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;
24pub mod urls;
25pub mod websocket;
26
27use nautilus_common::factories::{ClientConfig, DataClientFactory, ExecutionClientFactory};
28use nautilus_core::python::{to_pyruntime_err, to_pyvalue_err};
29use nautilus_model::{
30    enums::{BarAggregation, OrderSide},
31    identifiers::{InstrumentId, PositionId},
32};
33use nautilus_system::get_global_pyo3_registry;
34use pyo3::prelude::*;
35
36use crate::{
37    common::{
38        consts::{BYBIT, BYBIT_NAUTILUS_BROKER_ID},
39        enums::{BybitOrderSide, BybitPositionIdx, BybitPositionMode},
40        parse::{
41            bar_spec_to_bybit_interval, extract_raw_symbol, make_hedge_venue_position_id,
42            resolve_position_idx,
43        },
44        symbol::BybitSymbol,
45    },
46    config::{BybitDataClientConfig, BybitExecClientConfig},
47    factories::{BybitDataClientFactory, BybitExecutionClientFactory},
48};
49
50/// Extracts the raw symbol from a Bybit symbol by removing the product type suffix.
51///
52/// # Examples
53/// - `"ETHUSDT-LINEAR"` → `"ETHUSDT"`
54/// - `"BTCUSDT-SPOT"` → `"BTCUSDT"`
55/// - `"ETHUSDT"` → `"ETHUSDT"` (no suffix)
56#[pyfunction]
57#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
58#[pyo3(name = "bybit_extract_raw_symbol")]
59fn py_bybit_extract_raw_symbol(symbol: &str) -> &str {
60    extract_raw_symbol(symbol)
61}
62
63/// Converts a Nautilus bar aggregation and step to a Bybit kline interval string.
64///
65/// # Errors
66///
67/// Returns an error if the aggregation type or step is not supported by Bybit.
68#[pyfunction]
69#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
70#[pyo3(name = "bybit_bar_spec_to_interval")]
71fn py_bybit_bar_spec_to_interval(aggregation: u8, step: u64) -> PyResult<String> {
72    let aggregation = BarAggregation::from_repr(aggregation as usize)
73        .ok_or_else(|| to_pyvalue_err(format!("Invalid BarAggregation value: {aggregation}")))?;
74    let interval = bar_spec_to_bybit_interval(aggregation, step).map_err(to_pyvalue_err)?;
75    Ok(interval.to_string())
76}
77
78/// Extracts the product type from a Bybit symbol.
79///
80/// # Examples
81/// - `"ETHUSDT-LINEAR"` → `BybitProductType.LINEAR`
82/// - `"BTCUSDT-SPOT"` → `BybitProductType.SPOT`
83/// - `"BTCUSD-INVERSE"` → `BybitProductType.INVERSE`
84/// - `"ETH-26JUN26-16000-P-OPTION"` → `BybitProductType.OPTION`
85///
86/// # Errors
87///
88/// Returns an error if the symbol does not contain a valid Bybit product type suffix.
89#[pyfunction]
90#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
91#[pyo3(name = "bybit_product_type_from_symbol")]
92fn py_bybit_product_type_from_symbol(
93    symbol: &str,
94) -> PyResult<crate::common::enums::BybitProductType> {
95    let bybit_symbol = BybitSymbol::new(symbol).map_err(to_pyvalue_err)?;
96    Ok(bybit_symbol.product_type())
97}
98
99/// Resolves the Bybit `positionIdx` for an outgoing order.
100///
101/// Returns `None` when no position mode is configured. Otherwise returns the
102/// hedge-mode index for the position being affected (long or short), accounting
103/// for `is_reduce_only`. A `manual_override` always wins.
104#[pyfunction]
105#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
106#[pyo3(name = "bybit_resolve_position_idx")]
107#[pyo3(signature = (position_mode, order_side, is_reduce_only, manual_override=None))]
108fn py_bybit_resolve_position_idx(
109    position_mode: Option<BybitPositionMode>,
110    order_side: OrderSide,
111    is_reduce_only: bool,
112    manual_override: Option<BybitPositionIdx>,
113) -> PyResult<Option<BybitPositionIdx>> {
114    let bybit_side = BybitOrderSide::try_from(order_side).map_err(to_pyvalue_err)?;
115    Ok(resolve_position_idx(
116        position_mode,
117        bybit_side,
118        is_reduce_only,
119        manual_override,
120    ))
121}
122
123/// Constructs a venue position ID only for hedge-mode Bybit position indexes.
