Merge pull request #394 from crypto-chassis/develop

Release
crypto-chassis · Jun 13, 2023 · d8871e4 · d8871e4
2 parents 4737348 + f46e5a7
commit d8871e4
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Showing 24 changed files with 98 additions and 208 deletions.
diff --git a/README.md b/README.md
@@ -76,7 +76,7 @@ Notification to Maintainers and Developers: we are aiming at an effort to transi
 ### C++
 * This library is header-only.
 * Example CMake: example/CMakeLists.txt.
-* Require C++14 and OpenSSL.
+* Require C++14 (prefer C++17) and OpenSSL.
 * Macros in the compiler command line:
   * Define service enablement macro such as `CCAPI_ENABLE_SERVICE_MARKET_DATA`, `CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT`, `CCAPI_ENABLE_SERVICE_FIX`, etc. and exchange enablement macros such as `CCAPI_ENABLE_EXCHANGE_COINBASE`, etc. These macros can be found at the top of [`include/ccapi_cpp/ccapi_session.h`](include/ccapi_cpp/ccapi_session.h).
 * Include directories:

diff --git a/app/CMakeLists.txt b/app/CMakeLists.txt
@@ -2,7 +2,7 @@ cmake_minimum_required(VERSION 3.14)
 set(NAME app)
 project(${NAME})
 if(NOT "${CMAKE_CXX_STANDARD}")
-  set(CMAKE_CXX_STANDARD 14)
+  set(CMAKE_CXX_STANDARD 17)
 endif()
 message(STATUS "CMAKE_CXX_STANDARD: ${CMAKE_CXX_STANDARD}")
 if(NOT APPLE AND NOT MSVC)
@@ -37,5 +37,6 @@ if (WIN32)
   set(ADDITIONAL_LINK_LIBRARIES ws2_32)
 endif()
 link_libraries(OpenSSL::Crypto OpenSSL::SSL ${ADDITIONAL_LINK_LIBRARIES})
+add_compile_options(-Wno-deprecated)
 add_subdirectory(src/spot_market_making)
 add_subdirectory(src/single_order_execution)
diff --git a/app/script/download_historical_market_data.py b/app/script/download_historical_market_data.py
diff --git a/app/script/requirements.txt b/app/script/requirements.txt
diff --git a/app/src/single_order_execution/config.env.example b/app/src/single_order_execution/config.env.example
@@ -24,10 +24,7 @@
 # time_seconds,price,size,is_buyer_maker
 # 1625097621.647,2278.15,0.0409,1
 # ...
-# You can choose to get the data from any vendor. If you choose https://github.com/crypto-chassis/cryptochassis-data-api-docs,
-# you can use a convenience script app/script/download_historical_market_data.py. For example,
-# python3 download_historical_market_data.py --exchange gemini --base-asset eth --quote-asset usd --start-date 2021-07-01
-# --end-date 2021-07-03 --historical-market-data-directory <any-location-you-like> --market-depth 10
+# You can choose to get the data from any vendor.
 
 
 # 'live': Live trade.

diff --git a/app/src/spot_market_making/config.env.example b/app/src/spot_market_making/config.env.example
@@ -28,10 +28,7 @@
 # time_seconds,price,size,is_buyer_maker
 # 1625097621.647,2278.15,0.0409,1
 # ...
-# You can choose to get the data from any vendor. If you choose https://github.com/crypto-chassis/cryptochassis-data-api-docs,
-# you can use a convenience script app/script/download_historical_market_data.py. For example,
-# python3 download_historical_market_data.py --exchange gemini --base-asset eth --quote-asset usd --start-date 2021-07-01
-# --end-date 2021-07-03 --historical-market-data-directory <any-location-you-like>
+# You can choose to get the data from any vendor.
 
