Merge pull request #331 from crypto-chassis/develop

Release

README.md

@@ -55,8 +55,8 @@
 * Code closely follows Bloomberg's API: https://www.bloomberg.com/professional/support/api-library/.
 * It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
 * Supported exchanges:
-  * Market data: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, kucoin-futures, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, ascendex.
-  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-margin, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, ascendex.
+  * Market data: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, kucoin-futures, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget, bitget-futures, bitmart.
+  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-margin, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget.
   * FIX: coinbase, gemini, ftx, ftx-us.
 * A spot market making application is provided as an end-to-end solution for liquidity providers.
 * A single order execution application is provided as an end-to-end solution for executing large orders.

app/user_specified_cmake_include.cmake.example

@@ -33,6 +33,8 @@ endif()
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_ASCENDEX)
 #
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BITGET)
+#
 # find_package(ZLIB REQUIRED)
 # link_libraries(ZLIB::ZLIB)
 

binding/user_specified_cmake_include.cmake.example

@@ -47,9 +47,15 @@ include_guard(DIRECTORY)
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_CRYPTOCOM)
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BYBIT)
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES)
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_ASCENDEX)
 #
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BITGET)
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES)
+#
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BITMART)
+#
 # add_compile_definitions(CCAPI_ENABLE_LOG_TRACE)
 #
 # add_compile_definitions(CCAPI_ENABLE_LOG_DEBUG)

