Merge pull request #243 from crypto-chassis/develop

Release

README.md

@@ -55,8 +55,8 @@
 * Code closely follows Bloomberg's API: https://www.bloomberg.com/professional/support/api-library/.
 * It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
 * Supported exchanges:
-  * Market data: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okex, erisx, kucoin, kucoin-futures, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures.
-  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okex, erisx, kucoin, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures.
+  * Market data: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okex, erisx, kucoin, kucoin-futures, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom.
+  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okex, erisx, kucoin, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom.
   * FIX: coinbase, gemini, ftx, ftx-us.
 * A spot market making application is provided as an end-to-end solution for liquidity providers.
 * A single order execution application is provided as an end-to-end solution for executing large orders.

app/credential.env.example

@@ -8,6 +8,9 @@ GEMINI_API_SECRET=''
 KRAKEN_API_KEY=''
 KRAKEN_API_SECRET=''
 
+BITFINEX_API_KEY=''
+BITFINEX_API_SECRET=''
+
 BINANCE_API_KEY=''
 BINANCE_API_SECRET=''
 
@@ -34,3 +37,6 @@ FTX_US_API_SUBACCOUNT=''
 
 GATEIO_API_KEY=''
 GATEIO_API_SECRET=''
+
+CRYPTOCOM_API_KEY=''
+CRYPTOCOM_API_SECRET=''

app/include/app/event_handler_base.h

@@ -166,9 +166,9 @@ class EventHandlerBase : public EventHandler {
               auto remainingQuantity = element.getValue(CCAPI_EM_ORDER_REMAINING_QUANTITY);
               bool filled = false;
               if (!quantity.empty() && !cumulativeFilledQuantity.empty()) {
-                filled = UtilString::normalizeDecimalString(quantity) == UtilString::normalizeDecimalString(cumulativeFilledQuantity);
+                filled = Decimal(quantity).toString() == Decimal(cumulativeFilledQuantity).toString();
               } else if (!remainingQuantity.empty()) {
-                filled = UtilString::normalizeDecimalString(remainingQuantity) == "0";
+                filled = Decimal(remainingQuantity).toString() == "0";
               }
               if (filled) {
                 this->numOpenOrders -= 1;
@@ -525,9 +525,7 @@ class EventHandlerBase : public EventHandler {
       const auto& messageTimeReceived = firstMessage.getTimeReceived();
       const auto& messageTimeReceivedISO = UtilTime::getISOTimestamp(messageTimeReceived);
       if (firstMessage.getType() == Message::Type::RESPONSE_ERROR) {
-        for (const auto& element : firstMessage.getElementList()) {
-          APP_LOGGER_ERROR("Received an error: " + element.getValue(CCAPI_ERROR_MESSAGE) + ".");
-        }
+        APP_LOGGER_ERROR(event.toStringPretty() + ".");
       }
       if (std::find(correlationIdList.begin(), correlationIdList.end(), std::string("CREATE_ORDER_") + CCAPI_EM_ORDER_SIDE_BUY) != correlationIdList.end() ||
           std::find(correlationIdList.begin(), correlationIdList.end(), std::string("CREATE_ORDER_") + CCAPI_EM_ORDER_SIDE_SELL) != correlationIdList.end() ||
@@ -581,8 +579,9 @@ class EventHandlerBase : public EventHandler {
           this->accountBalanceCsvWriter->flush();
         }
         if (this->numOpenOrders == 0) {
+          size_t oldRequestListSize = requestList.size();
           this->placeOrders(requestList, messageTimeReceived);
-          this->numOpenOrders = requestList.size();
+          this->numOpenOrders = requestList.size() - oldRequestListSize;
         }
       } else if (std::find(correlationIdList.begin(), correlationIdList.end(), "GET_INSTRUMENT") != correlationIdList.end()) {
         const auto& element = firstMessage.getElementList().at(0);
@@ -691,9 +690,9 @@ class EventHandlerBase : public EventHandler {
         if (message.getType() == Message::Type::SESSION_CONNECTION_UP) {
           for (const auto& correlationId : message.getCorrelationIdList()) {
             if (correlationId == PRIVATE_SUBSCRIPTION_DATA_CORRELATION_ID) {
-              const auto& messageTime = message.getTime();
-              const auto& messageTimeISO = UtilTime::getISOTimestamp(messageTime);
-              this->cancelOpenOrders(requestList, messageTime, messageTimeISO, true);
+              const auto& messageTimeReceived = message.getTimeReceived();
+              const auto& messageTimeReceivedISO = UtilTime::getISOTimestamp(messageTimeReceived);
+              this->cancelOpenOrders(requestList, messageTimeReceived, messageTimeReceivedISO, true);
             }
           }
         }

