Merge pull request #413 from crypto-chassis/develop

Release

.github/workflows/test.yml

@@ -188,9 +188,11 @@ jobs:
         set(ENV{PATH} "$ENV{GITHUB_WORKSPACE}${path_separator}$ENV{PATH}")
 
         if ("$ENV{GITHUB_EVENT_NAME}" STREQUAL "push")
-          set(ENV{BUILD_TYPE} "Release")
+          set(ENV{CMAKE_BUILD_TYPE} "Release")
+          set(ENV{DOTNET_BUILD_CONFIGURATION} "Release")
         else()
-          set(ENV{BUILD_TYPE} "Debug")
+          set(ENV{CMAKE_BUILD_TYPE} "Debug")
+          set(ENV{DOTNET_BUILD_CONFIGURATION} "Debug")
         endif()
 
         execute_process(
@@ -199,7 +201,7 @@ jobs:
             -DBUILD_TEST_UNIT=ON
             -S test
             -B test/build
-            -D CMAKE_BUILD_TYPE=$ENV{BUILD_TYPE}
+            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
             -G Ninja
             -D CMAKE_MAKE_PROGRAM=ninja
             # -D CMAKE_C_COMPILER_LAUNCHER=ccache
@@ -214,7 +216,7 @@ jobs:
           COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
             -S example
             -B example/build
-            -D CMAKE_BUILD_TYPE=$ENV{BUILD_TYPE}
+            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
             -G Ninja
             -D CMAKE_MAKE_PROGRAM=ninja
             # -D CMAKE_C_COMPILER_LAUNCHER=ccache
@@ -230,10 +232,12 @@ jobs:
             COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
               -DBUILD_PYTHON=ON
               -DBUILD_JAVA=ON
+              -DBUILD_CSHARP=ON
               -DBUILD_TEST=ON
               -S binding
               -B binding/build
-              -D CMAKE_BUILD_TYPE=$ENV{BUILD_TYPE}
+              -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
+              -D DOTNET_BUILD_CONFIGURATION=$ENV{DOTNET_BUILD_CONFIGURATION}
               -G Ninja
               -D CMAKE_MAKE_PROGRAM=ninja
               # -D CMAKE_C_COMPILER_LAUNCHER=ccache
@@ -249,7 +253,7 @@ jobs:
           COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
             -S performance
             -B performance/build
-            -D CMAKE_BUILD_TYPE=$ENV{BUILD_TYPE}
+            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
             -G Ninja
             -D CMAKE_MAKE_PROGRAM=ninja
             # -D CMAKE_C_COMPILER_LAUNCHER=ccache
@@ -264,7 +268,7 @@ jobs:
           COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
             -S app
             -B app/build
-            -D CMAKE_BUILD_TYPE=$ENV{BUILD_TYPE}
+            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
             -G Ninja
             -D CMAKE_MAKE_PROGRAM=ninja
             # -D CMAKE_C_COMPILER_LAUNCHER=ccache

