quantpylib.wrappers.bybit

Bybit

__init__(key='', secret='', key_self_generated=False, **kwargs)

Initializes the Bybit instance.

Parameters:

Name	Type	Description	Default
key	str	API key for authentication. Defaults to empty string.	''
secret	str	API secret for authentication. Defaults to empty string.	''
key_self_generated	bool	Flag to indicate if RSA authentication is used. Defaults to False.	False

account_balance(**kwargs) async

Retrieve balance details of the user, such as equity, margin (total, maintenance) and pnl.

Returns:

Type	Description
dict	Balance details.

account_fill_subscribe(handler, **kwargs) async

Subscribe to account fill updates - in Bybit, this just calls the order_updates_subscribe method.

account_fill_unsubscribe(**kwargs) async

Unsubscribe to account fill updates - in Bybit, this just calls the order_updates_unsubscribe method.

account_info() async

Retrieves general account information.

Returns:

Name	Type	Description
dict		The account information from the exchange.

all_mids_subscribe(handler, **kwargs) async

Not supported by Bybit.

all_mids_unsubscribe(**kwargs) async

Not supported by Bybit.

batch_orders_cancel(category='linear', cancel_wires=[]) async

Cancels multiple orders in a single batch request.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
cancel_wires	list	A list of cancel wire dictionaries to be canceled.	[]

Returns:

Name	Type	Description
dict		The response from the exchange for the batch order cancellation.

batch_orders_create(category='linear', order_wires=[]) async

Creates multiple orders in a single batch request.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
order_wires	list	A list of order wire dictionaries to be created.	[]

Returns:

Name	Type	Description
dict		The response from the exchange for the batch order creation.

cancel_open_orders(ticker=None, **kwargs) async

Cancel open orders on the exchange.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol. Defaults to None, which means cancel all open orders.	None
**kwargs		Additional keyword arguments for further customization.	{}

Returns:

Name	Type	Description
Any		The result of the cancellation request. Returns None if no open orders are found or no orders are canceled.

cancel_order(ticker, oid=None, cloid=None, submit=True, **kwargs) async

Cancel an order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
oid	int	Order ID to cancel.	None
cloid	str	Client Order ID to cancel.	None
submit	bool	If True, submits the cancel to the exchange, else returns the cancel order wire. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

cleanup() async

Cleans up the client sessions.

contract_specifications(include_prelists=False, contract_type='LinearPerpetual', **kwargs) async

Retrieve the contract's trading rules from the exchange.

Parameters:

Name	Type	Description	Default
include_prelists	bool	Specifies whether to include prelistings.	False
contract_type	str	Type of contracts to retrieve. Defaults to LinearPerpetual.	'LinearPerpetual'
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

Returns:

Name	Type	Description
dict		A dictionary containing contract specifications for each asset with key-values: - SYMBOL_PRICE_PRECISION. - SYMBOL_QUANTITY_PRECISION. - SYMBOL_MIN_NOTIONAL - SYMBOL_BASE_ASSET - SYMBOL_QUOTE_ASSET

funding_history(ticker, category='linear', startTime=None, endTime=None, limit=None) async

Retrieves the funding rate history for a given ticker.

Parameters:

Name	Type	Description	Default
ticker	str	The trading ticker symbol (e.g., 'BTCUSDT').	required
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
startTime	int	The start time for the funding history in UNIX timestamp format. Defaults to None.	None
endTime	int	The end time for the funding history in UNIX timestamp format. Defaults to None.	None
limit	int	The number of records to retrieve. Defaults to None.	None

Returns:

Name	Type	Description
dict		The funding rate history data from the exchange.

get_all_mids(ticker=None, category='linear', **kwargs) async

Retrieve the mid-price for a specific ticker or all available tickers.

