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Bybit Market Data Connector

Bybit Data Connector (V5 API) based on WebSocket/REST.

Features​

bybit_v5Connector Key
Instrument Types
FXFUTUREOPTION
Asset Class
Crypto
Technology
WebSocketREST
Feed Mode
Real-Time
Order Book Update Mode
SnapshotIncremental Updates
Order Book Type
Aggregated
Message Types
✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates

Configuration​

Data Connector Parameters​

ParameterDefault ValueDescription
WebSocket URLwss://stream.bybit.com/v5/public/spotWebSocket root URL.

To start the connector in "Spot" mode use the following URL:
wss://stream.bybit.com/v5/public/spot

To start the connector in "Linear Contract" mode (USDT Perpetual, USDC Contract) use the following URL:
wss://stream.bybit.com/v5/public/linear

To start the connector in "Inverse Contract" mode use the following URL:
wss://stream.bybit.com/v5/public/inverse

To start the connector in "Option" mode use the following URL:
wss://stream.bybit.com/v5/public/option

By default URL for "Spot" mode is chosen.
REST URLhttps://api.bybit.com/REST root URL.
Exchange NameBYBITExchange name for this session.
Output Book Size20Size of the output book.
Snapshot Interval10SThis property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator.

Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in.

Default value is 10 seconds.

Symbology​

Supported symbol notations:

Symbol NotationExamples
CRYPTOCURRENCY
CRYPTO-OPTION
BTCUSDT
BTC-31MAR23-300000-C
1000PEPEUSDT
ADAUSD

Bybit instrument’s meta-info can be found here:

https://api.bybit.com/v5/market/instruments-info?category=spot

https://api.bybit.com/v5/market/instruments-info?category=linear

https://api.bybit.com/v5/market/instruments-info?category=inverse

https://api.bybit.com/v5/market/instruments-info?category=option

Logging​

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.bybit_v5" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>