 
 # 'live': Live trade.

diff --git a/binding/CMakeLists.txt b/binding/CMakeLists.txt
@@ -76,7 +76,7 @@ option(BUILD_PYTHON "Build Python Library" OFF)
 option(INSTALL_PYTHON "Install Python Library" OFF)
 message(STATUS "Build Python: ${BUILD_PYTHON}")
 
-set(CMAKE_CXX_STANDARD 14)
+set(CMAKE_CXX_STANDARD 17)
 if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
 endif()
@@ -105,4 +105,5 @@ include(UseSWIG)
 if(BUILD_TEST)
   include(CTest)
 endif()
+add_compile_options(-Wno-deprecated)
 add_subdirectory(python)
diff --git a/example/CMakeLists.txt b/example/CMakeLists.txt
@@ -1,7 +1,7 @@
 cmake_minimum_required(VERSION 3.14)
 set(NAME example)
 project(${NAME})
-set(CMAKE_CXX_STANDARD 14)
+set(CMAKE_CXX_STANDARD 17)
 if(NOT APPLE AND NOT MSVC)
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
 endif()
@@ -31,6 +31,7 @@ if (WIN32)
   set(ADDITIONAL_LINK_LIBRARIES ws2_32)
 endif()
 link_libraries(OpenSSL::Crypto OpenSSL::SSL ${ADDITIONAL_LINK_LIBRARIES})
+add_compile_options(-Wno-deprecated)
 add_subdirectory(src/market_data_simple_request)
 add_subdirectory(src/market_data_simple_subscription)
 add_subdirectory(src/market_data_advanced_request)