124#[pyfunction]
125#[pyo3_stub_gen::derive::gen_stub_pyfunction(module = "nautilus_trader.adapters.bybit")]
126#[pyo3(name = "bybit_make_hedge_venue_position_id")]
127#[pyo3(signature = (instrument_id, position_idx=None))]
128fn py_bybit_make_hedge_venue_position_id(
129    instrument_id: InstrumentId,
130    position_idx: Option<BybitPositionIdx>,
131) -> Option<PositionId> {
132    position_idx.and_then(|idx| make_hedge_venue_position_id(instrument_id, idx as i32))
133}
134
135#[expect(clippy::needless_pass_by_value)]
136fn extract_bybit_data_factory(
137    py: Python<'_>,
138    factory: Py<PyAny>,
139) -> PyResult<Box<dyn DataClientFactory>> {
140    match factory.extract::<BybitDataClientFactory>(py) {
141        Ok(f) => Ok(Box::new(f)),
142        Err(e) => Err(to_pyvalue_err(format!(
143            "Failed to extract BybitDataClientFactory: {e}"
144        ))),
145    }
146}
147
148#[expect(clippy::needless_pass_by_value)]
149fn extract_bybit_exec_factory(
150    py: Python<'_>,
151    factory: Py<PyAny>,
152) -> PyResult<Box<dyn ExecutionClientFactory>> {
153    match factory.extract::<BybitExecutionClientFactory>(py) {
154        Ok(f) => Ok(Box::new(f)),
155        Err(e) => Err(to_pyvalue_err(format!(
156            "Failed to extract BybitExecutionClientFactory: {e}"
157        ))),
158    }
159}
160
161#[expect(clippy::needless_pass_by_value)]
162fn extract_bybit_data_config(py: Python<'_>, config: Py<PyAny>) -> PyResult<Box<dyn ClientConfig>> {
163    match config.extract::<BybitDataClientConfig>(py) {
164        Ok(c) => Ok(Box::new(c)),
165        Err(e) => Err(to_pyvalue_err(format!(
166            "Failed to extract BybitDataClientConfig: {e}"
167        ))),
168    }
169}
170
171#[expect(clippy::needless_pass_by_value)]
172fn extract_bybit_exec_config(py: Python<'_>, config: Py<PyAny>) -> PyResult<Box<dyn ClientConfig>> {
173    match config.extract::<BybitExecClientConfig>(py) {
174        Ok(c) => Ok(Box::new(c)),
175        Err(e) => Err(to_pyvalue_err(format!(
176            "Failed to extract BybitExecClientConfig: {e}"
177        ))),
178    }
179}
180
181/// Loaded as `nautilus_pyo3.bybit`.
182///
183/// # Errors
184///
185/// Returns an error if any bindings fail to register with the Python module.
