diff --git a/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageHistoryProviderTests.cs b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageHistoryProviderTests.cs
new file mode 100644
index 0000000..0bbe66c
--- /dev/null
+++ b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageHistoryProviderTests.cs
@@ -0,0 +1,58 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using NUnit.Framework;
+
+namespace QuantConnect.BybitBrokerage.Tests
+{
+    [TestFixture, Explicit("Requires valid credentials to be setup and run outside USA")]
+    public class BybitInverseFuturesBrokerageHistoryProviderTests : BybitBrokerageHistoryProviderTests
+    {
+        private static readonly Symbol ETHUSD = Symbol.Create("ETHUSDT", SecurityType.CryptoFuture, Market.Bybit);
+
+
+        private static TestCaseData[] ValidHistory
+        {
+            get
+            {
+                return new[]
+                {
+                    // valid
+                    new TestCaseData(ETHUSD, Resolution.Tick, Time.OneMinute, TickType.Trade, false),
+                    new TestCaseData(ETHUSD, Resolution.Minute, Time.OneHour, TickType.Trade, false),
+                    new TestCaseData(ETHUSD, Resolution.Hour, Time.OneDay, TickType.Trade, false),
+                    new TestCaseData(ETHUSD, Resolution.Daily, TimeSpan.FromDays(15), TickType.Trade, false),
+                    new TestCaseData(ETHUSD, Resolution.Hour, Time.OneDay, TickType.OpenInterest, false)
+                };
+            }
+        }
+
+
+        [Test, TestCaseSource(nameof(ValidHistory))]
+        public override void GetsHistory(Symbol symbol, Resolution resolution, TimeSpan period, TickType tickType,
+            bool throwsException)
+        {
+            base.GetsHistory(symbol, resolution, period, tickType, throwsException);
+        }
+
+        [Ignore("Same as base")]
+        public override void GetEmptyHistory(Symbol symbol, Resolution resolution, TimeSpan period, TickType tickType,
+            bool throwsException)
+        {
+            base.GetEmptyHistory(symbol, resolution, period, tickType, throwsException);
+        }
+    }
+}
\ No newline at end of file
diff --git a/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.Stream.cs b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.Stream.cs
new file mode 100644
index 0000000..0bdf798
--- /dev/null
+++ b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.Stream.cs
@@ -0,0 +1,43 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using NUnit.Framework;
+
+namespace QuantConnect.BybitBrokerage.Tests
+{
+    [TestFixture]
+    public partial class BybitInverseFuturesBrokerageTests
+    {
+        private static TestCaseData[] TestParameters
+        {
+            get
+            {
+                return new[]
+                {
+                    // valid parameters, for example
+                    new TestCaseData(BTCUSD, Resolution.Tick, false),
+                    new TestCaseData(BTCUSD, Resolution.Minute, true),
+                    new TestCaseData(BTCUSD, Resolution.Second, true),
+                };
+            }
+        }
+
+        [Test, TestCaseSource(nameof(TestParameters))]
+        public override void StreamsData(Symbol symbol, Resolution resolution, bool throwsException)
+        {
+            base.StreamsData(symbol, resolution, throwsException);
+        }
+    }
+}
\ No newline at end of file
diff --git a/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.cs b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.cs
new file mode 100644
index 0000000..6231156
--- /dev/null
+++ b/QuantConnect.BybitBrokerage.Tests/BybitInverseFuturesBrokerageTests.cs
@@ -0,0 +1,99 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using NUnit.Framework;
+using QuantConnect.BybitBrokerage.Models.Enums;
+using QuantConnect.Tests.Brokerages;
+
+namespace QuantConnect.BybitBrokerage.Tests;
+
+[TestFixture, Explicit("Requires valid credentials to be setup and run outside USA")]
+public partial class BybitInverseFuturesBrokerageTests : BybitBrokerageTests
+{
+    private static Symbol BTCUSD = Symbol.Create("BTCUSD", SecurityType.CryptoFuture, "bybit");
+    protected override Symbol Symbol { get; } = BTCUSD;
+
+    protected override SecurityType SecurityType => SecurityType.Future;
+    protected override BybitProductCategory Category => BybitProductCategory.Inverse;
+    protected override decimal TakerFee => 0.00025m;
+
+    protected override decimal GetDefaultQuantity() => 10m;
+
+
+    /// <summary>
+    /// Provides the data required to test each order type in various cases
+    /// </summary>
+    private static TestCaseData[] OrderParameters()
+    {
+        return new[]
+        {
+            new TestCaseData(new MarketOrderTestParameters(BTCUSD)).SetName("MarketOrder"),
+            new TestCaseData(new LimitOrderTestParameters(BTCUSD, 50000m, 10000m)).SetName("LimitOrder"),
+            new TestCaseData(new StopMarketOrderTestParameters(BTCUSD, 50000m, 10000m)).SetName("StopMarketOrder"),
+            new TestCaseData(new StopLimitOrderTestParameters(BTCUSD, 50000m, 10000m)).SetName("StopLimitOrder"),
+            new TestCaseData(new LimitIfTouchedOrderTestParameters(BTCUSD, 50000m, 20000)).SetName(
+                "LimitIfTouchedOrder")
+        };
+    }
+
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void CancelOrders(OrderTestParameters parameters)
+    {
+        base.CancelOrders(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void LongFromZero(OrderTestParameters parameters)
+    {
+        base.LongFromZero(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void CloseFromLong(OrderTestParameters parameters)
+    {
+        base.CloseFromLong(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void ShortFromZero(OrderTestParameters parameters)
+    {
+        base.ShortFromZero(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void CloseFromShort(OrderTestParameters parameters)
+    {
+        base.CloseFromShort(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void ShortFromLong(OrderTestParameters parameters)
+    {
+        base.ShortFromLong(parameters);
+    }
+
+    [Test, TestCaseSource(nameof(OrderParameters))]
+    public override void LongFromShort(OrderTestParameters parameters)
+    {
+        base.LongFromShort(parameters);
+    }
+
+    [Ignore("Base")]
+    public override void GetAccountHoldings()
+    {
+        base.GetAccountHoldings();
+    }
+}
\ No newline at end of file
diff --git a/QuantConnect.BybitBrokerage/Api/BybitPositionApiEndpoint.cs b/QuantConnect.BybitBrokerage/Api/BybitPositionApiEndpoint.cs
index 363d3f6..b75a823 100644
--- a/QuantConnect.BybitBrokerage/Api/BybitPositionApiEndpoint.cs
+++ b/QuantConnect.BybitBrokerage/Api/BybitPositionApiEndpoint.cs
@@ -49,10 +49,33 @@ public IEnumerable<BybitPositionInfo> GetPositions(BybitProductCategory category
     {
         if (category == BybitProductCategory.Spot) return Array.Empty<BybitPositionInfo>();
 
