v1.0.0

1.0.0 (2024-11-16)

⚠ BREAKING CHANGES

• macro namings have been changed and unified

Features

• add adverse selection guard (20ad46d)
• add and test python binding (9efa963)
• add ascendex (a684d85)
• add balances and positions endpoints for binance family (6c13277)
• add binance and binance futures (ec383e7)
• add Bitfinex execution management service (a1ea659)
• add bitfinex send request by websocket (1b9a15a)
• add bitfinex send request by websocket (ee5fbef)
• add bitget execution management service (cb40fbe)
• add bitmart execution management service (b0c23c5)
• add bitmart market data service (073ba9c)
• add bybit execution management service (1d01298)
• add bybit market data service (e9c2cf2)
• add bybit-derivatives execution management service (42bd522)
• add bybit-derivatives market data service (c91a074)
• add c# support (4c3a4de)
• add coinbase get account (b76ddf4)
• add custom event handler (4bd068b)
• add draft for rest query for trades, candlesticks, and market depth - binance (61a0c73)
• add draft for rest query for trades, candlesticks, and market depth - bybit (8a68969)
• add draft for rest query for trades, candlesticks, and market depth - kucoin (a4c4d8e)
• add draft for rest query for trades, candlesticks, and market depth - okx (cfb7c91)
• add ENABLE_UPDATE_ORDER_BOOK_TICK_BY_TICK env var to market making application (49c00e4)
• add execution management for crypto.com (78d92b6)
• add feature for streaming exchange provided candlestick (237998b)
• add fields to kucoin instrument and order info (6adfd99)
• add first draft for generic private request (773b60f)
• add first draft for kucoin execution management (62a6961)
• add ftx market data (752c24a)
• add ftx order book checksum (91f6899)
• add GET_INSTRUMENT endpoint (e3efa59)
• add huobi higher frequency order book (11c0b3f)
• add huobi order subscription trade details (58976ae)
• add huobi-usdt-swap execution management (08d214c)
• add huobi-usdt-swap market data (db8ecfe)
• add java binding (d32f42b)
• add kucoin subscription and data parsing logics (5d9b0ae)
• add kucoin-futures execution management service (cecd85e)
• add market data service for kraken futures (b0dd5da)
• add market data service for kucoin futures (a77d585)
• add mexc and mexc-futures market data service (605b2e3)
• add mexc execution management service (5d27bc3)
• add OHLC stream, test, and update README.md (0f72515)
• add okex websocket for order execution (4214146)
• add okex-perpetual-swap market data (a03fb78)
• add options for order direciton reversion (5c03f3d)
• add ping pong on application level (b4e6051)
• add second draft for generic private request (87a4cbc)
• add second draft for kucoin execution management (5bfc925)
• add secondary correlation id (f039c69)
• add support for generic public subscription (6a785e4)
• add support for go binding (9917bd8)
• add support for javascript binding (cf32f73)
• add taker action for market making application (21cba62)
• add trades market data streaming (c9b7bdc)
• add user-defined timer (7c8abdc)
• add websocket order updates (0dcd880)
• add whitebit market data service (f46c230)
• complete ErisX integration (839a475)
• deribit execution management (6c2b95f)
• deribit market data (814fa3e)
• execution management bitmex (0792a8c)
• execution management coinbase (a319337)
• execution management for gateio (7c95966)
• execution management gemini (9111d50)
• execution management huobi (0865391)
• finalize adding bitstamp execution management service (cfa254e)
• finalize adding start time to spot market making app (d9f94af)
• finalize Huobi websocket order update and private trade (a2e9e75)
• finalize kraken execution management; improve spot market making backtest speed (044cc3a)
• finalize kucoin execution management (e1e432c)
• finalize paper trade mode for spot market making application (2bc52f7)
• finalize spot market makng application in beta (9df4263)
• gemini websocket order updates (b9f72e7)
• get all available instruments (be0475c)
• immediate submit new orders after complete fill (77d0a6f)
• implement cancel all open orders for bybit (056bb54)
• kraken futures execution management service (1403c80)
• kucoin spot margin trading interface (ebb978d)
• let end user extend service class (3087f80)
• make binance-margin easier (58d11a4)
• make binance-margin easier (54d10a7)
• make binance-margin easier (67d14b7)
• making book update messages available (bf22fc8)
• market data for gateio (4446372)
• market data for gateio perpetual futures (8487179)
• market data service for crypto.com (708946d)
• override exchange url at runtime (030fe30)
• polish backtest engine (a628e79)
• send generic public requests (dd8c450)
• support BALANCE_UPDATE and POSITION_UPDATE in okx (e3a3d07)
• Update Bitget market service APIs and WS from v1 to v2; add: candlestick market data operations (4b41c2c)
• Update WebSocket to v5 for Bybit spot market service (7fda872)
• Updated Bitget execution services for futures markets from V1 to V2; add: balance and positions updates (#485) (7f90912)
• Updated REST APIs for Bybit market services from v3 to v5 (cbecea2)
• upgrade bybit API from v3 to v5 (fa26678)

