feat: add support for javascript binding

.github/workflows/test.yml

@@ -190,9 +190,11 @@ jobs:
         if ("$ENV{GITHUB_EVENT_NAME}" STREQUAL "push")
           set(ENV{CMAKE_BUILD_TYPE} "Release")
           set(ENV{DOTNET_BUILD_CONFIGURATION} "Release")
+          set(ENV{NODE_GYP_BUILD_MODE} "release")
         else()
           set(ENV{CMAKE_BUILD_TYPE} "Debug")
           set(ENV{DOTNET_BUILD_CONFIGURATION} "Debug")
+          set(ENV{NODE_GYP_BUILD_MODE} "debug")
         endif()
 
         execute_process(
@@ -233,11 +235,14 @@ jobs:
               -DBUILD_PYTHON=ON
               -DBUILD_JAVA=ON
               -DBUILD_CSHARP=ON
+              -DBUILD_GO=ON
+              -DBUILD_JAVASCRIPT=ON
               -DBUILD_TEST=ON
               -S binding
               -B binding/build
               -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
               -D DOTNET_BUILD_CONFIGURATION=$ENV{DOTNET_BUILD_CONFIGURATION}
+              -D DNODE_GYP_BUILD_MODE=$ENV{NODE_GYP_BUILD_MODE}
               -G Ninja
               -D CMAKE_MAKE_PROGRAM=ninja
               # -D CMAKE_C_COMPILER_LAUNCHER=ccache

.gitignore

@@ -150,3 +150,5 @@ docs/_build/
 .venv/
 target/
 obj/
+node_modules/
+package-lock.json

binding/csharp/example/fix_simple/MainProgram.cs

@@ -16,7 +16,7 @@ class MyEventHandler : ccapi.EventHandler {
           param.Add(new ccapi.PairIntString(40, "2"));
           param.Add(new ccapi.PairIntString(59, "1"));
           request.AppendParamFix(param);
-          session.SendRequest(request);
+          session.SendRequestByFix(request);
         }
       } else if (event_.GetType_() == ccapi.Event.Type.FIX) {
         System.Console.WriteLine(string.Format("Received an event of type FIX:\n{0}", event_.ToStringPretty(2, 2)));

binding/go/example/fix_simple/main.go

@@ -41,7 +41,7 @@ func (*MyEventHandler) ProcessEvent(event ccapi.Event, session ccapi.Session) bo
 				param.Add(aParam)
 			}
 			request.AppendParamFix(param)
-			session.SendRequest(request)
+			session.SendRequestByFix(request)
 		}
 	} else if event.GetType() == ccapi.EventType_FIX {
 		fmt.Printf("Received an event of type FIX:\n%s\n", event.ToStringPretty(2, 2))

binding/go/example/market_data_simple_subscription/main.go

@@ -21,18 +21,18 @@ func (*MyEventHandler) ProcessEvent(event ccapi.Event, session ccapi.Session) bo
 			elementList := message.GetElementList()
 			for j := 0; j < int(elementList.Size()); j++ {
 				element := elementList.Get(j)
-				nameValueMap := element.GetNameValueMap()
-				if nameValueMap.Has_key("BID_PRICE") {
-					fmt.Printf("  %s = %s\n", "BID_PRICE", nameValueMap.Get("BID_PRICE"))
+				elementNameValueMap := element.GetNameValueMap()
+				if elementNameValueMap.Has_key("BID_PRICE") {
+					fmt.Printf("  BID_PRICE = %s\n", elementNameValueMap.Get("BID_PRICE"))
 				}
-				if nameValueMap.Has_key("BID_SIZE") {
-					fmt.Printf("  %s = %s\n", "BID_SIZE", nameValueMap.Get("BID_SIZE"))
+				if elementNameValueMap.Has_key("BID_SIZE") {
+					fmt.Printf("  BID_SIZE = %s\n", elementNameValueMap.Get("BID_SIZE"))
 				}
-				if nameValueMap.Has_key("ASK_PRICE") {
-					fmt.Printf("  %s = %s\n", "ASK_PRICE", nameValueMap.Get("ASK_PRICE"))
+				if elementNameValueMap.Has_key("ASK_PRICE") {
+					fmt.Printf("  ASK_PRICE = %s\n", elementNameValueMap.Get("ASK_PRICE"))
 				}
-				if nameValueMap.Has_key("ASK_SIZE") {
-					fmt.Printf("  %s = %s\n", "ASK_SIZE", nameValueMap.Get("ASK_SIZE"))
+				if elementNameValueMap.Has_key("ASK_SIZE") {
+					fmt.Printf("  ASK_SIZE = %s\n", elementNameValueMap.Get("ASK_SIZE"))
 				}
 			}
 		}

