Fast Order Response SBE

僅限 MMWS

此頻道僅可透過您的專屬 Market Maker WebSocket（MMWS） 主機訪問，標準 WebSocket 端點無法使用。

概述

Fast Order SBE 頻道透過 Market Maker WebSocket（MMWS）為高頻交易（HFT）客戶提供超低延遲的訂單推送。它直接從撮合引擎推送 SBE（Simple Binary Encoding）二進位編碼訊息，用於下單、改單和撤單的確認回執。

本頻道以速度和效率為核心設計。詳細推送觸發邏輯，請參閱下方推送邏輯章節。

上線時間表

產品	測試網	主網
現貨	✅	✅
期貨（U本位 & 幣本位）	✅	✅
期權	✅	✅

連接

環境	URL
測試網	`wss://stream-testnet.bybits.org/v5/private-sbe`
主網	`wss://<your-dedicated-MMWS-host>.bybit-aws.com/v5/private-sbe`

SBE 訊息以二進位幀（opcode = 2）發送。
控制幀（鑒權、ping/pong、訂閱/取消訂閱）使用標準 Bybit V5 API JSON 格式。

鑒權

建立連接後必須立即進行鑒權。

鑒權請求

{
    "req_id": "10001",
    "op": "auth",
    "args": [
        "api_key",
        1662350400000,
        "signature"
    ]
}

欄位	說明
req_id	可選的客戶端標識符
args[1]	時間戳，必須大於當前時間
args[2]	使用 Bybit API 簽名算法生成

鑒權成功響應

{
    "success": true,
    "ret_msg": "",
    "op": "auth",
    "conn_id": "cejreaspqfh3sjdnldmg-p"
}

心跳

發送 Ping

{"req_id": "100001", "op": "ping"}

接收 Pong

{
    "success": true,
    "ret_msg": "pong",
    "conn_id": "465772b1-7630-4fdc-a492-e003e6f0f260",
    "req_id": "100001",
    "op": "ping"
}

Topic	說明
`order.sbe.resp.spot`	現貨快速訂單響應
`order.sbe.resp.linear`	線性合約（USDT/USDC）快速訂單響應
`order.sbe.resp.inverse`	反向合約快速訂單響應
`order.sbe.resp.option`	期權快速訂單響應

推送邏輯

當用戶主動發起操作（下單、改單、撤單）時，fast.resp.order 訊息將主動推送給客戶端。

信息

頻道重啟或重新訂閱後，推送從最新的撮合事件開始——核心是速度，不支持補發歷史數據。

場景 / 事件	是否推送	備註
Maker 訂單新建（已接受 / ack）	✅ 是	所有由客戶端主動發起的操作（下單 / 改單 / 撤單 / 拒絕）。
Maker 訂單成交 / 部分成交	✅ 是	所有由客戶端主動發起的操作（下單 / 改單 / 撤單 / 拒絕）。
Taker 訂單（主動方）	✅ 是	所有由客戶端主動發起的操作（下單 / 改單 / 撤單 / 拒絕）。
COT（CloseOnTrigger）訂單	✅ 是（針對觸發後訂單）	觸發的 COT 訂單行為類似新的 Taker 訂單；若開反向倉位，`orderLinkId=""`。
RO / ReduceOnly 訂單	✅ 是	正常推送；若因保證金不足或倉位限制被拒絕，`rejectReason` 將有值。
條件單 / TP-SL 觸發訂單	✅ 是	條件觸發且訂單變為活躍後推送，`orderLinkId=""` （為空）。
DCP（斷線全部保護）	✅ 是	DCP 在斷線時強制撤單時推送。
SMP 撤 Taker / 同時撤兩方（自成交保護）	✅ 是	Taker / Maker 兩側撤單均會推送。
SMP 撤 Maker	✅ 是	Taker / Maker 兩側撤單均會推送。
MMP（做市商保護）	✅ 是	MMP 觸發的撤單也會在 Fast Order 頻道推送。
下架 / 合約到期 / 期權交割	❌ 否	系統主動平倉，不推送 Fast Order。
訂單被拒（撮合 / 驗證拒絕）	✅ 是	立即推送，附帶 `rejectReason`。
改單成功 / 拒絕	✅ 是	主動改單的 ack / 拒絕均推送。
撤單成功 / 拒絕	✅ 是	主動撤單的 ack / 拒絕均推送。

