From 8795192ce4bbff671e327526942bd9533ebdf429 Mon Sep 17 00:00:00 2001
From: hk <admin@cryptochassis.com>
Date: Mon, 22 Sep 2025 04:12:56 +0000
Subject: [PATCH 01/15] add subscription proxyUrl

---
 README.md                                     | 13 +++--
 include/ccapi_cpp/ccapi_subscription.h        | 14 ++++--
 include/ccapi_cpp/ccapi_ws_connection.h       | 10 ++--
 .../ccapi_execution_management_service.h      |  6 ++-
 ...pi_execution_management_service_ascendex.h |  3 +-
 ...agement_service_gateio_perpetual_futures.h | 49 ++++++++++---------
 .../service/ccapi_market_data_service.h       | 24 +++++----
 include/ccapi_cpp/service/ccapi_service.h     | 14 +++++-
 8 files changed, 83 insertions(+), 50 deletions(-)

diff --git a/README.md b/README.md
index 9b29797b..de800d94 100644
--- a/README.md
+++ b/README.md
@@ -33,6 +33,7 @@
       - [Make Session::sendRequest blocking](#make-sessionsendrequest-blocking)
       - [Provide API credentials for an exchange](#provide-api-credentials-for-an-exchange)
       - [Override exchange urls](#override-exchange-urls)
+      - [Connect to a proxy](#connect-to-a-proxy)
       - [Complex request parameters](#complex-request-parameters-1)
       - [Send request by Websocket API](#send-request-by-websocket-api)
       - [Specify instrument type](#specify-instrument-type)
@@ -700,11 +701,11 @@ Bye
 
