""" Bybit (direct REST) client for spot / linear perpetual orders (v5). Signing (v5): - X-BAPI-SIGN = hex(hmac_sha256(secret, timestamp + api_key + recv_window + payload)) - payload: - GET: query string (sorted, urlencoded) - POST: raw body string """ from __future__ import annotations import hashlib import hmac import time from decimal import Decimal, ROUND_DOWN from typing import Any, Dict, Optional, Tuple from urllib.parse import urlencode from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError from app.services.live_trading.symbols import to_bybit_symbol class BybitClient(BaseRestClient): def __init__( self, *, api_key: str, secret_key: str, base_url: str = "https://api.bybit.com", timeout_sec: float = 15.0, category: str = "linear", # "linear" (USDT perpetual) or "spot" recv_window_ms: int = 5000, ): super().__init__(base_url=base_url, timeout_sec=timeout_sec) self.api_key = (api_key or "").strip() self.secret_key = (secret_key or "").strip() self.category = (category or "linear").strip().lower() if self.category not in ("linear", "spot"): self.category = "linear" try: self.recv_window_ms = int(recv_window_ms or 5000) except Exception: self.recv_window_ms = 5000 if self.recv_window_ms <= 0: self.recv_window_ms = 5000 if not self.api_key or not self.secret_key: raise LiveTradingError("Missing Bybit api_key/secret_key") # Best-effort cache for linear instrument metadata (qty step, min qty, etc.) # Key: f"{category}:{symbol}" -> (fetched_at_ts, info_dict) self._inst_cache: Dict[str, Tuple[float, Dict[str, Any]]] = {} self._inst_cache_ttl_sec = 300.0 @staticmethod def _to_dec(x: Any) -> Decimal: try: return Decimal(str(x)) except Exception: return Decimal("0") @staticmethod def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str: """ Convert Decimal to string with controlled precision. Bybit requires quantities to match qtyStep precision. Args: d: Decimal value to format max_decimals: Maximum decimal places (fallback if strict_precision not provided) strict_precision: If provided, strictly limit to this many decimal places """ try: if d == 0: return "0" normalized = d.normalize() if strict_precision is not None: try: prec = int(strict_precision) if 0 <= prec <= 18: q = Decimal("1").scaleb(-prec) quantized = normalized.quantize(q, rounding=ROUND_DOWN) s = format(quantized, f".{prec}f") if '.' in s: s = s.rstrip('0').rstrip('.') return s if s else "0" except Exception: pass s = format(normalized, f".{max_decimals}f") if '.' in s: s = s.rstrip('0').rstrip('.') return s if s else "0" except Exception: try: f = float(d) if f == 0: return "0" if strict_precision is not None: try: prec = int(strict_precision) if 0 <= prec <= 18: s = format(f, f".{prec}f") if '.' in s: s = s.rstrip('0').rstrip('.') return s if s else "0" except Exception: pass s = format(f, f".{max_decimals}f") if '.' in s: s = s.rstrip('0').rstrip('.') return s if s else "0" except Exception: s = str(d) if 'e' in s.lower() or 'E' in s: try: f = float(s) if strict_precision is not None: try: prec = int(strict_precision) if 0 <= prec <= 18: s = format(f, f".{prec}f") if '.' in s: s = s.rstrip('0').rstrip('.') return s if s else "0" except Exception: pass s = format(f, f".{max_decimals}f") if '.' in s: s = s.rstrip('0').rstrip('.') except Exception: pass return s if s else "0" @staticmethod def _floor_to_step(value: Decimal, step: Decimal) -> Decimal: if step is None: return value if value <= 0: return Decimal("0") try: st = Decimal(step) except Exception: st = Decimal("0") if st <= 0: return value try: n = (value / st).to_integral_value(rounding=ROUND_DOWN) return n * st except Exception: return Decimal("0") def _sign(self, prehash: str) -> str: return hmac.new(self.secret_key.encode("utf-8"), prehash.encode("utf-8"), hashlib.sha256).hexdigest() def _headers(self, ts_ms: str, sign: str) -> Dict[str, str]: return { "X-BAPI-API-KEY": self.api_key, "X-BAPI-SIGN": sign, "X-BAPI-TIMESTAMP": ts_ms, "X-BAPI-RECV-WINDOW": str(self.recv_window_ms), "X-BAPI-SIGN-TYPE": "2", "Content-Type": "application/json", } def _signed_request( self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None, json_body: Optional[Dict[str, Any]] = None, ) -> Dict[str, Any]: m = str(method or "GET").upper() ts_ms = str(int(time.time() * 1000)) body_str = self._json_dumps(json_body) if json_body is not None else "" qs = "" if params: norm = {str(k): "" if v is None else