Parameters:

Name	Type	Description	Default
ticker	str	The symbol of the specific contract for which to retrieve the mid-price. If not provided, mid-prices for all contracts will be returned. Defaults to None.	None
category	str	The category of the contract. Defaults to 'linear'.	'linear'
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
Decimal		The mid-price of the specified ticker if ticker is provided.
dict		A dictionary with contract symbols as keys and their corresponding mid-prices (Decimal) as values if ticker is not provided.

get_lot_precision(ticker)

Retrieves the lot size precision for a specified ticker.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

Returns:

Name	Type	Description
int		The number of decimal places for lot size precision.

get_order_wire(symbol, amount, orderType, price=None, timeInForce='GTC', reduceOnly=False, orderLinkId=None, **kwargs)

Creates the wire for placing an order.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
amount	float	The quantity of the asset to trade.	required
orderType	str	The type of order (e.g., 'Limit', 'Market').	required
price	float	The price for the order. Defaults to None.	None
timeInForce	str	The time-in-force for the order (e.g., 'GTC', 'FOK'). Defaults to "GTC".	'GTC'
reduceOnly	bool	Whether the order is reduce-only. Defaults to False.	False
orderLinkId	str	The client order ID. Defaults to None.	None
**kwargs		Additional keyword arguments for the order.	{}

Returns:

Name	Type	Description
dict		The order wire data.

get_perps_data(in_decimal=True, **kwargs) async

Retrieve perpetuals data.

Returns:

Type

Description

dict

A dictionary containing symbol to perp data with the following perp data structure: "baseAsset" str : The base asset symbol. "fr" float : Funding rate. # "frint" int, Funding rate interval. "markPrice" float, The mark price. # "min_notional" float, The minimum notional value. "next_funding" int, Unix timestamp of the next funding, milliseconds. # "pricePrecision" Decimal, The price precision. "quantityPrecision" Decimal, The quantity precision. "quoteAsset" str, The quote asset symbol. "stepSize" Decimal, The step size. "symbol" str, The symbol. "timestamp" int, Unix timestamp of the data retrieval, milliseconds. "exchange" str The exchange code , "bybit"

get_price_precision(ticker)

Retrieves the price precision for a specified ticker.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

Returns:

Name	Type	Description
int		The number of decimal places for price precision.

index_kline(symbol, start=None, end=None, limit=None, interval='D', category='linear') async

Retrieves index price kline data for a given symbol.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
start	int	The start time for the kline data in UNIX timestamp format. Defaults to None.	None
end	int	The end time for the kline data in UNIX timestamp format. Defaults to None.	None
limit	int	The number of klines to retrieve. Defaults to None.	None
interval	str	The interval for the kline data (e.g., '1m', '1h'). Defaults to "D".	'D'
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'

Returns:

Name	Type	Description
dict		The index price kline data from the exchange.

init_client() async

Initializes the client by fetching contract specifications and setting up precision mappings.

instruments_info(category='linear', status='Trading', basecoin=None, symbol=None, limit=1000, cursor='') async

Retrieves information about trading instruments.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
status	str	The status of the instrument (e.g., 'Trading'). Defaults to "Trading".	'Trading'
basecoin	str	The base coin (e.g., 'BTC'). Defaults to None.	None
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
limit	int	The maximum number of instruments to retrieve. Defaults to 1000.	1000
cursor	str	The cursor for pagination. Defaults to "".	''

Returns:

Name	Type	Description
dict		Information about trading instruments from the exchange.

kline(symbol, start=None, end=None, limit=None, interval='D', category='linear') async

Retrieves kline (candlestick) data for a given symbol.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
start	int	The start time for the kline data in UNIX timestamp format. Defaults to None.	None
end	int	The end time for the kline data in UNIX timestamp format. Defaults to None.	None
limit	int	The number of klines to retrieve. Defaults to None.	None
interval	str	The interval for the kline data (e.g., 'D', 'M'). Defaults to "D".	'D'
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'

Returns:

Name	Type	Description
dict		The kline data from the exchange.

l2_book_get(ticker, depth=25, category='linear', standardize_schema=True, **kwargs) async

