feat: add java binding

.gitignore

@@ -148,3 +148,4 @@ docs/_build/
 # Other
 .project
 .venv/
+target/

README.md

@@ -111,7 +111,7 @@ Breaking changes in v6: Greetings, Ladies and Gentlemen, we've introduced some s
 mkdir binding/build
 cd binding/build
 rm -rf * (if rebuild from scratch)
-cmake -DBUILD_PYTHON=ON -DINSTALL_PYTHON=ON .. (optional: -DBUILD_VERSION=<anything>)
+cmake -DBUILD_PYTHON=ON .. (optional: -DBUILD_VERSION=<anything>)
 cmake --build .
 cmake --install .
 ```
@@ -155,7 +155,7 @@ For a specific exchange and instrument, get recents trades.
 
 **Code 1:**
 
-[C++](example/src/market_data_simple_request/main.cpp) / [Python](binding/python/example/src/market_data_simple_request/main.py)
+[C++](example/src/market_data_simple_request/main.cpp) / [Python](binding/python/example/market_data_simple_request/main.py)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -228,7 +228,7 @@ 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/src/market_data_simple_subscription/main.py)
+[C++](example/src/market_data_simple_subscription/main.cpp) / [Python](binding/python/example/market_data_simple_subscription/main.py)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -402,7 +402,7 @@ 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/src/execution_management_simple_request/main.py)
+[C++](example/src/execution_management_simple_request/main.cpp) / [Python](binding/python/example/execution_management_simple_request/main.py)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -492,7 +492,7 @@ For a specific exchange and instrument, receive order updates.
 
 **Code 2:**
 
-[C++](example/src/execution_management_simple_subscription/main.cpp) / [Python](binding/python/example/src/execution_management_simple_subscription/main.py)
+[C++](example/src/execution_management_simple_subscription/main.cpp) / [Python](binding/python/example/execution_management_simple_subscription/main.py)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -735,7 +735,7 @@ For a specific exchange and instrument, submit a simple limit order.
 
 **Code:**
 
-[C++](example/src/fix_simple/main.cpp) / [Python](binding/python/example/src/fix_simple/main.py)
+[C++](example/src/fix_simple/main.cpp) / [Python](binding/python/example/fix_simple/main.py)
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
@@ -879,7 +879,7 @@ 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/src/enable_library_logging/main.py)
+[C++](example/src/enable_library_logging/main.cpp) / [Python](binding/python/example/enable_library_logging/main.py)
 
 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

@@ -76,6 +76,10 @@ option(BUILD_PYTHON "Build Python Library" OFF)
 option(INSTALL_PYTHON "Install Python Library" OFF)
 message(STATUS "Build Python: ${BUILD_PYTHON}")
 
+option(BUILD_JAVA "Build Java Library" OFF)
+option(INSTALL_JAVA "Install Java Library" OFF)
+message(STATUS "Build Java: ${BUILD_JAVA}")
+
 set(CMAKE_CXX_STANDARD 17)
 if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
@@ -212,4 +216,12 @@ add_compile_definitions(CCAPI_ENABLE_EXCHANGE_WHITEBIT)
 find_package(ZLIB REQUIRED)
 link_libraries(ZLIB::ZLIB)
 
-add_subdirectory(python)
+set(SWIG_INTERFACE ${CCAPI_PROJECT_DIR}/binding/swig_interface.i)
+
+if(BUILD_PYTHON)
+  add_subdirectory(python)
+endif()
+
+if(BUILD_JAVA)
+  add_subdirectory(java)
+endif()

binding/java/CMakeLists.txt

@@ -0,0 +1,47 @@
+set(NAME binding_java)
