現貨 DMM 上架指南

先決條件

• 您的 UID 已加入預上市/DMM 交易對的白名單
• 該 UID 下已建立 API key 與 secret
• 該幣種已配置在指定的 UID 下
• 對於現貨上市交易對, 必須先查詢 /v5/market/instruments-info, 並帶入:
  • category=spot
  • symbol=<SYMBOL_NAME>

參考文檔:

• 可交易產品的規格信息: 查詢用户可交易產品的規格信息
• REST 創建委託單: 創建委託單
• Websocket 下單指南: Websocket 下單指南

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1. REST – 查詢交易對資訊(現貨)

用於確認在加入白名單後, 該交易對是否可見(如最小變動價, 最小下單量, 狀態等).

import requests
import time
import hashlib
import hmac

api_key = 'xxxxxxxxx'
secret_key = 'xxxxxxxxx'
symbol = 'xxxxx'
httpClient = requests.Session()
recv_window = str(5000)
url = "https://api.bybit.com"

def HTTP_Request(endPoint, method, payload, Info):
    global time_stamp
    time_stamp = str(int(time.time() * 10 ** 3))
    signature = genSignature(payload)
    headers = {
        'X-BAPI-API-KEY': api_key,
        'X-BAPI-SIGN': signature,
        'X-BAPI-SIGN-TYPE': '2',
        'X-BAPI-TIMESTAMP': time_stamp,
        'X-BAPI-RECV-WINDOW': recv_window,
        'Content-Type': 'application/json'
    }
    if method == "POST":
        response = httpClient.request(method, url + endPoint, headers=headers, data=payload)
    else:
        response = httpClient.request(method, url + endPoint + "?" + payload, headers=headers)
    print(response.text)
    print(response.headers)
    print(Info + " Elapsed Time : " + str(response.elapsed))

def genSignature(payload):
    param_str = str(time_stamp) + api_key + recv_window + payload
    hash = hmac.new(bytes(secret_key, "utf-8"), param_str.encode("utf-8"), hashlib.sha256)
    signature = hash.hexdigest()
    return signature

endpoint = "/v5/market/instruments-info"
method = "GET"
params = 'symbol=' + symbol + '&category=spot'
HTTP_Request(endpoint, method, params, "Get Symbol Details")

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2. REST – 下 PostOnly 限價單(現貨)

注意: PostOnly 用於確保做市(maker)意圖. 若價格穿越委託簿, 訂單可能會依產品規則被拒絕或取消.

import requests
import time
import hashlib
import hmac

api_key='xxxx'
secret_key='xxxxx'
httpClient=requests.Session()
recv_window=str(5000)
url="https://api-testnet.bybit.com"
endpoint="/v5/order/create"
method="POST"
params='{"category":"spot", "symbol":"XRPUSDT", "orderType":"LIMIT", "side":"buy", "qty":"10", "price":"0.55", "timeInForce":"PostOnly"}'

def HTTP_Request(endPoint,method,payload,Info):
    global time_stamp
    time_stamp=str(int(time.time() * 10 ** 3))
    signature=genSignature(payload)
    headers = {
        'X-BAPI-API-KEY': api_key,
        'X-BAPI-SIGN': signature,
        'X-BAPI-SIGN-TYPE': '2',
        'X-BAPI-TIMESTAMP': time_stamp,
        'X-BAPI-RECV-WINDOW': recv_window,
        'Content-Type': 'application/json'
    }
    if(method=="POST"):
        response = httpClient.request(method, url+endPoint, headers=headers, data=payload)
    else:
        response = httpClient.request(method, url+endPoint+"?"+payload, headers=headers)
    print(response.text)
    print(response.headers)
    print(Info + " Elapsed Time : " + str(response.elapsed))

def genSignature(payload):
    param_str= str(time_stamp) + api_key + recv_window + payload
    hash = hmac.new(bytes(secret_key, "utf-8"), param_str.encode("utf-8"),hashlib.sha256)
    signature = hash.hexdigest()
    return signature

HTTP_Request(endpoint,method,params,"Create")

---

3. WebSocket – 驗簽並下現貨訂單

使用 WebSocket 交易接口可相較 REST 降低調用開銷.
請確認使用符合環境的正確 WS Host. 更多細節請參考 Websocket 下單指南.

import asyncio
import websockets
import json
import hmac
import hashlib
from datetime import datetime

async def authenticate(ws):
    api_key = "xxxxx"
    api_secret = "xxxxxx"
    expires = int((datetime.now().timestamp() + 10) * 1000)
    signature = hmac.new(api_secret.encode(), f'GET/realtime{expires}'.encode(), hashlib.sha256).hexdigest()

    auth_msg = {
        "op": "auth",
        "args": [api_key, expires, signature]
    }

    await ws.send(json.dumps(auth_msg))
    response = await ws.recv()
    print(f"Auth response: {response}")

async def spot_send_subscription(ws):
    sub_msg = {
        "header": {
            "Referer": "Test-1",
            "X-BAPI-RECV-WINDOW": "100000",
            "X-BAPI-TIMESTAMP": str(int(datetime.now().timestamp() * 1000))
        },
        "op": "order.create",
        "args": [
            {
                "category": "spot",
                "symbol": "XRPUSDT",
                "orderType": "LIMIT",
                "side": "buy",
                "qty": "10",
                "price": "0.55",
                "timeInForce": "PostOnly"
            }
        ]
    }

    await ws.send(json.dumps(sub_msg))
    print("Subscription spot message sent.")

async def listen_messages(ws):
    while True:
        message = await ws.recv()
        print(f"Message received: {message}")

async def main():
    uri = "wss://stream-testnet.bybit.com/v5/trade"
    async with websockets.connect(uri) as ws:
        await authenticate(ws)
        await spot_send_subscription(ws)
        await listen_messages(ws)

if __name__ == "__main__":
    asyncio.run(main())

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建議驗證檢查清單 (適用於 DMM 接入)

1. Instrument visibility

• instruments-info 能返回交易對與正確的參數(最小變動價/最小下單量).

2. Permissions

• API key 具備交易權限; UID 已正確加入白名單.

3. Maker behavior

• PostOnly 訂單未穿越價差; 否則預期會被拒絕/取消.

4. Operational readiness

• 重試/backoff 機制, 冪等性策略, 以及錯誤碼處理.

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Pybit & CCXT 使用技巧

若您使用 Pybit 或 CCXT 搭配 Bybit V5 接口, 且需要請求需驗簽的 GET /v5/account/instruments-info 接口, 請參考以下範例.

1. Pybit

• 請升級 Pybit 至最新版本(5.14.0+).
• 目前 Pybit 尚未將 /v5/account/instruments-info 暴露為一級方法.
• 可透過 _submit_request 並設定 auth=True 直接調用該接口.

from pybit.unified_trading import HTTP

session = HTTP(
    testnet=False,
    api_key="xxx",
    api_secret="xxx",
)

resp = session._submit_request(
    method="GET",
    path=session.endpoint + "/v5/account/instruments-info",
    query={"category": "spot"},
    auth=True,
)
print(resp)

2. CCXT

• 請升級 CCXT 至最新版本(4.3.75+).
• 啟用 usePrivateInstrumentsInfo 以透過私有接口查詢交易對資訊.

# option 1: 初始化時設定
exchange = ccxt.bybit({
    'options': {
        'usePrivateInstrumentsInfo': True,
    }
})

# option 2: 初始化後再設定
exchange.options['usePrivateInstrumentsInfo'] = True