 #### Specify correlation id
 
-Instantiate `Request` with the desired correlationId. The `correlationId` should be unique.
+Instantiate `Request` with the desired `correlationId`. The `correlationId` should be unique.
 ```
 Request request(Request::Operation::CREATE_ORDER, "okx", "BTC-USDT", "cool correlation id");
 ```
-Instantiate `Subscription` with the desired correlationId.
+Instantiate `Subscription` with the desired `correlationId`.
 ```
 Subscription subscription("okx", "BTC-USDT", "ORDER_UPDATE", "", "cool correlation id");
 ```
@@ -768,7 +769,13 @@ Subscription subscription("okx", "BTC-USDT", "ORDER_UPDATE", "", "", {
 ```
 
 #### Override exchange urls
-You can override exchange urls at compile time by using macros. See section "exchange REST urls", "exchange WS urls", and "exchange FIX urls" in [`include/ccapi_cpp/ccapi_macro.h`](include/ccapi_cpp/ccapi_macro.h). You can also override exchange urls at runtime. See [this example](example/src/override_exchange_url_at_runtime/main.cpp). These can be useful if you need to connect to test accounts (e.g. https://www.okx.com/docs-v5/en/#overview-demo-trading-services) or connect to an IP address (e.g. ws://172.30.0.146:9000).
+You can override exchange urls at compile time by using macros. See section "exchange REST urls", "exchange WS urls", and "exchange FIX urls" in [`include/ccapi_cpp/ccapi_macro.h`](include/ccapi_cpp/ccapi_macro.h). You can also override exchange urls at runtime. See [this example](example/src/override_exchange_url_at_runtime/main.cpp). These can be useful if you need to connect to test accounts (e.g. https://www.okx.com/docs-v5/en/#overview-demo-trading-services).
+
+#### Connect to a proxy
+Instantiate `Subscription` with the desired `proxyUrl`.
+```
+Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH", "", "", {}, "172.30.0.146:9000");
+```
 
 #### Complex request parameters
 Please follow the exchange's API documentations: e.g. https://www.okx.com/docs-v5/en/#order-book-trading-trade-post-place-order.
diff --git a/include/ccapi_cpp/ccapi_subscription.h b/include/ccapi_cpp/ccapi_subscription.h
index ac1b49d8..5eb8fff0 100644
--- a/include/ccapi_cpp/ccapi_subscription.h
+++ b/include/ccapi_cpp/ccapi_subscription.h
@@ -16,8 +16,8 @@ namespace ccapi {
 class Subscription {
  public:
   explicit Subscription(const std::string& exchange = "", const std::string& instrument = "", const std::string& field = "", const std::string& options = "",
-                        const std::string& correlationId = "", const std::map<std::string, std::string>& credential = {})
-      : exchange(exchange), instrument(instrument), field(field), correlationId(correlationId), credential(credential) {
+                        const std::string& correlationId = "", const std::map<std::string, std::string>& credential = {}, const std::string& proxyUrl = "")
+      : exchange(exchange), instrument(instrument), field(field), correlationId(correlationId), credential(credential), proxyUrl(proxyUrl) {
     auto originalInstrumentSet = UtilString::splitToSet(instrument, ",");
     std::copy_if(originalInstrumentSet.begin(), originalInstrumentSet.end(), std::inserter(this->instrumentSet, this->instrumentSet.end()),
                  [](const std::string& value) { return !value.empty(); });
@@ -68,8 +68,8 @@ class Subscription {
     }
     std::string output = "Subscription [exchange = " + exchange + ", marginType = " + marginType + ", instrumentType = " + instrumentType +
                          ", instrument = " + instrument + ", field = " + field + ", optionMap = " + ccapi::toString(optionMap) +
-                         ", correlationId = " + correlationId + ", credential = " + ccapi::toString(shortCredential) + ", serviceName = " + serviceName +
-                         ", timeSent = " + UtilTime::getISOTimestamp(timeSent) + "]";
+                         ", correlationId = " + correlationId + ", credential = " + ccapi::toString(shortCredential) + ", proxyUrl = " + proxyUrl +
+                         ", serviceName = " + serviceName + ", timeSent = " + UtilTime::getISOTimestamp(timeSent) + "]";
     return output;
   }
 
@@ -89,6 +89,8 @@ class Subscription {
 
   const std::map<std::string, std::string>& getCredential() const { return credential; }
 
+  const std::string& getProxyUrl() const { return proxyUrl; }
+
   const std::string& getServiceName() const { return serviceName; }
 
   const std::set<std::string>& getInstrumentSet() const { return instrumentSet; }
@@ -131,11 +133,14 @@ class Subscription {
 
   void setField(const std::string& field) { this->field = field; }
 
+  void setProxyUrl(const std::string& proxyUrl) { this->proxyUrl = proxyUrl; }
+
   void setTimeSent(TimePoint timeSent) { this->timeSent = timeSent; }
 
   void setInstrumentType(const std::string& instrumentType) { this->instrumentType = instrumentType; }
 
   void setMarginType(const std::string& marginType) { this->marginType = marginType; }
+
   enum class Status {
     UNKNOWN,
     SUBSCRIBING,
@@ -180,6 +185,7 @@ class Subscription {
   std::map<std::string, std::string> optionMap;
   std::string correlationId;
   std::map<std::string, std::string> credential;
+  std::string proxyUrl;
   std::string serviceName;
   std::set<std::string> instrumentSet;
   std::set<std::string> fieldSet;
diff --git a/include/ccapi_cpp/ccapi_ws_connection.h b/include/ccapi_cpp/ccapi_ws_connection.h
index f4693e72..fdc28ca8 100644
--- a/include/ccapi_cpp/ccapi_ws_connection.h
+++ b/include/ccapi_cpp/ccapi_ws_connection.h
@@ -18,8 +18,8 @@ class WsConnection {
   WsConnection& operator=(const WsConnection&) = delete;
 
   WsConnection(const std::string& url, const std::string& group, const std::vector<Subscription>& subscriptionList,
-               const std::map<std::string, std::string>& credential)
-      : url(url), group(group), subscriptionList(subscriptionList), credential(credential) {
+               const std::map<std::string, std::string>& credential, const std::string& proxyUrl = "")
+      : url(url), group(group), subscriptionList(subscriptionList), credential(credential), proxyUrl(proxyUrl) {
     std::map<std::string, std::string> shortCredential;
     for (const auto& x : credential) {
       shortCredential.insert(std::make_pair(x.first, UtilString::firstNCharacter(x.second, CCAPI_CREDENTIAL_DISPLAY_LENGTH)));
@@ -51,8 +51,9 @@ class WsConnection {
         streamPtr);
     std::string output = "WsConnection [longId = " + longId + ", id = " + id + ", url = " + url + ", group = " + group +
                          ", subscriptionList = " + ccapi::toString(subscriptionList) + ", credential = " + ccapi::toString(shortCredential) +
-                         ", status = " + statusToString(status) + ", headers = " + ccapi::toString(headers) + ", streamPtr = " + oss.str() +
-                         ", remoteCloseCode = " + std::to_string(remoteCloseCode) + ", remoteCloseReason = " + std::string(remoteCloseReason.reason.c_str()) +
+                         ", proxyUrl = " + proxyUrl + ", status = " + statusToString(status) + ", headers = " + ccapi::toString(headers) +
+                         ", streamPtr = " + oss.str() + ", remoteCloseCode = " + std::to_string(remoteCloseCode) +
+                         ", remoteCloseReason = " + std::string(remoteCloseReason.reason.c_str()) +
                          ", hostHttpHeaderValue = " + ccapi::toString(hostHttpHeaderValue) + ", path = " + ccapi::toString(path) +
                          ", host = " + ccapi::toString(host) + ", port = " + ccapi::toString(port) + ", isSecure = " + ccapi::toString(isSecure) + "]";
     return output;
@@ -145,6 +146,7 @@ class WsConnection {
   Status status{Status::UNKNOWN};
   std::map<std::string, std::string> headers;
   std::map<std::string, std::string> credential;
+  std::string proxyUrl;
   std::variant<std::shared_ptr<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>>, std::shared_ptr<beast::websocket::stream<beast::tcp_stream>>>
       streamPtr;
   beast::websocket::close_code remoteCloseCode{};
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service.h b/include/ccapi_cpp/service/ccapi_execution_management_service.h
index 9f1b77ea..96201296 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service.h
@@ -61,13 +61,15 @@ class ExecutionManagementService : public Service {
           }
 
           const auto& fieldSet = subscription.getFieldSet();
+          const auto& proxyUrl = subscription.getProxyUrl();
+
           if (fieldSet.find(CCAPI_EM_WEBSOCKET_ORDER_ENTRY) != fieldSet.end()) {
-            auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWsOrderEntry, "", std::vector<Subscription>{subscription}, credential);
+            auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWsOrderEntry, "", std::vector<Subscription>{subscription}, credential, proxyUrl);
             that->setWsConnectionStream(wsConnectionPtr);
             CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
             that->prepareConnect(wsConnectionPtr);
           } else {
-            auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWs, "", std::vector<Subscription>{subscription}, credential);
+            auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWs, "", std::vector<Subscription>{subscription}, credential, proxyUrl);
             that->setWsConnectionStream(wsConnectionPtr);
             CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
             that->prepareConnect(wsConnectionPtr);
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h b/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h
index 14193e8a..5768cfe8 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h
@@ -362,9 +362,10 @@ class ExecutionManagementServiceAscendex : public ExecutionManagementService {
             credential = that->credentialDefault;
           }
           const auto& accountGroup = mapGetWithDefault(credential, that->apiAccountGroupName);
+          const auto& proxyUrl = subscription.getProxyUrl();
 
           auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWs + "/" + accountGroup + "/api/pro/v1/stream", "",
-                                                                std::vector<Subscription>{subscription}, credential);
+                                                                std::vector<Subscription>{subscription}, credential, proxyUrl);
           that->setWsConnectionStream(wsConnectionPtr);
           CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
           that->prepareConnect(wsConnectionPtr);
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h
index 1c46c113..bb129152 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h