binding/java/example/fix_simple/Main.java

@@ -29,7 +29,7 @@ public boolean processEvent(Event event, Session session) {
           param.add(new PairIntString(40, "2"));
           param.add(new PairIntString(59, "1"));
           request.appendParamFix(param);
-          session.sendRequest(request);
+          session.sendRequestByFix(request);
         }
       } else if (event.getType() == Event.Type.FIX) {
         System.out.println(String.format("Received an event of type FIX:\n%s", event.toStringPretty(2, 2)));

binding/javascript/CMakeLists.txt

@@ -0,0 +1,130 @@
+set(NAME binding_${LANG})
+project(${NAME})
+set(SWIG_TARGET_NAME ccapi_${NAME})
+
+# Find javascript cli
+find_program(NODE_EXECUTABLE NAMES node REQUIRED)
+if(NOT NODE_EXECUTABLE)
+  message(FATAL_ERROR "Check for node Program: not found")
+else()
+  message(STATUS "Found node Program: ${NODE_EXECUTABLE}")
+endif()
+
+execute_process(
+  COMMAND ${NODE_EXECUTABLE} -v
+  OUTPUT_VARIABLE NODE_EXECUTABLE_VERSION
+  OUTPUT_STRIP_TRAILING_WHITESPACE
+)
+message(STATUS "node version: ${NODE_EXECUTABLE_VERSION}")
+
+find_program(NODE_GYP_EXECUTABLE NAMES node-gyp REQUIRED)
+if(NOT NODE_GYP_EXECUTABLE)
+  message(FATAL_ERROR "Check for node-gyp Program: not found")
+else()
+  message(STATUS "Found node-gyp Program: ${NODE_EXECUTABLE}")
+endif()
+
+execute_process(
+  COMMAND ${NODE_GYP_EXECUTABLE} -v
+  OUTPUT_VARIABLE NODE_GYP_EXECUTABLE_VERSION
+  OUTPUT_STRIP_TRAILING_WHITESPACE
+)
+message(STATUS "node-gyp version: ${NODE_GYP_EXECUTABLE_VERSION}")
+
+file(MAKE_DIRECTORY ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME})
+set(BINDING_GYP_CFLAGS_CC_LIST "")
+set(BINDING_GYP_LDFLAGS_LIST "")
+set(BINDING_GYP_DEFINES_LIST "")
+list(APPEND BINDING_GYP_CFLAGS_CC_LIST -std=c++17 -fPIC -Wno-deprecated-declarations)
+if("${CMAKE_BUILD_TYPE}" STREQUAL "Debug")
+list(APPEND BINDING_GYP_CFLAGS_CC_LIST -g)
+list(APPEND BINDING_GYP_LDFLAGS_LIST -g)
+else()
+list(APPEND BINDING_GYP_CFLAGS_CC_LIST -O3 -DNDEBUG)
+endif()
+if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
+list(APPEND BINDING_GYP_CFLAGS_CC_LIST -pthread)
+endif()
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_SERVICE_MARKET_DATA CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT CCAPI_ENABLE_SERVICE_FIX CCAPI_ENABLE_EXCHANGE_COINBASE CCAPI_ENABLE_EXCHANGE_GEMINI CCAPI_ENABLE_EXCHANGE_KRAKEN CCAPI_ENABLE_EXCHANGE_KRAKEN_FUTURES CCAPI_ENABLE_EXCHANGE_BITSTAMP CCAPI_ENABLE_EXCHANGE_BITFINEX CCAPI_ENABLE_EXCHANGE_BITMEX CCAPI_ENABLE_EXCHANGE_BINANCE_US CCAPI_ENABLE_EXCHANGE_BINANCE CCAPI_ENABLE_EXCHANGE_BINANCE_MARGIN CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES CCAPI_ENABLE_EXCHANGE_HUOBI CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP CCAPI_ENABLE_EXCHANGE_OKX CCAPI_ENABLE_EXCHANGE_ERISX CCAPI_ENABLE_EXCHANGE_KUCOIN CCAPI_ENABLE_EXCHANGE_KUCOIN_FUTURES CCAPI_ENABLE_EXCHANGE_DERIBIT CCAPI_ENABLE_EXCHANGE_GATEIO CCAPI_ENABLE_EXCHANGE_GATEIO_PERPETUAL_FUTURES CCAPI_ENABLE_EXCHANGE_CRYPTOCOM CCAPI_ENABLE_EXCHANGE_BYBIT CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES CCAPI_ENABLE_EXCHANGE_ASCENDEX CCAPI_ENABLE_EXCHANGE_BITGET CCAPI_ENABLE_EXCHANGE_BITGET_FUTURES CCAPI_ENABLE_EXCHANGE_BITMART CCAPI_ENABLE_EXCHANGE_MEXC CCAPI_ENABLE_EXCHANGE_MEXC_FUTURES CCAPI_ENABLE_EXCHANGE_WHITEBIT)
+if(CCAPI_ENABLE_LOG_ERROR)
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_LOG_ERROR)
+endif()
