SBE Order Entry Integration

Overview

Channel: Private MM WebSocket only (not available on public WS).
Transport: WebSocket binary frames — each frame contains exactly one SBE message (no JSON).
Encoding: SBE (Simple Binary Encoding), little-endian. schemaId = 2, version = 1.
Purpose: High-performance, low-latency order entry — create, replace, and cancel orders individually or in batch.
Compression: Disabled to avoid head-of-line blocking and CPU overhead.

Testnet

The estimated available date is 9 May, 2026. URL: wss://stream-testnet.bybit.com/v5/sbe/trade

SBE XML Template

sbe xml template

Connection

Connection Lifecycle

Open WebSocket connection.
Send AuthReq (templateId = 1).
Receive AuthResp (templateId = 2) — proceed only if retCode = 0.
Send order requests (CreateOrderReqV5, ReplaceOrderReqV5, CancelOrderReqV5, or batch variants).
Receive the corresponding response for each request.
Send PingReq (templateId = 3) periodically; expect PongResp (templateId = 4) in return.

Heartbeat

Send a PingReq every 10 s to keep the connection alive.
If no data is received within 2 × heartbeat interval, reconnect and re-authenticate.

Reconnect Strategy

Use exponential backoff with jitter.
Re-authenticate immediately after reconnect before resuming order flow.
Use orderLinkId for client-side idempotency — query order status before resubmitting.

Authentication Flow

Send AuthReq

Signature: HMAC-SHA256 over "apiKey:expires", where expires is a future Unix timestamp in milliseconds.

import hashlib, hmac, struct, time

def generate_signature(api_key: str, api_secret: str, expires: int) -> str:
    message = f"{api_key}:{expires}"
    return hmac.new(
        api_secret.encode("utf-8"),
        message.encode("utf-8"),
        hashlib.sha256,
    ).hexdigest()

Receive AuthResp

{
  "header": {
    "block_length": 132,
    "template_id": 2,
    "schema_id": 2,
    "version": 1
  },
  "reqId": "req_00000000001",
  "retCode": 0,
  "connId": "d30fdpbboasp1pjbe7r0",
  "retMsg": "OK"
}

retCode = 0 — authentication succeeded.
Any non-zero retCode is a failure; read retMsg for the cause.

Order Operations

Create Order

Send CreateOrderReqV5 (templateId = 5), receive CreateOrderRespV5 (templateId = 6).

price and qty use Decimal64: value = mantissa × 10^exponent.
orderLinkId is a fixed 64-byte char field (null-padded); used for client-side deduplication.

CreateOrderRespV5 decode example:

{
  "header": {
    "block_length": 364,
    "template_id": 6,
    "schema_id": 2,
    "version": 1
  },
  "respHeader": {
    "reqId": "req_00000000002",
    "connId": "d30fdpbboasp1pjbe7r0",
    "traceId": "abc123def456789",
    "timeNow": 1757497309814,
    "inTime": 1757497309800,
    "bapiLimit": 1000,
    "bapiLimitStatus": 999,
    "bapiLimitResetTimestamp": 1757497370000
  },
  "retCode": 0,
  "result": {
    "orderId": "1912284048591699456",
    "orderLinkId": "cli_order_001"
  },
  "retMsg": "OK"
}

Replace Order

Send ReplaceOrderReqV5 (templateId = 7), receive ReplaceOrderRespV5 (templateId = 8).

Identify the order to replace by orderId or orderLinkId (at least one required).
Submit new qty and/or price as Decimal64.

Cancel Order

Send CancelOrderReqV5 (templateId = 9), receive CancelOrderRespV5 (templateId = 10).

Identify the order to cancel by orderId or orderLinkId.

Batch Operations

All batch requests embed an ApiRequestHeader at the top, followed by the category field, then a repeating group of order items. The group is prefixed by a groupSize16Encoding header (uint16 blockLength + uint16 numInGroup).

Operation	Request Template ID	Response Template ID
Batch Create	11	12
Batch Replace	13	14
Batch Cancel	15	16

Each response group item carries its own code and msg (varString8), plus orderId / orderLinkId for the acknowledged order. A top-level retMsg (varString8) follows all groups.

Error Handling

CommonErrResp (templateId = 17) is returned when the server cannot associate an error with a specific request message.

Fields: respHeader (ApiRespHeader), retCode (int32), retMsg (varString8).

