nautilus-bybit 0.58.0

Bybit exchange integration adapter for the Nautilus trading engine
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33

{
    "id": "tickers.BTC-6JAN23-17500-C-2480334983-1672917511074",
    "topic": "tickers.BTC-6JAN23-17500-C",
    "ts": 1672917511074,
    "data": {
        "symbol": "BTC-6JAN23-17500-C",
        "bidPrice": "0",
        "bidSize": "0",
        "bidIv": "0",
        "askPrice": "10",
        "askSize": "5.1",
        "askIv": "0.514",
        "lastPrice": "10",
        "highPrice24h": "25",
        "lowPrice24h": "5",
        "markPrice": "7.86976724",
        "indexPrice": "16823.73",
        "markPriceIv": "0.4896",
        "underlyingPrice": "16815.1",
        "openInterest": "49.85",
        "turnover24h": "446802.8473",
        "volume24h": "26.55",
        "totalVolume": "86",
        "totalTurnover": "1437431",
        "delta": "0.047831",
        "gamma": "0.00021453",
        "vega": "0.81351067",
        "theta": "-19.9115368",
        "predictedDeliveryPrice": "0",
        "change24h": "-0.33333334"
    },
    "type": "snapshot"
}