app/user_specified_cmake_include.cmake.example

@@ -25,6 +25,8 @@ endif()
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_GATEIO)
 #
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_CRYPTOCOM)
+#
 # find_package(ZLIB REQUIRED)
 # link_libraries(ZLIB::ZLIB)
 

binding/user_specified_cmake_include.cmake.example

@@ -43,6 +43,8 @@ include_guard(DIRECTORY)
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_GATEIO)
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_GATEIO_PERPETUAL_FUTURES)
 #
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_CRYPTOCOM)
+#
 # add_compile_definitions(CCAPI_ENABLE_LOG_TRACE)
 #
 # add_compile_definitions(CCAPI_ENABLE_LOG_DEBUG)

include/ccapi_cpp/ccapi_macro.h

@@ -114,6 +114,9 @@
 #ifndef CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES
 #define CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES "gateio-perpetual-futures"
 #endif
+#ifndef CCAPI_EXCHANGE_NAME_CRYPTOCOM
+#define CCAPI_EXCHANGE_NAME_CRYPTOCOM "cryptocom"
+#endif
 // #ifndef CCAPI_EXCHANGE_NAME_BYBIT
 // #define CCAPI_EXCHANGE_NAME_BYBIT "bybit"
 // #endif
@@ -265,6 +268,8 @@
 #define CCAPI_WEBSOCKET_GATEIO_PERPETUAL_FUTURES_CHANNEL_TRADES "futures.trades"
 #define CCAPI_WEBSOCKET_GATEIO_PERPETUAL_FUTURES_CHANNEL_BOOK_TICKER "futures.book_ticker"
 #define CCAPI_WEBSOCKET_GATEIO_PERPETUAL_FUTURES_CHANNEL_ORDER_BOOK "futures.order_book"
+#define CCAPI_WEBSOCKET_CRYPTOCOM_CHANNEL_TRADE "trade.{instrument_name}"
+#define CCAPI_WEBSOCKET_CRYPTOCOM_CHANNEL_BOOK "book.{instrument_name}.{depth}"
 // #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_TRADE "trade"
 // #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_BOOK_TICKER "bookTicker"
 // #define CCAPI_WEBSOCKET_BYBIT_CHANNEL_DEPTH "depth"
@@ -587,6 +592,9 @@
 #ifndef CCAPI_GATEIO_PERPETUAL_FUTURES_URL_REST_BASE
 #define CCAPI_GATEIO_PERPETUAL_FUTURES_URL_REST_BASE "https://fx-api.gateio.ws"
 #endif
+#ifndef CCAPI_CRYPTOCOM_URL_REST_BASE
+#define CCAPI_CRYPTOCOM_URL_REST_BASE "https://api.crypto.com"
+#endif
 // #ifndef CCAPI_BYBIT_URL_REST_BASE
 // #define CCAPI_BYBIT_URL_REST_BASE "https://api.bybit.com"
 // #endif
@@ -686,6 +694,9 @@
 #ifndef CCAPI_GATEIO_PERPETUAL_FUTURES_URL_WS_BASE
 #define CCAPI_GATEIO_PERPETUAL_FUTURES_URL_WS_BASE "wss://fx-ws.gateio.ws"
 #endif
+#ifndef CCAPI_CRYPTOCOM_URL_WS_BASE
+#define CCAPI_CRYPTOCOM_URL_WS_BASE "wss://stream.crypto.com"
+#endif
 // #ifndef CCAPI_BYBIT_URL_WS_BASE
 // #define CCAPI_BYBIT_URL_WS_BASE "https://api.bybit.com"
 // #endif
@@ -884,6 +895,12 @@
 #ifndef CCAPI_GATEIO_PERPETUAL_FUTURES_API_SECRET
 #define CCAPI_GATEIO_PERPETUAL_FUTURES_API_SECRET "GATEIO_PERPETUAL_FUTURES_API_SECRET"
 #endif
+#ifndef CCAPI_CRYPTOCOM_API_KEY
+#define CCAPI_CRYPTOCOM_API_KEY "CRYPTOCOM_API_KEY"
+#endif
+#ifndef CCAPI_CRYPTOCOM_API_SECRET
+#define CCAPI_CRYPTOCOM_API_SECRET "CRYPTOCOM_API_SECRET"
+#endif
 // #ifndef CCAPI_BYBIT_API_KEY
 // #define CCAPI_BYBIT_API_KEY "BYBIT_API_KEY"
 // #endif