include/ccapi_cpp/ccapi_macro.h

@@ -123,15 +123,21 @@
 #ifndef CCAPI_EXCHANGE_NAME_BYBIT
 #define CCAPI_EXCHANGE_NAME_BYBIT "bybit"
 #endif
-// #ifndef CCAPI_EXCHANGE_NAME_BYBIT_USDT_PERPETUAL
-// #define CCAPI_EXCHANGE_NAME_BYBIT_USDT_PERPETUAL "bybit-usdt-perpetual"
-// #endif
-// #ifndef CCAPI_EXCHANGE_NAME_BYBIT_INVERSE_PERPETUAL
-// #define CCAPI_EXCHANGE_NAME_BYBIT_INVERSE_PERPETUAL "bybit-inverse-perpetual"
-// #endif
+#ifndef CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES
+#define CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES "bybit-derivatives"
+#endif
 #ifndef CCAPI_EXCHANGE_NAME_ASCENDEX
 #define CCAPI_EXCHANGE_NAME_ASCENDEX "ascendex"
 #endif
+#ifndef CCAPI_EXCHANGE_NAME_BITGET
+#define CCAPI_EXCHANGE_NAME_BITGET "bitget"
+#endif
+#ifndef CCAPI_EXCHANGE_NAME_BITGET_FUTURES
+#define CCAPI_EXCHANGE_NAME_BITGET_FUTURES "bitget-futures"
+#endif
+#ifndef CCAPI_EXCHANGE_NAME_BITMART
+#define CCAPI_EXCHANGE_NAME_BITMART "bitmart"
+#endif
 #ifndef CCAPI_LAST_PRICE
 #define CCAPI_LAST_PRICE "LAST_PRICE"
 #endif
@@ -284,15 +290,21 @@
 #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_TRADE "trade.{symbol}"
 #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_BOOK_TICKER "bookticker.{symbol}"
 #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_DEPTH "orderbook.40.{symbol}"
-// #define CCAPI_WEBSOCKET_BYBIT_USDT_PERPETUAL_CHANNEL_TRADE "trade"
-// #define CCAPI_WEBSOCKET_BYBIT_USDT_PERPETUAL_CHANNEL_ORDER_BOOK_L2_25 "orderBookL2_25"
-// #define CCAPI_WEBSOCKET_BYBIT_USDT_PERPETUAL_CHANNEL_ORDER_BOOK_L2_200 "orderBookL2_200"
-// #define CCAPI_WEBSOCKET_BYBIT_INVERSE_PERPETUAL_CHANNEL_TRADE "trade"
-// #define CCAPI_WEBSOCKET_BYBIT_INVERSE_PERPETUAL_CHANNEL_ORDER_BOOK_L2_25 "orderBookL2_25"
-// #define CCAPI_WEBSOCKET_BYBIT_INVERSE_PERPETUAL_CHANNEL_ORDER_BOOK_L2_200 "orderBookL2_200"
+#define CCAPI_WEBSOCKET_BYBIT_DERIVATIVES_CHANNEL_TRADE "publicTrade.{symbol}"
+#define CCAPI_WEBSOCKET_BYBIT_DERIVATIVES_CHANNEL_ORDERBOOK "orderbook.{depth}.{symbol}"
 #define CCAPI_WEBSOCKET_ASCENDEX_CHANNEL_TRADES "trades"
 #define CCAPI_WEBSOCKET_ASCENDEX_CHANNEL_BBO "bbo"
 #define CCAPI_WEBSOCKET_ASCENDEX_CHANNEL_DEPTH "depth"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_TRADES "trade"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_BOOKS "books"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_BOOKS1 "books1"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_BOOKS5 "books5"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_BOOKS15 "books15"
+#define CCAPI_WEBSOCKET_BITGET_BASE_CHANNEL_TRADES "trade"
+#define CCAPI_WEBSOCKET_BITMART_CHANNEL_TRADE "spot/trade"
+#define CCAPI_WEBSOCKET_BITMART_CHANNEL_PUBLIC_DEPTH5 "spot/depth5"
+#define CCAPI_WEBSOCKET_BITMART_CHANNEL_PUBLIC_DEPTH20 "spot/depth20"
+#define CCAPI_WEBSOCKET_BITMART_CHANNEL_PUBLIC_DEPTH50 "spot/depth50"
 #ifndef CCAPI_CHANNEL_ID
 #define CCAPI_CHANNEL_ID "channelId"
 #endif
@@ -397,6 +409,9 @@
 #ifndef CCAPI_EM_POSITION_COST
 #define CCAPI_EM_POSITION_COST "COST"
 #endif
+#ifndef CCAPI_EM_POSITION_ENTRY_PRICE
+#define CCAPI_EM_POSITION_ENTRY_PRICE "ENTRY_PRICE"
+#endif
 #ifndef CCAPI_EM_PARTY_ID
 #define CCAPI_EM_PARTY_ID "PARTY_ID"
 #endif
@@ -634,15 +649,21 @@
 #ifndef CCAPI_BYBIT_URL_REST_BASE
 #define CCAPI_BYBIT_URL_REST_BASE "https://api.bybit.com"
 #endif
-// #ifndef CCAPI_BYBIT_USDT_PERPETUAL_URL_REST_BASE
-// #define CCAPI_BYBIT_USDT_PERPETUAL_URL_REST_BASE "https://api.bybit.com"
-// #endif
-// #ifndef CCAPI_BYBIT_INVERSE_PERPETUAL_URL_REST_BASE
-// #define CCAPI_BYBIT_INVERSE_PERPETUAL_URL_REST_BASE "https://api.bybit.com"
-// #endif
+#ifndef CCAPI_BYBIT_DERIVATIVES_URL_REST_BASE
+#define CCAPI_BYBIT_DERIVATIVES_URL_REST_BASE "https://api.bybit.com"
+#endif
 #ifndef CCAPI_ASCENDEX_URL_REST_BASE
 #define CCAPI_ASCENDEX_URL_REST_BASE "https://ascendex.com"
 #endif
+#ifndef CCAPI_BITGET_URL_REST_BASE
+#define CCAPI_BITGET_URL_REST_BASE "https://api.bitget.com"
+#endif
+#ifndef CCAPI_BITGET_FUTURES_URL_REST_BASE
+#define CCAPI_BITGET_FUTURES_URL_REST_BASE "https://api.bitget.com"
+#endif
+#ifndef CCAPI_BITMART_URL_REST_BASE
+#define CCAPI_BITMART_URL_REST_BASE "https://api-cloud.bitmart.com"
+#endif
 // end: exchange REST urls
 
 // start: exchange WS urls
@@ -739,15 +760,21 @@
 #ifndef CCAPI_BYBIT_URL_WS_BASE
 #define CCAPI_BYBIT_URL_WS_BASE "wss://stream.bybit.com"
 #endif
-// #ifndef CCAPI_BYBIT_USDT_PERPETUAL_URL_WS_BASE
-// #define CCAPI_BYBIT_USDT_PERPETUAL_URL_WS_BASE "https://api.bybit.com"
-// #endif
-// #ifndef CCAPI_BYBIT_INVERSE_PERPETUAL_URL_WS_BASE
-// #define CCAPI_BYBIT_INVERSE_PERPETUAL_URL_WS_BASE "https://api.bybit.com"
-// #endif
+#ifndef CCAPI_BYBIT_DERIVATIVES_URL_WS_BASE
+#define CCAPI_BYBIT_DERIVATIVES_URL_WS_BASE "wss://stream.bybit.com"
+#endif
 #ifndef CCAPI_ASCENDEX_URL_WS_BASE
 #define CCAPI_ASCENDEX_URL_WS_BASE "wss://ascendex.com"
 #endif
+#ifndef CCAPI_BITGET_URL_WS_BASE
+#define CCAPI_BITGET_URL_WS_BASE "wss://ws.bitget.com"
+#endif
+#ifndef CCAPI_BITGET_FUTURES_URL_WS_BASE
+#define CCAPI_BITGET_FUTURES_URL_WS_BASE "wss://ws.bitget.com"
+#endif
+#ifndef CCAPI_BITMART_URL_WS_BASE
+#define CCAPI_BITMART_URL_WS_BASE "wss://ws-manager-compress.bitmart.com"
+#endif
 // end: exchange WS urls
 