186#[pymodule]
187#[rustfmt::skip]
188pub fn bybit(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
189    m.add(stringify!(BYBIT_NAUTILUS_BROKER_ID), BYBIT_NAUTILUS_BROKER_ID)?;
190    m.add_class::<crate::common::enums::BybitAccountType>()?;
191    m.add_class::<crate::common::enums::BybitCancelType>()?;
192    m.add_class::<crate::common::enums::BybitEnvironment>()?;
193    m.add_class::<crate::common::enums::BybitMarginAction>()?;
194    m.add_class::<crate::common::enums::BybitMarginMode>()?;
195    m.add_class::<crate::common::enums::BybitOpenOnly>()?;
196    m.add_class::<crate::common::enums::BybitOrderFilter>()?;
197    m.add_class::<crate::common::enums::BybitOrderSide>()?;
198    m.add_class::<crate::common::enums::BybitOrderStatus>()?;
199    m.add_class::<crate::common::enums::BybitOrderType>()?;
200    m.add_class::<crate::common::enums::BybitPositionIdx>()?;
201    m.add_class::<crate::common::enums::BybitPositionMode>()?;
202    m.add_class::<crate::common::enums::BybitProductType>()?;
203    m.add_class::<crate::common::enums::BybitStopOrderType>()?;
204    m.add_class::<crate::common::enums::BybitTimeInForce>()?;
205    m.add_class::<crate::common::enums::BybitTpSlMode>()?;
206    m.add_class::<crate::common::enums::BybitTriggerDirection>()?;
207    m.add_class::<crate::common::enums::BybitTriggerType>()?;
208    m.add_class::<crate::http::client::BybitHttpClient>()?;
209    m.add_class::<crate::http::client::BybitRawHttpClient>()?;
210    m.add_class::<crate::http::models::BybitServerTime>()?;
211    m.add_class::<crate::http::models::BybitOrder>()?;
212    m.add_class::<crate::http::models::BybitOrderCursorList>()?;
213    m.add_class::<crate::http::models::BybitTickerData>()?;
214    m.add_class::<crate::common::types::BybitMarginBorrowResult>()?;
215    m.add_class::<crate::common::types::BybitMarginRepayResult>()?;
216    m.add_class::<crate::common::types::BybitMarginStatusResult>()?;
217    m.add_class::<crate::websocket::client::BybitWebSocketClient>()?;
218    m.add_class::<crate::websocket::messages::BybitWebSocketError>()?;
219    m.add_class::<params::BybitWsPlaceOrderParams>()?;
220    m.add_class::<params::BybitWsAmendOrderParams>()?;
221    m.add_class::<params::BybitWsCancelOrderParams>()?;
222    m.add_class::<params::BybitTickersParams>()?;
223    m.add_class::<params::BybitNativeTpSlParams>()?;
224    m.add_class::<BybitDataClientConfig>()?;
225    m.add_class::<BybitExecClientConfig>()?;
226    m.add_class::<BybitDataClientFactory>()?;
227    m.add_class::<BybitExecutionClientFactory>()?;
228    m.add_function(wrap_pyfunction!(urls::py_get_bybit_http_base_url, m)?)?;
229    m.add_function(wrap_pyfunction!(urls::py_get_bybit_ws_url_public, m)?)?;
230    m.add_function(wrap_pyfunction!(urls::py_get_bybit_ws_url_private, m)?)?;
231    m.add_function(wrap_pyfunction!(urls::py_get_bybit_ws_url_trade, m)?)?;
232    m.add_function(wrap_pyfunction!(py_bybit_extract_raw_symbol, m)?)?;
233    m.add_function(wrap_pyfunction!(py_bybit_bar_spec_to_interval, m)?)?;
234    m.add_function(wrap_pyfunction!(py_bybit_product_type_from_symbol, m)?)?;
235    m.add_function(wrap_pyfunction!(py_bybit_resolve_position_idx, m)?)?;
236    m.add_function(wrap_pyfunction!(py_bybit_make_hedge_venue_position_id, m)?)?;
237
238    let registry = get_global_pyo3_registry();
239
240    if let Err(e) =
241        registry.register_factory_extractor(BYBIT.to_string(), extract_bybit_data_factory)
242    {
243        return Err(to_pyruntime_err(format!(
244            "Failed to register Bybit data factory extractor: {e}"
245        )));
246    }
247
248    if let Err(e) = registry
249        .register_exec_factory_extractor(BYBIT.to_string(), extract_bybit_exec_factory)
250    {
251        return Err(to_pyruntime_err(format!(
252            "Failed to register Bybit exec factory extractor: {e}"
253        )));
254    }
255
256    if let Err(e) = registry.register_config_extractor(
257        "BybitDataClientConfig".to_string(),
258        extract_bybit_data_config,
259    ) {
260        return Err(to_pyruntime_err(format!(
261            "Failed to register Bybit data config extractor: {e}"
262        )));
263    }
264
265    if let Err(e) = registry.register_config_extractor(
266        "BybitExecClientConfig".to_string(),
267        extract_bybit_exec_config,
268    ) {
269        return Err(to_pyruntime_err(format!(
270            "Failed to register Bybit exec config extractor: {e}"
271        )));
272    }
273
274    Ok(())
275}
nautilus_bybit/python/mod.rs

nautilus_bybit/python/
mod.rs