与标准 WebSocket 订单频道的差异

下表列出了 Fast Order SBE 频道（order.sbe.resp.*）与标准私有 WebSocket 订单频道在行为上的差异。

场景	Fast Order 频道	标准 WS 订单频道	说明
条件单下改撤（触发前）	❌ 无推送	✅ 有推送	条件单在触发前不会发送到撮合引擎，撮合引擎无法获取触发前的订单状态。
TP/SL 订单下改撤（触发前）	❌ 无推送	✅ 有推送	原因同上。
Trailing Stop 订单下改撤（触发前）	❌ 无推送	✅ 有推送	原因同上。
仓位强平订单	❌ 无推送	✅ 有推送	注：强平触发的撤单两者推送一致。
合约下架撤单	❌ 无推送	✅ 有推送	下架撤单由内部处理，不发送到撮合引擎。
改单/撤单请求到达前订单已完全成交	`orderStatus=Rejected`	`orderStatus=Filled`	例如 qty=10，改成 12，但 10 手已成交 — Fast Order 返回 `Rejected`，标准 WS 返回 `Filled`。
正常下改撤 — `leavesValue` 字段	无值（`0`）	有值	Fast Order 对非现货市价按金额买单（non-spot-market-buy-order-by-value）的 `leavesValue` 始终返回 `0`。
盘前集合竞价阶段 — 撤单被拒	`orderStatus=Rejected`	`orderStatus=New`	盘前集合竞价阶段不允许撤单，Fast Order 返回 `Rejected`，标准 WS 返回 `New`。

OrderLinkId 各版本行為說明

場景	2026 測試網 / 主網	備註
主動新建訂單（用戶發起）	✅ 有值	客戶端發起的下單包含用戶的 `orderLinkId`。
改單 / 撤單（用戶發起）	✅ 有值	客戶端發起的下單包含用戶的 `orderLinkId`。
Maker→Taker 轉變（如價格改單穿越盤口）	✅ 有值	客戶端發起的下單包含用戶的 `orderLinkId`。
主動新建條件單（用戶發起）	✅ 有值	客戶端發起的下單包含用戶的 `orderLinkId`。
倉位設置止盈止損訂單	❌ 為空	系統創建，無 `orderLinkId`。

消息結構（SBE）

templateId = 21000（FastOrderResp）

消息頭（8 字節）

欄位	類型	大小（字節）	說明
blockLength	uint16	2	消息體長度
templateId	uint16	2	固定 = `21000`
schemaId	uint16	2	固定 = `1`
version	uint16	2	固定 = `2`

消息體

ID	欄位	類型	說明
1	category	uint8	`1`=現貨, `2`=線性, `3`=反向, `4`=期權
2	side	uint8	`1`=買, `2`=賣
3	orderStatus	uint8	訂單狀態枚舉。`0`=Others, `4`=PartiallyFilledAndCancelled, `5`=Rejected, `6`=New, `7`=Cancelled, `8`=PartiallyFilled, `9`=Filled
4	priceExponent	int8	價格小數位數。`price = mantissa / 10^priceExponent`
5	sizeExponent	int8	數量小數位數
6	valueExponent	int8	金額小數位數
7	rejectReason	uint16	無拒絕時為 `0`，詳見 rejectReason 映射
8	price	int64	價格尾數（需應用 `priceExponent`）
9	leavesQty	int64	剩餘數量尾數（需應用 `sizeExponent`）
10	leavesValue	int64	僅當現貨訂單類型為市價單且 `marketUnit=quoteCoin` 時有效，其他情況為 `0`（需應用 `valueExponent`）
11	creationTime	int64	訂單在 Fast Order 頻道的創建時間戳（微秒）
12	updatedTime	int64	撮合時間戳（微秒）
13	seq	int64	跨序列 ID
14	symbolID	int32	交易對 ID
15	liquidity	int8	`1`=taker，`2`=maker（成交時），否則為 `0`。版本 1 新增欄位對於盤前永續合約，僅支持連續交易階段
16	amendFlag	int8	`0`=不是改單請求觸發的推送，`1`=是改單請求觸發的推送。版本 2 新增欄位（7月21日主網）
17	fillQty	int64	訂單已成交數量尾數（需應用 `sizeExponent`）。版本 2 新增欄位（7月21日主網）對於盤前永續合約，僅支持連續交易階段對於taker有多筆成交時, 該字段給的是多筆成交的累計的成交數量
18	fillPrice	int64	訂單成交價格尾數（需應用 `priceExponent`）。版本 2 新增欄位（7月21日主網）對於盤前永續合約，僅支持連續交易階段對於taker有多筆成交時, 該字段給的是多筆成交的最後一筆成交價格
19	originalQty	int64	訂單數量尾數（需應用 `sizeExponent`）。版本 2 新增欄位（7月21日主網）
100	orderId	varString8	訂單 ID（UUID）
101	orderLinkId	varString8	可選；用戶主動操作時存在