@@ -82,31 +82,32 @@ class ExecutionManagementServiceGateioPerpetualFutures : public ExecutionManagem
     CCAPI_LOGGER_DEBUG("this->baseUrlWs = " + this->baseUrlWs);
     if (this->shouldContinue.load()) {
       for (auto& subscription : subscriptionList) {
-        boost::asio::post(
-            *this->serviceContextPtr->ioContextPtr, [that = shared_from_base<ExecutionManagementServiceGateioPerpetualFutures>(), subscription]() mutable {
-              auto now = UtilTime::now();
-              subscription.setTimeSent(now);
-              const auto& instrumentSet = subscription.getInstrumentSet();
-              auto it = instrumentSet.begin();
-              if (it != instrumentSet.end()) {
-                std::string settle;
-                std::string symbolId = *it;
-                if (UtilString::endsWith(symbolId, "_USD")) {
-                  settle = "btc";
-                } else if (UtilString::endsWith(symbolId, "_USDT")) {
-                  settle = "usdt";
-                }
-                auto credential = subscription.getCredential();
-                if (credential.empty()) {
-                  credential = that->credentialDefault;
-                }
+        boost::asio::post(*this->serviceContextPtr->ioContextPtr, [that = shared_from_base<ExecutionManagementServiceGateioPerpetualFutures>(),
+                                                                   subscription]() mutable {
+          auto now = UtilTime::now();
+          subscription.setTimeSent(now);
+          const auto& instrumentSet = subscription.getInstrumentSet();
+          auto it = instrumentSet.begin();
+          if (it != instrumentSet.end()) {
+            std::string settle;
+            std::string symbolId = *it;
+            if (UtilString::endsWith(symbolId, "_USD")) {
+              settle = "btc";
+            } else if (UtilString::endsWith(symbolId, "_USDT")) {
+              settle = "usdt";
+            }
+            auto credential = subscription.getCredential();
+            if (credential.empty()) {
+              credential = that->credentialDefault;
+            }
+            const auto& proxyUrl = subscription.getProxyUrl();
 
-                auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWs + settle, "", std::vector<Subscription>{subscription}, credential);
-                that->setWsConnectionStream(wsConnectionPtr);
-                CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
-                that->prepareConnect(wsConnectionPtr);
-              }
-            });
+            auto wsConnectionPtr = std::make_shared<WsConnection>(that->baseUrlWs + settle, "", std::vector<Subscription>{subscription}, credential, proxyUrl);
+            that->setWsConnectionStream(wsConnectionPtr);
+            CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
+            that->prepareConnect(wsConnectionPtr);
+          }
+        });
       }
     }
     CCAPI_LOGGER_FUNCTION_EXIT;
diff --git a/include/ccapi_cpp/service/ccapi_market_data_service.h b/include/ccapi_cpp/service/ccapi_market_data_service.h
index 09ab9609..33a1afb1 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service.h
@@ -59,21 +59,21 @@ class MarketDataService : public Service {
     CCAPI_LOGGER_FUNCTION_ENTER;
     if (this->shouldContinue.load()) {
       for (auto& x : this->groupSubscriptionListByInstrumentGroup(subscriptionList)) {
-        auto instrumentGroup = x.first;
-        auto subscriptionListGivenInstrumentGroup = x.second;
+        const auto& instrumentGroup = x.first;
+        auto& subscriptionListGivenInstrumentGroup = x.second;
         boost::asio::post(*this->serviceContextPtr->ioContextPtr, [that = shared_from_base<MarketDataService>(), instrumentGroup,
                                                                    subscriptionListGivenInstrumentGroup]() mutable {
-          auto now = UtilTime::now();
+          const auto& now = UtilTime::now();
           for (auto& subscription : subscriptionListGivenInstrumentGroup) {
             subscription.setTimeSent(now);
           }
           std::map<std::string, std::vector<std::string>> wsConnectionIdListByInstrumentGroupMap = invertMapMulti(that->instrumentGroupByWsConnectionIdMap);
           if (wsConnectionIdListByInstrumentGroupMap.find(instrumentGroup) != wsConnectionIdListByInstrumentGroupMap.end() &&
               that->subscriptionStatusByInstrumentGroupInstrumentMap.find(instrumentGroup) != that->subscriptionStatusByInstrumentGroupInstrumentMap.end()) {
-            auto wsConnectionId = wsConnectionIdListByInstrumentGroupMap.at(instrumentGroup).at(0);
-            auto wsConnectionPtr = that->wsConnectionPtrByIdMap.at(wsConnectionId);
+            const auto& wsConnectionId = wsConnectionIdListByInstrumentGroupMap.at(instrumentGroup).at(0);
+            const auto& wsConnectionPtr = that->wsConnectionPtrByIdMap.at(wsConnectionId);
             for (const auto& subscription : subscriptionListGivenInstrumentGroup) {
-              auto instrument = subscription.getInstrument();
+              const auto& instrument = subscription.getInstrument();
               if (that->subscriptionStatusByInstrumentGroupInstrumentMap[instrumentGroup].find(instrument) !=
                   that->subscriptionStatusByInstrumentGroupInstrumentMap[instrumentGroup].end()) {
                 that->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE, "already subscribed: " + toString(subscription));
@@ -86,13 +86,15 @@ class MarketDataService : public Service {
             CCAPI_LOGGER_INFO("about to subscribe to exchange");
             that->subscribeToExchange(wsConnectionPtr);
           } else {
-            auto url = UtilString::split(instrumentGroup, "|").at(0);
+            const auto& splittedInstrumentGroup = UtilString::split(instrumentGroup, "|");
+            const auto& url = splittedInstrumentGroup.at(0);
             auto credential = subscriptionListGivenInstrumentGroup.at(0).getCredential();
             if (credential.empty()) {
               credential = that->credentialDefault;
             }
+            const auto& proxyUrl = splittedInstrumentGroup.at(splittedInstrumentGroup.size() - 1);
 
-            auto wsConnectionPtr = std::make_shared<WsConnection>(url, instrumentGroup, subscriptionListGivenInstrumentGroup, credential);
+            auto wsConnectionPtr = std::make_shared<WsConnection>(url, instrumentGroup, subscriptionListGivenInstrumentGroup, credential, proxyUrl);
             that->setWsConnectionStream(wsConnectionPtr);
             CCAPI_LOGGER_WARN("about to subscribe with new wsConnectionPtr " + toString(*wsConnectionPtr));
             that->prepareConnect(wsConnectionPtr);
@@ -122,9 +124,11 @@ class MarketDataService : public Service {
   virtual std::string getInstrumentGroup(const Subscription& subscription) {
     const auto& field = subscription.getField();
     if (field == CCAPI_GENERIC_PUBLIC_SUBSCRIPTION) {
-      return this->baseUrlWs + "|" + subscription.getField() + "|" + subscription.getCorrelationId() + "|" + subscription.getSerializedCredential();
+      return this->baseUrlWs + "|" + subscription.getField() + "|" + subscription.getCorrelationId() + "|" + subscription.getSerializedCredential() + "|" +
+             subscription.getProxyUrl();
     } else {
-      return this->baseUrlWs + "|" + subscription.getField() + "|" + subscription.getSerializedOptions() + "|" + subscription.getSerializedCredential();
+      return this->baseUrlWs + "|" + subscription.getField() + "|" + subscription.getSerializedOptions() + "|" + subscription.getSerializedCredential() + "|" +
+             subscription.getProxyUrl();
     }
   }
 
diff --git a/include/ccapi_cpp/service/ccapi_service.h b/include/ccapi_cpp/service/ccapi_service.h
index d860ce68..d44cf90b 100644
--- a/include/ccapi_cpp/service/ccapi_service.h
+++ b/include/ccapi_cpp/service/ccapi_service.h
@@ -976,8 +976,18 @@ class Service : public std::enable_shared_from_this<Service> {
     CCAPI_LOGGER_TRACE("wsConnectionPtr = " + wsConnectionPtr->toString());
     CCAPI_LOGGER_TRACE("wsConnectionPtr->host = " + wsConnectionPtr->host);
     CCAPI_LOGGER_TRACE("wsConnectionPtr->port = " + wsConnectionPtr->port);
-    newResolverPtr->async_resolve(wsConnectionPtr->host, wsConnectionPtr->port,
-                                  beast::bind_front_handler(&Service::onResolveWs, shared_from_this(), wsConnectionPtr, newResolverPtr));
+    CCAPI_LOGGER_TRACE("wsConnectionPtr->proxyUrl = " + wsConnectionPtr->proxyUrl);
+    std::string host;
+    std::string port;
+    if (wsConnectionPtr->proxyUrl.empty()) {
+      host = wsConnectionPtr->host;
+      port = wsConnectionPtr->port;
+    } else {
+      const auto& splitted = UtilString::split(wsConnectionPtr->proxyUrl, ':');
+      host = splitted.at(0);
+      port = splitted.size() > 1 ? splitted.at(1) : CCAPI_HTTP_PORT_DEFAULT;
+    }
+    newResolverPtr->async_resolve(host, port, beast::bind_front_handler(&Service::onResolveWs, shared_from_this(), wsConnectionPtr, newResolverPtr));
   }
 
   void onResolveWs(std::shared_ptr<WsConnection> wsConnectionPtr, std::shared_ptr<tcp::resolver> newResolverPtr, beast::error_code ec,

From 9892199868828bb5d0894fbe593f683a4d5bbf07 Mon Sep 17 00:00:00 2001
From: hk <admin@cryptochassis.com>
Date: Mon, 22 Sep 2025 16:00:59 +0000
Subject: [PATCH 02/15] update README.md

---
 README.md | 21 ++++++++++-----------
 1 file changed, 10 insertions(+), 11 deletions(-)

diff --git a/README.md b/README.md
index de800d94..be74d8d8 100644
--- a/README.md
+++ b/README.md
@@ -32,8 +32,6 @@
       - [Multiple subscription fields](#multiple-subscription-fields)
       - [Make Session::sendRequest blocking](#make-sessionsendrequest-blocking)
       - [Provide API credentials for an exchange](#provide-api-credentials-for-an-exchange)
-      - [Override exchange urls](#override-exchange-urls)
-      - [Connect to a proxy](#connect-to-a-proxy)
       - [Complex request parameters](#complex-request-parameters-1)
       - [Send request by Websocket API](#send-request-by-websocket-api)
       - [Specify instrument type](#specify-instrument-type)
@@ -45,6 +43,8 @@
       - [Set timer](#set-timer)
       - [Heartbeat](#heartbeat)
       - [Use multiple sessions](#use-multiple-sessions)
+      - [Override exchange urls](#override-exchange-urls)
+      - [Connect to a proxy](#connect-to-a-proxy)
   - [Performance Tuning](#performance-tuning)
   - [Known Issues and Workarounds](#known-issues-and-workarounds)
 
@@ -768,15 +768,6 @@ Subscription subscription("okx", "BTC-USDT", "ORDER_UPDATE", "", "", {
 });
 ```
 
