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Merged
cryptochassis merged 4 commits into from
Oct 13, 2025
Merged

Huobi swap one topic #551

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271dda5
fix normalizeDecimalString preserve trailing zeroes of exponent
fedeitc Oct 13, 2025
7cf18e6
huobi deriv de-dupe createEvent code already in extractOrderInfo
fedeitc Oct 13, 2025
f1aa9dc
huobi deriv use orders topic for ORDER_UPDATE and PRIVATE_TRADE
fedeitc Oct 13, 2025
75360bd
fix huobi derivatives set lever_rate only when no ORDER_LEVERAGE
fedeitc Oct 13, 2025
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8 changes: 0 additions & 8 deletions include/ccapi_cpp/ccapi_macro.h
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Original file line number Diff line number Diff line change
Expand Up @@ -1160,10 +1160,6 @@
#define CCAPI_HUOBI_USDT_SWAP_SUBSCRIBE_ORDER_DATA_TOPIC "orders_cross"
#endif

#ifndef CCAPI_HUOBI_USDT_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC
#define CCAPI_HUOBI_USDT_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC "matchOrders_cross"
#endif

#ifndef CCAPI_HUOBI_COIN_SWAP_URL_WS_BASE
#define CCAPI_HUOBI_COIN_SWAP_URL_WS_BASE "wss://api.hbdm.com"
#endif
Expand All @@ -1172,10 +1168,6 @@
#define CCAPI_HUOBI_COIN_SWAP_SUBSCRIBE_ORDER_DATA_TOPIC "orders"
#endif

#ifndef CCAPI_HUOBI_COIN_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC
#define CCAPI_HUOBI_COIN_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC "matchOrders"
#endif

#ifndef CCAPI_OKX_URL_WS_BASE
#define CCAPI_OKX_URL_WS_BASE "wss://ws.okx.com:8443"
#endif
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4 changes: 2 additions & 2 deletions include/ccapi_cpp/ccapi_util_private.h
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Expand Up @@ -281,7 +281,7 @@ class UtilString {
}

static std::string normalizeDecimalString(const std::string& original) {
if (original.find('.') != std::string::npos) {
if (original.find('.') != std::string::npos && original.find_first_of("Ee") == std::string::npos) {
std::string str(original);
rtrimInPlace(str, "0");
rtrimInPlace(str, ".");
Expand All @@ -303,7 +303,7 @@ class UtilString {
static std::string_view normalizeDecimalStringView(std::string_view input) {
// Quick check for dot
size_t dotPos = input.find('.');
if (dotPos == std::string_view::npos) return input;
if (dotPos == std::string_view::npos || input.find_first_of("Ee") != std::string::npos) return input;

size_t end = input.size();

Expand Down
1 change: 0 additions & 1 deletion include/ccapi_cpp/service/ccapi_execution_management_service_huobi_coin_swap.h
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,6 @@ class ExecutionManagementServiceHuobiCoinSwap : public ExecutionManagementServic
this->getAccountPositionsTarget = CCAPI_HUOBI_COIN_SWAP_GET_ACCOUNT_POSITIONS_PATH;
this->authenticationPath = "/swap-api/v1/swap_order";
this->orderDataTopic = CCAPI_HUOBI_COIN_SWAP_SUBSCRIBE_ORDER_DATA_TOPIC;
this->matchOrderDataTopic = CCAPI_HUOBI_COIN_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC;
}

