v3.5.0: feat(): add market endpoints for v5 REST APIs, with tests

src/index.ts

@@ -4,6 +4,7 @@ export * from './copy-trading-client';
 export * from './inverse-client';
 export * from './inverse-futures-client';
 export * from './linear-client';
+export * from './rest-client-v5';
 export * from './spot-client';
 export * from './spot-client-v3';
 export * from './usdc-option-client';

src/rest-client-v5.ts

@@ -0,0 +1,222 @@
+import {
+  APIResponseV3WithTime,
+  APIResponseWithTime,
+  CategoryV5,
+  GetFundingRateHistoryParamsV5,
+  GetHistoricalVolatilityParamsV5,
+  GetIndexPriceKlineParamsV5,
+  GetInstrumentsInfoParamsV5,
+  GetInsuranceParamsV5,
+  GetKlineParamsV5,
+  GetMarkPriceKlineParamsV5,
+  GetOpenInterestParamsV5,
+  GetOptionDeliveryPriceParamsV5,
+  GetOrderbookParamsV5,
+  GetPremiumIndexPriceKlineParams,
+  GetPublicTradingHistoryParamsV5,
+  GetRiskLimitParamsV5,
+  GetTickersParamsV5,
+} from './types';
+import {
+  CategoryListV5,
+  FundingRateHistoryResponseV5,
+  HistoricalVolatilityV5,
+  IndexPriceKlineResponseV5,
+  InstrumentInfoV5,
+  InsuranceResponseV5,
+  KlineResponseV5,
+  MarkPriceKlineResponseV5,
+  OpenInterestResponseV5,
+  OptionDeliveryPriceResponseV5,
+  OrderbookResponseV5,
+  PaginatedListV5,
+  PremiumIndexPriceKlineResponse,
+  PublicTradeV5,
+  RiskLimitV5,
+  TickersLinearInverseResponseV5,
+  TickersOptionResponseV5,
+  TickersSpotResponseV5,
+} from './types/response/v5-market';
+import { REST_CLIENT_TYPE_ENUM } from './util';
+import BaseRestClient from './util/BaseRestClient';
+
+/**
+ * REST API client for V5 REST APIs
+ * https://bybit-exchange.github.io/docs/v5/intro
+ */
+export class RestClientV5 extends BaseRestClient {
+  getClientType() {
+    return REST_CLIENT_TYPE_ENUM.v3;
+  }
+
+  async fetchServerTime(): Promise<number> {
+    const res = await this.getServerTime();
+    return Number(res.time);
+  }
+
+  getServerTime(): Promise<
+    APIResponseV3WithTime<{ timeSecond: string; timeNano: string }>
+  > {
+    return this.get('/v3/public/time');
+  }
+
+  /**
+   *
+   * Market APIs
+   *
+   */
+
+  /**
+   * Query the kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Spot / Linear contract / Inverse contract
+   */
+  getKline(
+    params: GetKlineParamsV5
+  ): Promise<APIResponseV3WithTime<KlineResponseV5>> {
+    return this.get(`/v5/market/kline`, params);
+  }
+
+  /**
+   * Query the mark price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract / Inverse contract
+   */
+  getMarkPriceKline(
+    params: GetMarkPriceKlineParamsV5
+  ): Promise<APIResponseV3WithTime<MarkPriceKlineResponseV5>> {
+    return this.get(`/v5/market/mark-price-kline`, params);
+  }
+
+  /**
+   * Query the index price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract / Inverse contract
+   */
+  getIndexPriceKline(
+    params: GetIndexPriceKlineParamsV5
+  ): Promise<APIResponseV3WithTime<IndexPriceKlineResponseV5>> {
+    return this.get(`/v5/market/index-price-kline`, params);
+  }
+
+  /**
+   * Retrieve the premium index price kline data. Charts are returned in groups based on the requested interval.
+   * Covers: Linear contract
+   */
+  getPremiumIndexPriceKline(
+    params: GetPremiumIndexPriceKlineParams
+  ): Promise<APIResponseV3WithTime<PremiumIndexPriceKlineResponse>> {
