Read Tickers And Trades

One Ticker

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  ticker = await client.http.market.tickers(category='spot', symbol='BTCUSDT')
  assert ticker['category'] == 'spot'
  spot = ticker['list'][0]
  print(spot['lastPrice'], spot['price24hPcnt'], spot['volume24h'])

Every Ticker In A Category

Omit symbol to get the whole category in one response. There is no pagination here:

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  tickers = await client.http.market.tickers(category='linear')
  print(len(tickers['list']))
  top = sorted(tickers['list'], key=lambda t: float(t['turnover24h']), reverse=True)[:5]
  for t in top:
    print(t['symbol'], t['lastPrice'], t['turnover24h'])

The Response Is Discriminated By Category

Like market.instruments, the return type is a union tagged by category:

SpotTickers — 24-hour statistics and best quote
ContractTickers — adds open interest, funding rate, next funding time, basis
OptionTickers — adds greeks, implied volatilities, and the underlying price

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  tickers = await client.http.market.tickers(category='linear', symbol='BTCUSDT')
  if tickers['category'] == 'spot':
    print(tickers['list'][0]['lastPrice'])
  elif tickers['category'] == 'option':
    print(tickers['list'][0]['delta'])
  else:
    contract = tickers['list'][0]
    print(contract['fundingRate'], contract['nextFundingTime'], contract['openInterest'])

Options are keyed by expiry, so filter them with base_coin and optionally exp_date:

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  tickers = await client.http.market.tickers(category='option', base_coin='BTC')
  print(len(tickers['list']), tickers['list'][0]['symbol'])

The Tape

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  trades = await client.http.market.recent_trades(category='spot', symbol='BTCUSDT', limit=5)
  for trade in trades['list']:
    print(trade['time'], trade['side'], trade['price'], trade['size'])

Trades are newest first. side is the taker's side, 'Buy' or 'Sell'. limit is capped at 60 for spot and 1000 elsewhere. Option trades carry the extra mP, iP, mIv, and iv fields and drop isRPITrade.

This is a one-shot snapshot of at most a few hundred prints. There is no historical trade endpoint, and no public trade stream — client.ws.spot only streams the order book today, see Async Usage.

Price Bands

The band an order must fall inside, for a single symbol:

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  band = await client.http.market.price_limit(category='linear', symbol='BTCUSDT')
  print(band['buyLmt'], band['sellLmt'])

Funding And Open Interest

from typed_bybit import Bybit

async with Bybit.new(public=True) as client:
  funding = await client.http.market.funding_history(category='linear', symbol='BTCUSDT', limit=3)
  for rate in funding['list']:
    print(rate['fundingRateTimestamp'], rate['fundingRate'])

  oi = await client.http.market.open_interest(
    category='linear', symbol='BTCUSDT', interval_time='1h', limit=3,
  )
  for sample in oi['list']:
    print(sample['timestamp'], sample['openInterest'])

interval_time is one of '5min', '15min', '30min', '1h', '4h', '1d'. Both series are newest first, and both are paginated — funding by time window, open interest by cursor. See Paginate Through Results.