SBE Message Structure

Message Header (8 bytes)

Field	Type	Size (bytes)	Description
blockLength	uint16	2	Fixed-body length
templateId	uint16	2	Message type identifier
schemaId	uint16	2	Fixed = 2
version	uint16	2	Fixed = 1

Composite Types

`ApiRequestHeader` (140 bytes)

Embedded at the start of every request message.

Field	Type	Size (bytes)	Description
reqId	char[64]	64	Client request ID (optional; echoed in response)
timestamp	uint64	8	Client timestamp (ms); must satisfy: `server_time − recvWindow ≤ timestamp < server_time + 1000`
recvWindow	uint32	4	Acceptable time window (ms); default 5000
referer	char[64]	64	Broker / source identifier

`ApiRespHeader` (232 bytes)

Embedded at the start of every response message.

Field	Type	Size (bytes)	Description
reqId	char[64]	64	Echoed client request ID
connId	char[64]	64	Connection identifier
traceId	char[64]	64	Trace ID for diagnostics
timeNow	int64	8	Server timestamp (ms)
inTime	int64	8	Message ingress timestamp (ms)
bapiLimit	int64	8	Total rate limit
bapiLimitStatus	int64	8	Remaining rate limit tokens
bapiLimitResetTimestamp	int64	8	Rate-limit reset timestamp (ms)

`CommonOrderRespData` (128 bytes)

Field	Type	Size (bytes)	Description
orderId	char[64]	64	Exchange-assigned order ID
orderLinkId	char[64]	64	Echoed client order ID

`Decimal64` (9 bytes)

Field	Type	Size (bytes)	Description
exponent	int8	1	Power of 10
mantissa	int64	8	Significand

actual_value = mantissa × 10^exponent. Example: price 69000.00 → exponent=0, mantissa=69000; qty 0.01 → exponent=-2, mantissa=1.

Enumerations

Enum	Values (uint8)
`CategoryType`	0=UNKNOWN, 1=SPOT, 2=LINEAR, 3=INVERSE, 4=OPTION, 254=NON_REPRESENTABLE
`SideType`	0=UNKNOWN, 1=BUY, 2=SELL, 254=NON_REPRESENTABLE
`OrderType`	0=UNKNOWN, 1=MARKET, 2=LIMIT, 254=NON_REPRESENTABLE
`TimeInForceType`	0=UNKNOWN, 1=GTC, 2=POST_ONLY, 3=IOC, 4=FOK, 5=RPI, 254=NON_REPRESENTABLE
`PositionIdxType`	0=ONE_WAY, 1=HEDGE_BUY, 2=HEDGE_SELL, 253=UNKNOWN, 254=NON_REPRESENTABLE
`MarketUnitType`	0=UNKNOWN, 1=BASE_COIN, 2=QUOTE_COIN, 254=NON_REPRESENTABLE
`SmpType`	0=UNKNOWN, 1=CANCEL_TAKER, 2=CANCEL_MAKER, 3=CANCEL_BOTH, 254=NON_REPRESENTABLE
`BoolEnum`	0=FALSE, 1=TRUE, 254=NON_REPRESENTABLE

Message Field Tables

`AuthReq` (id=1, blockLength=200)

ID	Field	Type	Size (bytes)	Description
1	reqId	char[64]	64	Client request ID
2	apiKey	char[64]	64	API Key (null-padded)
3	expires	uint64	8	Expiry timestamp (ms); must be in future
4	signature	char[64]	64	HMAC-SHA256 over `"apiKey:expires"`

`AuthResp` (id=2, blockLength=132)

ID	Field	Type	Size (bytes)	Description
1	reqId	char[64]	64	Echoed request ID
2	retCode	int32	4	0 = OK
3	connId	char[64]	64	Connection identifier
20	retMsg	varString8	variable	`"OK"` on success; error text otherwise

`PingReq` (id=3, blockLength=8)

ID	Field	Type	Size (bytes)	Description
1	timestamp	uint64	8	Client timestamp (ms)

`PongResp` (id=4, blockLength=16)

ID	Field	Type	Size (bytes)	Description
1	timestamp	uint64	8	Echoed client timestamp (ms)
2	pongTime	uint64	8	Server pong timestamp (ms)

`CreateOrderReqV5` (id=5, blockLength=241)

