Bybit tickers request endpoint and example strategy #1403
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filipmacek
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python
| super().__init__() | ||
| self.interval = config.interval | ||
| self.instrument_id = InstrumentId.from_str(config.instrument_id) | ||
| self.linear_request_ticker_uuid = UUID4() |
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Each request should have a unique UUID4, it could cause downstream issues to be hanging onto the request_id reference and potentially reusing it with several in-flight
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Delete this, this demo strategy is not much simpler it uses request_data and listens on on_historical_method callback
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| def on_data(self, data: DataResponse): | ||
| ## check generic data response by uuid | ||
| if data.correlation_id == self.linear_request_ticker_uuid: |
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We can use some other method to know if this is a request ticker response.
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Pls check again the new implementation
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| class RequestDemoStrategyConfig(StrategyConfig, frozen=True): | ||
| instrument_id: str |
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We can also type as InstrumentId now for configs.
| return get_env_key("BYBIT_TESTNET_API_KEY") | ||
| key = get_env_key("BYBIT_TESTNET_API_KEY") | ||
| if not key: | ||
| raise ValueError( |
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Doesn't get_env_key raise this exception already if not found?
| from nautilus_trader.core.data import Data | ||
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| class BybitTickerData(Data): |
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If you make this a type of Ticker, then you don't need to define a custom data type, and data will be returned through the normal Ticker methods and channels (see Binance for a similar pattern).
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I don't see where we're initializing ts_init or ts_event?
Pull Request
fetch_send_tickersinBybitDataClientthat uses this endpointbybit.data.tickersso that strategies and other components can fetch tickers data from Bybit, when requesting it fromrequest_datamethodRequestDemoStrategyinbybitexamples folder, that showcases the usage of this endpoint and also shows how to wire up the clock timer so that it can fetch data from this endpoint periodicallygenerate_position_status_reportsWhen running this demo strategy you get printed tickers response for predefined instrument every 10 seconds