virtual ~ExecutionManagementServiceHuobiCoinSwap() {}
Expand Down
36 changes: 10 additions & 26 deletions include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
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Original file line number Diff line number Diff line change
Expand Up @@ -62,7 +62,7 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
if (param.find("offset") == param.end()) {
document.AddMember("offset", rj::Value("open").Move(), allocator);
}
if (param.find("lever_rate") == param.end()) {
if (param.find("lever_rate") == param.end() && param.find(CCAPI_EM_ORDER_LEVERAGE) == param.end()) {
document.AddMember("lever_rate", rj::Value("1").Move(), allocator);
}
if (param.find("order_price_type") == param.end()) {
Expand Down Expand Up @@ -269,17 +269,13 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
std::string errCode = document["err-code"].GetString();
if (errCode == "0") {
for (const auto& instrument : instrumentSet) {
for (const auto& field : fieldSet) {
if (fieldSet.find(CCAPI_EM_ORDER_UPDATE) != fieldSet.end() || fieldSet.find(CCAPI_EM_PRIVATE_TRADE) != fieldSet.end()) {
rj::Document document;
document.SetObject();
auto& allocator = document.GetAllocator();
document.AddMember("op", rj::Value("sub").Move(), allocator);
std::string topic;
if (field == CCAPI_EM_ORDER_UPDATE) {
topic = this->orderDataTopic + "." + instrument;
} else if (field == CCAPI_EM_PRIVATE_TRADE) {
topic = this->matchOrderDataTopic + "." + instrument;
}
topic = this->orderDataTopic + "." + instrument;
document.AddMember("topic", rj::Value(topic.c_str(), allocator).Move(), allocator);
rj::StringBuffer stringBufferSubscribe;
rj::Writer<rj::StringBuffer> writerSubscribe(stringBufferSubscribe);
Expand Down Expand Up @@ -334,14 +330,13 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
message.setTimeReceived(timeReceived);
message.setCorrelationIdList({subscription.getCorrelationId()});
std::string topic = document["topic"].GetString();
if (topic.rfind(this->orderDataTopic + ".", 0) == 0 && fieldSet.find(CCAPI_EM_ORDER_UPDATE) != fieldSet.end()) {
if (fieldSet.find(CCAPI_EM_ORDER_UPDATE) != fieldSet.end()) {
std::string instrument = document["contract_code"].GetString();
if (instrumentSet.empty() || instrumentSet.find(instrument) != instrumentSet.end()) {
message.setTime(UtilTime::makeTimePointFromMilliseconds(std::stoll(document["ts"].GetString())));
message.setType(Message::Type::EXECUTION_MANAGEMENT_EVENTS_ORDER_UPDATE);
const std::map<std::string_view, std::pair<std::string_view, JsonDataType>>& extractionFieldNameMap = {
{CCAPI_EM_ORDER_ID, std::make_pair("order_id", JsonDataType::STRING)},
{CCAPI_EM_CLIENT_ORDER_ID, std::make_pair("client_order_id", JsonDataType::STRING)},
{CCAPI_EM_ORDER_SIDE, std::make_pair("direction", JsonDataType::STRING)},
{CCAPI_EM_ORDER_LIMIT_PRICE, std::make_pair("price", JsonDataType::STRING)},
{CCAPI_EM_ORDER_QUANTITY, std::make_pair("volume", JsonDataType::STRING)},
Expand All @@ -351,35 +346,25 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
};
Element info;
this->extractOrderInfo(info, document, extractionFieldNameMap);
{
auto it1 = document.FindMember("trade_volume");
auto it2 = document.FindMember("trade_avg_price");
if (it1 != document.MemberEnd() && it2 != document.MemberEnd()) {
info.insert(
CCAPI_EM_ORDER_CUMULATIVE_FILLED_QUOTE_QUANTITY,
ConvertDecimalToString(Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())))));
}
}
for (const auto& x : document["trade"].GetArray()) {
info.insert(CCAPI_TRADE_ID, std::string(x["trade_id"].GetString()));
info.insert(CCAPI_EM_ORDER_LAST_EXECUTED_PRICE, x["trade_price"].GetString());
info.insert(CCAPI_EM_ORDER_LAST_EXECUTED_SIZE, x["trade_volume"].GetString());
info.insert(CCAPI_IS_MAKER, std::string_view(x["role"].GetString()) == "maker" ? "1" : "0");
auto it = document.FindMember("client_order_id");
if (it != document.MemberEnd() && it->value.IsString()) {
info.insert(CCAPI_EM_CLIENT_ORDER_ID, it->value.GetString());
}
std::vector<Element> elementList;
elementList.emplace_back(std::move(info));
message.setElementList(elementList);
messageList.emplace_back(std::move(message));
}
} else if (topic.rfind(this->matchOrderDataTopic + ".", 0) == 0 && fieldSet.find(CCAPI_EM_PRIVATE_TRADE) != fieldSet.end()) {
}
if (fieldSet.find(CCAPI_EM_PRIVATE_TRADE) != fieldSet.end()) {
std::string instrument = document["contract_code"].GetString();
if (instrumentSet.empty() || instrumentSet.find(instrument) != instrumentSet.end()) {
std::string orderSide = std::string_view(document["direction"].GetString()) == "buy" ? CCAPI_EM_ORDER_SIDE_BUY : CCAPI_EM_ORDER_SIDE_SELL;
std::string positionSide = document["offset"].GetString();
std::string orderId = document["order_id"].GetString();
std::string clientOrderId;
auto it = document.FindMember("client_order_id");
if (!it->value.IsNull()) {
if (it != document.MemberEnd() && it->value.IsString()) {
clientOrderId = it->value.GetString();
}
for (const auto& x : document["trade"].GetArray()) {
Expand Down Expand Up @@ -431,7 +416,6 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen

std::string authenticationPath;
std::string orderDataTopic;
std::string matchOrderDataTopic;
};

} /* namespace ccapi */
Expand Down
1 change: 0 additions & 1 deletion include/ccapi_cpp/service/ccapi_execution_management_service_huobi_usdt_swap.h
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Original file line number Diff line number Diff line change
Expand Up @@ -27,7 +27,6 @@ class ExecutionManagementServiceHuobiUsdtSwap : public ExecutionManagementServic
this->getAccountPositionsTarget = CCAPI_HUOBI_USDT_SWAP_GET_ACCOUNT_POSITIONS_PATH;
this->authenticationPath = "/linear-swap-notification";
this->orderDataTopic = CCAPI_HUOBI_USDT_SWAP_SUBSCRIBE_ORDER_DATA_TOPIC;
this->matchOrderDataTopic = CCAPI_HUOBI_USDT_SWAP_SUBSCRIBE_MATCH_ORDER_DATA_TOPIC;
}

virtual ~ExecutionManagementServiceHuobiUsdtSwap() {}
Expand Down
6 changes: 6 additions & 0 deletions test/test_unit/src/common/util/ccapi_util_test.cpp
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Expand Up @@ -129,6 +129,12 @@ TEST(UtilStringTest, normalizeDecimalString_5) {
EXPECT_EQ(UtilString::normalizeDecimalString(original.c_str()), "1.1");
}

TEST(UtilStringTest, normalizeDecimalString_6) {
std::string original("1.1e10");
EXPECT_EQ(UtilString::normalizeDecimalString(original), "1.1e10");
EXPECT_EQ(UtilString::normalizeDecimalStringView(original), "1.1e10");
}

TEST(UtilStringTest, toUpper) {
std::string original("ab");
EXPECT_EQ(UtilString::toUpper(original), "AB");
Expand Down
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