+    return this.get(`/v5/market/premium-index-price-kline`, params);
+  }
+
+  /**
+   * Query a list of instruments of online trading pair.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   * Note: Spot does not support pagination, so limit & cursor are invalid.
+   */
+  getInstrumentsInfo(
+    params: GetInstrumentsInfoParamsV5
+  ): Promise<APIResponseV3WithTime<PaginatedListV5<InstrumentInfoV5>>> {
+    return this.get(`/v5/market/instruments-info`, params);
+  }
+
+  /**
+   * Query orderbook data
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getOrderbook(
+    params: GetOrderbookParamsV5
+  ): Promise<APIResponseV3WithTime<OrderbookResponseV5>> {
+    return this.get(`/v5/market/orderbook`, params);
+  }
+
+  /**
+   * Query the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getTickers(
+    params: GetTickersParamsV5
+  ): Promise<
+    APIResponseV3WithTime<
+      | TickersLinearInverseResponseV5
+      | TickersOptionResponseV5
+      | TickersSpotResponseV5
+    >
+  > {
+    return this.get(`/v5/market/tickers`, params);
+  }
+
+  /**
+   * Query historical funding rate. Each symbol has a different funding interval.
+   * Covers: Linear contract / Inverse perpetual
+   */
+  getFundingRateHistory(
+    params: GetFundingRateHistoryParamsV5
+  ): Promise<
+    APIResponseV3WithTime<
+      CategoryListV5<FundingRateHistoryResponseV5, 'linear' | 'inverse'>
+    >
+  > {
+    return this.get(`/v5/market/funding/history`, params);
+  }
+
+  /**
+   * Query recent public trading data in Bybit.
+   * Covers: Spot / Linear contract / Inverse contract / Option
+   */
+  getPublicTradingHistory(
+    params: GetPublicTradingHistoryParamsV5
+  ): Promise<APIResponseV3WithTime<CategoryListV5<PublicTradeV5, CategoryV5>>> {
+    return this.get(`/v5/market/recent-trade`, params);
+  }
+
+  /**
+   * Get open interest of each symbol.
+   * Covers: Linear contract / Inverse contract
+   */
+  getOpenInterest(
+    params: GetOpenInterestParamsV5
+  ): Promise<APIResponseV3WithTime<OpenInterestResponseV5>> {
+    return this.get(`/v5/market/open-interest`, params);
+  }
+
+  /**
+   * Query option historical volatility
+   * Covers: Option
+   */
+  getHistoricalVolatility(
+    params: GetHistoricalVolatilityParamsV5
+  ): Promise<
+    APIResponseV3WithTime<CategoryListV5<HistoricalVolatilityV5, 'option'>>
+  > {
+    return this.get(`/v5/market/historical-volatility`, params);
+  }
+
+  /**
+   * Query Bybit insurance pool data (BTC/USDT/USDC etc). The data is updated every 24 hours.
+   */
+  getInsurance(
+    params?: GetInsuranceParamsV5
+  ): Promise<APIResponseV3WithTime<InsuranceResponseV5>> {
+    return this.get(`/v5/market/insurance`, params);
+  }
+
+  /**
+   * Query risk limit of futures
+   * Covers: Linear contract / Inverse contract
+   */
+  getRiskLimit(
+    params?: GetRiskLimitParamsV5
+  ): Promise<
+    APIResponseV3WithTime<CategoryListV5<RiskLimitV5, 'inverse' | 'linear'>>
+  > {
+    return this.get(`/v5/market/risk-limit`, params);
+  }
+
+  /**
+   * Get the delivery price for option
+   * Covers: Option
+   */
+  getOptionDeliveryPrice(
+    params: GetOptionDeliveryPriceParamsV5
+  ): Promise<APIResponseV3WithTime<OptionDeliveryPriceResponseV5>> {
+    return this.get(`/v5/market/delivery-price`, params);
+  }
+}

