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dgbit Documentation

Algorithmic Trading Framework for Bybit

Backtest and execute crypto trading strategies against Bybit markets.

What is dgbit?

dgbit is an algorithmic trading framework that bundles a strategy framework, an in-memory backtester, a FastAPI service, an NNG-based service bus, and a Vue 3 dashboard. The shipped data fetcher and live trader integrate with Bybit via the pybit SDK. Bybit's spot category is the default; the underlying BybitAdapter also accepts linear (USDT-M perpetuals) and inverse categories.

The dgbit_data.adapters package additionally contains scaffolding for Binance, Coinbase, and OKX (via ccxt), but the runtime data fetcher (BybitDataFetcher) and RealtimeTrader are Bybit-only today.

Key Features

Built-in Strategies

Four strategies register themselves with the global strategy_registry at import time:

  • wavelet_reversal (WaveletReversalStrategy) - delegates to PricePredictor, which uses a Daubechies wavelet decomposition
  • ma_crossover (MACrossoverStrategy) - SMA/EMA/WMA crossover, configurable via ma_type
  • rsi (RSIStrategy) - RSI overbought/oversold thresholding
  • bollinger_bands (BollingerBandStrategy) - position of the close within the bands, no separate breakout mode

All four inherit from BaseStrategy and emit a signal in the [0.0, 1.0] range.

Backtesting

  • In-memory simulation in dgbit_core.backtesting.Backtester
  • Train/test split (train_split, default 0.7)
  • Metrics: total_trades, win_rate, total_return, max_drawdown, profit_factor, avg_return, avg_duration, final_capital, wins, losses
  • Interactive Plotly HTML report via Backtester.plot_results(...)
  • Configurable transaction_fee (applied on both entry and exit); slippage is not modelled

Service Architecture

  • FastAPI app exposing endpoints under /api
  • NNG (pynng) command/event/data sockets, addresses configured via env vars
  • Vue 3 dashboard in dgbit-ui/
  • docker-compose.yml with api, backtest-worker, ui, and data-service services

Installation

pip install dgbit

docker pull cryptuon/dgbit

git clone https://github.com/cryptuon/dgbit.git
cd dgbit
pip install -e ".[dev]"

Quick Example

from dgbit_core.backtesting import Backtester, BacktestConfig
from dgbit_core.trading.strategy import WaveletReversalStrategy
from dgbit_core.data.data_fetcher import BybitDataFetcher

# BybitDataFetcher requires Bybit API credentials (use testnet=True for read-only public data)
fetcher = BybitDataFetcher(api_key="", api_secret="", testnet=True)
data = fetcher.get_kline_data("BTCUSDT", interval="15", limit=1000)

backtester = Backtester(config=BacktestConfig(initial_capital=10000.0))
backtester.strategy = WaveletReversalStrategy()
result = backtester.run(data)

print(f"Total Return: {result.metrics['total_return']:.2%}")
print(f"Win Rate: {result.metrics['win_rate']:.2%}")

Community

License

dgbit is released under the MIT License.

Disclaimer

Trading cryptocurrencies involves significant risk. This software is provided for educational and research purposes only. Past performance does not guarantee future results. Always test strategies thoroughly before using real funds.