ID	Field	Type	Size (bytes)	Description
1	header	ApiRequestHeader	140	Request header
2	category	CategoryType	1	1=SPOT, 2=LINEAR, 3=INVERSE, 4=OPTION
3	symbolId	int64	8	Internal numeric symbol ID
4	side	SideType	1	1=BUY, 2=SELL
5	orderType	OrderType	1	1=MARKET, 2=LIMIT
6	qty	Decimal64	9	Order quantity
7	price	Decimal64	9	Order price; set mantissa=0 for MARKET orders
8	orderLinkId	char[64]	64	Client order ID (null-padded)
9	timeInForce	TimeInForceType	1	1=GTC, 2=POST_ONLY, 3=IOC, 4=FOK, 5=RPI
10	positionIdx	PositionIdxType	1	0=ONE_WAY, 1=HEDGE_BUY, 2=HEDGE_SELL
11	marketUnit	MarketUnitType	1	1=BASE_COIN, 2=QUOTE_COIN
12	isLeverage	BoolEnum	1	0=FALSE, 1=TRUE
13	reduceOnly	BoolEnum	1	0=FALSE, 1=TRUE
14	closeOnTrigger	BoolEnum	1	0=FALSE, 1=TRUE
15	mmp	BoolEnum	1	Market Maker Protection
16	smpType	SmpType	1	0=UNKNOWN, 1=CANCEL_TAKER, 2=CANCEL_MAKER, 3=CANCEL_BOTH

`CreateOrderRespV5` (id=6, blockLength=364)

ID	Field	Type	Size (bytes)	Description
1	respHeader	ApiRespHeader	232	Response header
2	retCode	int32	4	0 = accepted
3	result	CommonOrderRespData	128	Order identifiers
20	retMsg	varString8	variable	`"OK"` on success

`ReplaceOrderReqV5` (id=7, blockLength=295)

ID	Field	Type	Size (bytes)	Description
1	header	ApiRequestHeader	140	Request header
2	category	CategoryType	1	Product category
3	symbolId	int64	8	Internal numeric symbol ID
4	orderId	char[64]	64	Order to replace (use orderId or orderLinkId)
5	orderLinkId	char[64]	64	Client order ID of the order to replace
6	qty	Decimal64	9	New quantity
7	price	Decimal64	9	New price

`ReplaceOrderRespV5` (id=8, blockLength=364)

Same layout as CreateOrderRespV5.

`CancelOrderReqV5` (id=9, blockLength=277)

ID	Field	Type	Size (bytes)	Description
1	header	ApiRequestHeader	140	Request header
2	category	CategoryType	1	Product category
3	symbolId	int64	8	Internal numeric symbol ID
4	orderId	char[64]	64	Order to cancel (use orderId or orderLinkId)
5	orderLinkId	char[64]	64	Client order ID of the order to cancel

`CancelOrderRespV5` (id=10, blockLength=364)

Same layout as CreateOrderRespV5.

`BatchCreateOrderReqV5` (id=11)

Fixed body (141 bytes): header (ApiRequestHeader, 140 bytes) + category (uint8, 1 byte).

Followed by repeating group request (groupSize16Encoding header + items):

ID	Field	Type	Size (bytes)	Description
1	symbolId	int64	8	Internal numeric symbol ID
2	side	SideType	1	1=BUY, 2=SELL
3	orderType	OrderType	1	1=MARKET, 2=LIMIT
4	qty	Decimal64	9	Order quantity
5	price	Decimal64	9	Order price
6	orderLinkId	char[64]	64	Client order ID
7	timeInForce	TimeInForceType	1	1=GTC, 2=POST_ONLY, 3=IOC, 4=FOK, 5=RPI
8	positionIdx	PositionIdxType	1	Position mode
9	marketUnit	MarketUnitType	1	1=BASE_COIN, 2=QUOTE_COIN
10	isLeverage	BoolEnum	1	0=FALSE, 1=TRUE
11	reduceOnly	BoolEnum	1	0=FALSE, 1=TRUE
12	closeOnTrigger	BoolEnum	1	0=FALSE, 1=TRUE
13	mmp	BoolEnum	1	Market Maker Protection
14	smpType	SmpType	1	0=UNKNOWN, 1=CANCEL_TAKER, 2=CANCEL_MAKER, 3=CANCEL_BOTH

Per-item blockLength = 100 bytes.

`BatchCreateOrderRespV5` (id=12)

Fixed body (236 bytes): respHeader (232 bytes) + retCode (int32, 4 bytes).