include/ccapi_cpp/ccapi_session.h

@@ -73,6 +73,9 @@
 #ifdef CCAPI_ENABLE_EXCHANGE_GATEIO_PERPETUAL_FUTURES
 #include "ccapi_cpp/service/ccapi_market_data_service_gateio_perpetual_futures.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_CRYPTOCOM
+#include "ccapi_cpp/service/ccapi_market_data_service_cryptocom.h"
+#endif
 #endif
 // end: enable exchanges for market data
 
@@ -144,6 +147,9 @@
 #ifdef CCAPI_ENABLE_EXCHANGE_GATEIO_PERPETUAL_FUTURES
 #include "ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_CRYPTOCOM
+#include "ccapi_cpp/service/ccapi_execution_management_service_cryptocom.h"
+#endif
 #endif
 // end: enable exchanges for execution management
 
@@ -311,6 +317,10 @@ class Session {
     this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES] =
         std::make_shared<MarketDataServiceGateioPerpetualFutures>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_CRYPTOCOM
+    this->serviceByServiceNameExchangeMap[CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_CRYPTOCOM] =
+        std::make_shared<MarketDataServiceCryptocom>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #endif
 #ifdef CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT
 #ifdef CCAPI_ENABLE_EXCHANGE_COINBASE
@@ -402,6 +412,10 @@ class Session {
     this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES] =
         std::make_shared<ExecutionManagementServiceGateioPerpetualFutures>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_CRYPTOCOM
+    this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_CRYPTOCOM] =
+        std::make_shared<ExecutionManagementServiceCryptocom>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #endif
 #ifdef CCAPI_ENABLE_SERVICE_FIX
 #ifdef CCAPI_ENABLE_EXCHANGE_COINBASE

