  The Advanced Laser Interferometer Gravitational-Wave Observatory (aLIGO) has
detected direct signals of gravitational waves (GWs) from GW150914. The event
was a merger of binary black holes whose masses are $36^{+5}_{-4}M_{\odot}$ and
$29^{+4}_{-4}M_{\odot}$. Such binary systems are expected to be directly
evolved from stellar binary systems or formed by dynamical interactions of
black holes in dense stellar environments. Here we derive the binary black hole
merger rate based on the nearby ultra-luminous X-ray source (ULX) luminosity
function (LF) under the assumption that binary black holes evolve through X-ray
emitting phases. We obtain the binary black hole merger rate as $5.8 ({t}_{\rm
ULX}/{0.1 \ \rm Myr})^{-1} \lambda^{-0.6} \exp{(-0.30\lambda)} \ {\rm Gpc^{-3}\
yr^{-1}}$, where $t_{\rm ULX}$ is the typical duration of the ULX phase and
$\lambda$ is the Eddington ratio in luminosity. This is coincident with the
event rate inferred from the detection of GW150914 as well as the predictions
based on binary population synthesis models. Although we are currently unable
to constrain the Eddington ratio of ULXs in luminosity due to the uncertainties
of our models and measured binary black hole merger event rates, further X-ray
and GW data will allow us to narrow down the range of the Eddington ratios of
ULXs. We also find the cumulative merger rate for the mass range of
$5M_\odot\le M_{\rm BH}\le100M_\odot$ inferred from the ULX LF is consistent
with that estimated by the aLIGO collaboration considering various
astrophysical conditions such as the mass function of black holes.