Followed by repeating group list (per-item blockLength = 141 bytes):

ID	Field	Type	Size (bytes)	Description
1	code	int32	4	Per-order result code
2	category	CategoryType	1
3	symbolId	int64	8
4	orderId	char[64]	64	Exchange order ID
5	orderLinkId	char[64]	64	Client order ID
20	msg	varString8	variable	Per-order message
21	createAt	varString8	variable	Creation timestamp string

Followed by top-level retMsg (varString8).

`BatchReplaceOrderReqV5` (id=13)

Fixed body (141 bytes): same as BatchCreateOrderReqV5.

Repeating group request (per-item blockLength = 154 bytes):

ID	Field	Type	Size (bytes)	Description
1	symbolId	int64	8
2	orderId	char[64]	64	Order to replace
3	orderLinkId	char[64]	64
4	qty	Decimal64	9	New quantity
5	price	Decimal64	9	New price

`BatchReplaceOrderRespV5` (id=14)

Fixed body (236 bytes). Repeating group list (per-item blockLength = 141 bytes, same fields as BatchCreateOrderRespV5 minus createAt). Followed by retMsg (varString8).

`BatchCancelOrderReqV5` (id=15)

Fixed body (141 bytes). Repeating group request (per-item blockLength = 136 bytes):

ID	Field	Type	Size (bytes)	Description
1	symbolId	int64	8
2	orderId	char[64]	64	Order to cancel
3	orderLinkId	char[64]	64

`BatchCancelOrderRespV5` (id=16)

Same layout as BatchReplaceOrderRespV5.

`CommonErrResp` (id=17, blockLength=236)

ID	Field	Type	Size (bytes)	Description
1	respHeader	ApiRespHeader	232	Response header
2	retCode	int32	4	Error code
20	retMsg	varString8	variable	Error description

Integration Example

import hashlib
import hmac
import json
import logging
import struct
import threading
import time
from typing import Any, Dict, Optional, Tuple

import websocket

logging.basicConfig(
    filename="logfile_order_entry.log",
    level=logging.INFO,
    format="%(asctime)s %(levelname)s %(message)s",
)

WS_URL = "wss://stream-testnet.bybit.com/v5/sbe/trade"
API_KEY = "your_api_key"
API_SECRET = "your_api_secret"
RECV_WINDOW = 5000

SCHEMA_ID = 2
VERSION = 1

# Template IDs
TMPL_AUTH_REQ     = 1
TMPL_AUTH_RESP    = 2
TMPL_PING_REQ     = 3
TMPL_PONG_RESP    = 4
TMPL_CREATE_REQ   = 5
TMPL_CREATE_RESP  = 6
TMPL_REPLACE_REQ  = 7
TMPL_REPLACE_RESP = 8
TMPL_CANCEL_REQ   = 9
TMPL_CANCEL_RESP  = 10
TMPL_ERR_RESP     = 17

# Enum values
CATEGORY_LINEAR  = 2
SIDE_BUY         = 1
SIDE_SELL        = 2
ORDER_TYPE_LIMIT  = 2
ORDER_TYPE_MARKET = 1
TIF_GTC          = 1
POSITION_ONE_WAY = 0
MARKET_UNIT_BASE = 1
BOOL_FALSE       = 0
BOOL_TRUE        = 1
SMP_NONE         = 0

# Struct formats (little-endian, no padding)
HDR_FMT         = "<HHHH"   # messageHeader: 8 bytes
HDR_SZ          = struct.calcsize(HDR_FMT)

API_REQ_HDR_FMT = "<64sQI64s"   # ApiRequestHeader: 140 bytes
API_REQ_HDR_SZ  = struct.calcsize(API_REQ_HDR_FMT)

API_RESP_HDR_FMT = "<64s64s64sqqqqq"  # ApiRespHeader: 232 bytes
API_RESP_HDR_SZ  = struct.calcsize(API_RESP_HDR_FMT)

COMMON_RESP_FMT = "<64s64s"   # CommonOrderRespData: 128 bytes
COMMON_RESP_SZ  = struct.calcsize(COMMON_RESP_FMT)

DECIMAL64_FMT = "<bq"         # Decimal64: 9 bytes
DECIMAL64_SZ  = struct.calcsize(DECIMAL64_FMT)

