Release

README.md

@@ -32,7 +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)
       - [Complex request parameters](#complex-request-parameters-1)
       - [Send request by Websocket API](#send-request-by-websocket-api)
       - [Specify instrument type](#specify-instrument-type)
@@ -44,6 +43,9 @@
       - [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)
+      - [Reduce build time](#reduce-build-time)
   - [Performance Tuning](#performance-tuning)
   - [Known Issues and Workarounds](#known-issues-and-workarounds)
 
@@ -60,6 +62,7 @@
   * 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 [email protected].
+* 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.
@@ -700,11 +703,11 @@ 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");
 ```
@@ -767,9 +770,6 @@ 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) or connect to an IP address (e.g. ws://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.
 ```
@@ -1073,7 +1073,17 @@ 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");
+```
 
+#### 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 ...`).

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)

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)

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;
+}

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

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;  // forward declaration instead of including full header!
+
+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_

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();
   }

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

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;

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))));
     }

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();
 

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{};

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);