How to get the bybit perpetual futures universe on Quantconnect

'Shiven', you are on the right track. QuantConnect does provide data for Crypto Perpetual Futures. You can add them to your universe and apply filters based on their volume.

In your code, you are trying to add a universe of Crypto Perpetual Futures using the CryptoCoarseFundamentalUniverse function. However, this function is used for adding a universe of Cryptocurrencies, not their Perpetual Futures contracts.

To add a Perpetual Future, you can use the AddCryptoFuture function as shown in the Bybit Crypto Future Margin Rate Data documentation. Here is an example:

crypto_future = self.add_crypto_future("BTCUSDT", Resolution.MINUTE)
# perpetual futures does not have a filter function
self.btcusdt = crypto_future.symbol

As for the universe filter, you can use the CryptoUniverse.bybit function as shown in the Bybit Crypto Price Data documentation. Here is an example:

self._universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))

For the second part of your strategy, you can use the SymbolData class to add and update indicators like MACD, EMA, etc. for each security in your universe. You can refer to the Universe Selection EPS forum discussion for an example of how to do this.

Please note that you will need to handle the data for these indicators in the OnData method and implement your trading logic based on the indicator values.

I hope this helps! Let me know if you have any other questions.

Since I want to add the universe of crypto perpetual futures and also filter them based on the perpetual futures data, does that mean I have to use AddCryptoFuture to create an array and add them manually? 

Because

 self._universe = self.add_universe(CryptoUniverse.bybit(self.universe_selection_filter))

will load to the cryptocurrencies and not their futures. so do I have to do it like this:

        # Array to store crypto futures
        self.crypto_futures = []
        # List of all symbols
        symbols = [
"AAVEUSDT", "ACEUSDT", "ACHUSDT", "ADAUSDT", "AERGOUSDT", "AEVOUSDT", "AGIUSDT", "AGIXUSDT", "AGLDUSDT",
 "AIDOGEUSDT", "AIUSDT", "AKROUSDT", "ALGOUSDT", "ALICEUSDT", "ALPACAUSDT", "ALPHAUSDT", "ALTUSDT", "AMBUSDT",
 "ANKRUSDT", "ANTUSDT", "APEUSDT", "API3USDT", "APTUSDT", "ARBUSDT", "ARKMUSDT", "ARKUSDT", "ARPAUSDT", "ARUSDT",
 "ASTRUSDT", "ATAUSDT", "ATOMUSDT", "AUCTIONUSDT", "AUDIOUSDT", "AVAXUSDT", "AXLUSDT", "AXSUSDT", "BADGERUSDT",
 "BAKEUSDT", "BALUSDT", "BANDUSDT", "BATUSDT", "BCHUSDT", "BEAMUSDT", "BELUSDT", "BICOUSDT", "BIGTIMEUSDT",
 "BLURUSDT", "BLZUSDT", "BNBUSDT", "BNTUSDT", "BNXUSDT", "BOBAUSDT", "BOMEUSDT", "BONDUSDT", "BONKUSDT", "BSVUSDT",
 "BSWUSDT", "BTCUSDT", "BTTUSDT", "BUSDUSDT", "C98USDT", "CAKEUSDT", "CEEKUSDT", "CELOUSDT", "CELRUSDT", "CETUSUSDT", "CFXUSDT", "CHRUSDT",
 "CHZUSDT", "CKBUSDT", "COMBOUSDT", "COMPUSDT", "COQUSDT", "COREUSDT", "COTIUSDT", "COVALUSDT", "CROUSDT",
 "CRVUSDT", "CTCUSDT", "CTKUSDT", "CTSIUSDT", "CVCUSDT", "CVXUSDT", "CYBERUSDT", "DAOUSDT", "DARUSDT", "DASHUSDT",
 "DATAUSDT", "DEGENUSDT", "DENTUSDT", "DGBUSDT", "DODOUSDT", "DOGEUSDT", "DOTUSD", "DOTUSDT", "DUSKUSDT",
 "DYDXUSDT", "DYMUSDT", "EDUUSDT", "EGLDUSDT", "ENAUSDT", "ENJUSDT", "ENSUSDT", "EOSUSDT", "ETCUSDT",
 "ETHFIUSDT", "ETHUSDT", "ETHWUSDT","FETUSDT", "FILUSDT", "FITFIUSDT", "FLMUSDT", "FLOKIUSDT", "FLOWUSDT", "FLRUSDT", "FORTHUSDT", "FOXYUSDT",]
        self.add_crypto_futures(symbols)
        