README.md

@@ -51,7 +51,7 @@
 <!-- END doctoc generated TOC please keep comment here to allow auto update -->
 # ccapi
 * A header-only C++ library for streaming market data and executing trades directly from cryptocurrency exchanges (i.e. the connections are between your server and the exchange server without anything in-between).
-* Bindings for other languages such as Python, Java, and C# are provided.
+* Bindings for other languages such as Python, Java, C#, and Go are provided.
 * 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:
@@ -109,7 +109,7 @@
 mkdir binding/build
 cd binding/build
 rm -rf * (if rebuild from scratch)
-cmake -DBUILD_PYTHON=ON -DBUILD_VERSION=1.0.0 .. (Use -DBUILD_JAVA=ON if the target language is Java, -DBUILD_CSHARP=ON if the target language is C#)
+cmake -DBUILD_PYTHON=ON -DBUILD_VERSION=1.0.0 .. (Use -DBUILD_JAVA=ON if the target language is Java, -DBUILD_CSHARP=ON if the target language is C#, -DBUILD_GO=ON if the target language is Go)
 cmake --build .
 ```
 * The packaged build artifacts are located in the `binding/build/<language>/packaging/<BUILD_VERSION>` directory. SWIG generated raw files and build artifacts are located in the `binding/build/<language>/ccapi_binding_<language>` directory.
@@ -177,6 +177,19 @@ env LD_LIBRARY_PATH="$LD_LIBRARY_PATH:../../../build/csharp/packaging/1.0.0" dot
   * "error CS0246: The type or namespace name 'ccapi' could not be found". Check that you aren't missing the ccapi assembly reference.
   * "System.DllNotFoundException: Unable to load shared library 'ccapi_binding_csharp.so' or one of its dependencies.". Check that environment variable `LD_LIBRARY_PATH` includes `binding/build/csharp/packaging/1.0.0`.
 
+[Go](binding/go/example)
+* Go API is nearly identical to C++ API and covers nearly all the functionalities from C++ API.
+* Build and install the Go binding as shown [above](#non-c).
+* Inside a concrete example directory (e.g. binding/go/example/market_data_simple_subscription), run
+```
+go clean (if rebuild from scratch)
+source ../../../build/go/packaging/1.0.0/export_compiler_options.sh (this step is important)
+go build .
+./main
+```
+* Troubleshoot:
+  * Some C/C++ header files not found. Check that you sourced the export_compiler_options.sh file which provides important environment variables needed by the cgo tool.
+
 ## Documentations
 
 ### Simple Market Data
@@ -187,7 +200,7 @@ For a specific exchange and instrument, get recents trades.
 
 **Code 1:**
 
-[C++](example/src/market_data_simple_request/main.cpp) / [Python](binding/python/example/market_data_simple_request/main.py) / [Java](binding/java/example/market_data_simple_request/Main.java) / [C#](binding/csharp/example/market_data_simple_request/MainProgram.cs)
+[C++](example/src/market_data_simple_request/main.cpp) / [Python](binding/python/example/market_data_simple_request/main.py) / [Java](binding/java/example/market_data_simple_request/Main.java) / [C#](binding/csharp/example/market_data_simple_request/MainProgram.cs) / [Go](binding/go/example/market_data_simple_request/main.go)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -260,7 +273,7 @@ For a specific exchange and instrument, whenever the best bid's or ask's price o
 
 **Code 2:**
 
-[C++](example/src/market_data_simple_subscription/main.cpp) / [Python](binding/python/example/market_data_simple_subscription/main.py) / [Java](binding/java/example/market_data_simple_subscription/Main.java) / [C#](binding/csharp/example/market_data_simple_subscription/MainProgram.cs)
+[C++](example/src/market_data_simple_subscription/main.cpp) / [Python](binding/python/example/market_data_simple_subscription/main.py) / [Java](binding/java/example/market_data_simple_subscription/Main.java) / [C#](binding/csharp/example/market_data_simple_subscription/MainProgram.cs) / [Go](binding/go/example/market_data_simple_subscription/main.go)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -434,7 +447,7 @@ For a specific exchange and instrument, submit a simple limit order.
 
 **Code 1:**
 
-[C++](example/src/execution_management_simple_request/main.cpp) / [Python](binding/python/example/execution_management_simple_request/main.py) / [Java](binding/java/example/execution_management_simple_request/Main.java) / [C#](binding/csharp/example/execution_management_simple_request/MainProgram.cs)
+[C++](example/src/execution_management_simple_request/main.cpp) / [Python](binding/python/example/execution_management_simple_request/main.py) / [Java](binding/java/example/execution_management_simple_request/Main.java) / [C#](binding/csharp/example/execution_management_simple_request/MainProgram.cs) / [Go](binding/go/example/execution_management_simple_request/main.go)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -524,7 +537,7 @@ For a specific exchange and instrument, receive order updates.
 
 **Code 2:**
 
-[C++](example/src/execution_management_simple_subscription/main.cpp) / [Python](binding/python/example/execution_management_simple_subscription/main.py) / [Java](binding/java/example/execution_management_simple_subscription/Main.java) / [C#](binding/csharp/example/execution_management_simple_subscription/MainProgram.cs)
+[C++](example/src/execution_management_simple_subscription/main.cpp) / [Python](binding/python/example/execution_management_simple_subscription/main.py) / [Java](binding/java/example/execution_management_simple_subscription/Main.java) / [C#](binding/csharp/example/execution_management_simple_subscription/MainProgram.cs) / [Go](binding/go/example/execution_management_simple_subscription/main.go)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -767,7 +780,7 @@ For a specific exchange and instrument, submit a simple limit order.
 
 **Code:**
 
-[C++](example/src/fix_simple/main.cpp) / [Python](binding/python/example/fix_simple/main.py) / [Java](binding/java/example/fix_simple/Main.java) / [C#](binding/csharp/example/fix_simple/MainProgram.cs)
+[C++](example/src/fix_simple/main.cpp) / [Python](binding/python/example/fix_simple/main.py) / [Java](binding/java/example/fix_simple/Main.java) / [C#](binding/csharp/example/fix_simple/MainProgram.cs) / [Go](binding/go/example/fix_simple/main.go)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -911,7 +924,7 @@ An example can be found [here](example/src/market_data_advanced_subscription/mai
 
 #### Enable library logging
 
-[C++](example/src/enable_library_logging/main.cpp) / [Python](binding/python/example/enable_library_logging/main.py) / [Java](binding/java/example/enable_library_logging/Main.java) / [C#](binding/csharp/example/enable_library_logging/MainProgram.cs)
+[C++](example/src/enable_library_logging/main.cpp) / [Python](binding/python/example/enable_library_logging/main.py) / [Java](binding/java/example/enable_library_logging/Main.java) / [C#](binding/csharp/example/enable_library_logging/MainProgram.cs) / [Go](binding/go/example/enable_library_logging/main.go)
 
 Extend a subclass, e.g. `MyLogger`, from class `Logger` and override method `logMessage`. Assign a `MyLogger` pointer to `Logger::logger`. Add one of the following macros in the compiler command line: `CCAPI_ENABLE_LOG_TRACE`, `CCAPI_ENABLE_LOG_DEBUG`, `CCAPI_ENABLE_LOG_INFO`, `CCAPI_ENABLE_LOG_WARN`, `CCAPI_ENABLE_LOG_ERROR`, `CCAPI_ENABLE_LOG_FATAL`. Enable logging if you'd like to inspect raw responses/messages from the exchange for troubleshooting purposes.
 ```

