Bybit Futures Trading System

Complete trading infrastructure for Bybit USDT perpetual futures contracts.

Quick Start

1. Install dependencies: pip install ccxt websockets numpy requests
2. Copy scripts/config_template.py → config.py, fill in API keys
3. Run paper trading: python scripts/paper_trading_ws.py
4. When validated, switch to live: python scripts/live_trading.py

Architecture

config.py          ← API keys + risk parameters
risk_manager.py    ← Position sizing, daily loss limits, max positions
paper_trading_ws.py ← WebSocket real-time paper trading
live_trading.py    ← Live execution (same logic, real orders)
backtest.py        ← Historical backtesting engine

Risk Management

All trades enforced by risk_manager.py:

• Max position: configurable % of capital per trade (default 20%)
• Max leverage: configurable (default 5x)
• Stop loss: automatic per-trade (default 3%)
• Take profit: automatic per-trade (default 6%, 2:1 R/R)
• Daily loss limit: halt trading after X% daily drawdown (default 10%)
• Max concurrent positions: configurable (default 3)

Included Strategies

EMA Crossover (ETH)

• EMA(12) crosses above EMA(26) → long
• EMA(12) crosses below EMA(26) → short
• Best on: ETH/USDT 1h timeframe

RSI Mean Reversion (SOL, HYPE, PEPE)

• RSI(14) crosses up from below 30 → long
• RSI(14) crosses down from above 70 → short
• Best on: SOL, HYPE (73% WR), 1000PEPE (53% WR) 1h timeframe
• Backtested: HYPE +$339, PEPE +$210 on 90-day 1h data

Custom Strategy Template

See references/custom_strategy.md for adding your own signals.

WebSocket Real-Time Engine

The paper/live trading engine uses Bybit's WebSocket v5 API:

• Ticker subscription: millisecond-level price updates for SL/TP
• Kline subscription: signal calculation on candle close only
• Auto-reconnect: 5s retry on disconnect
• State persistence: saves every 5 minutes to JSON

Deployment

Recommended: systemd service on a VPS.

# Create service file
sudo tee /etc/systemd/system/paper-trading.service << 'EOF'
[Unit]
Description=Paper Trading Bot (WebSocket)
After=network.target

[Service]
Type=simple
WorkingDirectory=/root/trading
ExecStart=/usr/bin/python3 paper_trading_ws.py
Restart=always
RestartSec=10

[Install]
WantedBy=multi-user.target
EOF

sudo systemctl enable --now paper-trading

Telegram Notifications

Built-in Telegram push for all events:

• Position opened/closed
• Stop loss / take profit hit
• 6-hourly summary reports
• Error alerts

Set TG_BOT_TOKEN and TG_CHAT_ID in config.

Files

• scripts/config_template.py — Configuration template
• scripts/risk_manager.py — Risk management engine
• scripts/paper_trading_ws.py — WebSocket paper trading bot
• scripts/live_trading.py — Live trading bot
• scripts/backtest.py — Backtesting engine
• references/custom_strategy.md — Guide for adding custom strategies
• references/bybit_api_notes.md — Bybit API gotchas and tips