+if(CCAPI_ENABLE_LOG_WARN)
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_LOG_WARN)
+endif()
+if(CCAPI_ENABLE_LOG_INFO)
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_LOG_INFO)
+endif()
+if(CCAPI_ENABLE_LOG_DEBUG)
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_LOG_DEBUG)
+endif()
+if(CCAPI_ENABLE_LOG_TRACE)
+list(APPEND BINDING_GYP_DEFINES_LIST CCAPI_ENABLE_LOG_TRACE)
+endif()
+list(JOIN BINDING_GYP_CFLAGS_CC_LIST "\",\"" BINDING_GYP_CFLAGS_CC)
+message(STATUS "BINDING_GYP_CFLAGS_CC: ${BINDING_GYP_CFLAGS_CC}")
+list(JOIN BINDING_GYP_LDFLAGS_LIST "\",\"" BINDING_GYP_LDFLAGS)
+message(STATUS "BINDING_GYP_LDFLAGS: ${BINDING_GYP_LDFLAGS}")
+list(JOIN BINDING_GYP_DEFINES_LIST "\",\"" BINDING_GYP_DEFINES)
+message(STATUS "BINDING_GYP_DEFINES: ${BINDING_GYP_DEFINES}")
+
+configure_file(
+  ${CMAKE_CURRENT_SOURCE_DIR}/binding.gyp.in
+  ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}/binding.gyp
+@ONLY)
+if(NOT NODE_GYP_BUILD_MODE)
+  set(NODE_GYP_BUILD_MODE "release" CACHE STRING
+    "Choose the type of build, options are: debug, release."
+    FORCE)
+endif()
+if("${NODE_GYP_BUILD_MODE}" STREQUAL "release")
+  set(NODE_GYP_BUILD_DIR "build/Release")
+else()
+set(NODE_GYP_BUILD_DIR "build/Debug")
+endif()
+message(STATUS "NODE_GYP_BUILD_MODE: ${NODE_GYP_BUILD_MODE}")
+add_custom_target(${SWIG_TARGET_NAME} ALL
+  COMMAND ${SWIG_EXECUTABLE} -outcurrentdir -c++ -javascript -node -I${CCAPI_PROJECT_DIR}/include ${SWIG_INTERFACE}
+  COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_SOURCE_DIR}/ccapi_logger.cpp .
+  COMMAND ${NODE_GYP_EXECUTABLE} --${NODE_GYP_BUILD_MODE} clean configure build
+  WORKING_DIRECTORY ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}
+)
+add_dependencies(${SWIG_TARGET_NAME} boost rapidjson hffix)
+
+set(PACKAGING_DIR packaging)
+set(PACKAGING_DIR_FULL ${CMAKE_CURRENT_BINARY_DIR}/${PACKAGING_DIR}/${BUILD_VERSION})
+file(MAKE_DIRECTORY ${PACKAGING_DIR_FULL})
+set(JAVASCRIPT_PACKAGING_TARGET_NAME ${LANG}_${PACKAGING_DIR})
+configure_file(
+  ${CMAKE_CURRENT_SOURCE_DIR}/package.json.in
+  ${PACKAGING_DIR_FULL}/package.json
+@ONLY)
+add_custom_target(${JAVASCRIPT_PACKAGING_TARGET_NAME} ALL
+  COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}/${NODE_GYP_BUILD_DIR}/index.node ${PACKAGING_DIR_FULL}
+  WORKING_DIRECTORY ${PACKAGING_DIR_FULL}
+)
+add_dependencies(${JAVASCRIPT_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})
+
+# Test
+if(BUILD_TEST)
+  set(TEST_DIR ${CMAKE_CURRENT_BINARY_DIR}/test)
+  find_program(NPM_EXECUTABLE NAMES npm REQUIRED)
+  if(NOT NPM_EXECUTABLE)
+    message(FATAL_ERROR "Check for npm Program: not found")
+  else()
+    message(STATUS "Found npm Program: ${NPM_EXECUTABLE}")
+  endif()
+  file(COPY test DESTINATION ${TEST_DIR})
+  set(JAVASCRIPT_TEST_TARGET_NAME javascript_test_test)
+    set(JAVASCRIPT_TEST_BUILD_DIRECTORY ${TEST_DIR}/test)
+    file(MAKE_DIRECTORY ${JAVASCRIPT_TEST_BUILD_DIRECTORY})
+    add_custom_target(${JAVASCRIPT_TEST_TARGET_NAME} ALL
+      COMMAND ${CMAKE_COMMAND} -E rm -rf node_modules
+      COMMAND ${NPM_EXECUTABLE} install ${PACKAGING_DIR_FULL}
+      WORKING_DIRECTORY ${JAVASCRIPT_TEST_BUILD_DIRECTORY}
+    )
+    add_dependencies(${JAVASCRIPT_TEST_TARGET_NAME} ${JAVASCRIPT_PACKAGING_TARGET_NAME})
+    add_test(NAME javascript_test
+    COMMAND ${NODE_EXECUTABLE} index.js
+  WORKING_DIRECTORY ${JAVASCRIPT_TEST_BUILD_DIRECTORY})
+endif()

