跳至主要内容

SBE 基本信息

僅限 MMWS / Gateway

本節中所描述的所有基於 SBE 的行情資料頻道，只能透過 Market Maker WebSocket (MMWS) / Market Maker Gateway (GW) 基礎設施使用。

如需接入方式與架構細節，請參考官方公告: 做市商網關

自2026年1月15日起，SBE連接將僅能通過 v5/public-sbe 使用。

本頁提供 Bybit 基於 SBE 的市場數據 通道在 MMWS/GW 環境中的統一介紹。關於各功能的詳細行為與程式碼範例，請參考以下子頁面:

  • BBO SBE (Level 1, 含 RPI 欄位)
  • Level-50 SBE (50 檔深度訂單簿快照 + 增量更新)

什麼是 SBE?​

Bybit 採用符合 FIX/SBE 1.0 規範的 Simple Binary Encoding (SBE):

  • 二進位資料, little-endian 編碼
  • 儘可能使用固定長度欄位
  • 明確區分 訊息標頭 (message header) 與 訊息主體 (message body) 佈局
  • 高效率解碼, 適用於高頻交易 (HFT) 與做市策略

與 JSON WebSocket 行情相比, SBE 具備以下優點:

  • 較小的訊息負載 (相較等價 JSON 資料可降低約 30–50%)
  • 決定性的二進位結構
  • 微秒級時間戳精度
  • 在編碼與解碼時皆有較低的 CPU 消耗