binding/CMakeLists.txt

@@ -76,21 +76,18 @@ else()
   endforeach()
 endif()
 
-option(BUILD_PYTHON "Build Python Library" OFF)
-message(STATUS "Build Python: ${BUILD_PYTHON}")
-
-option(BUILD_JAVA "Build Java Library" OFF)
-message(STATUS "Build Java: ${BUILD_JAVA}")
-
-option(BUILD_CSHARP "Build C# Library" OFF)
-message(STATUS "Build C#: ${BUILD_CSHARP}")
-
 set(CMAKE_CXX_STANDARD 17)
 if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
 endif()
 get_filename_component(CCAPI_PROJECT_DIR ../ ABSOLUTE)
 message(STATUS "CCAPI_PROJECT_DIR: ${CCAPI_PROJECT_DIR}")
+find_package(OpenSSL REQUIRED)
+message(STATUS "OPENSSL_INCLUDE_DIR: ${OPENSSL_INCLUDE_DIR}")
+message(STATUS "OPENSSL_CRYPTO_LIBRARY: ${OPENSSL_CRYPTO_LIBRARY}")
+get_filename_component(OPENSSL_CRYPTO_LIBRARY_DIR ${OPENSSL_CRYPTO_LIBRARY} DIRECTORY)
+message(STATUS "OPENSSL_SSL_LIBRARY: ${OPENSSL_SSL_LIBRARY}")
+get_filename_component(OPENSSL_SSL_LIBRARY_DIR ${OPENSSL_SSL_LIBRARY} DIRECTORY)
 if(NOT CCAPI_LEGACY_USE_WEBSOCKETPP)
   message(STATUS "use boost beast websocket")
   if(NOT BOOST_INCLUDE_DIR)
@@ -145,12 +142,19 @@ else()
   set(HFFIX_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/dependency/hffix/include)
   include_directories(${CCAPI_PROJECT_DIR}/include ${WEBSOCKETPP_INCLUDE_DIR} ${BOOST_INCLUDE_DIR} ${RAPIDJSON_INCLUDE_DIR} ${HFFIX_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})
 endif()
-find_package(OpenSSL REQUIRED)
+
 link_libraries(OpenSSL::Crypto OpenSSL::SSL)
 
+find_package(ZLIB REQUIRED)
+link_libraries(ZLIB::ZLIB)
+message(STATUS "ZLIB_INCLUDE_DIRS: ${ZLIB_INCLUDE_DIRS}")
+message(STATUS "ZLIB_LIBRARIES: ${ZLIB_LIBRARIES}")
+
 set(CMAKE_POSITION_INDEPENDENT_CODE ON)
 set(SOURCE_LOGGER ${CCAPI_PROJECT_DIR}/binding/ccapi_logger.cpp)
 find_package(SWIG REQUIRED)
+message(STATUS "SWIG_VERSION: ${SWIG_VERSION}")
+message(STATUS "SWIG_EXECUTABLE: ${SWIG_EXECUTABLE}")
 include(UseSWIG)
 if(BUILD_TEST)
   include(CTest)
@@ -217,33 +221,40 @@ add_compile_definitions(CCAPI_ENABLE_EXCHANGE_MEXC_FUTURES)
 
 add_compile_definitions(CCAPI_ENABLE_EXCHANGE_WHITEBIT)
 