    def add_crypto_futures(self, symbols):
        for symbol in symbols:
            crypto_future = self.AddCryptoFuture(symbol, Resolution.Daily)
            self.crypto_futures.append(crypto_future)

'Shiven', you are correct. The add_universe(CryptoUniverse.bybit(self.universe_selection_filter)) function will add a universe of Cryptocurrencies, not their Perpetual Futures contracts.

Your approach to manually add each Perpetual Future contract using AddCryptoFuture is a valid workaround. Here's how you can do it:

```python

self.crypto_futures = []

symbols = ["AAVEUSDT", "ACEUSDT", "ACHUSDT", "ADAUSDT", "AERGOUSDT", "AEVOUSDT", "AGIUSDT", "AGIXUSDT", "AGLDUSDT", "AIDOGEUSDT", "AIUSDT", "AKROUSDT", "ALGOUSDT", "ALICEUSDT", "ALPACAUSDT", "ALPHAUSDT", "ALTUSDT", "AMBUSDT", "ANKRUSDT", "ANTUSDT", "APEUSDT", "API3USDT", "APTUSDT", "ARBUSDT", "ARKMUSDT", "ARKUSDT", "ARPAUSDT", "ARUSDT", "ASTRUSDT", "ATAUSDT", "ATOMUSDT", "AUCTIONUSDT", "AUDIOUSDT", "AVAXUSDT", "AXLUSDT", "AXSUSDT", "BADGERUSDT", "BAKEUSDT", "BALUSDT", "BANDUSDT", "BATUSDT", "BCHUSDT", "BEAMUSDT", "BELUSDT", "BICOUSDT", "BIGTIMEUSDT", "BLURUSDT", "BLZUSDT", "BNBUSDT", "BNTUSDT", "BNXUSDT", "BOBAUSDT", "BOMEUSDT", "BONDUSDT", "BONKUSDT", "BSVUSDT", "BSWUSDT", "BTCUSDT", "BTTUSDT", "BUSDUSDT", "C98USDT", "CAKEUSDT", "CEEKUSDT", "CELOUSDT", "CELRUSDT", "CETUSUSDT", "CFXUSDT", "CHRUSDT", "CHZUSDT", "CKBUSDT", "COMBOUSDT", "COMPUSDT", "COQUSDT", "COREUSDT", "COTIUSDT", "COVALUSDT", "CROUSDT", "CRVUSDT", "CTCUSDT", "CTKUSDT", "CTSIUSDT", "CVCUSDT", "CVXUSDT", "CYBERUSDT", "DAOUSDT", "DARUSDT", "DASHUSDT", "DATAUSDT", "DEGENUSDT", "DENTUSDT", "DGBUSDT", "DODOUSDT", "DOGEUSDT", "DOTUSD", "DOTUSDT", "DUSKUSDT", "DYDXUSDT", "DYMUSDT", "EDUUSDT", "EGLDUSDT", "ENAUSDT", "ENJUSDT", "ENSUSDT", "EOSUSDT", "ETCUSDT", "ETHFIUSDT", "ETHUSDT", "ETHWUSDT","FETUSDT", "FILUSDT", "FITFIUSDT", "FLMUSDT", "FLOKIUSDT", "FLOWUSDT", "FLRUSDT", "FORTHUSDT", "FO