rejectReason 映射

代碼	名稱
0	EC_NoError
1	EC_Others
2	EC_UnknownMessageType
3	EC_MissingClOrdID
4	EC_MissingOrigClOrdID
5	EC_ClOrdIDOrigClOrdIDAreTheSame
6	EC_DuplicatedClOrdID
7	EC_OrigClOrdIDDoesNotExist
8	EC_TooLateToCancel
9	EC_UnknownOrderType
10	EC_UnknownSide
11	EC_UnknownTimeInForce
12	EC_WronglyRouted
13	EC_MarketOrderPriceIsNotZero
14	EC_LimitOrderInvalidPrice
15	EC_NoEnoughQtyToFill
16	EC_NoImmediateQtyToFill
17	EC_QtyCannotBeZero
18	EC_PerCancelRequest
19	EC_MarketOrderCannotBePostOnly
20	EC_PostOnlyWillTakeLiquidity
21	EC_CancelReplaceOrder
22	EC_InvalidSymbolStatus
23	EC_MarketOrderNoSupportTIF
24	EC_ReachMaxTradeNum
25	EC_InvalidPriceScale
26	EC_BitIndexInvalid
27	EC_StopBySelfMatch
28	EC_BySelfMatch
29	EC_InvalidSmpType
30	EC_CancelByMMP
31	EC_InCallAuctionStatus
34	EC_InvalidUserType
35	EC_InvalidMirrorOid
36	EC_InvalidMirrorUid
37	EC_SymbolNotExist
38	EC_CancelNoActiveOrders
39	EC_MissingUID
100	EC_EcInvalidQty
101	EC_InvalidAmount
102	EC_LoadOrderCancel
103	EC_CancelForNoFullFill
104	EC_MarketQuoteNoSuppSell
105	EC_DisorderOrderID
106	EC_InvalidBaseValue
107	EC_LoadOrderCanMatch
108	EC_SecurityStatusFail
110	EC_ReachRiskPriceLimit
111	EC_OrderNotExist
112	EC_CancelByOrderValueZero
113	EC_CancelByMatchValueZero
200	EC_ReachMarketPriceLimit

SBE XML 模板（Fast Order Response）

<?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="order.fast.sbe" id="1" version="2" semanticVersion="1.0.0" description="Bybit fast order response SBE 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>
  </types>
  <!-- Fast order response: active place/cancel/amend acknowledgements -->
  <sbe:message name="FastOrderResp" id="21000">
    <!-- Routing / classification -->
    <field id="1" name="category" type="uint8" description="1=spot, 2=linear, 3=inverse, 4=option"/>
    <!-- Side / status / rejection -->
    <field id="2" name="side" type="uint8" description="1=Buy, 2=Sell"/>
    <field id="3" name="orderStatus" type="uint8" description="Order state enum"/>
    <!-- Price / size (mantissas) with exponents -->
    <field id="4" name="priceExponent" type="int8" description="Decimal places for price"/>
    <field id="5" name="sizeExponent" type="int8" description="Decimal places for size"/>
    <field id="6" name="valueExponent" type="int8" description="Decimal places for value"/>
    <field id="7" name="rejectReason" type="uint16" description="0 if N/A"/>
    <field id="8" name="price" type="int64" mbx:exponent="priceExponent" description="Price mantissa"/>
    <field id="9" name="leavesQty" type="int64" mbx:exponent="sizeExponent" description="Remaining quantity mantissa"/>
    <field id="10" name="leavesValue" type="int64" mbx:exponent="valueExponent" description="Active only when spot order type is market and marketUnit=quoteCoin; otherwise 0."/>
    <!-- Timing -->
    <field id="11" name="creationTime" type="int64" description="Order creation timestamp in Fast order channel(microseconds)"/>
    <field id="12" name="updatedTime" type="int64" description="Matching timestamp (microseconds)"/>
    <field id="13" name="seq" type="int64" description="Cross sequence ID"/>
    <!-- SymbolID -->
    <field id="14" name="symbolID" type="int32" description="Symbol ID"/>
    <!-- Liquidity -->
    <field id="15" name="liquidity" type="int8" sinceVersion="1" description="1=taker, 2=maker when trade, otherwise 0"/>
    <!-- Version 2 add new fields-->
    <field id="16" name="amendFlag" type="int8" sinceVersion="2" description="0=not amended, 1=amended"/>
    <field id="17" name="fillQty" type="int64" sinceVersion="2" description="order Filled quantity mantissa"/>
    <field id="18" name="fillPrice" type="int64" sinceVersion="2" description="order fill price mantissa"/>
    <field id="19" name="originalQty" type="int64" sinceVersion="2" description="order originalorder quantity mantissa"/>
    <!-- Order identifiers -->
    <data id="100" name="orderId" type="varString8" description="Order ID"/>
    <data id="101" name="orderLinkId" type="varString8" description="Optional; present for user-initiated orders"/>
  </sbe:message>
</sbe:messageSchema>