Bug Fixes

• access the individual fields of a FIX message when using Python binding (1ccc1d8)
• add accidentally removed default constructor for python bindings; remove RAPIDJSON_ASSERT (f4a366c)
• add back accidentally removed brace (8348daf)
• add example for python multiple subscription (1a9e9af)
• add kraken application level ping pong (fa51675)
• add kucoin private trade client order id (a65b9b4)
• add market impact factor in backtest (d15959d)
• add message time to FTX order updates (6cbd0a8)
• add missing fields for ascendex (b89ea4e)
• add missing fields for okex (f8cf7f2)
• add one more public method for Request (b753ce1)
• add ping handler (ed08ff3)
• add placeholders for exchagnes other than coinbase (3978737)
• always cancel open orders on ws reconnect (c9813ef)
• always cancel open orders on ws reconnect (1c09b42)
• always cancel open orders on ws reconnect (cf24eba)
• always cancel open orders on ws reconnect (abf6abb)
• avoid logging account balance when both base and quote balances are zero (de887f1)
• avoid negative wait time in corner cases (5103257)
• backtest segmentation fault due to getAccountBalances (5b955bf)
• binance client order id (0b53826)
• binance client order id (6f23e58)
• binance no longer supports depth 1 (0470807)
• binance order status update (a270b3b)
• binance order status update (3ae209c)
• binance ORIGINAL_CLIENT_ORDER_ID from ORDER_UPDATE (491ab9a)
• binance send the listenKey ping at continuous intervals (0c2f785)
• binance signReqeustForRestGenericPrivateRequest (5ade5ff)
• binance subscribe to bookTicker stream when requested market depth is 1 (cb5c3d4)
• binance SUBSCRIPTION_STARTED correlation id (dc6a71a)
• binance_futures unit test variable overflow (6fa83ce)
• bitfinex first trade message (bd9ae43)
• bitfinex order instrument; ftx market order (ff349d9)
• bitget spot and futures websocket handshake error (3f597cc)
• bitget-futures parse json response (b722edd)
• bitmex pong message parsing error (c4ea971)
• bitstamp asset is uppercase (fc9663d)
• bitstamp client_order_id (e240b9c)
• bitstamp EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE (6be8d13)
• bitstamp extractInstrumentInfo function (d63364e)
• bitstamp get instruments info (7c357e7)
• bitstamp header for generic private requests (e6268b2)
• broken market data trade subscription (edf4dca)
• bybit and kucoin correlation id (740a7b2)
• bybit and mexc market data service (13d6b8b)
• bybit client order id (958a657)
• bybit derivatives market depth (697647c)
• CentOS segmentation fault (1a21e5d)
• change binance us params from request body to query string (cee9fc7)
• change default value for httpMaxNumRetry and httpMaxNumRedirect to 1 (33a8c62)
• clarify paper trading in README.md (a756934)
• clarify paper trading in README.md (5d63934)
• code crash if gemini websocket connection fails (e2b384a)
• compare decimals in scientific notations (d1efc4d)
• connection bug (651b426)
• correct rsi calculation details (4693508)
• correct taker order details (13a8f42)
• cppling (2baede7)
• cppling (7c8d7a2)
• cpplint (4a03d67)
• cpplint (6e8c77b)
• cpplint (f81401d)
• cpplint (2182bd5)
• cpplint (5386328)
• cpplint errors (bd4621b)
• cryptocom websocket heartbeat (e689da4)
• cryptocom websocket heartbeat (5c45c9a)
• cryptocom websocket heartbeat (7253aa2)
• decompression memory leak (1c020d7)
• details about okex (1e98864)
• error handling for fetching market depth initial snapshot (6470726)