+project(${NAME})
+set(SWIG_TARGET_NAME ccapi_${NAME})
+
+# Find Java and JNI
+find_package(Java COMPONENTS Development REQUIRED)
+message(STATUS "Java_VERSION: ${Java_VERSION}")
+message(STATUS "Java_JAVA_EXECUTABLE: ${Java_JAVA_EXECUTABLE}")
+find_package(JNI REQUIRED)
+message(STATUS "JNI_FOUND: ${JNI_FOUND}")
+
+set(JAVA_DOMAIN_NAME "cryptochassis")
+set(JAVA_DOMAIN_EXTENSION "com")
+
+set(JAVA_GROUP "${JAVA_DOMAIN_EXTENSION}.${JAVA_DOMAIN_NAME}")
+set(JAVA_ARTIFACT "ccapi")
+
+set(JAVA_PACKAGE "${JAVA_GROUP}.${JAVA_ARTIFACT}")
+
+set_property(SOURCE ${SWIG_INTERFACE} PROPERTY CPLUSPLUS ON)
+set_property(SOURCE ${SWIG_INTERFACE} PROPERTY COMPILE_OPTIONS "-package;${JAVA_PACKAGE};-doxygen")
+
+swig_add_library(${SWIG_TARGET_NAME}
+  LANGUAGE java
+  OUTPUT_DIR ${CMAKE_BINARY_DIR}/java/${SWIG_TARGET_NAME}
+SOURCES ${SWIG_INTERFACE} ${SOURCE_LOGGER})
+
+if(NOT CCAPI_LEGACY_USE_WEBSOCKETPP)
+  add_dependencies(${SWIG_TARGET_NAME} boost rapidjson hffix)
+endif()
+set_property(TARGET ${SWIG_TARGET_NAME} PROPERTY SWIG_USE_TARGET_INCLUDE_DIRECTORIES ON)
+target_include_directories(${SWIG_TARGET_NAME}
+  PRIVATE
+  ${JNI_INCLUDE_DIRS}
+)
+
+set(PACKAGING_DIR packaging)
+set(PACKAGING_DIR_FULL ${CMAKE_CURRENT_BINARY_DIR}/${PACKAGING_DIR}/${BUILD_VERSION})
+file(MAKE_DIRECTORY ${PACKAGING_DIR_FULL})
+set(JAVA_PACKAGING_TARGET_NAME java_${PACKAGING_DIR})
+add_custom_target(${JAVA_PACKAGING_TARGET_NAME} ALL
+  COMMAND ${Java_JAVAC_EXECUTABLE} -d ${PACKAGING_DIR_FULL} ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}/*.java
+  COMMAND ${Java_JAR_EXECUTABLE} cf ${JAVA_ARTIFACT}-${BUILD_VERSION}.jar ${JAVA_DOMAIN_EXTENSION}/${JAVA_DOMAIN_NAME}/${JAVA_ARTIFACT}/**
+  COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:${SWIG_TARGET_NAME}> ${PACKAGING_DIR_FULL}
+  WORKING_DIRECTORY ${PACKAGING_DIR_FULL}
+)
+add_dependencies(${JAVA_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})

binding/java/example/execution_management_simple_request/Main.java

@@ -0,0 +1,46 @@
+import com.cryptochassis.ccapi.EventHandler;
+import com.cryptochassis.ccapi.SessionOptions;
+import com.cryptochassis.ccapi.SessionConfigs;
+import com.cryptochassis.ccapi.Session;
+import com.cryptochassis.ccapi.Request;
+import com.cryptochassis.ccapi.Event;
+import com.cryptochassis.ccapi.map_string_string;
+
+public class Main {
+    static class MyEventHandler extends EventHandler {
+        @Override
+        public boolean processEvent(Event event, Session session) {
+            System.out.println(String.format("Received an event:\n%s", event.toStringPretty(2, 2)));
+        return true;
+        }
+    }
+    public static void main(String[] args) {
+        if(System.getenv("BINANCE_API_KEY") == null) {
+            System.err.println("Please set environment variable BINANCE_API_KEY");
+        }
+        if(System.getenv("BINANCE_API_SECRET") == null) {
+            System.err.println("Please set environment variable BINANCE_API_SECRET");
+        }
+        System.loadLibrary("ccapi_binding_java");
+        var eventHandler = new MyEventHandler();
+        var option = new SessionOptions();
+        var config = new SessionConfigs();
+        var session = new Session(option, config, eventHandler);
+        var request = new Request(Request.Operation.CREATE_ORDER, "binance", "BTCUSDT");
+        var param = new map_string_string();
+        param.put("SIDE","BUY");