 // start: exchange FIX urls
@@ -961,18 +988,12 @@
 #ifndef CCAPI_BYBIT_API_SECRET
 #define CCAPI_BYBIT_API_SECRET "BYBIT_API_SECRET"
 #endif
-// #ifndef CCAPI_BYBIT_USDT_PERPETUAL_API_KEY
-// #define CCAPI_BYBIT_USDT_PERPETUAL_API_KEY "BYBIT_USDT_PERPETUAL_API_KEY"
-// #endif
-// #ifndef CCAPI_BYBIT_USDT_PERPETUAL_API_SECRET
-// #define CCAPI_BYBIT_USDT_PERPETUAL_API_SECRET "BYBIT_USDT_PERPETUAL_API_SECRET"
-// #endif
-// #ifndef CCAPI_BYBIT_INVERSE_PERPETUAL_API_KEY
-// #define CCAPI_BYBIT_INVERSE_PERPETUAL_API_KEY "BYBIT_INVERSE_PERPETUAL_API_KEY"
-// #endif
-// #ifndef CCAPI_BYBIT_INVERSE_PERPETUAL_API_SECRET
-// #define CCAPI_BYBIT_INVERSE_PERPETUAL_API_SECRET "BYBIT_INVERSE_PERPETUAL_API_SECRET"
-// #endif
+#ifndef CCAPI_BYBIT_DERIVATIVES_API_KEY
+#define CCAPI_BYBIT_DERIVATIVES_API_KEY "BYBIT_DERIVATIVES_API_KEY"
+#endif
+#ifndef CCAPI_BYBIT_DERIVATIVES_API_SECRET
+#define CCAPI_BYBIT_DERIVATIVES_API_SECRET "BYBIT_DERIVATIVES_API_SECRET"
+#endif
 #ifndef CCAPI_ASCENDEX_API_KEY
 #define CCAPI_ASCENDEX_API_KEY "ASCENDEX_API_KEY"
 #endif
@@ -982,6 +1003,33 @@
 #ifndef CCAPI_ASCENDEX_API_ACCOUNT_GROUP
 #define CCAPI_ASCENDEX_API_ACCOUNT_GROUP "ASCENDEX_API_ACCOUNT_GROUP"
 #endif
+#ifndef CCAPI_BITGET_API_KEY
+#define CCAPI_BITGET_API_KEY "BITGET_API_KEY"
+#endif
+#ifndef CCAPI_BITGET_API_SECRET
+#define CCAPI_BITGET_API_SECRET "BITGET_API_SECRET"
+#endif
+#ifndef CCAPI_BITGET_API_PASSPHRASE
+#define CCAPI_BITGET_API_PASSPHRASE "BITGET_API_PASSPHRASE"
+#endif
+#ifndef CCAPI_BITGET_FUTURES_API_KEY
+#define CCAPI_BITGET_FUTURES_API_KEY "BITGET_FUTURES_API_KEY"
+#endif
+#ifndef CCAPI_BITGET_FUTURES_API_SECRET
+#define CCAPI_BITGET_FUTURES_API_SECRET "BITGET_FUTURES_API_SECRET"
+#endif
+#ifndef CCAPI_BITGET_FUTURES_API_PASSPHRASE
+#define CCAPI_BITGET_FUTURES_API_PASSPHRASE "BITGET_FUTURES_API_PASSPHRASE"
+#endif
+#ifndef CCAPI_BITMART_API_KEY
+#define CCAPI_BITMART_API_KEY "BITMART_API_KEY"
+#endif
+#ifndef CCAPI_BITMART_API_SECRET
+#define CCAPI_BITMART_API_SECRET "BITMART_API_SECRET"
+#endif
+#ifndef CCAPI_BITMART_API_MEMO
+#define CCAPI_BITMART_API_MEMO "BITMART_API_MEMO"
+#endif
 // end: exchange API credentials
 