binding/javascript/binding.gyp.in

@@ -0,0 +1,65 @@
+{
+  "targets": [
+    {
+      "target_name": "index",
+      "sources": [
+        "swig_interface_wrap.cxx",
+        "ccapi_logger.cpp"
+      ],
+      "include_dirs": [
+        "@CCAPI_PROJECT_DIR@/include",
+        "@BOOST_INCLUDE_DIR@",
+        "@RAPIDJSON_INCLUDE_DIR@",
+        "@HFFIX_INCLUDE_DIR@",
+        "<(node_root_dir)/deps/openssl/openssl/include"
+      ],
+      "cflags_cc!": [
+        "-fno-exceptions"
+      ],
+      "conditions": [
+        [
+          "OS=='mac'",
+          {
+            "xcode_settings": {
+              "OTHER_CPLUSPLUSFLAGS" : [ "@BINDING_GYP_CFLAGS_CC@" ],
+              "GCC_ENABLE_CPP_EXCEPTIONS": "YES"
+            }
+          }
+        ],
+        [
+          "target_arch=='ia32'",
+          {
+            "include_dirs": [
+              "<(node_root_dir)/deps/openssl/config/piii"
+            ]
+          }
+        ],
+        [
+          "target_arch=='x64'",
+          {
+            "include_dirs": [
+              "<(node_root_dir)/deps/openssl/config/k8"
+            ]
+          }
+        ],
+        [
+          "target_arch=='arm'",
+          {
+            "include_dirs": [
+              "<(node_root_dir)/deps/openssl/config/arm"
+            ]
+          }
+        ]
+      ],
+      "cflags_cc": [
+        "@BINDING_GYP_CFLAGS_CC@"
+      ],
+      "ldflags": [
+        "@BINDING_GYP_LDFLAGS@"
+      ],
+      "defines": [
+        "@BINDING_GYP_DEFINES@"
+      ]
+    }
+  ]
+}