代碼示例

Go
Python

package main

import (
    "context"
    "crypto/hmac"
    "crypto/sha256"
    "encoding/binary"
    "encoding/hex"
    "encoding/json"
    "flag"
    "fmt"
    "log"
    "math"
    "os"
    "os/signal"
    "time"

    "github.com/gorilla/websocket"
)

// ---------- Config ----------

const (
    MMWSURLTestnetBybits = "wss://stream-testnet.bybits.org/v5/private-sbe"
    MMWSURLTestnetBybit  = "wss://stream-testnet.bybit.com/v5/private-sbe"
    MMWSURLMainnet       = "wss://stream.bybit.com/v5/private-sbe"
)

// TODO: 填入您的真實密鑰
const (
    APIKey    = "YOUR_API_KEY"
    APISecret = "YOUR_API_SECRET"
)

var subTopics = []string{
    "order.sbe.resp.spot",
}

// ---------- SBE helpers ----------

func readU8(buf []byte, off *int) (uint8, error) {
    if *off+1 > len(buf) {
        return 0, fmt.Errorf("readU8: out of range")
    }
    v := buf[*off]
    *off++
    return v, nil
}

func readI8(buf []byte, off *int) (int8, error) {
    if *off+1 > len(buf) {
        return 0, fmt.Errorf("readI8: out of range")
    }
    v := int8(buf[*off])
    *off++
    return v, nil
}

func readU16LE(buf []byte, off *int) (uint16, error) {
    if *off+2 > len(buf) {
        return 0, fmt.Errorf("readU16LE: out of range")
    }
    v := binary.LittleEndian.Uint16(buf[*off : *off+2])
    *off += 2
    return v, nil
}

func readI32LE(buf []byte, off *int) (int32, error) {
    if *off+4 > len(buf) {
        return 0, fmt.Errorf("readI32LE: out of range")
    }
    v := int32(binary.LittleEndian.Uint32(buf[*off : *off+4]))
    *off += 4
    return v, nil
}

func readI64LE(buf []byte, off *int) (int64, error) {
    if *off+8 > len(buf) {
        return 0, fmt.Errorf("readI64LE: out of range")
    }
    v := int64(binary.LittleEndian.Uint64(buf[*off : *off+8]))
    *off += 8
    return v, nil
}

func readVarString8(buf []byte, off *int) (string, error) {
    if *off+1 > len(buf) {
        return "", fmt.Errorf("readVarString8: no length byte")
    }
    ln := int(buf[*off])
    *off++
    if ln == 0 {
        return "", nil
    }
    if *off+ln > len(buf) {
        return "", fmt.Errorf("readVarString8: length out of range")
    }
    s := string(buf[*off : *off+ln])
    *off += ln
    return s, nil
}

func applyExp(mantissa int64, exp int8) float64 {
    e := int(exp)
    if e >= 0 {
        return float64(mantissa) / math.Pow10(e)
    }
    return float64(mantissa) * math.Pow10(-e)
}

// ---------- Fast Order SBE decode ----------

type FastOrderSBEResp struct {
    SBEHeader struct {
        BlockLength uint16 `json:"blockLength"`
        TemplateID  uint16 `json:"templateId"`
        SchemaID    uint16 `json:"schemaId"`
        Version     uint16 `json:"version"`
    } `json:"_sbe_header"`

    Category      uint8  `json:"category"`
    Side          uint8  `json:"side"`
    OrderStatus   uint8  `json:"orderStatus"`
    PriceExponent int8   `json:"priceExponent"`
    SizeExponent  int8   `json:"sizeExponent"`
    ValExponent   int8   `json:"valueExponent"`
    RejectReason  uint16 `json:"rejectReason"`