 #define CCAPI_HTTP_PORT_DEFAULT "80"
@@ -1011,8 +1059,8 @@
 #ifndef CCAPI_FIX_PROTOCOL_VERSION_DERIBIT
 #define CCAPI_FIX_PROTOCOL_VERSION_DERIBIT "FIX.4.4"
 #endif
-#ifndef CCAPI_BYBIT_API_RECEIVE_WINDOW_MILLISECONDS
-#define CCAPI_BYBIT_API_RECEIVE_WINDOW_MILLISECONDS 5000
+#ifndef CCAPI_BYBIT_BASE_API_RECEIVE_WINDOW_MILLISECONDS
+#define CCAPI_BYBIT_BASE_API_RECEIVE_WINDOW_MILLISECONDS 5000
 #endif
 
 #ifndef CCAPI_OKX_API_BROKER_CODE

include/ccapi_cpp/ccapi_session.h

@@ -79,9 +79,21 @@
 #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT
 #include "ccapi_cpp/service/ccapi_market_data_service_bybit.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
+#include "ccapi_cpp/service/ccapi_market_data_service_bybit_derivatives.h"
+#endif
 #ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
 #include "ccapi_cpp/service/ccapi_market_data_service_ascendex.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET
+#include "ccapi_cpp/service/ccapi_market_data_service_bitget.h"
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES
+#include "ccapi_cpp/service/ccapi_market_data_service_bitget_futures.h"
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITMART
+#include "ccapi_cpp/service/ccapi_market_data_service_bitmart.h"
+#endif
 #endif
 // end: enable exchanges for market data
 
@@ -165,9 +177,21 @@
 #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT
 #include "ccapi_cpp/service/ccapi_execution_management_service_bybit.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
+#include "ccapi_cpp/service/ccapi_execution_management_service_bybit_derivatives.h"
+#endif
 #ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
 #include "ccapi_cpp/service/ccapi_execution_management_service_ascendex.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET
+#include "ccapi_cpp/service/ccapi_execution_management_service_bitget.h"
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES
+#include "ccapi_cpp/service/ccapi_execution_management_service_bitget_futures.h"
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITMART
+#include "ccapi_cpp/service/ccapi_execution_management_service_bitmart.h"
+#endif
 #endif
 // end: enable exchanges for execution management
 
@@ -357,10 +381,26 @@ class Session {
     this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BYBIT] =
         std::make_shared<MarketDataServiceBybit>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES] =
+        std::make_shared<MarketDataServiceBybitDerivatives>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
     this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_ASCENDEX] =
         std::make_shared<MarketDataServiceAscendex>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BITGET] =
+        std::make_shared<MarketDataServiceBitget>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BITGET_FUTURES] =
+        std::make_shared<MarketDataServiceBitgetFutures>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITMART
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BITMART] =
+        std::make_shared<MarketDataServiceBitmart>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #endif
 #ifdef CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT
 #ifdef CCAPI_ENABLE_EXCHANGE_COINBASE
@@ -468,10 +508,26 @@ class Session {
     this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BYBIT] =
         std::make_shared<ExecutionManagementServiceBybit>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
+    this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES] =
+        std::make_shared<ExecutionManagementServiceBybitDerivatives>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
     this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_ASCENDEX] =
         std::make_shared<ExecutionManagementServiceAscendex>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET
+    this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BITGET] =
+        std::make_shared<ExecutionManagementServiceBitget>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES
+    this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BITGET_FUTURES] =
+        std::make_shared<ExecutionManagementServiceBitgetFutures>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
+#ifdef CCAPI_ENABLE_EXCHANGE_BITMART
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BITMART] =
+        std::make_shared<MarketDataServiceBitmart>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #endif
 #ifdef CCAPI_ENABLE_SERVICE_FIX
 #ifdef CCAPI_ENABLE_EXCHANGE_COINBASE
@@ -575,6 +631,18 @@ class Session {
                         "unsupported exchange fields: " + toString(unsupportedExchangeFieldSet));
           return;
         }
+        for (const auto& subscription : subscriptionList) {
+          auto exchange = subscription.getExchange();
+          if (exchange == CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES) {
+            const auto& instrumentType = subscription.getInstrumentType();
+            std::vector<std::string> instrumentTypeList = {"usdt-contract", "usdc-contract", "usdc-options"};
+            if (std::find(instrumentTypeList.begin(), instrumentTypeList.end(), instrumentType) == instrumentTypeList.end()) {
+              this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE,
+                            "unsupported exchange instrument types: " + toString(instrumentType) + ". Allowed values: " + toString(instrumentTypeList) + ".");
+              return;
+            }
+          }
+        }
         CCAPI_LOGGER_TRACE("subscriptionListByExchangeMap = " + toString(subscriptionListByExchangeMap));
         for (auto& subscriptionListByExchange : subscriptionListByExchangeMap) {
           auto exchange = subscriptionListByExchange.first;