-        var parameters = new KeyValuePair<string, string>[]
+        var parameters = new List<KeyValuePair<string, string>>();
+        
+        if (category == BybitProductCategory.Linear)
         {
-            new("settleCoin", "USDT")
-        };
+            parameters.Add(KeyValuePair.Create("settleCoin", "USDT"));
+        }
+
         return FetchAll<BybitPositionInfo>("/position/list", category, 200, parameters, true);
     }
+
+    /// <summary>
+    /// It supports to switch the position mode for USDT perpetual and Inverse futures.
+    /// If you are in one-way Mode, you can only open one position on Buy or Sell side. If you are in hedge mode, you can open both Buy and Sell side positions simultaneously.
+    /// </summary>
+    /// <param name="category">The product category</param>
+    /// <param name="symbol">The symbol for which the mode should be changed</param>
+    /// <param name="mode">The mode which should be set</param>
+    public void SwitchPositionMode(BybitProductCategory category, Symbol symbol, PositionMode mode)
+    {
+        var ticker = SymbolMapper.GetBrokerageSymbol(symbol);
+        var requestBody = new
+        {
+            category,
+            mode = (int)mode,
+            symbol = ticker
+        };
+
+        ExecutePostRequest<ByBitResponse>("/position/switch-mode", requestBody);
+    }
 }
\ No newline at end of file
diff --git a/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs b/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs
index e36dcff..87dd524 100644
--- a/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs
+++ b/QuantConnect.BybitBrokerage/BybitBrokerage.Messaging.cs
@@ -147,7 +147,7 @@ private void HandleOrderExecution(JToken message)
                 var currency = tradeUpdate.Category switch
                 {
                     BybitProductCategory.Linear => "USDT",
-                    BybitProductCategory.Inverse => GetBaseCurrency(symbol),
+                    BybitProductCategory.Inverse => GetBaseCurrency(leanSymbol),
                     BybitProductCategory.Spot => GetSpotFeeCurrency(leanSymbol, tradeUpdate),
                     _ => throw new NotSupportedException($"category {tradeUpdate.Category} not implemented")
                 };
@@ -178,7 +178,7 @@ static string GetSpotFeeCurrency(Symbol symbol, BybitTradeUpdate tradeUpdate)
             return tradeUpdate.Side == OrderSide.Buy ? quote : @base;
         }
 