盤前合約的推送行為​

  • 直到ContinuousTrading(連續競價)階段, orderbook 和 publicTrade 數據才會下發

SBE XML Template​

<?xml version="1.0" encoding="UTF-8"?>
<sbe:messageSchema xmlns:sbe="http://fixprotocol.io/2016/sbe" xmlns:mbx="https://bybit-exchange.github.io/docs/v5/intro" package="quote.sbe" id="1" version="0" semanticVersion="1.0.0" description="Bybit market data streams SBE message schema" byteOrder="littleEndian" headerType="messageHeader">
  <types>
    <composite name="messageHeader" description="Template ID and length of message root">
      <type name="blockLength" primitiveType="uint16"/>
      <type name="templateId" primitiveType="uint16"/>
      <type name="schemaId" primitiveType="uint16"/>
      <type name="version" primitiveType="uint16"/>
    </composite>
    <composite name="varString8" description="Variable length UTF-8 string.">
      <type name="length" primitiveType="uint8"/>
      <type name="varData" length="0" primitiveType="uint8" semanticType="String" characterEncoding="UTF-8"/>
    </composite>
    <composite name="groupSize16Encoding" description="Repeating group dimensions.">
      <type name="blockLength" primitiveType="uint16"/>
      <type name="numInGroup" primitiveType="uint16"/>
    </composite>
    <enum name="pkgTypeEnum" encodingType="uint8">
      <validValue name="SNAPSHOT">0</validValue>
      <validValue name="DELTA">1</validValue>
    </enum>
    <enum name="SideType" encodingType="uint8">
      <validValue name="UNKNOWN">0</validValue>
      <validValue name="BUY">1</validValue>
      <validValue name="SELL">2</validValue>
      <validValue name="NON_REPRESENTABLE">254</validValue>
    </enum>
    <enum name="BoolEnum" encodingType="uint8">
      <validValue name="FALSE">0</validValue>
      <validValue name="TRUE">1</validValue>
      <validValue name="NON_REPRESENTABLE">254</validValue>
    </enum>
  </types>
  <!-- Stream event for "ob.rpi.1.sbe.<symbol>" channel -->
  <sbe:message name="BestOBRpiEvent" id="20000">
    <field id="1" name="ts" type="int64" description="The timestamp in microseconds that the system generates the data"/>
    <field id="2" name="seq" type="int64" description="Cross sequence ID"/>
    <field id="3" name="cts" type="int64" description="The timestamp in microseconds from the matching engine when this orderbook data is produced."/>
    <field id="4" name="u" type="int64" description="Update Id"/>
    <field id="5" name="askNormalPrice" type="int64" mbx:exponent="priceExponent" description="Mantissa for the best ask normal price"/>
    <field id="6" name="askNormalSize" type="int64" mbx:exponent="sizeExponent" description="Mantissa for the best ask normal size"/>
    <field id="7" name="askRpiPrice" type="int64" mbx:exponent="priceExponent" description="Mantissa for the best ask rpi price"/>
    <field id="8" name="askRpiSize" type="int64" mbx:exponent="sizeExponent" description="Mantissa for the best ask rpi size"/>
    <field id="9" name="bidNormalPrice" type="int64" mbx:exponent="priceExponent" description="Mantissa for the best bid normal price"/>
    <field id="10" name="bidNormalSize" type="int64" mbx:exponent="sizeExponent" description="Mantissa for the best bid normal size"/>
    <field id="11" name="bidRpiPrice" type="int64" mbx:exponent="priceExponent" description="Mantissa for the best bid rpi price"/>
    <field id="12" name="bidRpiSize" type="int64" mbx:exponent="sizeExponent" description="Mantissa for the best bid rpi size"/>
    <field id="13" name="priceExponent" type="int8" description="Price exponent for decimal point positioning"/>
    <field id="14" name="sizeExponent" type="int8" description="Size exponent for decimal point positioning"/>
    <data id="55" name="symbol" type="varString8"/>
  </sbe:message>
  <!-- Stream event for "ob.50.sbe.<symbol>" channel -->
  <sbe:message name="OBL50Event" id="20001">
    <field id="1" name="ts" type="int64" description="The timestamp in microseconds that the system generates the data"/>
    <field id="2" name="seq" type="int64" description="Cross sequence ID"/>
    <field id="3" name="cts" type="int64" description="The timestamp in microseconds from the matching engine when this orderbook data is produced."/>
    <field id="4" name="u" type="int64" description="Update Id"/>
    <field id="5" name="priceExponent" type="int8" description="Price exponent for decimal point positioning"/>
    <field id="6" name="sizeExponent" type="int8" description="Size exponent for decimal point positioning"/>
    <field id="7" name="pkgType" type="pkgTypeEnum" description="Package type"/>
    <group id="40" name="asks" dimensionType="groupSize16Encoding" description="Sell side order book updates">
      <field id="1" name="price" type="int64" description="Price mantissa"/>
      <field id="2" name="size" type="int64" description="Size mantissa"/>
    </group>
    <group id="41" name="bids" dimensionType="groupSize16Encoding" description="Buy side order book updates">
      <field id="1" name="price" type="int64" description="Price mantissa"/>
      <field id="2" name="size" type="int64" description="Size mantissa"/>
    </group>
    <data id="55" name="symbol" type="varString8"/>
  </sbe:message>
  <!-- Stream event for "publicTrade.sbe.<symbol>" channel -->
  <sbe:message name="PublicTradeEvent" id="20002">
    <field id="1" name="ts" type="int64" description="The timestamp in microseconds that the system generates the data"/>
    <field id="2" name="priceExponent" type="int8" description="Price exponent for decimal point positioning"/>
    <field id="3" name="sizeExponent" type="int8" description="Size exponent for decimal point positioning"/>
    <group id="40" name="tradeItems" dimensionType="groupSize16Encoding" description="trade items">
      <field id="1" name="fillTime" type="int64" description="The timestamp in microseconds that the order is filled"/>
      <field id="2" name="price" type="int64" description="Price mantissa"/>
      <field id="3" name="size" type="int64" description="Size mantissa"/>
      <field id="4" name="seq" type="int64" description="Cross sequence ID"/>
      <field id="5" name="side" type="SideType" description="Side of taker"/>
      <field id="6" name="isBlockTrade" type="BoolEnum" description="Whether it is a block trade order or not"/>
      <field id="7" name="isRPI" type="BoolEnum" description="Whether it is a RPI trade or not"/>
      <data id="100" name="execId" type="varString8" description="Trade ID"/>
    </group>
    <data id="55" name="symbol" type="varString8"/>
  </sbe:message>
</sbe:messageSchema>