    PriceMantissa       int64 `json:"priceMantissa"`
    LeavesQtyMantissa   int64 `json:"leavesQtyMantissa"`
    LeavesValueMantissa int64 `json:"leavesValueMantissa"`

    CreationTime int64 `json:"creationTime"`
    UpdatedTime  int64 `json:"updatedTime"`
    Seq          int64 `json:"seq"`

    SymbolID    int32  `json:"symbolID"`
    Liquidity   int8   `json:"liquidity"`

    AmendFlag           int8  `json:"amendFlag,omitempty"`
    FillQtyMantissa     int64 `json:"fillQtyMantissa,omitempty"`
    FillPriceMantissa   int64 `json:"fillPriceMantissa,omitempty"`
    OriginalQtyMantissa int64 `json:"originalQtyMantissa,omitempty"`

    OrderID     string `json:"orderId"`
    OrderLinkID string `json:"orderLinkId"`

    Price       float64 `json:"price"`
    LeavesQty   float64 `json:"leavesQty"`
    LeavesValue float64 `json:"leavesValue"`
    FillQty     float64 `json:"fillQty,omitempty"`
    FillPrice   float64 `json:"fillPrice,omitempty"`
    OriginalQty float64 `json:"originalQty,omitempty"`

    RawOffsetEnd int `json:"_raw_offset_end"`
}

func decodeFastOrderResp(payload []byte, debug bool) (*FastOrderSBEResp, error) {
    if len(payload) < 8 {
        return nil, fmt.Errorf("payload too short for SBE header")
    }
    off := 0
    blockLen := binary.LittleEndian.Uint16(payload[off : off+2])
    templateID := binary.LittleEndian.Uint16(payload[off+2 : off+4])
    schemaID := binary.LittleEndian.Uint16(payload[off+4 : off+6])
    version := binary.LittleEndian.Uint16(payload[off+6 : off+8])
    off += 8

    if debug {
        log.Printf("HEADER: block_len=%d, template_id=%d, schema_id=%d, version=%d",
            blockLen, templateID, schemaID, version)
    }

    if templateID != 21000 {
        return nil, fmt.Errorf("unexpected templateId: %d", templateID)
    }

    var err error
    resp := &FastOrderSBEResp{}
    resp.SBEHeader.BlockLength = blockLen
    resp.SBEHeader.TemplateID = templateID
    resp.SBEHeader.SchemaID = schemaID
    resp.SBEHeader.Version = version

    bodyStart := off // fixed block begins here; var-length fields follow at bodyStart+blockLen

    if resp.Category, err = readU8(payload, &off); err != nil {
        return nil, err
    }
    if resp.Side, err = readU8(payload, &off); err != nil {
        return nil, err
    }
    if resp.OrderStatus, err = readU8(payload, &off); err != nil {
        return nil, err
    }
    if resp.PriceExponent, err = readI8(payload, &off); err != nil {
        return nil, err
    }
    if resp.SizeExponent, err = readI8(payload, &off); err != nil {
        return nil, err
    }
    if resp.ValExponent, err = readI8(payload, &off); err != nil {
        return nil, err
    }
    if resp.RejectReason, err = readU16LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.PriceMantissa, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.LeavesQtyMantissa, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.LeavesValueMantissa, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.CreationTime, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.UpdatedTime, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.Seq, err = readI64LE(payload, &off); err != nil {
        return nil, err
    }
    if resp.SymbolID, err = readI32LE(payload, &off); err != nil {
        return nil, err
    }
    // field 15 liquidity (sinceVersion=1) — present when blockLen covers it
    if off-bodyStart < int(blockLen) {
        if resp.Liquidity, err = readI8(payload, &off); err != nil {
            return nil, err
        }
    }
    // field 16 amendFlag (sinceVersion=2)
    if off-bodyStart < int(blockLen) {
        if resp.AmendFlag, err = readI8(payload, &off); err != nil {
            return nil, err
        }
    }
    // field 17 fillQty (sinceVersion=2)
    if off-bodyStart+8 <= int(blockLen) {
        if resp.FillQtyMantissa, err = readI64LE(payload, &off); err != nil {
            return nil, err
        }
    }
    // field 18 fillPrice (sinceVersion=2)
    if off-bodyStart+8 <= int(blockLen) {
        if resp.FillPriceMantissa, err = readI64LE(payload, &off); err != nil {
            return nil, err
        }
    }
    // field 19 originalQty (sinceVersion=2)
    if off-bodyStart+8 <= int(blockLen) {
        if resp.OriginalQtyMantissa, err = readI64LE(payload, &off); err != nil {
            return nil, err
        }
    }
    // skip any future fixed fields we don't know about
    off = bodyStart + int(blockLen)
    if resp.OrderID, err = readVarString8(payload, &off); err != nil {
        return nil, err
    }
    if resp.OrderLinkID, err = readVarString8(payload, &off); err != nil {
        return nil, err
    }