_req_counter = 0


def _next_req_id() -> str:
    global _req_counter
    _req_counter += 1
    return f"req_{_req_counter:012d}"


def _encode_sbe_header(block_length: int, template_id: int) -> bytes:
    return struct.pack(HDR_FMT, block_length, template_id, SCHEMA_ID, VERSION)


def _parse_sbe_header(data: bytes) -> Dict[str, Any]:
    bl, tid, sid, ver = struct.unpack_from(HDR_FMT, data, 0)
    return {"block_length": bl, "template_id": tid, "schema_id": sid, "version": ver}


def _encode_str(s: str, length: int) -> bytes:
    return s.encode("utf-8").ljust(length, b"\x00")[:length]


def _decode_str(b: bytes) -> str:
    return b.rstrip(b"\x00").decode("utf-8")


def _encode_decimal64(mantissa: int, exponent: int) -> bytes:
    """Pack a Decimal64. value = mantissa × 10^exponent."""
    return struct.pack(DECIMAL64_FMT, exponent, mantissa)


def _parse_varstring8(data: bytes, offset: int) -> Tuple[str, int]:
    """Parse a varString8: uint8 length prefix + UTF-8 data."""
    (length,) = struct.unpack_from("<B", data, offset)
    offset += 1
    s = data[offset: offset + length].decode("utf-8")
    offset += length
    return s, offset


def _encode_api_req_header(req_id: str = "", referer: str = "") -> bytes:
    ts = int(time.time() * 1000)
    return struct.pack(
        API_REQ_HDR_FMT,
        _encode_str(req_id, 64),
        ts,
        RECV_WINDOW,
        _encode_str(referer, 64),
    )


def _parse_api_resp_header(data: bytes, offset: int) -> Tuple[Dict[str, Any], int]:
    (req_id, conn_id, trace_id,
     time_now, in_time,
     bapi_limit, bapi_limit_status, bapi_limit_reset) = struct.unpack_from(
        API_RESP_HDR_FMT, data, offset
    )
    offset += API_RESP_HDR_SZ
    return {
        "reqId":                    _decode_str(req_id),
        "connId":                   _decode_str(conn_id),
        "traceId":                  _decode_str(trace_id),
        "timeNow":                  time_now,
        "inTime":                   in_time,
        "bapiLimit":                bapi_limit,
        "bapiLimitStatus":          bapi_limit_status,
        "bapiLimitResetTimestamp":  bapi_limit_reset,
    }, offset


# ----------------------------- Encoders -----------------------------

def encode_auth_req(api_key: str, api_secret: str) -> bytes:
    req_id  = _next_req_id()
    expires = int(time.time() * 1000) + 10_000
    message = f"{api_key}:{expires}"
    signature = hmac.new(
        api_secret.encode("utf-8"),
        message.encode("utf-8"),
        hashlib.sha256,
    ).hexdigest()

    body = struct.pack(
        "<64s64sQ64s",
        _encode_str(req_id, 64),
        _encode_str(api_key, 64),
        expires,
        _encode_str(signature, 64),
    )
    return _encode_sbe_header(200, TMPL_AUTH_REQ) + body


def encode_ping_req() -> bytes:
    body = struct.pack("<Q", int(time.time() * 1000))
    return _encode_sbe_header(8, TMPL_PING_REQ) + body


def encode_create_order(
    category: int,
    symbol_id: int,
    side: int,
    order_type: int,
    qty_mantissa: int,
    qty_exponent: int,
    price_mantissa: int,
    price_exponent: int,
    order_link_id: str,
    time_in_force: int = TIF_GTC,
    position_idx: int = POSITION_ONE_WAY,
    market_unit: int = MARKET_UNIT_BASE,
    is_leverage: int = BOOL_FALSE,
    reduce_only: int = BOOL_FALSE,
    close_on_trigger: int = BOOL_FALSE,
    mmp: int = BOOL_FALSE,
    smp_type: int = SMP_NONE,
    req_id: str = "",
    referer: str = "",
) -> bytes:
    body = (
        _encode_api_req_header(req_id or _next_req_id(), referer)  # 140 bytes
        + struct.pack("<Bq", category, symbol_id)                   # 9 bytes
        + struct.pack("<BB", side, order_type)                      # 2 bytes
        + _encode_decimal64(qty_mantissa, qty_exponent)             # 9 bytes
        + _encode_decimal64(price_mantissa, price_exponent)         # 9 bytes
        + _encode_str(order_link_id, 64)                            # 64 bytes
        + struct.pack("<BBBBBBBBB",
                      time_in_force, position_idx, market_unit,
                      is_leverage, reduce_only, close_on_trigger,
                      mmp, smp_type, 0)                             # 9 bytes (last byte pad to reach 241)
    )
    return _encode_sbe_header(241, TMPL_CREATE_REQ) + body