-#### Override exchange urls
-You can override exchange urls at compile time by using macros. See section "exchange REST urls", "exchange WS urls", and "exchange FIX urls" in [`include/ccapi_cpp/ccapi_macro.h`](include/ccapi_cpp/ccapi_macro.h). You can also override exchange urls at runtime. See [this example](example/src/override_exchange_url_at_runtime/main.cpp). These can be useful if you need to connect to test accounts (e.g. https://www.okx.com/docs-v5/en/#overview-demo-trading-services).
-
-#### Connect to a proxy
-Instantiate `Subscription` with the desired `proxyUrl`.
-```
-Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH", "", "", {}, "172.30.0.146:9000");
-```
-
 #### Complex request parameters
 Please follow the exchange's API documentations: e.g. https://www.okx.com/docs-v5/en/#order-book-trading-trade-post-place-order.
 ```
@@ -1080,6 +1071,14 @@ Subscription subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=
 session.subscribe(subscription);
 ```
 
+#### Override exchange urls
+You can override exchange urls at compile time by using macros. See section "exchange REST urls", "exchange WS urls", and "exchange FIX urls" in [`include/ccapi_cpp/ccapi_macro.h`](include/ccapi_cpp/ccapi_macro.h). You can also override exchange urls at runtime. See [this example](example/src/override_exchange_url_at_runtime/main.cpp). These can be useful if you need to connect to test accounts (e.g. https://www.okx.com/docs-v5/en/#overview-demo-trading-services).
+
+#### Connect to a proxy
+Instantiate `Subscription` with the desired `proxyUrl`.
+```
+Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH", "", "", {}, "172.30.0.146:9000");
+```
 
 
 ## Performance Tuning

From 3b76d45782add58bb8f0c3f4b45b6964762dcac0 Mon Sep 17 00:00:00 2001
From: fedeitc <75090150+fedeitc@users.noreply.github.com>
Date: Mon, 22 Sep 2025 16:17:45 +0200
Subject: [PATCH 03/15] fix reconnection in boost::asio code

---
 include/ccapi_cpp/service/ccapi_service.h | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/include/ccapi_cpp/service/ccapi_service.h b/include/ccapi_cpp/service/ccapi_service.h
index d860ce68..1aae2076 100644
--- a/include/ccapi_cpp/service/ccapi_service.h
+++ b/include/ccapi_cpp/service/ccapi_service.h
@@ -1139,9 +1139,15 @@ class Service : public std::enable_shared_from_this<Service> {
     auto& connectionId = wsConnectionPtr->id;
     auto& readMessageBuffer = wsConnectionPtr->readMessageBuffer;
     if (ec) {
-      if (ec == beast::error::timeout) {
+      readMessageBuffer.consume(readMessageBuffer.size());
+      if (ec == boost::asio::error::operation_aborted) {
+        return;
+      } else if (ec == beast::error::timeout) {
         CCAPI_LOGGER_TRACE("timeout, connection closed");
       }
+      if (wsConnectionPtr->status == WsConnection::Status::CLOSING) {
+        return;
+      }
       CCAPI_LOGGER_TRACE("fail");
       Event event;
       event.setType(Event::Type::SESSION_STATUS);
@@ -1156,7 +1162,6 @@ class Service : public std::enable_shared_from_this<Service> {
       event.setMessageList({message});
       this->eventHandler(event, nullptr);
       this->onFail(wsConnectionPtr);
-      readMessageBuffer.consume(readMessageBuffer.size());
       return;
     }
     if (wsConnectionPtr->status != WsConnection::Status::OPEN) {
@@ -1466,7 +1471,6 @@ class Service : public std::enable_shared_from_this<Service> {
     } else if (kind == boost::beast::websocket::frame_type::pong) {
       this->onPong(wsConnectionPtr, payload);
     } else if (kind == boost::beast::websocket::frame_type::close) {
-      this->onClose(wsConnectionPtr, {});
     }
   }
 

From 5ccc6749fe21b756bfe9d28f4b0f5fbbac15dc1d Mon Sep 17 00:00:00 2001
From: E Sequeira <5458743+geseq@users.noreply.github.com>
Date: Mon, 29 Sep 2025 12:07:52 +0100
Subject: [PATCH 04/15] fix processing kraken MD subscriptions

---
 .../service/ccapi_market_data_service_kraken_futures.h         | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h b/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h
index e0b3120c..d9ebb2f5 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h
@@ -73,7 +73,8 @@ class MarketDataServiceKrakenFutures : public MarketDataService {
 
   void processTextMessage(std::shared_ptr<WsConnection> wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived, Event& event,
                           std::vector<MarketDataMessage>& marketDataMessageList) override {
-    rj::Document document;
+    this->jsonDocumentAllocator.Clear();
+    rj::Document document(&this->jsonDocumentAllocator);
     rj::Document::AllocatorType& allocator = document.GetAllocator();
     document.Parse<rj::kParseNumbersAsStringsFlag>(textMessageView.data(), textMessageView.size());
     if (document.HasMember("event")) {