Retrieve the L2 Order Book for a specific ticker.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the order book. Defaults to 25.	25
category	str	Category of the contract. Defaults to 'linear'.	'linear'
standardize_schema	bool	If True, returns the order book in a standardized schema. Defaults to True.	True
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

l2_book_mirror(ticker, depth=50, stream_depth=50, buffer_size=100, as_dict=True, on_update=None, **kwargs) async

Keep a live, internal L2 Order Book representation using a l2-book subscription.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the order-book representation, if as_dict is False	50
stream_depth	int	Depth of the l2 stream used to maintain internal order book.	50
buffer_size	int	Size of the order-book buffer, if as_dict is False	100
as_dict	(bool, True)	If True, pass state as dictionary, otherwise as a quantpylib.hft.lob.LOB object into handlers.	True
on_update	coroutine	A coroutine handler when order book state is updated.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_peek(ticker, as_dict=True, **kwargs)

Retrieve the mirrored, local internal L2 Order Book representation.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
as_dict	(bool, True)	If True, return state as dictionary, otherwise as a quantpylib.hft.lob.LOB object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscribe(ticker, handler, depth=200, standardize_schema=True, **kwargs) async

Subscribe to L2 Order Book stream.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	A coroutine handler for the message received.	required
depth	int	Depth of the l2 stream updates. Defaults to 200.	200
standardize_schema	(bool, True)	Processes the incoming message to {ts,b,a}	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscriptions(**kwargs)

Retrieve the list of open l2 book subscriptions.

l2_book_unsubscribe(ticker, depth=200, **kwargs) async

Unsubscribe from L2 Order Book.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the l2 stream update subscribed. Defaults to 200.	200
**kwargs		Exchange wrapper specific keyword arguments.	{}

limit_order(ticker, amount, price, tif='GTC', reduce_only=False, cloid=None, round_price=False, round_size=False, category='linear', submit=True, **kwargs) async

Submit a limit order.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol.	required
amount	float or Decimal	The signed quantity of contracts to long or short.	required
price	float	The price at which to execute the order.	required
tif	str	The time in force for the order. Defaults to "Gtc". Allowed values are: - "Gtc" (Good 'til canceled) - "Alo" (Add liquidity only) - "Ioc" (Immediate or cancel)	'GTC'
reduce_only	bool	Whether the order should only reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for order tracking. Defaults to None.	None
round_price	bool	Whether to round the price to a valid order specification. Defaults to False.	False
round_size	bool	Whether to round the price to a valid order specification. Defaults to False.	False
category	str	Contract categroy. Defaults to linear.	'linear'
submit	bool	If True, submits the order to the exchange, else returns the order wire. Defaults to True.	True
**kwargs		Additional keyword arguments for order customization.	{}

Returns:

Name	Type	Description
Any		The result of the order placement.

mark_kline(symbol, start=None, end=None, limit=None, interval='D', category='linear') async

Retrieves mark price kline data for a given symbol.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
start	int	The start time for the kline data in UNIX timestamp format. Defaults to None.	None
end	int	The end time for the kline data in UNIX timestamp format. Defaults to None.	None
limit	int	The number of klines to retrieve. Defaults to None.	None
interval	str	The interval for the kline data (e.g., '1m', '1h'). Defaults to "D".	'D'
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'

Returns:

Name	Type	Description
dict		The mark price kline data from the exchange.

market_order(ticker, amount, tif='GTC', reduce_only=False, cloid=None, round_size=False, category='linear', submit=True, **kwargs) async

Submit a market order.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol for the asset.	required
amount	float or Decimal	The signed quantity of contracts to long or short.	required
tif	str	Time in force. Defaults to GTC. Valid values are GTC, IOC, FOK.	'GTC'
reduce_only	bool	Whether the order should only reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for custom tracking. Defaults to None.	None
round_size	bool	Whether to round the price to a valid order specification. Defaults to False.	False
category	str	Contract categroy. Defaults to linear.	'linear'
submit	bool	If True, submits the order to the exchange, else returns the order wire. Defaults to True.	True
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

Returns:

