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SBE

SBE Level 50 Integration Guide

Overview

Field	Description
Topic	books50
TemplateId	1001
Schema Version	5
Format	SBE binary frame (opcode = 2), little-endian
Depth	Provides 50-level bid/ask order book data. The first frame after subscription is a full snapshot (depthAction = 0); subsequent frames are incremental updates (depthAction = 1) to be merged into the local order book
Units	Timestamps in microseconds (µs), but only accurate to milliseconds. Append 000 to a millisecond timestamp to get the microsecond format. E.g., millisecond timestamp 1726233600001 corresponds to µs timestamp 1726233600001000
Update Frequency	20ms

---

Connection

• WebSocket URL: wss://ws.bitget.com/v3/ws/public/sbe
• Heartbeat: Send text frame "ping" every 30 seconds, server responds with "pong"
• Message Protocol: JSON text frames during subscription phase; SBE binary frames during market data push phase, distinguished by WebSocket opCode (opCode=1 for text, opCode=2 for binary)
• The seq field is a monotonically increasing sequence number used to detect out-of-order packets
• The pseq field carries the seq of the previous frame, used together with seq to detect packet loss. It is 0 for snapshot frames

---

Subscription Flow

1. Send Subscription Request

Code
{
  "op": "subscribe",
  "args": [
    {
      "instType": "usdt-futures",
      "topic": "books50",
      "symbol": "BTCUSDT"
    }
  ]
}

Parameter Description:

Parameter	Type	Description
instType	string	Product type: spot usdt-futures usdc-futures coin-futures
topic	string	Fixed value: books50
symbol	string	Symbol name, e.g. BTCUSDT, ETHUSDT

2. Subscription Confirmation

Code
{
  "event": "subscribe",
  "arg": {
    "instType": "usdt-futures",
    "topic": "books50",
    "symbol": "BTCUSDT"
  }
}

3. Receiving Data

After subscription confirmation, an SBE binary frame is pushed every 20ms. The first frame after subscription is a full snapshot (depthAction = 0); all subsequent frames are incremental updates (depthAction = 1). The depthAction field distinguishes them explicitly — merge each update frame into the local order book built from the preceding snapshot.

4. Unsubscribe

Code
{
  "op": "unsubscribe",
  "args": [
    {
      "instType": "usdt-futures",
      "topic": "books50",
      "symbol": "BTCUSDT"
    }
  ]
}

---

SBE Message Structure

Price/Size Calculation Formula

Code
actual_value = mantissa × 10^exponent

Example: mantissa = 123456, exponent = -4, represents 12.3456 (actual_value = mantissa × 10 ^ exponent)

Common Message Header (8 bytes)

All SBE messages must include a fixed 8-byte header for parsing and identifying subsequent data.

Field	Type	Length (Byte)	Description
blockLength	uint16	2	Root block length
templateId	uint16	2	Channel unique identifier, fixed value = 1001
schemaId	uint16	2	Schema ID
version	uint16	2	Schema version

Message Field Definitions

Note: priceExponent and sizeExponent are fixed values in the XML Schema. Prices and sizes are represented using mantissa and exponent.

#	Field	Type	Description
-	messageHeader	Composite	Fixed header, contains blockLength, templateId, schemaId, version
1	ts	uint64	Matching engine timestamp µs timestamp, but only accurate to milliseconds. Append 000 to a millisecond timestamp to get the microsecond format. E.g., millisecond timestamp 1726233600001 → µs 1726233600001000
2	seq	uint64	Message sequence number, used to detect packet loss or out-of-order delivery
3	priceExponent	int8	Price exponent
4	sizeExponent	int8	Size exponent
5	sts	uint64	Stream service push timestamp in microseconds
6	category	uint8	Product line: spot / usdt-futures / coin-futures / usdc-futures
7	pseq	uint64	The seq of the previous frame, used to detect packet loss or out-of-order delivery of incremental updates. It is 0 for snapshot frames
8	depthAction	uint8	Push action: 0 = Snapshot (full snapshot), 1 = Update (incremental update, only changed levels are included)
100	padding	uint8	Padding bytes
200	asks	groupSize16Encoding	Fixed 50-entry ask array
201	bids	groupSize16Encoding	Fixed 50-entry bid array
300	symbol	varString[8]	Symbol name, UTF-8 format