str(v) for k, v in dict(params).items()} qs = urlencode(sorted(norm.items()), doseq=True) payload = qs if m == "GET" else body_str prehash = f"{ts_ms}{self.api_key}{self.recv_window_ms}{payload}" sign = self._sign(prehash) code, data, text = self._request( m, path, params=params if (m == "GET" and params) else (params or None), data=body_str if body_str else None, headers=self._headers(ts_ms, sign), ) if code >= 400: raise LiveTradingError(f"Bybit HTTP {code}: {text[:500]}") if isinstance(data, dict): rc = data.get("retCode") if rc not in (0, "0", None, ""): raise LiveTradingError(f"Bybit error: {data}") return data if isinstance(data, dict) else {"raw": data} def _public_request(self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]: code, data, text = self._request(method, path, params=params, headers=None, json_body=None, data=None) if code >= 400: raise LiveTradingError(f"Bybit HTTP {code}: {text[:500]}") if isinstance(data, dict): rc = data.get("retCode") if rc not in (0, "0", None, ""): raise LiveTradingError(f"Bybit error: {data}") return data if isinstance(data, dict) else {"raw": data} def ping(self) -> bool: try: data = self._public_request("GET", "/v5/market/time") return isinstance(data, dict) and (data.get("retCode") in (0, "0", None, "")) except Exception: return False def get_wallet_balance(self, *, account_type: str = "UNIFIED") -> Dict[str, Any]: return self._signed_request("GET", "/v5/account/wallet-balance", params={"accountType": str(account_type or "UNIFIED")}) def get_instrument_info(self, *, category: str, symbol: str) -> Dict[str, Any]: cat = str(category or self.category or "linear").strip().lower() sym = to_bybit_symbol(symbol) if not sym: return {} key = f"{cat}:{sym}" now = time.time() cached = self._inst_cache.get(key) if cached: ts, obj = cached if obj and (now - float(ts or 0.0)) <= float(self._inst_cache_ttl_sec or 300.0): return obj raw = self._public_request("GET", "/v5/market/instruments-info", params={"category": cat, "symbol": sym}) lst = (((raw.get("result") or {}).get("list")) if isinstance(raw, dict) else None) or [] first: Dict[str, Any] = lst[0] if isinstance(lst, list) and lst else {} if isinstance(first, dict) and first: self._inst_cache[key] = (now, first) return first if isinstance(first, dict) else {} def _normalize_qty(self, *, symbol: str, qty: float) -> Tuple[Decimal, Optional[int]]: q = self._to_dec(qty) if q <= 0: return (Decimal("0"), None) sym = to_bybit_symbol(symbol) try: info = self.get_instrument_info(category=self.category, symbol=sym) or {} except Exception: info = {} lot = (info.get("lotSizeFilter") if isinstance(info, dict) else None) or {} step = self._to_dec((lot or {}).get("qtyStep") or "0") mn = self._to_dec((lot or {}).get("minOrderQty") or "0") if step > 0: q = self._floor_to_step(q, step) # Infer precision from qtyStep qty_precision = None if step > 0: try: step_normalized = step.normalize() step_str = str(step_normalized) if '.' in step_str: decimal_part = step_str.split('.')[1] qty_precision = len(decimal_part) if qty_precision < 0: qty_precision = 0 if qty_precision > 18: qty_precision = 18 else: qty_precision = 0 except Exception: pass if mn > 0 and q < mn: return (Decimal("0"), qty_precision) return (q, qty_precision) def place_market_order( self, *, symbol: str, side: str, qty: float, reduce_only: bool = False, client_order_id: Optional[str] = None, ) -> LiveOrderResult: sym = to_bybit_symbol(symbol) sd = (side or "").strip().lower() if sd not in ("buy", "sell"): raise LiveTradingError(f"Invalid side: {side}") q_req = float(qty or 0.0) q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req) if float(q_dec or 0) <= 0: raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}") body: Dict[str, Any] = { "category": self.category, "symbol": sym, "side": "Buy" if sd == "buy" else "Sell", "orderType": "Market", "qty": self._dec_str(q_dec, strict_precision=qty_precision), "timeInForce": "GTC", } if reduce_only and self.category == "linear": body["reduceOnly"] = True if client_order_id: body["orderLinkId"] = str(client_order_id) raw = self._signed_request("POST", "/v5/order/create", json_body=body) res = (raw.get("result") or {}) if isinstance(raw, dict) else {} oid = str(res.get("orderId") or res.get("orderLinkId") or "") return LiveOrderResult(exchange_id="bybit", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw) def place_limit_order( self, *, symbol: str, side: str, qty: float, price: float, reduce_only: bool = False, client_order_id: Optional[str] = None, ) -> LiveOrderResult: sym = to_bybit_symbol(symbol) sd = (side or "").strip().lower() if sd not in ("buy", "sell"): raise LiveTradingError(f"Invalid side: {side}") q_req = float(qty or 0.0) px = float(price or 0.0) if q_req <= 0 or px <= 0: raise LiveTradingError("Invalid qty/price") q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req) if float(q_dec or 0) <= 0: raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}") body: Dict[str, Any] = { "category": self.category, "symbol": sym, "side": "Buy" if sd == "buy" else "Sell", "orderType": "Limit", "qty": self._dec_str(q_dec, strict_precision=qty_precision), "price": str(px), "timeInForce": "GTC", } if reduce_only and self.category == "linear": body["reduceOnly"] = True if client_order_id: body["orderLinkId"] = str(client_order_id) raw = self._signed_request("POST", "/v5/order/create", json_body=body) res = (raw.get("result") or {}) if isinstance(raw, dict) else {} oid = str(res.get("orderId") or res.get("orderLinkId") or "") return LiveOrderResult(exchange_id="bybit", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw) def cancel_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]: sym = to_bybit_symbol(symbol) body: Dict[str, Any] = {"category": self.category, "symbol": sym} if order_id: body["orderId"] = str(order_id) elif client_order_id: body["orderLinkId"] = str(client_order_id) else: raise LiveTradingError("Bybit cancel_order requires order_id or client_order_id") return self._signed_request("POST", "/v5/order/cancel", json_body=body) def get_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]: sym = to_bybit_symbol(symbol) params: Dict[str, Any] = {"category": self.category, "symbol": sym} if order_id: params["orderId"] = str(order_id) elif client_order_id: params["orderLinkId"] = str(client_order_id) else: raise LiveTradingError("Bybit get_order requires order_id or client_order_id") raw = self._signed_request("GET", "/v5/order/realtime", params=params) lst = (((raw.get("result") or {}).get("list")) if isinstance(raw, dict) else None) or [] first: Dict[str, Any] = lst[0] if isinstance(lst, list) and lst else {} return first if isinstance(first, dict) else {} def wait_for_fill( self, *, symbol: str, order_id: str = "", client_order_id: str = "", max_wait_sec: float = 3.0, poll_interval_sec: float = 0.5, ) -> Dict[str, Any]: end_ts = time.time() + float(max_wait_sec or 0.0) last: Dict[str, Any] = {} while True: try: last = self.get_order(symbol=symbol, order_id=str(order_id or ""), client_order_id=str(client_order_id or "")) except Exception: last = last or {} status = str(last.get("orderStatus") or last.get("order_status") or "") try: filled = float(last.get("cumExecQty") or 0.0) except Exception: filled = 0.0 avg_price = 0.0 try: avg_price = float(last.get("avgPrice") or 0.0) except Exception: avg_price = 0.0 # Extract fee from cumExecFee (Bybit API field for cumulative execution fee) fee = 0.0 fee_ccy = "" try: fee = abs(float(last.get("cumExecFee") or 0.0)) except Exception: fee = 0.0 # Bybit linear contracts are settled in USDT if fee > 0: fee_ccy = "USDT" if filled > 0 and avg_price > 0: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if status.lower() in ("filled", "cancelled", "canceled", "rejected"): return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} if time.time() >= end_ts: return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last} time.sleep(float(poll_interval_sec or 0.5)) def get_positions(self) -> Dict[str, Any]: if self.category != "linear": raise LiveTradingError("Bybit positions are only supported for linear category in this client") return self._signed_request("GET", "/v5/position/list", params={"category": "linear"}) def set_leverage(self, *, symbol: str, leverage: float) -> bool: if self.category != "linear": return False sym = to_bybit_symbol(symbol) try: lv = int(float(leverage or 1.0)) except Exception: lv = 1 if lv < 1: lv = 1 # Bybit leverage caps vary per symbol; keep best-effort. body = {"category": "linear", "symbol": sym, "buyLeverage": str(lv), "sellLeverage": str(lv)} try: resp = self._signed_request("POST", "/v5/position/set-leverage", json_body=body) ok = isinstance(resp, dict) and (resp.get("retCode") in (0, "0", None, "")) return bool(ok) except Exception: return False