From 805236fe14c1b518d1abc44f44cc760ef1346cbc Mon Sep 17 00:00:00 2001
From: E Sequeira <5458743+geseq@users.noreply.github.com>
Date: Tue, 30 Sep 2025 13:25:29 +0100
Subject: [PATCH 05/15] fix processing kraken spot MD subscriptions

---
 include/ccapi_cpp/service/ccapi_market_data_service_kraken.h | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h b/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h
index 2c5df2c9..3462d395 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h
@@ -141,7 +141,8 @@ class MarketDataServiceKraken : public MarketDataService {
 
   void processTextMessage(std::shared_ptr<WsConnection> wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived, Event& event,
                           std::vector<MarketDataMessage>& marketDataMessageList) override {
-    rj::Document document;
+    this->jsonDocumentAllocator.Clear();
+    rj::Document document(&this->jsonDocumentAllocator);
     rj::Document::AllocatorType& allocator = document.GetAllocator();
     document.Parse<rj::kParseNumbersAsStringsFlag>(textMessageView.data(), textMessageView.size());
     if (document.IsArray() && document.Size() >= 4 && document.Size() <= 5) {

From dccd511c5c95bc81f7da276b081ce5605062d029 Mon Sep 17 00:00:00 2001
From: hk <admin@cryptochassis.com>
Date: Wed, 1 Oct 2025 22:48:11 +0000
Subject: [PATCH 06/15] fix bugs in proxy urls

---
 .../ccapi_market_data_service_gateio_perpetual_futures.h        | 2 +-
 include/ccapi_cpp/service/ccapi_market_data_service_gemini.h    | 2 +-
 .../ccapi_cpp/service/ccapi_market_data_service_huobi_base.h    | 2 +-
 include/ccapi_cpp/service/ccapi_market_data_service_okx.h       | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_gateio_perpetual_futures.h b/include/ccapi_cpp/service/ccapi_market_data_service_gateio_perpetual_futures.h
index eeee64f5..d02d680b 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_gateio_perpetual_futures.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_gateio_perpetual_futures.h
@@ -41,7 +41,7 @@ class MarketDataServiceGateioPerpetualFutures : public MarketDataServiceGateioBa
     } else if (UtilString::endsWith(instrument, "_USDT")) {
       url += "usdt";
     }
-    return url + "|" + subscription.getField() + "|" + subscription.getSerializedOptions();
+    return url + "|" + subscription.getField() + "|" + subscription.getSerializedOptions() + "|" + subscription.getProxyUrl();
   }
 
   void substituteParamSettle(std::string& target, const std::map<std::string, std::string>& param, const std::string& symbolId) {
diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_gemini.h b/include/ccapi_cpp/service/ccapi_market_data_service_gemini.h
index 016183c1..6c2b5422 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_gemini.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_gemini.h
@@ -216,7 +216,7 @@ class MarketDataServiceGemini : public MarketDataService {
       }
       url += parameter + "=true";
     }
-    return url;
+    return url + "|" + subscription.getProxyUrl();
   }
 
   void convertRequestForRest(http::request<http::string_body>& req, const Request& request, const TimePoint& now, const std::string& symbolId,
diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h b/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h
index 94dba75a..329ba201 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h
@@ -102,7 +102,7 @@ class MarketDataServiceHuobiBase : public MarketDataService {
         url += "/ws";
       }
     }
-    return url + "|" + field + "|" + subscription.getSerializedOptions();
+    return url + "|" + field + "|" + subscription.getSerializedOptions() + "|" + subscription.getProxyUrl();
   }
 
   void processTextMessage(std::shared_ptr<WsConnection> wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived, Event& event,
diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_okx.h b/include/ccapi_cpp/service/ccapi_market_data_service_okx.h
index 5c6f7cbd..828f9695 100644
--- a/include/ccapi_cpp/service/ccapi_market_data_service_okx.h
+++ b/include/ccapi_cpp/service/ccapi_market_data_service_okx.h
@@ -45,7 +45,7 @@ class MarketDataServiceOkx : public MarketDataService {
       baseUrlWsGivenSubscription = this->sessionConfigs.getUrlWebsocketBase().at(this->exchangeName) + CCAPI_OKX_BUSINESS_WS_PATH;
     }
     return baseUrlWsGivenSubscription + "|" + subscription.getField() + "|" + subscription.getSerializedOptions() + "|" +
-           subscription.getSerializedCredential();
+           subscription.getSerializedCredential() + "|" + subscription.getProxyUrl();
   }
 
   bool doesHttpBodyContainError(boost::beast::string_view bodyView) override {

From d4fb51cd389dfef9ae2a5f098735fa9ebcbab030 Mon Sep 17 00:00:00 2001
From: hk <admin@cryptochassis.com>
Date: Wed, 1 Oct 2025 23:17:28 +0000
Subject: [PATCH 07/15] fix port for hostHttpHeaderValue when using proxy

---
 include/ccapi_cpp/service/ccapi_service.h | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/include/ccapi_cpp/service/ccapi_service.h b/include/ccapi_cpp/service/ccapi_service.h
index d44cf90b..46444abe 100644
--- a/include/ccapi_cpp/service/ccapi_service.h
+++ b/include/ccapi_cpp/service/ccapi_service.h
@@ -1040,8 +1040,7 @@ class Service : public std::enable_shared_from_this<Service> {
     CCAPI_LOGGER_TRACE("connected");
     CCAPI_LOGGER_TRACE("ep.port() = " + std::to_string(ep.port()));
 
-    wsConnectionPtr->hostHttpHeaderValue =
-        this->hostHttpHeaderValueIgnorePort ? wsConnectionPtr->host : wsConnectionPtr->host + ':' + std::to_string(ep.port());
+    wsConnectionPtr->hostHttpHeaderValue = this->hostHttpHeaderValueIgnorePort ? wsConnectionPtr->host : wsConnectionPtr->host + ':' + wsConnectionPtr->port;
 
     CCAPI_LOGGER_TRACE("wsConnectionPtr->hostHttpHeaderValue = " + wsConnectionPtr->hostHttpHeaderValue);
 

From f3dfb323201e9253c2498ea3dba475849a4e3d47 Mon Sep 17 00:00:00 2001
From: cryptochassis <57077778+cryptochassis@users.noreply.github.com>
Date: Tue, 7 Oct 2025 20:22:14 -0700
Subject: [PATCH 08/15] Update README.md

---
 README.md | 1 +
 1 file changed, 1 insertion(+)

diff --git a/README.md b/README.md
index 9b29797b..1056800d 100644
--- a/README.md
+++ b/README.md
@@ -60,6 +60,7 @@
   * FIX: [binance](https://accounts.maxweb.academy/register?ref=1116718520), coinbase, gemini.
 * Join us on Discord https://discord.gg/b5EKcp9s8T and Medium https://cryptochassis.medium.com.
 * For any questions, email hello@cryptochassis.com.
+* We’re experts in market data collection, high-speed trading system, infrastructure optimization, and proprietary market making. Hire us as engineers, liquidity providers, traders, or asset managers.
 