diff --git a/include/ccapi_cpp/ccapi_ws_connection.h b/include/ccapi_cpp/ccapi_ws_connection.h
@@ -93,29 +93,7 @@ class WsConnection CCAPI_FINAL {
     this->correlationIdList.reserve(subscriptionList.size());
     std::transform(subscriptionList.cbegin(), subscriptionList.cend(), this->correlationIdList.begin(),
                    [](Subscription subscription) { return subscription.getCorrelationId(); });
-    auto splitted1 = UtilString::split(url, "://");
-    auto foundSlash = splitted1.at(1).find_first_of('/');
-    auto foundQuestionMark = splitted1.at(1).find_first_of('?');
-    if (foundSlash == std::string::npos && foundQuestionMark == std::string::npos) {
-      this->path = "/";
-    } else if (foundSlash == std::string::npos && foundQuestionMark != std::string::npos) {
-      this->path = "/" + splitted1.at(1).substr(foundQuestionMark);
-    } else if (foundSlash != std::string::npos && foundQuestionMark == std::string::npos) {
-      this->path = splitted1.at(1).substr(foundSlash);
-    } else {
-      this->path = splitted1.at(1).substr(foundSlash);
-    }
-    auto splitted2 = UtilString::split(UtilString::split(splitted1.at(1), "/").at(0), ":");
-    this->host = splitted2.at(0);
-    if (splitted2.size() == 2) {
-      this->port = splitted2.at(1);
-    } else {
-      if (splitted1.at(0) == "https" || splitted1.at(0) == "wss") {
-        this->port = CCAPI_HTTPS_PORT_DEFAULT;
-      } else {
-        this->port = CCAPI_HTTP_PORT_DEFAULT;
-      }
-    }
+    this->setUrlParts();
   }
   WsConnection() {}
   std::string toString() const {
@@ -127,7 +105,10 @@ class WsConnection CCAPI_FINAL {
     oss << streamPtr;
     std::string output = "WsConnection [id = " + id + ", url = " + url + ", group = " + group + ", subscriptionList = " + ccapi::toString(subscriptionList) +
                          ", credential = " + ccapi::toString(shortCredential) + ", status = " + statusToString(status) +
-                         ", headers = " + ccapi::toString(headers) + ", streamPtr = " + oss.str() + "]";
+                         ", headers = " + ccapi::toString(headers) + ", streamPtr = " + oss.str() + ", remoteCloseCode = " + std::to_string(remoteCloseCode) +
+                         ", remoteCloseReason = " + std::string(remoteCloseReason.reason.c_str()) +
+                         ", hostHttpHeaderValue = " + ccapi::toString(hostHttpHeaderValue) + ", path = " + ccapi::toString(path) +
+                         ", host = " + ccapi::toString(host) + ", port = " + ccapi::toString(port) + "]";
     return output;
   }
   enum class Status {
@@ -164,8 +145,43 @@ class WsConnection CCAPI_FINAL {
     }
     return output;
   }
+  std::string getUrl() const { return url; }
+  void setUrl(const std::string& url) {
+    this->url = url;
+    this->setUrlParts();
+  }
+  void setUrlParts() {
+    auto splitted1 = UtilString::split(url, "://");
+    if (splitted1.size() >= 2) {
+      auto foundSlash = splitted1.at(1).find_first_of('/');
+      auto foundQuestionMark = splitted1.at(1).find_first_of('?');
+      if (foundSlash == std::string::npos && foundQuestionMark == std::string::npos) {
+        this->path = "/";
+      } else if (foundSlash == std::string::npos && foundQuestionMark != std::string::npos) {
+        this->path = "/" + splitted1.at(1).substr(foundQuestionMark);
+      } else if (foundSlash != std::string::npos && foundQuestionMark == std::string::npos) {
+        this->path = splitted1.at(1).substr(foundSlash);
+      } else {
+        this->path = splitted1.at(1).substr(foundSlash);
+      }
+      auto splitted2 = UtilString::split(UtilString::split(splitted1.at(1), "/").at(0), ":");
+      this->host = splitted2.at(0);
+      if (splitted2.size() == 2) {
+        this->port = splitted2.at(1);
+      } else {
+        if (splitted1.at(0) == "https" || splitted1.at(0) == "wss") {
+          this->port = CCAPI_HTTPS_PORT_DEFAULT;
+        } else {
+          this->port = CCAPI_HTTP_PORT_DEFAULT;
+        }
+      }
+    }
+  }
+  void appendUrlPart(const std::string& urlPart) {
+    this->url += urlPart;
+    this->setUrlParts();
+  }
   std::string id;
-  std::string url;
   std::string group;
   std::vector<Subscription> subscriptionList;
   std::vector<std::string> correlationIdList;
@@ -179,6 +195,10 @@ class WsConnection CCAPI_FINAL {
   std::string path;
   std::string host;
   std::string port;
+#ifndef CCAPI_EXPOSE_INTERNAL
+ private:
+#endif
+  std::string url;
 };
 } /* namespace ccapi */
 #endif

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service.h b/include/ccapi_cpp/service/ccapi_execution_management_service.h
@@ -61,7 +61,7 @@ class ExecutionManagementService : public Service {
 #else
                                 std::shared_ptr<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>> streamPtr(nullptr);
                                 try {
-                                  streamPtr = that->createStream<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>>(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr, that->hostWs);
+                                  streamPtr = that->createWsStream(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr);
                                 } catch (const beast::error_code& ec) {
                                   CCAPI_LOGGER_TRACE("fail");
                                   that->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE, ec, "create stream", {subscription.getCorrelationId()});

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h b/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h
@@ -369,7 +369,7 @@ class ExecutionManagementServiceAscendex : public ExecutionManagementService {
 #else
                               std::shared_ptr<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>> streamPtr(nullptr);
                                 try {
-                                  streamPtr = that->createStream<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>>(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr, that->hostWs);
+                                  streamPtr = that->createWsStream(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr);
                                 } catch (const beast::error_code& ec) {
                                   CCAPI_LOGGER_TRACE("fail");
                                   that->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE, ec, "create stream", {subscription.getCorrelationId()});