-find_package(ZLIB REQUIRED)
-link_libraries(ZLIB::ZLIB)
+if(CCAPI_ENABLE_LOG_ERROR)
+  add_compile_definitions(CCAPI_ENABLE_LOG_ERROR)
+endif()
 
-if(BUILD_PYTHON)
-configure_file(
-  swig_interface.i.in
-  ${CMAKE_BINARY_DIR}/python/swig_interface.i
-@ONLY)
-set(SWIG_INTERFACE ${CMAKE_BINARY_DIR}/python/swig_interface.i)
-  add_subdirectory(python)
-endif()
-
-if(BUILD_JAVA)
-configure_file(
-  swig_interface.i.in
-  ${CMAKE_BINARY_DIR}/java/swig_interface.i
-@ONLY)
-set(SWIG_INTERFACE ${CMAKE_BINARY_DIR}/java/swig_interface.i)
-  add_subdirectory(java)
-endif()
-
-if(BUILD_CSHARP)
-file(READ csharp/swig_interface_ccapi_language_specific.i SWIG_INTERFACE_CCAPI_LANGUAGE_SPECIFIC)
-configure_file(
-  swig_interface.i.in
-  ${CMAKE_BINARY_DIR}/csharp/swig_interface.i
-@ONLY)
-set(SWIG_INTERFACE ${CMAKE_BINARY_DIR}/csharp/swig_interface.i)
-  add_subdirectory(csharp)
+if(CCAPI_ENABLE_LOG_WARN)
+  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
 endif()
+
+if(CCAPI_ENABLE_LOG_INFO)
+  add_compile_definitions(CCAPI_ENABLE_LOG_INFO)
+endif()
+
+if(CCAPI_ENABLE_LOG_DEBUG)
+  add_compile_definitions(CCAPI_ENABLE_LOG_DEBUG)
+endif()
+
+if(CCAPI_ENABLE_LOG_TRACE)
+  add_compile_definitions(CCAPI_ENABLE_LOG_TRACE)
+endif()
+
+set(LANG_LIST "python" "java" "csharp" "go" "javascript")
+foreach(LANG IN LISTS LANG_LIST)
+    string(TOUPPER ${LANG} LANG_UPPER)
+    option(BUILD_${LANG_UPPER} "Build ${LANG} library" OFF)
+    message(STATUS "Build ${LANG_UPPER}: ${BUILD_${LANG_UPPER}}")
+    if(BUILD_${LANG_UPPER})
+      if(EXISTS "${CMAKE_CURRENT_SOURCE_DIR}/${LANG}/swig_interface_ccapi_language_specific.i")
+        file(READ ${LANG}/swig_interface_ccapi_language_specific.i SWIG_INTERFACE_CCAPI_LANGUAGE_SPECIFIC)
+      endif()
+      configure_file(
+        swig_interface.i.in
+        ${CMAKE_BINARY_DIR}/${LANG}/swig_interface.i
+      @ONLY)
+      set(SWIG_INTERFACE ${CMAKE_BINARY_DIR}/${LANG}/swig_interface.i)
+      add_subdirectory(${LANG})
+    endif()
+endforeach()

binding/csharp/CMakeLists.txt

@@ -55,3 +55,30 @@ add_custom_target(${CSHARP_PACKAGING_TARGET_NAME} ALL
   WORKING_DIRECTORY ${SRC_DIR_FULL}
 )
 add_dependencies(${CSHARP_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})
+
+# Test
+if(BUILD_TEST)
+  set(TEST_DIR ${CMAKE_CURRENT_BINARY_DIR}/test)
+  file(COPY example DESTINATION ${TEST_DIR})
+  set(SUBDIRECTORY_LIST "enable_library_logging" "execution_management_simple_request" "execution_management_simple_subscription" "fix_simple" "handle_exception" "market_data_multiple_subscription" "market_data_simple_request" "market_data_simple_subscription")
+  foreach(SUBDIRECTORY IN LISTS SUBDIRECTORY_LIST)
+    set(CSHARP_TEST_TARGET_NAME csharp_test_${SUBDIRECTORY})
+    add_custom_target(${CSHARP_TEST_TARGET_NAME} ALL
+      COMMAND ${DOTNET_EXECUTABLE} clean
+      COMMAND ${DOTNET_EXECUTABLE} build --property:CcapiLibraryPath=${PACKAGING_DIR_FULL}/ccapi.dll -c ${DOTNET_BUILD_CONFIGURATION}
+      WORKING_DIRECTORY ${TEST_DIR}/example/${SUBDIRECTORY}
+    )
+    add_dependencies(${CSHARP_TEST_TARGET_NAME} ${CSHARP_PACKAGING_TARGET_NAME})
+  endforeach()
+  file(COPY test DESTINATION ${TEST_DIR})
+  set(CSHARP_TEST_TARGET_NAME csharp_test_test)
+    add_custom_target(${CSHARP_TEST_TARGET_NAME} ALL
+      COMMAND ${DOTNET_EXECUTABLE} clean
+      COMMAND ${DOTNET_EXECUTABLE} build --property:CcapiLibraryPath=${PACKAGING_DIR_FULL}/ccapi.dll -c ${DOTNET_BUILD_CONFIGURATION}
+      WORKING_DIRECTORY ${TEST_DIR}/test
+    )
+    add_dependencies(${CSHARP_TEST_TARGET_NAME} ${CSHARP_PACKAGING_TARGET_NAME})
+    add_test(NAME csharp_test
+    COMMAND env LD_LIBRARY_PATH=$LD_LIBRARY_PATH:${PACKAGING_DIR_FULL} ${DOTNET_EXECUTABLE} run -c ${DOTNET_BUILD_CONFIGURATION} --no-build
+  WORKING_DIRECTORY ${TEST_DIR}/test)
+endif()