    resp.Price = applyExp(resp.PriceMantissa, resp.PriceExponent)
    resp.LeavesQty = applyExp(resp.LeavesQtyMantissa, resp.SizeExponent)
    resp.LeavesValue = applyExp(resp.LeavesValueMantissa, resp.ValExponent)
    resp.FillQty = applyExp(resp.FillQtyMantissa, resp.SizeExponent)
    resp.FillPrice = applyExp(resp.FillPriceMantissa, resp.PriceExponent)
    resp.OriginalQty = applyExp(resp.OriginalQtyMantissa, resp.SizeExponent)
    resp.RawOffsetEnd = off

    return resp, nil
}

// ---------- WebSocket helpers ----------

func sendJSON(conn *websocket.Conn, v any) error {
    data, err := json.Marshal(v)
    if err != nil {
        return err
    }
    return conn.WriteMessage(websocket.TextMessage, data)
}

func signAuth(secret, value string) string {
    h := hmac.New(sha256.New, []byte(secret))
    h.Write([]byte(value))
    return hex.EncodeToString(h.Sum(nil))
}

func heartbeat(ctx context.Context, conn *websocket.Conn) {
    ticker := time.NewTicker(10 * time.Second)
    defer ticker.Stop()
    for {
        select {
        case <-ctx.Done():
            return
        case <-ticker.C:
            reqID := fmt.Sprintf("%d", time.Now().UnixMilli())
            err := sendJSON(conn, map[string]any{
                "req_id": reqID,
                "op":     "ping",
            })
            if err != nil {
                log.Printf("[heartbeat] error sending ping: %v", err)
                return
            }
        }
    }
}

// ---------- Main run ----------

func run(ctx context.Context, url string) error {
    dialer := websocket.Dialer{
        HandshakeTimeout:  10 * time.Second,
        EnableCompression: false,
    }

    conn, _, err := dialer.Dial(url, nil)
    if err != nil {
        return fmt.Errorf("dial error: %w", err)
    }
    defer conn.Close()
    log.Printf("Connected to %s", url)

    expires := (time.Now().Unix() + 10000) * 1000
    val := fmt.Sprintf("GET/realtime%d", expires)
    sig := signAuth(APISecret, val)

    authMsg := map[string]any{
        "req_id": "10001",
        "op":     "auth",
        "args":   []any{APIKey, expires, sig},
    }
    if err := sendJSON(conn, authMsg); err != nil {
        return fmt.Errorf("send auth error: %w", err)
    }

    if _, msg, err := conn.ReadMessage(); err != nil {
        return fmt.Errorf("read auth ack error: %w", err)
    } else {
        log.Printf("auth-ack: %s", string(msg))
    }

    subMsg := map[string]any{
        "op":   "subscribe",
        "args": subTopics,
    }
    if err := sendJSON(conn, subMsg); err != nil {
        return fmt.Errorf("send subscribe error: %w", err)
    }

    hbCtx, hbCancel := context.WithCancel(ctx)
    defer hbCancel()
    go heartbeat(hbCtx, conn)

    for {
        select {
        case <-ctx.Done():
            log.Printf("context canceled, exit read loop")
            return nil
        default:
        }

        mt, data, err := conn.ReadMessage()
        if err != nil {
            return fmt.Errorf("read message error: %w", err)
        }

        switch mt {
        case websocket.BinaryMessage:
            resp, err := decodeFastOrderResp(data, false)
            if err != nil {
                log.Printf("binary decode error: %v", err)
            } else {
                j, _ := json.Marshal(resp)
                log.Printf("FAST_ORDER_SBE: %s", string(j))
            }
        case websocket.TextMessage:
            var obj map[string]any
            if err := json.Unmarshal(data, &obj); err != nil {
                log.Printf("text-nonjson: %s", string(data))
                continue
            }
            if op, ok := obj["op"].(string); ok && op == "pong" {
                continue
            }
            j, _ := json.Marshal(obj)
            log.Printf("control: %s", string(j))
        default:
            log.Printf("unknown message type %d", mt)
        }
    }
}