Asks Group

#	Field	Type	Description
1	price	int64	Ask price Actual price = price × 10^priceExponent
2	size	int64	Ask size Actual size = size × 10^sizeExponent

Bids Group

#	Field	Type	Description
1	price	int64	Bid price Actual price = price × 10^priceExponent
2	size	int64	Bid size Actual size = size × 10^sizeExponent

Depth Action Values

The depthAction field tells you how to interpret the asks / bids groups of the current frame.

Value	Name	Description
0	Snapshot	Full snapshot. The asks / bids groups contain the complete level set, and pseq is 0
1	Update	Incremental update. Only the levels that changed since the previous frame are included; a level pushed with size = 0 means that price level was removed

For depthAction = 1 frames, apply the received levels onto the local order book: overwrite the price level with the new size, or delete it when size = 0.

Binary Layout Overview

Code
┌─────────────┬──────────────┬────────────────────────┬────────────────────────┬──────────┐
│ Header (8B) │ Root (40B)   │ Asks: GrpHdr(4B)+N×16B │ Bids: GrpHdr(4B)+N×16B │ Symbol   │
└─────────────┴──────────────┴────────────────────────┴────────────────────────┴──────────┘

---

Decoding Example

Raw Binary (hex)

The frame below is an incremental update (depthAction = 1) carrying the changed ask and bid levels only. A Snapshot frame (depthAction = 0) has the same layout, except that pseq is 0 and the asks / bids groups hold the complete level set.

Code
28 00 E9 03 01 00 05 00  <- header: blockLength=40, templateId=1001, schemaId=1, version=5
00 40 1E 18 24 0A 06 00  <- ts (uint64 LE) = 1700000000000000
2A 00 00 00 00 00 00 00  <- seq (uint64 LE) = 42
FE                        <- priceExponent (int8) = -2
FC                        <- sizeExponent (int8) = -4
E8 43 1E 18 24 0A 06 00  <- sts (uint64 LE) = 1700000000001000
01                        <- category (uint8) = 1 (usdt-futures)
29 00 00 00 00 00 00 00  <- pseq (uint64 LE) = 41
01                        <- depthAction (uint8) = 1 (Update)
00 00 00 00              <- padding4
10 00 02 00              <- asks group: entryBlockLength=16, numInGroup=2
52 33 64 00 00 00 00 00  <- asks[0].price = 6566738
10 27 00 00 00 00 00 00  <- asks[0].size  = 10000
B6 33 64 00 00 00 00 00  <- asks[1].price = 6566838
20 4E 00 00 00 00 00 00  <- asks[1].size  = 20000
10 00 02 00              <- bids group: entryBlockLength=16, numInGroup=2
26 32 64 00 00 00 00 00  <- bids[0].price = 6566438
30 75 00 00 00 00 00 00  <- bids[0].size  = 30000
C2 31 64 00 00 00 00 00  <- bids[1].price = 6566338
40 9C 00 00 00 00 00 00  <- bids[1].size  = 40000
07 42 54 43 55 53 44 54  <- symbol: length=7, "BTCUSDT"

Decoded JSON

Code
{
  "header": {
    "block_length": 40,
    "template_id": 1001,
    "schema_id": 1,
    "version": 5
  },
  "ts": 1700000000000000,
  "seq": 42,
  "price_exponent": -2,
  "size_exponent": -4,
  "sts": 1700000000001000,
  "category": 1,
  "pseq": 41,
  "depth_action": 1,
  "asks": [
    {
      "price": "65667.38",
      "size": "1.0000"
    },
    {
      "price": "65668.38",
      "size": "2.0000"
    }
  ],
  "bids": [
    {
      "price": "65664.38",
      "size": "3.0000"
    },
    {
      "price": "65663.38",
      "size": "4.0000"
    }
  ],
  "symbol": "BTCUSDT"
}

---

Python Integration Example

Code
"""Bitget books50 SBE WebSocket subscription example"""
import asyncio
import json
import struct
from decimal import Decimal
import websockets