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h
@@ -189,7 +189,7 @@ class ExecutionManagementServiceBinanceBase : public ExecutionManagementService
               document.Parse<rj::kParseNumbersAsStringsFlag>(body.c_str());
               std::string listenKey = document["listenKey"].GetString();
               std::string url = that->baseUrlWs + "/" + listenKey;
-              wsConnectionPtr->url = url;
+              wsConnectionPtr->setUrl(url);
               that->connect(wsConnectionPtr);
               that->extraPropertyByConnectionIdMap[wsConnectionPtr->id].insert({
                   {"listenKey", listenKey},

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_bitstamp.h b/include/ccapi_cpp/service/ccapi_execution_management_service_bitstamp.h
@@ -367,7 +367,7 @@ class ExecutionManagementServiceBitstamp : public ExecutionManagementService {
               if (document.HasMember("token") && document.HasMember("user_id")) {
                 std::string token = document["token"].GetString();
                 std::string userId = document["user_id"].GetString();
-                wsConnectionPtr->url = that->baseUrlWs;
+                wsConnectionPtr->setUrl(that->baseUrlWs);
                 that->connect(wsConnectionPtr);
                 that->extraPropertyByConnectionIdMap[wsConnectionPtr->id].insert({
                     {"token", token},

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h
@@ -111,7 +111,7 @@ class ExecutionManagementServiceGateioPerpetualFutures : public ExecutionManagem
 #else
                               std::shared_ptr<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>> streamPtr(nullptr);
                                 try {
-                                  streamPtr = that->createStream<beast::websocket::stream<beast::ssl_stream<beast::tcp_stream>>>(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr, that->hostWs);
+                                  streamPtr = that->createWsStream(that->serviceContextPtr->ioContextPtr, that->serviceContextPtr->sslContextPtr);
                                 } catch (const beast::error_code& ec) {
                                   CCAPI_LOGGER_TRACE("fail");
                                   that->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE, ec, "create stream", {subscription.getCorrelationId()});

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_gemini.h b/include/ccapi_cpp/service/ccapi_execution_management_service_gemini.h
@@ -315,16 +315,16 @@ class ExecutionManagementServiceGemini : public ExecutionManagementService {
       credential = this->credentialDefault;
     }
     auto apiKey = mapGetWithDefault(credential, this->apiKeyName);
-    wsConnectionPtr->url += "?heartbeat=true";
+    wsConnectionPtr->appendUrlPart("?heartbeat=true");
     if (fieldSet == std::set<std::string>({CCAPI_EM_PRIVATE_TRADE})) {
-      wsConnectionPtr->url += "&eventTypeFilter=fill";
+      wsConnectionPtr->appendUrlPart("&eventTypeFilter=fill");
     }
     if (!instrumentSet.empty()) {
       for (const auto& instrument : instrumentSet) {
-        wsConnectionPtr->url += "&symbolFilter=" + instrument;
+        wsConnectionPtr->appendUrlPart("&symbolFilter=" + instrument);
       }
     }
-    wsConnectionPtr->url += "&apiSessionFilter=" + apiKey;
+    wsConnectionPtr->appendUrlPart("&apiSessionFilter=" + apiKey);
     wsConnectionPtr->headers.insert({"X-GEMINI-APIKEY", apiKey});
     int64_t nonce = std::chrono::duration_cast<std::chrono::milliseconds>(now.time_since_epoch()).count();
     std::string payload = R"({"request":"/v1/order/events","nonce":)" + std::to_string(nonce) + "}";

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_kraken.h b/include/ccapi_cpp/service/ccapi_execution_management_service_kraken.h
@@ -361,7 +361,7 @@ class ExecutionManagementServiceKraken : public ExecutionManagementService {
               document.Parse<rj::kParseNumbersAsStringsFlag>(body.c_str());
               if (document.HasMember("result") && document["result"].HasMember("token")) {
                 std::string token = document["result"]["token"].GetString();
-                wsConnectionPtr->url = that->baseUrlWs;
+                wsConnectionPtr->setUrl(that->baseUrlWs);
                 that->connect(wsConnectionPtr);
                 that->extraPropertyByConnectionIdMap[wsConnectionPtr->id].insert({
                     {"token", token},