+        param.put("QUANTITY","0.0005");
+        param.put("LIMIT_PRICE","20000");
+        request.appendParam(param);
+        session.sendRequest(request);
+        try
+        {
+            Thread.sleep(10000);
+        }
+        catch(InterruptedException e)
+        {
+        }
+        session.stop();
+        System.out.println("Bye");
+    }
+}

binding/java/example/market_data_simple_subscription/Main.java

@@ -0,0 +1,48 @@
+import com.cryptochassis.ccapi.EventHandler;
+import com.cryptochassis.ccapi.SessionOptions;
+import com.cryptochassis.ccapi.SessionConfigs;
+import com.cryptochassis.ccapi.Session;
+import com.cryptochassis.ccapi.Subscription;
+import com.cryptochassis.ccapi.SubscriptionList;
+import com.cryptochassis.ccapi.Event;
+
+public class Main {
+    static class MyEventHandler extends EventHandler {
+        @Override
+        public boolean processEvent(Event event, Session session) {
+            if (event.getType() == Event.Type.SUBSCRIPTION_DATA) {
+            for (var message : event.getMessageList()) {
+                System.out.println(String.format("Best bid and ask at %s are:", message.getTimeISO()));
+                for (var element : message.getElementList()){
+                    var elementNameValueMap = element.getNameValueMap();
+                    for (var entry : elementNameValueMap.entrySet()){
+                        var name = entry.getKey();
+                        var value = entry.getValue();
+                        System.out.println(String.format("  %s = %s", name, value));
+                    }
+                }
+            }
+            }
+        return true;
+        }
+    }
+    public static void main(String[] args) {
+        System.loadLibrary("ccapi_binding_java");
+        var eventHandler = new MyEventHandler();
+        var option = new SessionOptions();
+        var config = new SessionConfigs();
+        var session = new Session(option, config, eventHandler);
+        var subscriptionList = new SubscriptionList();
+        subscriptionList.add(new Subscription("coinbase", "BTC-USD", "MARKET_DEPTH"));
+        session.subscribe(subscriptionList);
+        try
+        {
+            Thread.sleep(10000);
+        }
+        catch(InterruptedException e)
+        {
+        }
+        session.stop();
+        System.out.println("Bye");
+    }
+}

binding/python/CMakeLists.txt

@@ -1,6 +1,3 @@
-if(NOT BUILD_PYTHON)
-  return()
-endif()
 set(NAME binding_python)
 project(${NAME})
 set(SWIG_TARGET_NAME ccapi_${NAME})
@@ -15,7 +12,7 @@ message(STATUS "Python_EXECUTABLE: ${Python_EXECUTABLE}")
 list(APPEND CMAKE_SWIG_FLAGS "-py3")
 set(SWIG_INTERFACE ${CCAPI_PROJECT_DIR}/binding/swig_interface.i)
 set_property(SOURCE ${SWIG_INTERFACE} PROPERTY CPLUSPLUS ON)
-set_property(SOURCE ${SWIG_INTERFACE} PROPERTY COMPILE_OPTIONS "-builtin;-threads")
+set_property(SOURCE ${SWIG_INTERFACE} PROPERTY COMPILE_OPTIONS "-builtin;-threads;-doxygen")
 swig_add_library(${SWIG_TARGET_NAME}
   LANGUAGE python
   OUTPUT_DIR ${CMAKE_BINARY_DIR}/python/${SWIG_TARGET_NAME}
@@ -35,71 +32,52 @@ target_link_libraries(${SWIG_TARGET_NAME}	PRIVATE	${Python_LIBRARIES})
 # #######################
 configure_file(
   setup.py.in
-  ${CMAKE_CURRENT_BINARY_DIR}/setup.py.in
+  ${CMAKE_CURRENT_BINARY_DIR}/setup.py
   @ONLY)
-file(GENERATE
-  OUTPUT $<CONFIG>/setup.py
-  INPUT ${CMAKE_CURRENT_BINARY_DIR}/setup.py.in)
 