 ## Branches
 * The `develop` branch may contain experimental features.

From 271dda52636c03529b7c8548765b105782b5f51b Mon Sep 17 00:00:00 2001
From: fedeitc <75090150+fedeitc@users.noreply.github.com>
Date: Mon, 13 Oct 2025 16:11:13 +0200
Subject: [PATCH 09/15] fix normalizeDecimalString preserve trailing zeroes of
 exponent

---
 include/ccapi_cpp/ccapi_util_private.h             | 4 ++--
 test/test_unit/src/common/util/ccapi_util_test.cpp | 6 ++++++
 2 files changed, 8 insertions(+), 2 deletions(-)

diff --git a/include/ccapi_cpp/ccapi_util_private.h b/include/ccapi_cpp/ccapi_util_private.h
index 6cd11efd..655a1d91 100644
--- a/include/ccapi_cpp/ccapi_util_private.h
+++ b/include/ccapi_cpp/ccapi_util_private.h
@@ -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, ".");
@@ -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();
 
diff --git a/test/test_unit/src/common/util/ccapi_util_test.cpp b/test/test_unit/src/common/util/ccapi_util_test.cpp
index ebf9d094..ffd7ad5d 100644
--- a/test/test_unit/src/common/util/ccapi_util_test.cpp
+++ b/test/test_unit/src/common/util/ccapi_util_test.cpp
@@ -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");

From 7cf18e647ace1539c8e3691e62209f133c4c5d98 Mon Sep 17 00:00:00 2001
From: fedeitc <75090150+fedeitc@users.noreply.github.com>
Date: Mon, 13 Oct 2025 16:12:21 +0200
Subject: [PATCH 10/15] huobi deriv de-dupe createEvent code already in
 extractOrderInfo

---
 ...execution_management_service_huobi_derivatives_base.h | 9 ---------
 1 file changed, 9 deletions(-)

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
index 12773cc2..1a9d3907 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
@@ -351,15 +351,6 @@ 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());

From f1aa9dc4a8134cb4ed3a18779ae050abf3c0828a Mon Sep 17 00:00:00 2001
From: fedeitc <75090150+fedeitc@users.noreply.github.com>
Date: Mon, 13 Oct 2025 16:12:46 +0200
Subject: [PATCH 11/15] huobi deriv use orders topic for ORDER_UPDATE and
 PRIVATE_TRADE

---
 include/ccapi_cpp/ccapi_macro.h               |  8 ------
 ...ution_management_service_huobi_coin_swap.h |  1 -
 ...anagement_service_huobi_derivatives_base.h | 25 +++++++------------
 ...ution_management_service_huobi_usdt_swap.h |  1 -
 4 files changed, 9 insertions(+), 26 deletions(-)

diff --git a/include/ccapi_cpp/ccapi_macro.h b/include/ccapi_cpp/ccapi_macro.h
index 6fd9605a..610cb737 100644
--- a/include/ccapi_cpp/ccapi_macro.h
+++ b/include/ccapi_cpp/ccapi_macro.h
@@ -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
@@ -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
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_coin_swap.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_coin_swap.h
index 3a37e186..7f8f1d96 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_coin_swap.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_coin_swap.h
@@ -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() {}
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
index 1a9d3907..6400986c 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
@@ -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);
@@ -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)},
@@ -351,18 +346,17 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
           };
           Element info;
           this->extractOrderInfo(info, document, extractionFieldNameMap);
-          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;
@@ -370,7 +364,7 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
           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()) {
@@ -422,7 +416,6 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
 
   std::string authenticationPath;
   std::string orderDataTopic;
-  std::string matchOrderDataTopic;
 };
 
 } /* namespace ccapi */
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_usdt_swap.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_usdt_swap.h
index 7334ba55..3245911e 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_usdt_swap.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_usdt_swap.h
@@ -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() {}

From 75360bd3f32ff5c9cc0a0e4f8107faa3838a1b20 Mon Sep 17 00:00:00 2001
From: fedeitc <75090150+fedeitc@users.noreply.github.com>
Date: Mon, 13 Oct 2025 16:12:52 +0200
Subject: [PATCH 12/15] fix huobi derivatives set lever_rate only when no
 ORDER_LEVERAGE

---
 .../ccapi_execution_management_service_huobi_derivatives_base.h | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
index 6400986c..60e39d6a 100644
--- a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
+++ b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
@@ -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()) {

From 2e87306dfe4456c803465a3289e1535da235d939 Mon Sep 17 00:00:00 2001
From: a <57077778+cryptochassis@users.noreply.github.com>
Date: Fri, 31 Oct 2025 13:31:07 -0700
Subject: [PATCH 13/15] draft

---
 example/CMakeLists.txt                       |  1 +
 example/src/reduce_build_time/CMakeLists.txt |  6 ++++
 example/src/reduce_build_time/main.cpp       | 38 ++++++++++++++++++++
 example/src/reduce_build_time/my_session.cpp | 14 ++++++++
 example/src/reduce_build_time/my_session.h   | 25 +++++++++++++
 include/ccapi_cpp/ccapi_inflate_stream.h     |  6 ++--
 include/ccapi_cpp/ccapi_url.h                | 20 +++++------
 test/test_build/test.cpp                     |  2 +-
 8 files changed, 98 insertions(+), 14 deletions(-)
 create mode 100644 example/src/reduce_build_time/CMakeLists.txt
 create mode 100644 example/src/reduce_build_time/main.cpp
 create mode 100644 example/src/reduce_build_time/my_session.cpp
 create mode 100644 example/src/reduce_build_time/my_session.h

