Bybit only spot

package.json

@@ -29,6 +29,7 @@
         "@types/ws": "^8.5.3",
         "async-genetic": "^1.6.8",
         "binance-api-node": "0.11.29",
+        "bybit-api": "^3.8.2",
         "cli-progress": "^3.11.2",
         "nice-grpc": "^2.0.0",
         "node-fetch": "^3.2.10",

src/cli/tester/history-providers/bybit.ts

@@ -0,0 +1,100 @@
+import { TimeFrame, Candle, InstrumentType } from '@debut/types';
+import { convertTimeFrame } from '../../../transports/bybit';
+import { DebutError, ErrorEnvironment } from '../../../modules/error';
+import { date } from '@debut/plugin-utils';
+import { APIResponseV3WithTime, CategorySymbolListV5, KlineIntervalV3, OHLCVKlineV5 } from 'bybit-api';
+
+type GetKlineResponseType = APIResponseV3WithTime<CategorySymbolListV5<OHLCVKlineV5[], 'spot' | 'linear' | 'inverse'>>;
+
+export function createRequestBybit(instrumentType: InstrumentType) {
+    let endpoint = 'api.bybit.com';
+    let apiName = 'api';
+    let apiVersion = 'v5';
+
+    if (instrumentType === 'FUTURES') {
+        // endpoint = 'fapi.binance.com';
+        // apiName = 'fapi';
+        // apiVersion = 'v1';
+    }
+
+    const apiBase = `https://${endpoint}/${apiVersion}`;
+
+    return async function requestBybit(
+        from: number,
+        to: number,
+        ticker: string,
+        interval: TimeFrame,
+    ): Promise<Candle[]> {
+        const frameMs = date.intervalToMs(interval);
+        const frameMin = frameMs / 1000 / 60;
+        const binanceFrame: KlineIntervalV3 = convertTimeFrame(interval);
+        const isSameDay = date.isSameDay(new Date(from), new Date());
+
+        if (frameMin <= 60) {
+            const middleDay = from + 12 * 60 * 60 * 1000 - 1000;
+
+            /**
+             * Sometimes there can be a duplicate of the same candle,
+             * so common nu,ber of candles can be different for bybit and binances
+             * example:
+             * {time: 1707391800000, o: 2421.34, c: 2422.12, h: 2423.54, l: 2416.15, …}
+             * ---> {time: 1707392700000, o: 2422.12, c: 2425.11, h: 2425.77, l: 2418.8, …}
+             * ---> {time: 1707392700000, o: 2422.12, c: 2425.11, h: 2425.77, l: 2418.8, …}
+             * {time: 1707393600000, o: 2425.11, c: 2424.98, h: 2429.5, l: 2424.23, …}
+             */
+            if (!isSameDay) {
+                to = to - frameMs;
+            }
+
+            const urlPart1 = `${apiBase}/market/kline?category=spot&symbol=${ticker}&interval=${binanceFrame}&start=${from}&end=${middleDay}&limit=720`;
+            const urlPart2 = `${apiBase}/market/kline?category=spot&symbol=${ticker}&interval=${binanceFrame}&start=${middleDay}&end=${to}&limit=720`;
+
+            const [req1, req2] = await Promise.all([
+                fetch(urlPart1).then((res) => res.json()),
+                middleDay < to ? fetch(urlPart2).then((res) => res.json()) : Promise.resolve({ result: { list: [] } }),
+            ]);
+
+            const candles1: OHLCVKlineV5[] = req1?.result?.list?.length
+                ? req1.result.list.sort((a: OHLCVKlineV5, b: OHLCVKlineV5) => +a[0] - +b[0])
+                : [];
+            const candles2: OHLCVKlineV5[] = req2?.result?.list?.length
+                ? req2.result.list.sort((a: OHLCVKlineV5, b: OHLCVKlineV5) => +a[0] - +b[0])
+                : [];
+
+            return convertBybitTicks([...candles1, ...candles2]);
+        } else {
+            const url = `${apiBase}/market/kline?category=spot&symbol=${ticker}&interval=${binanceFrame}&start=${from}&end=${to}`;
+            const req1: GetKlineResponseType = await fetch(url)
+                .then((res) => res.json())
+                .then((data) => data.result.list.sort((a: OHLCVKlineV5, b: OHLCVKlineV5) => +a[0] - +b[0]));
+
+            let candles1: [] | OHLCVKlineV5[] = [];
+
+            if (req1?.result?.list?.length) {
+                candles1 = req1.result.list;
+            }
+
+            return convertBybitTicks(candles1);
+        }
+    };
+}
+
+function convertBybitTicks(data: OHLCVKlineV5[]) {
+    const ticks: Candle[] = [];
+    data.forEach((item) => {
+        const tick: Candle = {
+            time: +item[0],
+            o: parseFloat(item[1]),
+            c: parseFloat(item[4]),
+            h: parseFloat(item[2]),
+            l: parseFloat(item[3]),
+            v: parseFloat(item[5]),
+        };
+
+        if (tick.c) {
+            ticks.push(tick);
+        }
+    });
+
+    return ticks;
+}

src/cli/tester/history.ts

@@ -4,12 +4,13 @@ import { SingleBar, Presets } from 'cli-progress';
 import { DebutError, ErrorEnvironment } from '../../modules/error';
 import { requestAlpaca } from './history-providers/alpaca';
 import { createRequestBinance } from './history-providers/binance';
+import { createRequestBybit } from './history-providers/bybit';
 import { requestTinkoff } from './history-providers/tinkoff';
 
 const DAY = 86400000;
 export type RequestFn = (from: number, to: number, ticker: string, interval: TimeFrame) => Promise<Candle[]>;
 export interface HistoryOptions {
-    broker: 'tinkoff' | 'binance' | 'alpaca';
+    broker: 'tinkoff' | 'binance' | 'alpaca' | 'bybit';
     ticker: string;
     instrumentType: InstrumentType;
     days: number;
@@ -31,6 +32,9 @@ export async function getHistory(options: HistoryOptions): Promise<Candle[]> {
         case 'binance':
             requestFn = createRequestBinance(options.instrumentType);
             break;
+        case 'bybit':
+            requestFn = createRequestBybit(options.instrumentType);
+            break;
         case 'alpaca':
             requestFn = requestAlpaca;
             break;

src/cli/tester/tester-transport.ts

@@ -92,6 +92,8 @@ export class TesterTransport implements BaseTransport {
         switch (this.opts.broker) {
             case 'binance':
                 return math.toFixed(lots, 4);
+            case 'bybit':
+                return math.toFixed(lots, 4);
             case 'tinkoff':
             default:
                 return Math.round(lots) || 1;

src/index.ts

@@ -1,5 +1,6 @@
 export { TinkoffTransport } from './transports/tinkoff';
 export { BinanceTransport } from './transports/binance';
 export { AlpacaTransport } from './transports/alpaca';
+export { BybitTransport } from './transports/bybit';
 export * from './cli/tester/history';
 export { Debut } from './modules/debut';