src/types/index.ts

@@ -1,4 +1,5 @@
 export * from './response';
 export * from './request';
 export * from './shared';
+export * from './v5-shared';
 export * from './websockets';

src/types/request/index.ts

@@ -7,4 +7,5 @@ export * from './usdc-perp';
 export * from './usdc-options';
 export * from './usdc-shared';
 export * from './unified-margin';
+export * from './v5-market';
 export * from './contract';

src/types/request/v5-market.ts

@@ -0,0 +1,120 @@
+import { KlineIntervalV3 } from '../shared';
+import { CategoryV5 } from '../v5-shared';
+
+export interface GetKlineParamsV5 {
+  category: 'spot' | 'linear' | 'inverse';
+  symbol: string;
+  interval: KlineIntervalV3;
+  start?: number;
+  end?: number;
+  limit?: number;
+}
+
+export interface GetMarkPriceKlineParamsV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  interval: KlineIntervalV3;
+  start?: number;
+  end?: number;
+  limit?: number;
+}
+
+export interface GetIndexPriceKlineParamsV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  interval: KlineIntervalV3;
+  start?: number;
+  end?: number;
+  limit?: number;
+}
+
+export interface GetPremiumIndexPriceKlineParams {
+  category: 'linear';
+  symbol: string;
+  interval: KlineIntervalV3;
+  start?: number;
+  end?: number;
+  limit?: number;
+}
+
+export interface GetInstrumentsInfoParamsV5 {
+  category: CategoryV5;
+  symbol?: string;
+  baseCoin?: string;
+  limit?: number;
+  cursor?: string;
+}
+
+export interface GetOrderbookParamsV5 {
+  category: CategoryV5;
+  symbol: string;
+  limit?: number;
+}
+
+export interface GetTickersParamsV5 {
+  category: CategoryV5;
+  symbol?: string;
+  baseCoin?: string;
+  expDate?: string;
+}
+
+export interface GetFundingRateHistoryParamsV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  startTime?: number;
+  endTime?: number;
+  limit?: number;
+}
+
+export type OptionType = 'Call' | 'Put';
+
+export interface GetPublicTradingHistoryParamsV5 {
+  category: CategoryV5;
+  symbol: string;
+  baseCoin?: string;
+  optionType?: OptionType;
+  limit?: number;
+}
+
+export type OpenInterestIntervalV5 =
+  | '5min'
+  | '15min'
+  | '30min'
+  | '1h'
+  | '4h'
+  | '1d';
+
+export interface GetOpenInterestParamsV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  intervalTime: OpenInterestIntervalV5;
+  startTime?: number;
+  endTime?: number;
+  limit?: number;
+  cursor?: string;
+}
+
+export interface GetHistoricalVolatilityParamsV5 {
+  category: 'option';
+  baseCoin?: string;
+  period?: number;
+  startTime?: number;
+  endTime?: number;
+}
+
+export interface GetInsuranceParamsV5 {
+  coin?: string;
+}
+
+export interface GetRiskLimitParamsV5 {
+  category?: 'linear' | 'inverse';
+  symbol?: string;
+}
+
+export interface GetOptionDeliveryPriceParamsV5 {
+  category: 'option';
+  symbol?: string;
+  baseCoin?: string;
+  limit?: number;
+  cursor?: string;
+}