-        static string GetBaseCurrency(string pair)
+        static string GetBaseCurrency(Symbol pair)
         {
             CurrencyPairUtil.DecomposeCurrencyPair(pair, out var baseCurrency, out _);
             return baseCurrency;
diff --git a/QuantConnect.BybitBrokerage/BybitBrokerage.cs b/QuantConnect.BybitBrokerage/BybitBrokerage.cs
index 2dacbb1..a9d401c 100644
--- a/QuantConnect.BybitBrokerage/BybitBrokerage.cs
+++ b/QuantConnect.BybitBrokerage/BybitBrokerage.cs
@@ -48,7 +48,7 @@ namespace QuantConnect.BybitBrokerage;
 [BrokerageFactory(typeof(BybitBrokerageFactory))]
 public partial class BybitBrokerage : BaseWebsocketsBrokerage, IDataQueueHandler
 {
-    private static readonly List<BybitProductCategory> SupportedBybitProductCategories = new() { BybitProductCategory.Spot, BybitProductCategory.Linear };
+    private static readonly List<BybitProductCategory> SupportedBybitProductCategories = new() { BybitProductCategory.Spot, BybitProductCategory.Linear, BybitProductCategory.Inverse };
 
     private static readonly List<SecurityType> SuppotedSecurityTypes = new() { SecurityType.Crypto, SecurityType.CryptoFuture };
 
@@ -307,8 +307,8 @@ protected virtual bool CanSubscribe(Symbol symbol)
 
         if (baseCanSubscribe && symbol.SecurityType == SecurityType.CryptoFuture)
         {
-            //Can only subscribe to non-inverse pairs
-            return CurrencyPairUtil.TryDecomposeCurrencyPair(symbol, out _, out var quoteCurrency) && quoteCurrency == "USDT";
+            //Can only subscribe to non-future pairs
+            return CurrencyPairUtil.TryDecomposeCurrencyPair(symbol, out _, out var quoteCurrency) && quoteCurrency is "USDT" or "USD";
         }
 
         return baseCanSubscribe;
@@ -483,13 +483,18 @@ private static BybitProductCategory GetBybitProductCategory(Symbol symbol)
                 return BybitProductCategory.Spot;
 
             case SecurityType.CryptoFuture:
-                if (!CurrencyPairUtil.TryDecomposeCurrencyPair(symbol, out _, out var quoteCurrency) ||
-                    quoteCurrency != "USDT")
+                if (CurrencyPairUtil.TryDecomposeCurrencyPair(symbol, out _, out var quoteCurrency))
                 {
-                    throw new ArgumentException($"Invalid symbol: {symbol}. Only linear futures are supported.");
+                    if (quoteCurrency == "USDT")
+                    {
+                        return BybitProductCategory.Linear;
+                    }
+                    if (quoteCurrency == "USD")
+                    {
+                        return BybitProductCategory.Inverse;
+                    }
                 }
-
-                return BybitProductCategory.Linear;
+                throw new ArgumentException($"Invalid symbol: {symbol}. Only linear futures are supported.");
 
             default:
                 throw new ArgumentOutOfRangeException(nameof(symbol), symbol, "Not supported security type");
diff --git a/QuantConnect.BybitBrokerage/Models/ByBitResponse.cs b/QuantConnect.BybitBrokerage/Models/ByBitResponse.cs
index c8d0584..b26d1fb 100644
--- a/QuantConnect.BybitBrokerage/Models/ByBitResponse.cs
+++ b/QuantConnect.BybitBrokerage/Models/ByBitResponse.cs
@@ -22,8 +22,7 @@ namespace QuantConnect.BybitBrokerage.Models
     /// <summary>
     /// Bybits default http response message
     /// </summary>
-    /// <typeparam name="T"></typeparam>
-    public class ByBitResponse<T>
+    public class ByBitResponse
     {
         /// <summary>
         /// Success/Error code
@@ -43,16 +42,25 @@ public class ByBitResponse<T>
         /// </summary>
         [JsonProperty("retExtInfo")]
         public object ExtendedInfo { get; set; }
-
-        /// <summary>
-        /// Business data result
-        /// </summary>
-        public T Result { get; set; }
-
+        
         /// <summary>
         /// Current time
         /// </summary>
         [JsonConverter(typeof(BybitTimeConverter))]
         public DateTime Time { get; set; }
     }
+    
+    /// <summary>
+    /// Bybits default http data response message
+    /// </summary>
+    /// <typeparam name="T"></typeparam>
+    public class ByBitResponse<T> : ByBitResponse
+    {
+        /// <summary>
+        /// Business data result
+        /// </summary>
+        public T Result { get; set; }
+     
+    }
+
 }
\ No newline at end of file
diff --git a/QuantConnect.BybitBrokerage/Models/Enums/PositionMode.cs b/QuantConnect.BybitBrokerage/Models/Enums/PositionMode.cs
new file mode 100644
index 0000000..04d9973
--- /dev/null
+++ b/QuantConnect.BybitBrokerage/Models/Enums/PositionMode.cs
@@ -0,0 +1,33 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+using System.Runtime.Serialization;
+
+namespace QuantConnect.BybitBrokerage.Models.Enums;
+
+/// <summary>
+/// Bybit position mode
+/// </summary>
+public enum PositionMode
+{
+    /// <summary>
+    /// One way mode
+    /// </summary>
+    MergedSingle = 0,
+    /// <summary>
+    /// Hedge mode
+    /// </summary>
+    BothSides = 3,
+}
\ No newline at end of file