;
189    m.add_class::<crate::http::models::BybitOrder>()?;
190    m.add_class::<crate::http::models::BybitOrderCursorList>()?;
191    m.add_class::<crate::http::models::BybitTickerData>()?;
192    m.add_class::<crate::common::types::BybitMarginBorrowResult>()?;
193    m.add_class::<crate::common::types::BybitMarginRepayResult>()?;
194    m.add_class::<crate::common::types::BybitMarginStatusResult>()?;
195    m.add_class::<params::BybitTickersParams>()?;
196    m.add_class::<params::BybitNativeTpSlParams>()?;
197    m.add_class::<BybitDataClientConfig>()?;
198    m.add_class::<BybitDataClientFactory>()?;
199    m.add_class::<BybitExecutionClientConfig>()?;
200    m.add_class::<BybitExecutionClientFactory>()?;
201    m.add_function(wrap_pyfunction!(py_bybit_extract_raw_symbol, m)?)?;
202    m.add_function(wrap_pyfunction!(py_bybit_bar_spec_to_interval, m)?)?;
203    m.add_function(wrap_pyfunction!(py_bybit_product_type_from_symbol, m)?)?;
204    m.add_function(wrap_pyfunction!(py_bybit_resolve_position_idx, m)?)?;
205
206    let registry = get_global_pyo3_registry();
207
208    if let Err(e) =
209        registry.register_factory_extractor(BYBIT.to_string(), extract_bybit_data_factory)
210    {
211        return Err(to_pyruntime_err(format!(
212            "Failed to register Bybit data factory extractor: {e}"
213        )));
214    }
215
216    if let Err(e) = registry
217        .register_exec_factory_extractor(BYBIT.to_string(), extract_bybit_exec_factory)
218    {
219        return Err(to_pyruntime_err(format!(
220            "Failed to register Bybit exec factory extractor: {e}"
221        )));
222    }
223
224    if let Err(e) = registry.register_config_extractor(
225        "BybitDataClientConfig".to_string(),
226        extract_bybit_data_config,
227    ) {
228        return Err(to_pyruntime_err(format!(
229            "Failed to register Bybit data config extractor: {e}"
230        )));
231    }
232
233    if let Err(e) = registry.register_config_extractor(
234        "BybitExecutionClientConfig".to_string(),
235        extract_bybit_exec_config,
236    ) {
237        return Err(to_pyruntime_err(format!(
238            "Failed to register Bybit exec config extractor: {e}"
239        )));
240    }
241
242    Ok(())
243}
nautilus_bybit/python/mod.rs

nautilus_bybit/python/
mod.rs