 # Find if python module MODULE_NAME is available,
 # if not install it to the Python user install directory.
-function(search_python_module MODULE_NAME)
-  execute_process(
-    COMMAND ${Python_EXECUTABLE} -c "import ${MODULE_NAME}; print(${MODULE_NAME}.__version__)"
-    RESULT_VARIABLE _RESULT
-    OUTPUT_VARIABLE MODULE_VERSION
-    ERROR_QUIET
-    OUTPUT_STRIP_TRAILING_WHITESPACE
-    )
-  if(${_RESULT} STREQUAL "0")
-    message(STATUS "Found python module: ${MODULE_NAME} (found version \"${MODULE_VERSION}\")")
-  else()
-    message(WARNING "Can't find python module \"${MODULE_NAME}\", user install it using pip...")
-    execute_process(
-      COMMAND ${Python_EXECUTABLE} -m pip install --upgrade ${MODULE_NAME}
-      OUTPUT_STRIP_TRAILING_WHITESPACE
-      )
-  endif()
-endfunction()
+# function(search_python_module MODULE_NAME)
+#   execute_process(
+#     COMMAND ${Python_EXECUTABLE} -c "import ${MODULE_NAME}; print(${MODULE_NAME}.__version__)"
+#     RESULT_VARIABLE _RESULT
+#     OUTPUT_VARIABLE MODULE_VERSION
+#     ERROR_QUIET
+#     OUTPUT_STRIP_TRAILING_WHITESPACE
+#     )
+#   if(${_RESULT} STREQUAL "0")
+#     message(STATUS "Found python module: ${MODULE_NAME} (found version \"${MODULE_VERSION}\")")
+#   else()
+#     message(WARNING "Can't find python module \"${MODULE_NAME}\", user install it using pip...")
+#     execute_process(
+#       COMMAND ${Python_EXECUTABLE} -m pip install --upgrade ${MODULE_NAME}
+#       OUTPUT_STRIP_TRAILING_WHITESPACE
+#       )
+#   endif()
+# endfunction()
 
 # Look for required python modules
-search_python_module(setuptools)
-search_python_module(wheel)
+# search_python_module(setuptools)
+# search_python_module(wheel)
 set(PACKAGING_DIR packaging)
-set(PACKAGING_DIR_FULL ${CMAKE_CURRENT_BINARY_DIR}/${PACKAGING_DIR})
+set(PACKAGING_DIR_FULL ${CMAKE_CURRENT_BINARY_DIR}/${PACKAGING_DIR}/${BUILD_VERSION})
 file(MAKE_DIRECTORY ${PACKAGING_DIR_FULL})
 set(PYTHON_PACKAGING_TARGET_NAME python_${PACKAGING_DIR})
 add_custom_target(${PYTHON_PACKAGING_TARGET_NAME} ALL
-  COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_CURRENT_BINARY_DIR}/$<CONFIG>/setup.py ${PACKAGING_DIR_FULL}
+  COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_CURRENT_BINARY_DIR}/setup.py ${PACKAGING_DIR_FULL}
   COMMAND ${CMAKE_COMMAND} -E copy ${CMAKE_CURRENT_BINARY_DIR}/${SWIG_TARGET_NAME}/ccapi.py ${PACKAGING_DIR_FULL}
   COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:${SWIG_TARGET_NAME}> ${PACKAGING_DIR_FULL}
   COMMAND ${Python_EXECUTABLE} setup.py bdist_wheel
+  COMMAND ${Python_EXECUTABLE} -m pip install --upgrade .
   WORKING_DIRECTORY ${PACKAGING_DIR_FULL}
-  )
+)
 add_dependencies(${PYTHON_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})
 
-install(CODE "
-  execute_process(COMMAND ${Python_EXECUTABLE} -m pip install --upgrade .
