About Bybit Crypto Future Price Data

The Bybit Crypto Future Price Data by CoinAPI is for Cryptocurrency Futures price and volume data points. The data covers 433 Cryptocurrency pairs, starts in August 2020, and is delivered on any frequency from tick to daily. This dataset is created by monitoring the trading activity on Bybit.

The Bybit Crypto Future Margin Rate Data dataset provides margin interest rate data to model margin costs.

About CoinAPI

CoinAPI was founded by Artur Pietrzyk in 2016 with the goal of providing real-time and historical cryptocurrency market data, collected from hundreds of exchanges. CoinAPI provides access to Cryptocurrencies for traders, market makers, and developers building third-party applications.

Add Bybit Crypto Future Price Data

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About QuantConnect

QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.

Algorithm Example

from AlgorithmImports import *

class BybitCryptoFutureDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2022, 10, 1)
        self.set_end_date(2022, 10, 10)
        # Set Account Currency to Tether, since USD and USDT will not auto-convert and USD cannot be used to trade
        self.set_account_currency("USDT", 100000)
        # Bybit accepts both Cash and Margin account types, select the one you need for the best reality modeling.
        self.set_brokerage_model(BrokerageName.BYBIT, AccountType.MARGIN)

        # Requesting data, we only trade on BTCUSDT Future in Bybit exchange
        crypto_future = self.add_crypto_future("BTCUSDT", Resolution.DAILY)
        # perpetual futures does not have a filter function
        self.btcusdt = crypto_future.symbol

        # Historical data
        history = self.history(self.btcusdt, 10, Resolution.DAILY)
        self.debug(f"We got {len(history)} from our history request for {self.btcusdt}")

    def on_data(self, slice: Slice) -> None:
        # Note that you may want to access the margin interest of the crypto future to calculate if it would impact a trade's PnL
        if self.btcusdt in slice.margin_interest_rates:
            interest_rate = slice.margin_interest_rates[self.btcusdt].interest_rate
            self.log(f"{self.btcusdt} close at {slice.time}: {interest_rate}")      
  
        # Trade only based on updated price data
        if not slice.bars.contains_key(self.btcusdt) or not slice.quote_bars.contains_key(self.btcusdt):
            return

        quote = slice.quote_bars[self.btcusdt]
        price = slice.bars[self.btcusdt].price

        # Scalp-trade the bid-ask spread based on the supply-demand strength
        if price - quote.bid.close > quote.ask.close - price:
            self.set_holdings(self.btcusdt, -1)
        else:
            self.set_holdings(self.btcusdt, 1)

Example Applications

The Bybit Crypto Future Price dataset enables you to accurately design strategies for Crypto Futures with term structure. Examples include the following strategies:

Pricing

Provider offers 6 licensing options

Pricing