Name	Type	Description
Any		The result of the order placement. This typically includes a confirmation of the placed order, or an error message if the order could not be placed.

order_cancel(symbol, orderId=None, orderLinkId=None, category='linear', orderFilter=None, submit=True) async

Cancels an existing order.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
orderId	str	The order ID to cancel. Defaults to None.	None
orderLinkId	str	The client order ID to cancel. Defaults to None.	None
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
orderFilter	str	The order filter to apply. Defaults to None.	None
submit	bool	If True, submits the cancellation to the exchange. Defaults to True.	True

Returns:

Name	Type	Description
dict		The response from the exchange if submit is True, otherwise the cancellation payload.

order_create(symbol, amount, orderType, price=None, timeInForce='GTC', reduceOnly=False, category='linear', orderLinkId=None, submit=True, **kwargs) async

Creates a new order.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
amount	float	The quantity of the asset to trade.	required
orderType	str	The type of order (e.g., 'Limit', 'Market').	required
price	float	The price for the order. Defaults to None.	None
timeInForce	str	The time-in-force for the order (e.g., 'GTC', 'FOK'). Defaults to "GTC".	'GTC'
reduceOnly	bool	Whether the order is reduce-only. Defaults to False.	False
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
orderLinkId	str	The client order ID. Defaults to None.	None
submit	bool	If True, submits the order to the exchange, else returns the order wire. Defaults to True.	True
**kwargs		Additional keyword arguments for the order.	{}

Returns:

Name	Type	Description
dict		The response from the exchange if submit is True, otherwise the order wire.

order_history(category='linear', symbol=None, **kwargs) async

Retrieves the order history for a given symbol.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
**kwargs		Additional keyword arguments for the request.	{}

Returns:

Name	Type	Description
dict		The order history from the exchange.

order_query(oid=None, cloid=None, as_dict=True, **kwargs) async

Get order details using order ID.

Parameters:

Name	Type	Description	Default
oid	str	Order ID in exchange	None
cloid	str	Client Order ID	None
as_dict	bool	If True, return the order details as a dictionary. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_subscribe(handler, **kwargs) async

Subscribe to creation, updation and deletion of account's orders.

Parameters:

Name	Type	Description	Default
handler	coroutine	A coroutine handler for the message received.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_unsubscribe(**kwargs) async

Unsubscribe from order events.

orderbook_depth(symbol, category='linear', limit=25) async

Retrieves the order book depth for a given symbol.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
limit	int	The number of order book levels to retrieve. Defaults to None.	25

Returns:

Name	Type	Description
dict		The order book depth data from the exchange.

orders_cancel_all(category='linear', symbol=None, **kwargs) async

Cancels all open orders for a given symbol.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
**kwargs		Additional keyword arguments for the request.	{}

Returns:

Name	Type	Description
dict		The response from the exchange for the cancellation request.

orders_get(ticker=None, **kwargs) async

Get open order details.

Parameters:

Name	Type	Description	Default
ticker	optional	Retrieve orders for ticker only.	None
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

Returns:

Name	Type	Description
dict		A dictionary containing details of the open orders.

orders_get_realtime(category='linear', symbol=None, **kwargs) async

Retrieves real-time information about orders.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
**kwargs		Additional keyword arguments for the request.	{}

Returns:

Name	Type	Description
dict		The real-time order information from the exchange.

orders_mirror(on_update=None, as_list=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for orders dictionary on order event.	None
as_list	bool	If True, pass state as list, otherwise as quantpylib.standards.Orders object into handlers.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, pass state as dictionary, otherwise as quantpylib.standards.Orders object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_get(ticker=None, **kwargs) async

Get open position details.

Parameters:

Name	Type	Description	Default
ticker	optional	Retrieve position for ticker only.	None
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

Returns:

Name	Type	Description
dict		A dictionary containing details of the open positions.

positions_info(category='linear', symbol=None, **kwargs) async

Retrieves information about open positions.