-  WORKING_DIRECTORY ${PACKAGING_DIR_FULL})
-")
-
 # Test
 if(BUILD_TEST)
   set(TEST_DIR ${CMAKE_CURRENT_BINARY_DIR}/test)
-  set(VENV_DIR ${TEST_DIR}/.venv)
-  if(WIN32)
-    set(VENV_Python_EXECUTABLE "${VENV_DIR}\\Scripts\\python.exe")
-  else()
-    set(VENV_Python_EXECUTABLE ${VENV_DIR}/bin/python)
-  endif()
   configure_file(test/test.py ${TEST_DIR}/test.py COPYONLY)
-  add_custom_command(TARGET ${PYTHON_PACKAGING_TARGET_NAME} POST_BUILD
-    COMMAND ${Python_EXECUTABLE} -m venv ${VENV_DIR}
-    # Must not call it in a folder containing the setup.py otherwise pip call it
-    # (i.e. "python setup.py bdist") while we want to consume the wheel package
-    COMMAND ${VENV_Python_EXECUTABLE} -m pip install --find-links=${PACKAGING_DIR_FULL}/dist ccapi
-    WORKING_DIRECTORY ${CMAKE_CURRENT_BINARY_DIR})
   add_test(NAME test
-    COMMAND ${VENV_Python_EXECUTABLE} test.py
+    COMMAND ${Python_EXECUTABLE} test.py
   WORKING_DIRECTORY ${TEST_DIR})
 endif()

binding/python/example/src/market_data_multiple_subscription/main.py → binding/python/example/market_data_multiple_subscription/main.py

@@ -6,7 +6,8 @@ def __init__(self):
     def processEvent(self, event: Event, session: Session) -> bool:
         if event.getType() == Event.Type_SUBSCRIPTION_DATA:
             for message in event.getMessageList():
-                print(f'Best bid and ask at {message.getTimeISO()} are:')
+                correlationId = message.getCorrelationIdList()[0]
+                print(f'{correlationId}: Best bid and ask at {message.getTimeISO()} are:')
                 for element in message.getElementList():
                     elementNameValueMap = element.getNameValueMap()
                     for name, value in elementNameValueMap.items():
@@ -18,8 +19,8 @@ def processEvent(self, event: Event, session: Session) -> bool:
     config = SessionConfigs()
     session = Session(option, config, eventHandler)
     subscriptionList = SubscriptionList()
-    subscriptionList.append(Subscription('coinbase', 'BTC-USD', 'MARKET_DEPTH'))
-    subscriptionList.append(Subscription('coinbase', 'ETH-USD', 'MARKET_DEPTH'))
+    subscriptionList.append(Subscription('coinbase', 'BTC-USD', 'MARKET_DEPTH', '', 'BTC'))
+    subscriptionList.append(Subscription('coinbase', 'ETH-USD', 'MARKET_DEPTH', '', 'ETH'))
     session.subscribe(subscriptionList)
     time.sleep(10)
     session.stop()

binding/python/setup.py.in

@@ -19,4 +19,5 @@ setup(
   packages=[''],
   py_modules = ['ccapi'],
   package_data={'': ['$<TARGET_FILE_NAME:@SWIG_TARGET_NAME@>']},
+  install_requires=['setuptools', 'wheel'],
 )

include/ccapi_cpp/ccapi_fix_connection.h

@@ -6,11 +6,11 @@
 #include "ccapi_cpp/ccapi_subscription.h"
 namespace beast = boost::beast;
 namespace ccapi {
+/**
+ * This class represents a TCP socket connection for the FIX API.
+ */
 template <class T>
 class FixConnection CCAPI_FINAL {
-  /**
-   * This class represents a TCP socket connection for the FIX API.
-   */
  public:
   FixConnection(std::string host, std::string port, Subscription subscription, std::shared_ptr<T> streamPtr)
       : host(host), port(port), subscription(subscription), streamPtr(streamPtr) {