// ---------- Entry ----------

func main() {
    url := flag.String("url", MMWSURLTestnetBybits, "WebSocket URL")
    flag.Parse()

    if APIKey == "YOUR_API_KEY" || APISecret == "YOUR_API_SECRET" {
        log.Println("⚠️ Please set APIKey and APISecret in the source before running.")
    }

    ctx, cancel := signal.NotifyContext(context.Background(), os.Interrupt)
    defer cancel()

    if err := run(ctx, *url); err != nil {
        log.Fatalf("run error: %v", err)
    }
}

#!/usr/bin/env python3
import asyncio
import json
import hmac
import time
import struct
from typing import Tuple, Dict, Any
import websockets

MMWS_URL_TESTNET = "wss://stream-testnet.bybits.org/v5/private-sbe"
# MMWS_URL_MAINNET = "wss://stream.bybit.com/v5/private-sbe"

# TODO: 填入您的真實密鑰
API_KEY = "YOUR_API_KEY"
API_SECRET = "YOUR_API_SECRET"
SUB_TOPICS = ["order.sbe.resp.spot"]


def read_u8(buf: memoryview, off: int) -> Tuple[int, int]:
    return buf[off], off + 1

def read_i8(buf: memoryview, off: int) -> Tuple[int, int]:
    b = struct.unpack_from("<b", buf, off)[0]
    return b, off + 1

def read_u16_le(buf: memoryview, off: int) -> Tuple[int, int]:
    v = struct.unpack_from("<H", buf, off)[0]
    return v, off + 2

def read_i32_le(buf: memoryview, off: int) -> Tuple[int, int]:
    v = struct.unpack_from("<i", buf, off)[0]
    return v, off + 4

def read_i64_le(buf: memoryview, off: int) -> Tuple[int, int]:
    v = struct.unpack_from("<q", buf, off)[0]
    return v, off + 8

def read_varstring8(buf: memoryview, off: int) -> Tuple[str, int]:
    ln = buf[off]
    off += 1
    if ln == 0:
        return "", off
    s = bytes(buf[off: off + ln]).decode("utf-8", "replace")
    return s, off + ln

def apply_exp(mantissa: int, exp: int) -> float:
    if exp >= 0:
        return mantissa / (10 ** exp)
    else:
        return mantissa * (10 ** (-exp))

def decode_fast_order_resp(payload: bytes, debug: bool = False) -> Dict[str, Any]:
    mv = memoryview(payload)
    off = 0
    if len(mv) < 8:
        raise ValueError("payload too short for SBE header")
    block_len, template_id, schema_id, version = struct.unpack_from("<HHHH", mv, off)
    off += 8

    if debug:
        print(f"HEADER: block_len={block_len}, template_id={template_id}, schema_id={schema_id}, version={version}")

    if template_id != 21000:
        return {"_warn": f"unexpected_template_id:{template_id}", "_raw": payload.hex()}

    body_start = off  # fixed block begins here; var-length fields follow at body_start+block_len

    category, off = read_u8(mv, off)
    side, off = read_u8(mv, off)
    order_status, off = read_u8(mv, off)
    price_exp, off = read_i8(mv, off)
    size_exp, off = read_i8(mv, off)
    value_exp, off = read_i8(mv, off)
    reject_reason, off = read_u16_le(mv, off)

    price, off = read_i64_le(mv, off)
    leaves_qty, off = read_i64_le(mv, off)
    leaves_value, off = read_i64_le(mv, off)
    creation_time_us, off = read_i64_le(mv, off)
    updated_time_us, off = read_i64_le(mv, off)
    seq, off = read_i64_le(mv, off)
    symbol_id, off = read_i32_le(mv, off)

    # field 15 liquidity (sinceVersion=1) — present when block_len covers it
    liquidity = 0
    if off - body_start < block_len:
        liquidity, off = read_i8(mv, off)

    # field 16 amendFlag (sinceVersion=2)
    amend_flag = 0
    if off - body_start < block_len:
        amend_flag, off = read_i8(mv, off)

    # field 17 fillQty (sinceVersion=2)
    fill_qty = 0
    if off - body_start + 8 <= block_len:
        fill_qty, off = read_i64_le(mv, off)

    # field 18 fillPrice (sinceVersion=2)
    fill_price = 0
    if off - body_start + 8 <= block_len:
        fill_price, off = read_i64_le(mv, off)

    # field 19 originalQty (sinceVersion=2)
    original_qty = 0
    if off - body_start + 8 <= block_len:
        original_qty, off = read_i64_le(mv, off)