Parameters:

Name	Type	Description	Default
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to 'linear'.	'linear'
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
**kwargs		Additional keyword arguments for the request.	{}

Returns:

Name	Type	Description
dict		The position information from the exchange.

positions_mirror(on_update=None, as_dict=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for positions dictionary on fill.	None
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open positions.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

premium_index_kline(symbol, start=None, end=None, limit=None, interval='D', category='linear') async

Retrieves premium index price kline data for a given symbol.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT').	required
start	int	The start time for the kline data in UNIX timestamp format. Defaults to None.	None
end	int	The end time for the kline data in UNIX timestamp format. Defaults to None.	None
limit	int	The number of klines to retrieve. Defaults to None.	None
interval	str	The interval for the kline data (e.g., '1m', '1h'). Defaults to "D".	'D'
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'

Returns:

Name	Type	Description
dict		The premium index price kline data from the exchange.

rand_cloid(start='', end='', **kwargs)

Generates a random client order ID (CLOID).

Parameters:

Name	Type	Description	Default
start	str	A string to prepend to the generated random string. Defaults to ''.	''
end	str	A string to append to the generated random string. Defaults to ''.	''

Returns:

Name	Type	Description
str		A randomly generated CLOID.

server_time() async

Retrieves the current server time from the exchange.

Returns:

Name	Type	Description
dict		The server time data from the exchange.

signed_payload(payload=None, params=None, recv_window=5000)

Signs the payload or query parameters for an authenticated request.

Parameters:

Name	Type	Description	Default
payload	dict	The payload to be signed. Defaults to None.	None
params	dict	The query parameters to be signed. Defaults to None.	None
recv_window	int	The receive window for the request. Defaults to 5000.	5000

Returns:

Name	Type	Description
tuple		A tuple containing the request headers and the signed payload as a JSON string.

ticker_subscribe(ticker, handler, **kwargs) async

Subscribe to Ticker stream. Args: ticker (str): Ticker symbol. handler (coroutine): A coroutine handler for the message received. **kwargs: Exchange wrapper specific keyword arguments.

tickers_summary(symbol=None, category='linear', baseCoin=None, expDate=None) async

Retrieves a summary of tickers for a given symbol or base coin.

Parameters:

Name	Type	Description	Default
symbol	str	The trading symbol (e.g., 'BTCUSDT'). Defaults to None.	None
category	str	The category of the market (e.g., 'linear', 'inverse'). Defaults to "linear".	'linear'
baseCoin	str	The base coin (e.g., 'BTC'). Defaults to None.	None
expDate	str	The expiration date for futures contracts. Defaults to None.	None

Returns:

Name	Type	Description
dict		The ticker summary data from the exchange.

trades_unsubscribe(ticker, **kwargs) async

Unsubscribe from the trade stream.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

typed_payload(payload)

Converts the payload's parameters to their correct data types.

Parameters:

Name	Type	Description	Default
payload	dict	The payload containing the request parameters.	required

Returns:

Name	Type	Description
dict		The payload with corrected data types.

wallet_balance(accountType='UNIFIED', coin=None) async

Retrieves the wallet balance for the specified account type.

Parameters:

Name	Type	Description	Default
accountType	str	The account type (e.g., 'UNIFIED'). Defaults to 'UNIFIED'.	'UNIFIED'
coin	str	The specific coin to retrieve the balance for (e.g., 'BTC'). Defaults to None.	None

Returns:

Name	Type	Description
dict		The wallet balance information from the exchange.

generate_signature(is_rsa, secret, param_str)

Generates a cryptographic signature using either HMAC or RSA based on the provided parameters.

Parameters:

Name	Type	Description	Default
is_rsa	bool	If True, uses RSA for signature generation. If False, uses HMAC for signature generation.	required
secret	str	The secret key used for generating the signature. For HMAC, this is a shared secret key. For RSA, this is the private RSA key in PEM format.	required
param_str	str	The string of parameters to be signed.	required

Returns:

Name	Type	Description
str		The generated signature in hexadecimal format (for HMAC) or Base64-encoded string (for RSA).