src/types/response/v5-market.ts

@@ -0,0 +1,298 @@
+import { CategoryV5 } from '../v5-shared';
+
+/**
+ * Next page cursor does not exist for spot!
+ */
+export interface PaginatedListV5<T> {
+  nextPageCursor: string;
+  list: T[];
+}
+
+export interface CategoryListV5<T, TCategory extends CategoryV5> {
+  category: TCategory;
+  list: T[];
+}
+
+/**
+ * OHLCVT candle used by v5 APIs
+> list[0]: startTime	string	Start time of the candle (ms)
+> list[1]: openPrice	string	Open price
+> list[2]: highPrice	string	Highest price
+> list[3]: lowPrice	string	Lowest price
+> list[4]: closePrice	string	Close price. Is the last traded price when the candle is not closed
+> list[5]: volume	string	Trade volume. Unit of contract: pieces of contract. Unit of spot: quantity of coins
+> list[6]: turnover	string	Turnover. Unit of figure: quantity of quota coin
+ */
+export type KlineV5 = [string, string, string, string, string, string, string];
+
+export interface KlineResponseV5 {
+  category: 'spot' | 'linear' | 'inverse';
+  symbol: string;
+  list: KlineV5[];
+}
+
+/**
+ * OHLC candle used by v5 APIs
+> list[0]: startTime	string	Start time of the candle (ms)
+> list[1]: openPrice	string	Open price
+> list[2]: highPrice	string	Highest price
+> list[3]: lowPrice	string	Lowest price
+> list[4]: closePrice	string	Close price. Is the last traded price when the candle is not closed
+ */
+export type OHLCV5 = [string, string, string, string, string];
+
+export interface MarkPriceKlineResponseV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  list: OHLCV5[];
+}
+
+export interface IndexPriceKlineResponseV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  list: OHLCV5[];
+}
+
+export interface PremiumIndexPriceKlineResponse {
+  category: 'linear';
+  symbol: string;
+  list: OHLCV5[];
+}
+
+export interface LinearInverseInstrumentInfoV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  contractType: string;
+  status: string;
+  baseCoin: string;
+  quoteCoin: string;
+  launchTime: string;
+  deliveryTime: string;
+  deliveryFeeRate: string;
+  priceScale: string;
+  maxLeverage: string;
+  minOrderValue: string;
+  minOrderVolume: string;
+  makerFeeRate: string;
+  takerFeeRate: string;
+}
+
+export interface OptionInstrumentInfoV5 {
+  category: 'option';
+  symbol: string;
+  contractType: string;
+  status: string;
+  baseCoin: string;
+  quoteCoin: string;
+  launchTime: string;
+  deliveryTime: string;
+  deliveryFeeRate: string;
+  priceScale: string;
+  maxLeverage: string;
+  minOrderValue: string;
+  minOrderVolume: string;
+  makerFeeRate: string;
+  takerFeeRate: string;
+  settlementCurrency: string;
+  settlementPrice: string;
+  deliveryMethod: string;
+  optionType: string;
+  exercisePrice: string;
+  expirationTime: string;
+  blockMarginRatio: string;
+  marginType: string;
+  strike: string;
+}
+
+export interface SpotInstrumentInfoV5 {
+  category: 'spot';
+  symbol: string;
+  contractType: string;
+  status: string;
+  baseCoin: string;
+  quoteCoin: string;
+  launchTime: string;
+  priceScale: string;
+  maxLeverage: string;
+  minOrderValue: string;
+  minOrderVolume: string;
+  makerFeeRate: string;
+  takerFeeRate: string;
+}
+
+export type InstrumentInfoV5 =
+  | LinearInverseInstrumentInfoV5
+  | OptionInstrumentInfoV5
+  | SpotInstrumentInfoV5;
+
+export interface OrderbookLevelV5 {
+  price: string;
+  size: string;
+}
+
+export interface OrderbookResponseV5 {
+  s: string;
+  b: OrderbookLevelV5[];