    # skip any future fixed fields we don't know about
    off = body_start + block_len

    order_id, off = read_varstring8(mv, off)
    order_link_id, off = read_varstring8(mv, off)

    result = {
        "_sbe_header": {
            "blockLength": block_len,
            "templateId": template_id,
            "schemaId": schema_id,
            "version": version,
        },
        "category": category,
        "side": side,
        "orderStatus": order_status,
        "priceExponent": price_exp,
        "sizeExponent": size_exp,
        "valueExponent": value_exp,
        "rejectReason": reject_reason,
        "priceMantissa": price,
        "leavesQtyMantissa": leaves_qty,
        "leavesValueMantissa": leaves_value,
        "price": apply_exp(price, price_exp),
        "leavesQty": apply_exp(leaves_qty, size_exp),
        "leavesValue": apply_exp(leaves_value, value_exp),
        "creationTime": creation_time_us,
        "updatedTime": updated_time_us,
        "seq": seq,
        "symbolID": symbol_id,
        "liquidity": liquidity,
        "orderId": order_id,
        "orderLinkId": order_link_id,
        "_raw_offset_end": off
    }
    if amend_flag or fill_qty or fill_price or original_qty:
        result["amendFlag"] = amend_flag
        result["fillQtyMantissa"] = fill_qty
        result["fillPriceMantissa"] = fill_price
        result["originalQtyMantissa"] = original_qty
        result["fillQty"] = apply_exp(fill_qty, size_exp)
        result["fillPrice"] = apply_exp(fill_price, price_exp)
        result["originalQty"] = apply_exp(original_qty, size_exp)
    return result

async def send_json(ws, obj):
    await ws.send(json.dumps(obj, separators=(",", ":")))

async def heartbeat(ws):
    while True:
        await asyncio.sleep(10)
        try:
            await send_json(ws, {"req_id": str(int(time.time() * 1000)), "op": "ping"})
        except Exception:
            return

async def run(url: str):
    async with websockets.connect(url, max_size=None) as ws:
        expires = int((time.time() + 10000) * 1000)
        val = f'GET/realtime{expires}'
        signature = hmac.new(
            bytes(API_SECRET, 'utf-8'),
            bytes(val, 'utf-8'),
            digestmod='sha256'
        ).hexdigest()
        await send_json(ws, {"req_id": "10001", "op": "auth", "args": [API_KEY, expires, signature]})

        ack = await ws.recv()
        print("auth-ack:", ack)

        await send_json(ws, {"op": "subscribe", "args": SUB_TOPICS})
        asyncio.create_task(heartbeat(ws))

        while True:
            frame = await ws.recv()
            if isinstance(frame, (bytes, bytearray)):
                try:
                    decoded = decode_fast_order_resp(frame)
                    print(json.dumps(decoded, ensure_ascii=False))
                except Exception as e:
                    print("binary-decode-error:", e)
            else:
                try:
                    obj = json.loads(frame)
                    if obj.get("op") != "pong":
                        print(obj)
                except Exception:
                    print("text-nonjson:", frame)


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

Fast Order Response SBE

概述

上線時間表

連接

鑒權

鑒權請求

鑒權成功響應

心跳

發送 Ping

接收 Pong

訂閱

可用 Topic

訂閱示例

訂閱確認

推送邏輯

与标准 WebSocket 订单频道的差异

OrderLinkId 各版本行為說明

消息結構（SBE）

消息頭（8 字節）

消息體

rejectReason 映射

SBE XML 模板（Fast Order Response）

代碼示例

概述​

上線時間表​

連接​

鑒權​

鑒權請求​

鑒權成功響應​

心跳​

發送 Ping​

接收 Pong​

訂閱​

可用 Topic​

訂閱示例​

訂閱確認​

推送邏輯​

与标准 WebSocket 订单频道的差异​

OrderLinkId 各版本行為說明​

消息結構（SBE）​

消息頭（8 字節）​

消息體​

rejectReason 映射​

SBE XML 模板（Fast Order Response）​

代碼示例​

概述

上線時間表

連接

鑒權

鑒權請求

鑒權成功響應

心跳

發送 Ping

接收 Pong

訂閱

可用 Topic

訂閱示例

訂閱確認

推送邏輯

与标准 WebSocket 订单频道的差异

OrderLinkId 各版本行為說明

消息結構（SBE）

消息頭（8 字節）

消息體

rejectReason 映射

SBE XML 模板（Fast Order Response）

代碼示例