diff --git a/example/CMakeLists.txt b/example/CMakeLists.txt
index 53f42f1f..c4649b5b 100644
--- a/example/CMakeLists.txt
+++ b/example/CMakeLists.txt
@@ -87,3 +87,4 @@ add_subdirectory(src/override_exchange_url_at_runtime)
 add_subdirectory(src/test_order_latency)
 add_subdirectory(src/test_cpu_usage)
 add_subdirectory(src/use_multiple_sessions)
+add_subdirectory(src/reduce_build_time)
diff --git a/example/src/reduce_build_time/CMakeLists.txt b/example/src/reduce_build_time/CMakeLists.txt
new file mode 100644
index 00000000..0f6ad54b
--- /dev/null
+++ b/example/src/reduce_build_time/CMakeLists.txt
@@ -0,0 +1,6 @@
+set(NAME reduce_build_time)
+project(${NAME})
+add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
+add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
+add_executable(${NAME} main.cpp my_session.cpp)
+add_dependencies(${NAME} boost rapidjson)
diff --git a/example/src/reduce_build_time/main.cpp b/example/src/reduce_build_time/main.cpp
new file mode 100644
index 00000000..81a1537b
--- /dev/null
+++ b/example/src/reduce_build_time/main.cpp
@@ -0,0 +1,38 @@
+#include "ccapi_cpp/ccapi_event_handler.h"
+#include "my_session.h"
+
+namespace ccapi {
+
+Logger* Logger::logger = nullptr;  // This line is needed.
+
+class MyEventHandler : public EventHandler {
+ public:
+  void processEvent(const Event& event, Session*) override { std::cout << "Received an event:\n" + event.toPrettyString(2, 2) << std::endl; }
+
+  void setMySessionPtr(MySession* mySessionPtr) { this->mySessionPtr = mySessionPtr; }
+
+ private:
+  MySession* mySessionPtr{nullptr};
+};
+
+} /* namespace ccapi */
+
+using ::ccapi::MyEventHandler;
+using ::ccapi::MySession;
+using ::ccapi::SessionConfigs;
+using ::ccapi::SessionOptions;
+using ::ccapi::Subscription;
+
+int main(int argc, char** argv) {
+  SessionOptions sessionOptions;
+  SessionConfigs sessionConfigs;
+  MyEventHandler eventHandler;
+  MySession mySession(sessionOptions, sessionConfigs, &eventHandler);
+  eventHandler.setMySessionPtr(&mySession);
+  Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH");
+  mySession.subscribe(subscription);
+  std::this_thread::sleep_for(std::chrono::seconds(10));
+  mySession.stop();
+  std::cout << "Bye" << std::endl;
+  return EXIT_SUCCESS;
+}
diff --git a/example/src/reduce_build_time/my_session.cpp b/example/src/reduce_build_time/my_session.cpp
new file mode 100644
index 00000000..33c8c526
--- /dev/null
+++ b/example/src/reduce_build_time/my_session.cpp
@@ -0,0 +1,14 @@
+#include "my_session.h"
+
+#include "ccapi_cpp/ccapi_session.h"
+
+namespace ccapi {
+
+MySession::MySession(const SessionOptions& sessionOptions, const SessionConfigs& sessionConfigs, EventHandler* eventHandler)
+    : ccapiSessionPtr(new Session(sessionOptions, sessionConfigs, eventHandler)) {}
+
+void MySession::subscribe(Subscription& subscription) { this->ccapiSessionPtr->subscribe(subscription); }
+
+void MySession::stop() { this->ccapiSessionPtr->stop(); }
+
+}  // namespace ccapi
diff --git a/example/src/reduce_build_time/my_session.h b/example/src/reduce_build_time/my_session.h
new file mode 100644
index 00000000..35c78b46
--- /dev/null
+++ b/example/src/reduce_build_time/my_session.h
@@ -0,0 +1,25 @@
+#ifndef EXAMPLE_SRC_REDUCE_BUILD_TIME_MY_SESSION_H_
+#define EXAMPLE_SRC_REDUCE_BUILD_TIME_MY_SESSION_H_
+
+#include "ccapi_cpp/ccapi_session_configs.h"
+#include "ccapi_cpp/ccapi_session_options.h"
+#include "ccapi_cpp/ccapi_subscription.h"
+
+namespace ccapi {
+
+class EventHandler;
+class Session;
+
+class MySession {
+ public:
+  explicit MySession(const SessionOptions& sessionOptions, const SessionConfigs& sessionConfigs, EventHandler* eventHandler);
+  void subscribe(Subscription& subscription);
+  void stop();
+
+ private:
+  Session* ccapiSessionPtr{nullptr};
+};
+
+}  // namespace ccapi
+
+#endif  // EXAMPLE_SRC_REDUCE_BUILD_TIME_MY_SESSION_H_
diff --git a/include/ccapi_cpp/ccapi_inflate_stream.h b/include/ccapi_cpp/ccapi_inflate_stream.h
index c1e6bf55..80d646eb 100644
--- a/include/ccapi_cpp/ccapi_inflate_stream.h
+++ b/include/ccapi_cpp/ccapi_inflate_stream.h
@@ -58,14 +58,14 @@ class InflateStream {
     return boost::system::error_code();
   }
 
-  boost::system::error_code decompress(uint8_t const *buf, size_t len, std::string &out) {
+  boost::system::error_code decompress(uint8_t const* buf, size_t len, std::string& out) {
     if (!this->initialized) {
       CCAPI_LOGGER_ERROR("decompress error");
       return boost::system::error_code();
     }
 
     this->istate.avail_in = len;
-    this->istate.next_in = const_cast<unsigned char *>(buf);
+    this->istate.next_in = const_cast<unsigned char*>(buf);
     do {
       this->istate.avail_out = this->decompressBufferSize;
       this->istate.next_out = this->buffer.get();
@@ -74,7 +74,7 @@ class InflateStream {
         CCAPI_LOGGER_ERROR("decompress error");
         return boost::system::error_code();
       }
-      out.append(reinterpret_cast<char *>(this->buffer.get()), this->decompressBufferSize - this->istate.avail_out);
+      out.append(reinterpret_cast<char*>(this->buffer.get()), this->decompressBufferSize - this->istate.avail_out);
     } while (this->istate.avail_out == 0);
     return boost::system::error_code();
   }
diff --git a/include/ccapi_cpp/ccapi_url.h b/include/ccapi_cpp/ccapi_url.h
index 53f54121..a39fdadd 100644
--- a/include/ccapi_cpp/ccapi_url.h
+++ b/include/ccapi_cpp/ccapi_url.h
@@ -31,7 +31,7 @@ class Url {
     return output;
   }
 
-  static std::string urlEncode(const std::string &value) {
+  static std::string urlEncode(const std::string& value) {
     std::ostringstream escaped;
     escaped.fill('0');
     escaped << std::hex;
@@ -50,7 +50,7 @@ class Url {
     return escaped.str();
   }
 
-  static std::string urlDecode(const std::string &value) {
+  static std::string urlDecode(const std::string& value) {
     std::string ret;
     char ch;
     int i, ii;
@@ -67,18 +67,18 @@ class Url {
     return (ret);
   }
 
-  static std::map<std::string, std::string> convertQueryStringToMap(const std::string &input) {
+  static std::map<std::string, std::string> convertQueryStringToMap(const std::string& input) {
     std::map<std::string, std::string> output;
-    for (const auto &x : UtilString::split(input, "&")) {
+    for (const auto& x : UtilString::split(input, "&")) {
       auto y = UtilString::split(x, "=");
       output.insert(std::make_pair(y.at(0), Url::urlDecode(y.at(1))));
     }
     return output;
   }
 
-  static std::string convertMapToQueryString(const std::map<std::string, std::string> &input) {
+  static std::string convertMapToQueryString(const std::map<std::string, std::string>& input) {
     std::string output;
-    for (const auto &x : input) {
+    for (const auto& x : input) {
       output += x.first;
       output += "=";
       output += x.second;
@@ -90,10 +90,10 @@ class Url {
     return output;
   }
 
-  static std::string convertMapToFormUrlEncoded(const std::map<std::string, std::string> &input) {
+  static std::string convertMapToFormUrlEncoded(const std::map<std::string, std::string>& input) {
     std::string output;
     int i = 0;
-    for (const auto &x : input) {
+    for (const auto& x : input) {
       output += Url::urlEncode(x.first);
       output += "=";
       output += Url::urlEncode(x.second);
@@ -104,9 +104,9 @@ class Url {
     return output;
   }
 