def encode_cancel_order(
    category: int,
    symbol_id: int,
    order_id: str = "",
    order_link_id: str = "",
    req_id: str = "",
    referer: str = "",
) -> bytes:
    body = (
        _encode_api_req_header(req_id or _next_req_id(), referer)
        + struct.pack("<Bq", category, symbol_id)
        + _encode_str(order_id, 64)
        + _encode_str(order_link_id, 64)
    )
    return _encode_sbe_header(277, TMPL_CANCEL_REQ) + body


# ----------------------------- Parsers -----------------------------

def parse_auth_resp(data: bytes) -> Dict[str, Any]:
    hdr = _parse_sbe_header(data)
    offset = HDR_SZ
    req_id_b, ret_code, conn_id_b = struct.unpack_from("<64si64s", data, offset)
    offset += 132
    ret_msg, _ = _parse_varstring8(data, offset)
    return {
        "header":  hdr,
        "reqId":   _decode_str(req_id_b),
        "retCode": ret_code,
        "connId":  _decode_str(conn_id_b),
        "retMsg":  ret_msg,
    }


def parse_order_resp(data: bytes) -> Dict[str, Any]:
    """Handles CreateOrderRespV5, ReplaceOrderRespV5, CancelOrderRespV5 (same layout)."""
    hdr = _parse_sbe_header(data)
    offset = HDR_SZ
    resp_header, offset = _parse_api_resp_header(data, offset)
    (ret_code,) = struct.unpack_from("<i", data, offset)
    offset += 4
    order_id_b, order_link_id_b = struct.unpack_from(COMMON_RESP_FMT, data, offset)
    offset += COMMON_RESP_SZ
    ret_msg, _ = _parse_varstring8(data, offset)
    return {
        "header":     hdr,
        "respHeader": resp_header,
        "retCode":    ret_code,
        "result": {
            "orderId":     _decode_str(order_id_b),
            "orderLinkId": _decode_str(order_link_id_b),
        },
        "retMsg": ret_msg,
    }


def parse_pong_resp(data: bytes) -> Dict[str, Any]:
    hdr = _parse_sbe_header(data)
    ts, pong_time = struct.unpack_from("<QQ", data, HDR_SZ)
    return {"header": hdr, "timestamp": ts, "pongTime": pong_time}


PARSERS = {
    TMPL_AUTH_RESP:    parse_auth_resp,
    TMPL_CREATE_RESP:  parse_order_resp,
    TMPL_REPLACE_RESP: parse_order_resp,
    TMPL_CANCEL_RESP:  parse_order_resp,
    TMPL_PONG_RESP:    parse_pong_resp,
}

# ----------------------------- WebSocket handlers -----------------------------

def on_message(ws, message):
    try:
        if not isinstance(message, (bytes, bytearray)):
            logging.warning("unexpected text frame: %r", message)
            return

        data = bytes(message)
        hdr  = _parse_sbe_header(data)
        tid  = hdr["template_id"]
        parser = PARSERS.get(tid)

        if parser is None:
            logging.warning("unhandled templateId=%s", tid)
            return

        decoded = parser(data)
        logging.info("templateId=%s %s", tid, decoded)

        if tid == TMPL_AUTH_RESP:
            print("auth:", decoded)
            if decoded["retCode"] == 0:
                # Send a sample limit buy order after successful auth
                # qty=0.01 → mantissa=1, exponent=-2
                # price=69000 → mantissa=69000, exponent=0
                order = encode_create_order(
                    category=CATEGORY_LINEAR,
                    symbol_id=123456,
                    side=SIDE_BUY,
                    order_type=ORDER_TYPE_LIMIT,
                    qty_mantissa=1,
                    qty_exponent=-2,
                    price_mantissa=69000,
                    price_exponent=0,
                    order_link_id=_next_req_id(),
                    referer="my_broker",
                )
                ws.send(order)
            else:
                logging.error("auth failed retCode=%s retMsg=%s",
                              decoded["retCode"], decoded["retMsg"])