WS_URL    = "wss://ws.bitget.com/v3/ws/public/sbe"
INST_TYPE = "usdt-futures"
SYMBOL    = "BTCUSDT"
TOPIC     = "books50"


DEPTH_ACTION = {0: "Snapshot", 1: "Update"}


def decode_depth50(data: bytes) -> dict:
    """Decode Depth50 (templateId=1001) SBE frame"""
    block_length, template_id, schema_id, version = struct.unpack_from('<HHHH', data, 0)
    assert template_id == 1001, f"unexpected templateId: {template_id}"

    offset     = 8
    base       = offset
    ts,        = struct.unpack_from('<Q', data, offset); offset += 8
    seq,       = struct.unpack_from('<Q', data, offset); offset += 8
    price_exp, = struct.unpack_from('<b', data, offset); offset += 1
    size_exp,  = struct.unpack_from('<b', data, offset); offset += 1
    sts,       = struct.unpack_from('<Q', data, offset); offset += 8
    category,  = struct.unpack_from('<B', data, offset); offset += 1

    # sinceVersion=5: pseq + depthAction
    pseq = depth_action = None
    if version >= 5:
        pseq,         = struct.unpack_from('<Q', data, offset); offset += 8
        depth_action, = struct.unpack_from('<B', data, offset); offset += 1

    # Skip padding, based on blockLength
    offset = base + block_length

    def decode_group(off):
        entry_bl, num = struct.unpack_from('<HH', data, off); off += 4
        levels = []
        for _ in range(num):
            start = off
            p, = struct.unpack_from('<q', data, off); off += 8
            s, = struct.unpack_from('<q', data, off); off += 8
            off = start + entry_bl
            levels.append({
                "price": str(Decimal(p) * Decimal(10) ** price_exp),
                "size":  str(Decimal(s) * Decimal(10) ** size_exp),
            })
        return levels, off

    asks, offset = decode_group(offset)
    bids, offset = decode_group(offset)

    sym_len, = struct.unpack_from('<B', data, offset); offset += 1
    symbol = data[offset:offset + sym_len].decode('utf-8')

    return {
        "ts": ts, "seq": seq, "pseq": pseq,
        "price_exponent": price_exp, "size_exponent": size_exp,
        "sts": sts, "category": category,
        "depth_action": depth_action,
        "asks": asks, "bids": bids, "symbol": symbol,
    }


async def main():
    async with websockets.connect(WS_URL) as ws:
        # Subscribe
        await ws.send(json.dumps({
            "op": "subscribe",
            "args": [{"instType": INST_TYPE, "topic": TOPIC, "symbol": SYMBOL}]
        }))
        print(f"[SUB] {INST_TYPE} {TOPIC} {SYMBOL}")

        # Heartbeat
        async def ping_loop():
            while True:
                await asyncio.sleep(20)
                await ws.send("ping")
                print("[PING] sent")

        asyncio.create_task(ping_loop())

        async for message in ws:
            if isinstance(message, bytes):
                try:
                    msg = decode_depth50(message)
                    ts_ms = msg['ts'] // 1000
                    action = DEPTH_ACTION.get(msg['depth_action'], '?')
                    print(f"\n[Depth50] {msg['symbol']}  ts={ts_ms}ms  seq={msg['seq']}  pseq={msg['pseq']}  sts={msg['sts']}  category={msg['category']}")
                    print(f"  price_exp={msg['price_exponent']}  size_exp={msg['size_exponent']}  action={action}")
                    print(f"  asks ({len(msg['asks'])} levels):")
                    for i, lvl in enumerate(msg['asks'][:5]):
                        print(f"    [{i}] price={lvl['price']}  size={lvl['size']}")
                    print(f"  bids ({len(msg['bids'])} levels):")
                    for i, lvl in enumerate(msg['bids'][:5]):
                        print(f"    [{i}] price={lvl['price']}  size={lvl['size']}")
                except Exception as e:
                    print(f"[ERROR] {e}  raw={message.hex()}")
            else:
                if message == "pong":
                    print("[PONG] received")
                else:
                    print(f"[TEXT] {message}")


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