binding/javascript/example/execution_management_simple_request/index.js

@@ -0,0 +1,40 @@
+const ccapi = require('ccapi')
+if (!process.env.OKX_API_KEY) {
+  console.error('Please set environment variable OKX_API_KEY')
+  process.exit(1)
+}
+if (!process.env.OKX_API_SECRET) {
+  console.error('Please set environment variable OKX_API_SECRET')
+  process.exit(1)
+}
+if (!process.env.OKX_API_PASSPHRASE) {
+  console.error('Please set environment variable OKX_API_PASSPHRASE')
+  process.exit(1)
+}
+const Session = ccapi.Session
+const SessionConfigs = ccapi.SessionConfigs
+const SessionOptions = ccapi.SessionOptions
+const Request = ccapi.Request
+const MapStringString = ccapi.MapStringString
+const sessionConfigs = new SessionConfigs()
+const sessionOptions = new SessionOptions()
+const session = new Session(sessionOptions, sessionConfigs)
+const request = new Request(Request.Operation_CREATE_ORDER, 'okx', 'BTC-USDT')
+const param = new MapStringString()
+param.set('SIDE', 'BUY')
+param.set('QUANTITY', '0.0005')
+param.set('LIMIT_PRICE', '20000')
+request.appendParam(param)
+session.sendRequest(request)
+const intervalId = setInterval(() => {
+  const eventList = session.getEventQueue().purge()
+  for (let i = 0; i < eventList.size(); i++) {
+    const event = eventList.get(i)
+    console.log(`Received an event:\n${event.toStringPretty(2, 2)}`)
+  }
+}, 1)
+setTimeout(() => {
+  clearInterval(intervalId)
+session.stop()
+  console.log('Bye')
+}, 10000)

binding/javascript/example/execution_management_simple_request/package.json

@@ -0,0 +1,5 @@
+{
+  "dependencies": {
+    "ccapi": "file:../../../build/javascript/packaging/1.0.0"
+  }
+}

binding/javascript/example/execution_management_simple_subscription/index.js

@@ -0,0 +1,53 @@
+const ccapi = require('ccapi')
+if (!process.env.OKX_API_KEY) {
+  console.error('Please set environment variable OKX_API_KEY')
+  process.exit(1)
+}
+if (!process.env.OKX_API_SECRET) {
+  console.error('Please set environment variable OKX_API_SECRET')
+  process.exit(1)
+}
+if (!process.env.OKX_API_PASSPHRASE) {
+  console.error('Please set environment variable OKX_API_PASSPHRASE')
+  process.exit(1)
+}
+const Session = ccapi.Session
+const SessionConfigs = ccapi.SessionConfigs
+const SessionOptions = ccapi.SessionOptions
+const Subscription = ccapi.Subscription
+const Request = ccapi.Request
+const MapStringString = ccapi.MapStringString
+const Event = ccapi.Event
+const Message = ccapi.Message
+const sessionConfigs = new SessionConfigs()
+const sessionOptions = new SessionOptions()
+const session = new Session(sessionOptions, sessionConfigs)
+const subscription = new Subscription('okx', 'BTC-USDT', 'ORDER_UPDATE')
+session.subscribe(subscription)
+const intervalId = setInterval(() => {
+  const eventList = session.getEventQueue().purge()
+  for (let i = 0; i < eventList.size(); i++) {
+    const event = eventList.get(i)
+    if (event.getType() == Event.Type_SUBSCRIPTION_STATUS) {
+      console.log(`Received an event of type SUBSCRIPTION_STATUS:\n${event.toStringPretty(2, 2)}`)
+      const message = event.getMessageList().get(0)
+      if (message.getType() == Message.Type_SUBSCRIPTION_STARTED) {
+        const request = new Request(Request.Operation_CREATE_ORDER, 'okx', 'BTC-USDT')
+        const param = new MapStringString()
+        param.set('SIDE', 'BUY')
+        param.set('QUANTITY', '0.0005')
+        param.set('LIMIT_PRICE', '20000')
+        request.appendParam(param)
+        session.sendRequest(request)
+      }
+    }
+    else if (event.getType() == ccapi.Event.Type_SUBSCRIPTION_DATA) {
+      console.log(`Received an event of type SUBSCRIPTION_DATA:\n${event.toStringPretty(2, 2)}`)
+    }
+  }
+}, 1)
+setTimeout(() => {
+  clearInterval(intervalId)
+session.stop()
+  console.log('Bye')
+}, 10000)

binding/javascript/example/execution_management_simple_subscription/package.json

@@ -0,0 +1,5 @@
+{
+  "dependencies": {
+    "ccapi": "file:../../../build/javascript/packaging/1.0.0"
+  }
+}