binding/csharp/example/enable_library_logging/MainProgram.cs

@@ -1,3 +1,4 @@
+// usage: when generating the binding code, do cmake -DCCAPI_ENABLE_LOG_TRACE=ON ..., see https://github.com/crypto-chassis/ccapi#non-c
 public class MainProgram {
   class MyLogger : ccapi.Logger {
     public override void LogMessage(string severity, string threadId, string timeISO, string fileName, string lineNumber, string message) {

binding/csharp/example/handle_exception/MainProgram.cs

@@ -5,7 +5,7 @@ class MyEventHandler : ccapi.EventHandler {
         throw new System.Exception("oops");
       } catch (System.Exception e) {
         System.Console.WriteLine(e.ToString());
-        System.Environment.Exit(0);
+        System.Environment.Exit(1);
       }
       return true;
     }

binding/csharp/example/market_data_simple_subscription/MainProgram.cs

@@ -1,7 +1,9 @@
 class MainProgram {
   class MyEventHandler : ccapi.EventHandler {
     public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
-      if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_DATA) {
+      if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_STATUS) {
+        System.Console.WriteLine(string.Format("Received an event of type SUBSCRIPTION_STATUS:\n{0}", event_.ToStringPretty(2, 2)));
+      } else if (event_.GetType_() == ccapi.Event.Type.SUBSCRIPTION_DATA) {
         foreach (var message in event_.GetMessageList()) {
           System.Console.WriteLine(string.Format("Best bid and ask at {0} are:", message.GetTimeISO()));
           foreach (var element in message.GetElementList()) {

binding/csharp/test/MainProgram.cs

@@ -0,0 +1,23 @@
+class MainProgram {
+  class MyEventHandler : ccapi.EventHandler {
+    public override bool ProcessEvent(ccapi.Event event_, ccapi.Session session) {
+      return true;
+    }
+  }
+  static void Main(string[] args) {
+    var eventHandler = new MyEventHandler();
+    var option = new ccapi.SessionOptions();
+    var config = new ccapi.SessionConfigs();
+    var session = new ccapi.Session(option, config, eventHandler);
+    var subscriptionList = new ccapi.SubscriptionList();
+    subscriptionList.Add(new ccapi.Subscription("okx", "BTC-USDT", "MARKET_DEPTH"));
+    session.Subscribe(subscriptionList);
+    var request = new ccapi.Request(ccapi.Request.Operation.GET_RECENT_TRADES, "okx", "BTC-USDT");
+    var param = new ccapi.MapStringString();
+    param.Add("LIMIT", "1");
+    request.AppendParam(param);
+    session.SendRequest(request);
+    session.Stop();
+    System.Console.WriteLine("Bye");
+  }
+}

binding/csharp/test/main.csproj

@@ -0,0 +1,14 @@
+<Project Sdk="Microsoft.NET.Sdk">
+    <PropertyGroup>
+        <OutputType>Exe</OutputType>
+        <TargetFramework>net6.0</TargetFramework>
+        <Nullable>enable</Nullable>
+        <Configuration>Release</Configuration>
+        <CcapiLibraryPath>to be provided in command line</CcapiLibraryPath>
+    </PropertyGroup>
+    <ItemGroup>
+        <Reference Include="ccapi">
+            <HintPath>$(CcapiLibraryPath)</HintPath>
+        </Reference>
+    </ItemGroup>
+</Project>