-  static std::map<std::string, std::string> convertFormUrlEncodedToMap(const std::string &input) {
+  static std::map<std::string, std::string> convertFormUrlEncodedToMap(const std::string& input) {
     std::map<std::string, std::string> output;
-    for (const auto &x : UtilString::split(input, "&")) {
+    for (const auto& x : UtilString::split(input, "&")) {
       auto y = UtilString::split(x, "=");
       output.insert(std::make_pair(Url::urlDecode(y.at(0)), Url::urlDecode(y.at(1))));
     }
diff --git a/test/test_build/test.cpp b/test/test_build/test.cpp
index 02764e60..5e330e63 100644
--- a/test/test_build/test.cpp
+++ b/test/test_build/test.cpp
@@ -1,7 +1,7 @@
 #include "ccapi_cpp/ccapi_session.h"
 using ::ccapi::Session;
 
-int main(int argc, char **argv) {
+int main(int argc, char** argv) {
   Session session;
   return EXIT_SUCCESS;
 }

From cf68e23bfa856207698c1b0b860e03920f8ff1fc Mon Sep 17 00:00:00 2001
From: cc <57077778+cryptochassis@users.noreply.github.com>
Date: Fri, 31 Oct 2025 13:43:29 -0700
Subject: [PATCH 14/15] update README.md

---
 README.md                                  | 3 +++
 example/src/reduce_build_time/my_session.h | 2 +-
 2 files changed, 4 insertions(+), 1 deletion(-)

diff --git a/README.md b/README.md
index e58c5e74..69891b92 100644
--- a/README.md
+++ b/README.md
@@ -45,6 +45,7 @@
       - [Use multiple sessions](#use-multiple-sessions)
       - [Override exchange urls](#override-exchange-urls)
       - [Connect to a proxy](#connect-to-a-proxy)
+      - [Reduce build time](#reduce-build-time)
   - [Performance Tuning](#performance-tuning)
   - [Known Issues and Workarounds](#known-issues-and-workarounds)
 
@@ -1081,6 +1082,8 @@ Instantiate `Subscription` with the desired `proxyUrl`.
 Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH", "", "", {}, "172.30.0.146:9000");
 ```
 
+#### Reduce build time
+The Pimpl (Pointer to Implementation) idiom in C++ can significantly reduce build time. This reduction is achieved by minimizing compilation dependencies and isolating implementation details. See [this example](example/src/reduce_build_time).
 
 ## Performance Tuning
 * Turn on compiler optimization flags (e.g. `cmake -DCMAKE_BUILD_TYPE=Release ...`).
diff --git a/example/src/reduce_build_time/my_session.h b/example/src/reduce_build_time/my_session.h
index 35c78b46..dc206f23 100644
--- a/example/src/reduce_build_time/my_session.h
+++ b/example/src/reduce_build_time/my_session.h
@@ -8,7 +8,7 @@
 namespace ccapi {
 
 class EventHandler;
-class Session;
+class Session;  // forward declaration instead of including full header!
 
 class MySession {
  public:

From b9e749b380f7764a94d62059a538030f7631f207 Mon Sep 17 00:00:00 2001
From: x-mass <36629999+x-mass@users.noreply.github.com>
Date: Sun, 16 Nov 2025 14:07:11 +0000
Subject: [PATCH 15/15] refactor: include inflate stream only when needed
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

`ccapi_inflate_stream.h` was included unconditionally even though it’s
only used for specific exchanges, making zlib a hard dependency. Guard
the include so zlib is required only when relevant; also replace the
duplicated conditions with a shared macro for reuse.
---
 include/ccapi_cpp/service/ccapi_service.h | 20 ++++++++++----------
 1 file changed, 10 insertions(+), 10 deletions(-)

diff --git a/include/ccapi_cpp/service/ccapi_service.h b/include/ccapi_cpp/service/ccapi_service.h
index 99d884f3..6edbdd76 100644
--- a/include/ccapi_cpp/service/ccapi_service.h
+++ b/include/ccapi_cpp/service/ccapi_service.h
@@ -27,6 +27,12 @@
 #define CCAPI_WEBSOCKET_WRITE_BUFFER_SIZE (1 << 20)
 #endif
 
+#define CCAPI_REQUIRES_INFLATE_STREAM                                                                                                              \
+  ((defined(CCAPI_ENABLE_SERVICE_MARKET_DATA) &&                                                                                                   \
+    (defined(CCAPI_ENABLE_EXCHANGE_HUOBI) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP))) || \
+   (defined(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT) &&                                                                                          \
+    (defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_BITMART))))
+
 #include <regex>
 
 #include "boost/asio/strand.hpp"
@@ -50,7 +56,9 @@
 #include "ccapi_cpp/ccapi_fix_connection.h"
 #include "ccapi_cpp/ccapi_http_connection.h"
 #include "ccapi_cpp/ccapi_http_retry.h"
+#if CCAPI_REQUIRES_INFLATE_STREAM
 #include "ccapi_cpp/ccapi_inflate_stream.h"
+#endif
 #include "ccapi_cpp/ccapi_queue.h"
 #include "ccapi_cpp/ccapi_request.h"
 #include "ccapi_cpp/ccapi_session_configs.h"
@@ -1437,10 +1445,7 @@ class Service : public std::enable_shared_from_this<Service> {
           } else if (stream.got_binary()) {
             CCAPI_LOGGER_DEBUG("received a binary message: " + UtilAlgorithm::stringToHex(std::string(data, dataSize)));
 
-#if defined(CCAPI_ENABLE_SERVICE_MARKET_DATA) &&                                                                                                      \
-        (defined(CCAPI_ENABLE_EXCHANGE_HUOBI) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP)) || \
-    defined(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT) &&                                                                                             \
-        (defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_BITMART))
+#if CCAPI_REQUIRES_INFLATE_STREAM
 
             if (this->needDecompressWebsocketMessage) {
               std::string decompressed;
@@ -1660,13 +1665,8 @@ class Service : public std::enable_shared_from_this<Service> {
   // std::regex convertNumberToStringInJsonRegex{"(\\[|,|\":)\\s?(-?\\d+\\.?\\d*)"};
   // std::string convertNumberToStringInJsonRewrite{"$1\"$2\""};
   bool needDecompressWebsocketMessage{};
-#if defined(CCAPI_ENABLE_SERVICE_MARKET_DATA) &&                                                                                                      \
-        (defined(CCAPI_ENABLE_EXCHANGE_HUOBI) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP)) || \
-    defined(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT) &&                                                                                             \
-        (defined(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP) || defined(CCAPI_ENABLE_EXCHANGE_BITMART))
-
+#if CCAPI_REQUIRES_INFLATE_STREAM
   InflateStream inflater;
-
 #endif
 
   std::array<char, CCAPI_JSON_PARSE_BUFFER_SIZE> jsonParseBuffer;