        elif tid in (TMPL_CREATE_RESP, TMPL_REPLACE_RESP, TMPL_CANCEL_RESP):
            print(
                f"order resp templateId={tid} retCode={decoded['retCode']} "
                f"orderId={decoded['result']['orderId']} "
                f"orderLinkId={decoded['result']['orderLinkId']} "
                f"retMsg={decoded['retMsg']}"
            )

        elif tid == TMPL_PONG_RESP:
            print("pong:", decoded)

    except Exception as e:
        logging.exception("decode error: %s", e)
        print("decode error:", e)


def on_error(ws, error):
    print("WS error:", error)
    logging.error("WS error: %s", error)


def on_close(ws, *_):
    print("### connection closed ###")
    logging.info("connection closed")


def on_open(ws):
    print("opened")
    ws.send(encode_auth_req(API_KEY, API_SECRET))
    print("auth request sent")
    threading.Thread(target=_ping_loop, args=(ws,), daemon=True).start()


def _ping_loop(ws):
    while True:
        try:
            ws.send(encode_ping_req())
        except Exception:
            return
        time.sleep(10)


def connWS():
    ws = websocket.WebSocketApp(
        WS_URL,
        on_open=on_open,
        on_message=on_message,
        on_error=on_error,
        on_close=on_close,
    )
    ws.run_forever(ping_interval=20, ping_timeout=10)


if __name__ == "__main__":
    websocket.enableTrace(False)
    connWS()

Limits & Errors

Rate limits are surfaced in every response's ApiRespHeader (bapiLimit, bapiLimitStatus, bapiLimitResetTimestamp).
Non-zero retCode in any response indicates failure; read retMsg (varString8) for the diagnostic message.
CommonErrResp (templateId = 17) is sent when the server cannot associate the error with a specific request.
In batch responses, each group item carries its own code and msg — check per-item codes individually.
On socket close, reconnect and re-authenticate before resuming; use orderLinkId to detect duplicates.

Compatibility Notes

Byte order: little-endian for all numeric primitives.
Decimal64: packed as int8 (exponent) + int64 (mantissa) = 9 bytes, no alignment padding. value = mantissa × 10^exponent.
BoolEnum: encoded as uint8; valid values are 0 (FALSE) and 1 (TRUE). Value 254 signals a non-representable state.
Fixed-length strings: null-padded to declared length; strip trailing \x00 on decode.
varString8: prefixed by a 1-byte uint8 length; follows all fixed fields in the message body.
Repeating groups: prefixed by groupSize16Encoding (uint16 blockLength + uint16 numInGroup), before the group items.
Client clock must be NTP/PTP-synchronized; server rejects frames where the timestamp falls outside the recvWindow.

Overview​

Testnet​

SBE XML Template​

Connection​

Connection Lifecycle​

Heartbeat​

Reconnect Strategy​

Authentication Flow​

Send AuthReq​

Receive AuthResp​

Order Operations​

Create Order​

Replace Order​

Cancel Order​

Batch Operations​

Error Handling​

SBE Message Structure​

Message Header (8 bytes)​

Composite Types​

ApiRequestHeader (140 bytes)​

ApiRespHeader (232 bytes)​

CommonOrderRespData (128 bytes)​

Decimal64 (9 bytes)​

Enumerations​

Message Field Tables​

AuthReq (id=1, blockLength=200)​

AuthResp (id=2, blockLength=132)​

PingReq (id=3, blockLength=8)​

PongResp (id=4, blockLength=16)​

CreateOrderReqV5 (id=5, blockLength=241)​

CreateOrderRespV5 (id=6, blockLength=364)​

ReplaceOrderReqV5 (id=7, blockLength=295)​

ReplaceOrderRespV5 (id=8, blockLength=364)​

CancelOrderReqV5 (id=9, blockLength=277)​

CancelOrderRespV5 (id=10, blockLength=364)​

BatchCreateOrderReqV5 (id=11)​

BatchCreateOrderRespV5 (id=12)​

BatchReplaceOrderReqV5 (id=13)​

BatchReplaceOrderRespV5 (id=14)​

BatchCancelOrderReqV5 (id=15)​

BatchCancelOrderRespV5 (id=16)​

CommonErrResp (id=17, blockLength=236)​

Integration Example​

Limits & Errors​

Compatibility Notes​