• extend lifetime of connection variable to avoid crash (22f3e8a)
• extract account info error and subscribe ORDER_UPDATE error in bitget_futures (4f957be)
• extract account info in binance derivatives error (573d078)
• fix accidental changes made in include/ccapi_cpp/service/ccapi_market_data_service_coinbase.h (2f02a50)
• fix bitmex trade message type tu vs te (753e32b)
• fix boost (1141665)
• fix build errors (71c6703)
• fix build failure after clang formatting (8a5f0ab)
• fix build_cmake.yml (78a1d7d)
• fix compile error in execution management (f0393c1)
• fix example build CMakeLists.txt (8927fa5)
• fix FIX API two writes in a row (e1273a8)
• fix incorrect indendation in binding/python/example/src/market_data_simple/main.py (7a9acee)
• fix linting errors (dae0778)
• fix long type overflow (6ff9b45)
• fix MARKET_DEPTH_RETURN_UPDATE logic (c49b8b7)
• Fix readme formatting (b6f8f5a)
• fix time resolution (b5a703a)
• fix various issues in kucoin and base class code (505a4ae)
• FTX cancel order by client order id (be51baf)
• ftx CLIENT_ORDER_ID from PRIVATE_TRADE (38a95de)
• FTX heartbeat non-compliance (b6ab07a)
• ftx json parsing (790fde8)
• ftx json parsing (dbfcc41)
• ftx market data message parse as string instead of float/double (ded9021)
• ftx rest base url (b2915e1)
• ftx subaccount (886ba47)
• gateio ping timeouts and wallet balances (394b9f6)
• gateio TRADE_ID and IS_BUYER_MAKER (9278630)
• gemini get instruments (8daad5b)
• gemini nonce issue for concurrent order submissions (43789fa)
• gemini, kraken, and bitfinex (ec5f2d4)
• github workflow (8b3306a)
• github workflow (573559e)
• heartbeat for cryptocom and kraken-futures (2e6478d)
• hot fix incorrect service name in subscription (256eaf3)
• hotfix ioContextPtr file descriptor leak (b486e37)
• hotfix OHLC empty data (6e59d67)
• http request failure (24783fd)
• crypto-chassis#432 (45dc8fe)
• huobi generic public subscription (80c4530)
• huobi instrument info parsing (8eab8e1)
• huobi order info parsing (fe370d9)
• huobi private requests (9e0ff8f)
• huobi subscribe to both order update and private trade (e1bfd6f)
• huobi trade market data sometimes receive numbers in scientific notation (56ba97f)
• Kucoin connection fail and retry logic (3fd8809)
• kucoin futures get order by client order id (06bbe1c)
• Kucoin ping pong timing issue (2ff165d)
• kucoin ping/pong (5d6cdb6)
• kucoin-futures subscription issue #462 (58d2e1d)
• market making app publc trade first message (41ca713)
• mexc order quantity in order update message (61199c3)
• move enableMarketMaking to the correct location in market making application (c12d593)
• namespace in logger (ce47ef7)
• need different inflate_bits for huobi and okex (24f0874)
• negative Decimal in scientific notation (8cf2776)
• no correlation Id returned by event notifying orderbook subscription with Gate.io (27b995a)
• nullptr exception (341f620)
• nullptr exception (de7a8ac)
• okex get open orders without symbol (397cb39)
• okex market data websocket sporadic parsing error (cd4e36b)
• okx subscribe to both order update and private trade (1062469)
• okx vip data stream (ce296ab)
• paper trading doesn't produce private trades (a9921f2)
• prefix CCAPI_ to ENABLE_... macros to avoid potential name conflicts in end user code (8a55910)
• Prevent out-of-bounds access in ceilSearch function (65de4ce)
• print double with enough precision (c98168c)