+  a: OrderbookLevelV5[];
+  ts: number;
+  u: number;
+}
+
+export interface TickerLinearInverseV5 {
+  symbol: string;
+  lastPrice: string;
+  indexPrice: string;
+  markPrice: string;
+  prevPrice24h: string;
+  price24hPcnt: string;
+  highPrice24h: string;
+  lowPrice24h: string;
+  prevPrice1h: string;
+  openInterest: string;
+  openInterestValue: string;
+  turnover24h: string;
+  volume24h: string;
+  fundingRate: string;
+  nextFundingTime: string;
+  predictedDeliveryPrice: string;
+  basisRate: string;
+  deliveryFeeRate: string;
+  deliveryTime: string;
+  ask1Size: string;
+  bid1Price: string;
+  ask1Price: string;
+  bid1Size: string;
+}
+
+export interface TickerOptionV5 {
+  symbol: string;
+  bid1Price: string;
+  bid1Size: string;
+  bid1Iv: string;
+  ask1Price: string;
+  ask1Size: string;
+  ask1Iv: string;
+  lastPrice: string;
+  highPrice24h: string;
+  lowPrice24h: string;
+  markPrice: string;
+  indexPrice: string;
+  markIv: string;
+  underlyingPrice: string;
+  openInterest: string;
+  turnover24h: string;
+  volume24h: string;
+  totalVolume: string;
+  totalTurnover: string;
+  delta: string;
+  gamma: string;
+  vega: string;
+  theta: string;
+  predictedDeliveryPrice: string;
+  change24h: string;
+}
+
+export interface TickerSpotV5 {
+  symbol: string;
+  bid1Price: string;
+  bid1Size: string;
+  ask1Price: string;
+  ask1Size: string;
+  lastPrice: string;
+  prevPrice24h: string;
+  price24hPcnt: string;
+  highPrice24h: string;
+  lowPrice24h: string;
+  turnover24h: string;
+  volume24h: string;
+  usdIndexPrice: string;
+}
+
+export interface TickersSpotResponseV5 {
+  category: 'spot';
+  list: TickerSpotV5[];
+}
+
+export interface TickersLinearInverseResponseV5 {
+  category: 'linear' | 'inverse';
+  list: TickerLinearInverseV5[];
+}
+
+export interface TickersOptionResponseV5 {
+  category: 'option';
+  list: TickerOptionV5[];
+}
+
+export interface FundingRateHistoryResponseV5 {
+  symbol: string;
+  fundingRate: string;
+  fundingRateTimestamp: string;
+}
+
+export interface PublicTradeV5 {
+  execId: string;
+  symbol: string;
+  price: string;
+  size: string;
+  side: 'Buy' | 'Sell';
+  time: string;
+  isBlockTrade: boolean;
+}
+
+/**
+> openInterest	string	Open interest
+> timestamp	string	The timestamp (ms)
+*/
+export type OpenInterestV5 = [string, string];
+
+export interface OpenInterestResponseV5 {
+  category: 'linear' | 'inverse';
+  symbol: string;
+  list: OpenInterestV5[];
+  nextPageCursor?: string;
+}
+
+export interface HistoricalVolatilityV5 {
+  period: number;
+  value: string;
+  time: string;
+}
+
+export interface InsuranceDataV5 {
+  coin: string;
+  balance: string;
+  value: string;
+}
+
+export interface InsuranceResponseV5 {
+  updatedTime: string;
+  list: InsuranceDataV5[];
+}
+
+export interface RiskLimitV5 {
+  id: number;
+  symbol: string;
+  riskLimitValue: string;
+  maintenanceMargin: number;
+  initialMargin: number;
+  section: any;
+  isLowestRisk: 0 | 1;
+  maxLeverage: string;
+}
+
+export interface RiskLimitResponseV5 {
+  category: CategoryV5;
+  list: RiskLimitV5[];
+}
+
+export interface OptionDeliveryPriceV5 {
+  symbol: string;
+  deliveryPrice: string;
+  deliveryTime: string;
+}
+
+export interface OptionDeliveryPriceResponseV5 {
+  category: CategoryV5;
+  list: OptionDeliveryPriceV5[];
+  nextPageCursor?: string;
+}

src/types/v5-shared.ts

@@ -0,0 +1 @@
+export type CategoryV5 = 'spot' | 'linear' | 'inverse' | 'option';