Data

replaybt works with any source of OHLCV bars. Data providers are iterators that yield Bar objects — implement one method and plug in any data source.

Provider Types

Provider	Source	Install
CSVProvider	CSV or Parquet files	included
BinanceProvider	Binance API	pip install replaybt[data]
BybitProvider	Bybit API	pip install replaybt[data]
CachedProvider	Wraps any provider with caching	included
ValidatedProvider	Wraps any provider with quality checks	included
ReplayProvider	Nx speed replay for debugging	included
HyperliquidProvider	Live Hyperliquid stream	pip install replaybt[live]
LighterProvider	Live Lighter stream	pip install replaybt[live]

Expected Data Format

All providers must yield Bar objects with:

Field	Type	Description
timestamp	datetime	Bar open time
open	float	Open price
high	float	High price
low	float	Low price
close	float	Close price
volume	float	Volume
symbol	str	Asset symbol
timeframe	str	Bar timeframe (e.g., "1m")

Custom Provider

Implement DataProvider to use any data source:

from replaybt import DataProvider, Bar

class MyProvider(DataProvider):
    def __init__(self, data):
        self._data = data

    def __iter__(self):
        for row in self._data:
            yield Bar(
                timestamp=row["time"],
                open=row["o"],
                high=row["h"],
                low=row["l"],
                close=row["c"],
                volume=row["v"],
                symbol="MY_ASSET",
            )

    def symbol(self):
        return "MY_ASSET"

    def timeframe(self):
        return "1m"