include/ccapi_cpp/ccapi_session_configs.h

@@ -123,6 +123,10 @@ class SessionConfigs CCAPI_FINAL {
         {CCAPI_TRADE, CCAPI_WEBSOCKET_GATEIO_PERPETUAL_FUTURES_CHANNEL_TRADES},
         {CCAPI_MARKET_DEPTH, CCAPI_WEBSOCKET_GATEIO_PERPETUAL_FUTURES_CHANNEL_ORDER_BOOK},
     };
+    std::map<std::string, std::string> fieldWebsocketChannelMapCryptocom = {
+        {CCAPI_TRADE, CCAPI_WEBSOCKET_CRYPTOCOM_CHANNEL_TRADE},
+        {CCAPI_MARKET_DEPTH, CCAPI_WEBSOCKET_CRYPTOCOM_CHANNEL_BOOK},
+    };
     for (auto const& fieldWebsocketChannel : fieldWebsocketChannelMapCoinbase) {
       this->exchangeFieldMap[CCAPI_EXCHANGE_NAME_COINBASE].push_back(fieldWebsocketChannel.first);
     }
@@ -192,6 +196,9 @@ class SessionConfigs CCAPI_FINAL {
     for (auto const& fieldWebsocketChannel : fieldWebsocketChannelMapGateioPerpetualFutures) {
       this->exchangeFieldMap[CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES].push_back(fieldWebsocketChannel.first);
     }
+    for (auto const& fieldWebsocketChannel : fieldWebsocketChannelMapCryptocom) {
+      this->exchangeFieldMap[CCAPI_EXCHANGE_NAME_CRYPTOCOM].push_back(fieldWebsocketChannel.first);
+    }
     for (auto& x : this->exchangeFieldMap) {
       x.second.push_back(CCAPI_GENERIC_PUBLIC_SUBSCRIPTION);
     }
@@ -220,6 +227,7 @@ class SessionConfigs CCAPI_FINAL {
         {CCAPI_EXCHANGE_NAME_DERIBIT, fieldWebsocketChannelMapDeribit},
         {CCAPI_EXCHANGE_NAME_GATEIO, fieldWebsocketChannelMapGateio},
         {CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES, fieldWebsocketChannelMapGateioPerpetualFutures},
+        {CCAPI_EXCHANGE_NAME_CRYPTOCOM, fieldWebsocketChannelMapCryptocom},
     };
     this->urlWebsocketBase = {
         {CCAPI_EXCHANGE_NAME_COINBASE, CCAPI_COINBASE_URL_WS_BASE},
@@ -228,7 +236,7 @@ class SessionConfigs CCAPI_FINAL {
         {CCAPI_EXCHANGE_NAME_KRAKEN_FUTURES, CCAPI_KRAKEN_FUTURES_URL_WS_BASE},
         {CCAPI_EXCHANGE_NAME_BITSTAMP, CCAPI_BITSTAMP_URL_WS_BASE},
         // Bitfinex has different urls for public and private APIs. Here it is only a placeholder for subscription grouping purposes.
-        {CCAPI_EXCHANGE_NAME_BITFINEX, "CCAPI_BITFINEX_URL_WS_BASE"},
+        {CCAPI_EXCHANGE_NAME_BITFINEX, ""},
         {CCAPI_EXCHANGE_NAME_BITMEX, CCAPI_BITMEX_URL_WS_BASE},
         {CCAPI_EXCHANGE_NAME_BINANCE_US, CCAPI_BINANCE_US_URL_WS_BASE},
         {CCAPI_EXCHANGE_NAME_BINANCE, CCAPI_BINANCE_URL_WS_BASE},
@@ -248,6 +256,7 @@ class SessionConfigs CCAPI_FINAL {
         {CCAPI_EXCHANGE_NAME_DERIBIT, CCAPI_DERIBIT_URL_WS_BASE},
         {CCAPI_EXCHANGE_NAME_GATEIO, CCAPI_GATEIO_URL_WS_BASE},
         {CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES, CCAPI_GATEIO_PERPETUAL_FUTURES_URL_WS_BASE},
+        {CCAPI_EXCHANGE_NAME_CRYPTOCOM, CCAPI_CRYPTOCOM_URL_WS_BASE},
     };
     this->initialSequenceByExchangeMap = {{CCAPI_EXCHANGE_NAME_GEMINI, 0}, {CCAPI_EXCHANGE_NAME_BITFINEX, 1}};
   }
@@ -277,6 +286,7 @@ class SessionConfigs CCAPI_FINAL {
         {CCAPI_EXCHANGE_NAME_DERIBIT, CCAPI_DERIBIT_URL_REST_BASE},
         {CCAPI_EXCHANGE_NAME_GATEIO, CCAPI_GATEIO_URL_REST_BASE},
         {CCAPI_EXCHANGE_NAME_GATEIO_PERPETUAL_FUTURES, CCAPI_GATEIO_PERPETUAL_FUTURES_URL_REST_BASE},
+        {CCAPI_EXCHANGE_NAME_CRYPTOCOM, CCAPI_CRYPTOCOM_URL_REST_BASE},
     };
   }
   void initializUrlFixBase() {