• python binding CMakeLists.txt regression in commands (69451f9)
• rapidjson error handling (4be60a5)
• read orderLinkId from bybit order updates (0a0ca73)
• regression in ccapi_execution_management_service.h (35334e4)
• regression on kucoin (a8a0b2e)
• remove huobi invalid action ping from execution management (5e6f4d8)
• remove shadowed variable (19908de)
• remove unintended recursive call in include/ccapi_cpp/ccapi_util_private.h (3876039)
• remove unneeded newlines in download_historical_market_data.py (990e18f)
• rename name to exchangeName in class Service which would otherwise conflict with C++ internals (b45c743)
• request specific url (d49ad11)
• reset http connection timeout each time the connection is used (1f50826)
• resolve merge conflicts (5066737)
• rewrite internal date functions (a8f2d5f)
• small bug fix (edb192e)
• small bug fix (4f9e28e)
• small fix (a0768bc)
• small fix (efba795)
• small fix (b095999)
• small fix (7ed2df6)
• small fix (c3c5620)
• small fixes (5650ae7)
• small fixes (93c4799)
• small fixes (e632a47)
• small fixes (2c994fd)
• small fixes (0513d44)
• small fixes (d58ce3a)
• small fixes (833d55c)
• small fixes (0c9691a)
• small fixes (07a4099)
• small fixes (eeb36b4)
• small fixes (c796c71)
• small fixes (c88f43b)
• small fixes (fb12746)
• small fixes (138b9c5)
• small fixes (5c1b923)
• small fixes (c56504f)
• small fixes for mexc (f6bf6ef)
• small regression (94fe95d)
• small regression (64f9f42)
• spot market making app account balance last row timestamp (2970520)
• spot market making app paper traing mode available balance proportion (70df7b5)
• std::transform segfault (aff3b50)
• string printing issue (cdc3402)
• timestamp for Message::Type::SESSION_CONNECTION_UP in market making app (edb3f46)
• timestamp for Message::Type::SESSION_CONNECTION_UP in market making app (e655390)
• timestamp for Message::Type::SESSION_CONNECTION_UP in market making app (50bed0f)
• try again on dns and connection handshake failures (452ab3c)
• typo (d306e3a)
• typo in include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h (e97b00d)
• typos (d0a8947)
• update app/src/spot_market_making/config.env.example (3c2ae75)
• update build_cmake.yml (9cd437c)
• update include/ccapi_cpp/ccapi_util_private.h (79fabb8)
• update README.md (114c719)
• url typo for binance futures (2e845ea)
• various fixes (518a15a)
• various fixes (f8a6a3d)
• various fixes on experimental features (53b1cb4)
• various hotfixes (8a949fa)
• write correct correlationIdList in SUBSCRIPTION_STARTED message for certain exchanges (0f7f8fd)

Performance Improvements

• add options to fine tune buffer size (8c31d10)
• add removeAll method in class Queue (67034d4)
• disable nagle algorithm (9f8c49c)
• focused optimizations on emplace semantics (0d4c086)
• ftx BBO should use CCAPI_WEBSOCKET_FTX_BASE_CHANNEL_ORDERBOOKS (20ce60c)
• improve app backtest compile speed (29a5e3f)
• improve ssl context (f2b2f58)
• make rapidjson use kParseNumbersAsStringsFlag (8ebd8f4)
• several improvements in utility functions (a4058e6)
• various optimizations for speed (46d3c20)

Reverts

• Revert "docs: add @file command for session.h" (b6e9f9e)
• Revert "chore: make code from community member to be formatted using google style" (83a5c3f)
• Revert "Changes" (74cae20)
• Revert "Upgrade: asio and websocketpp" (6932800)

Code Refactoring

• comprehensive refactoring to get codebase ready to add feature execution management (ee35f9a)