Release

.github/workflows/test.yml

@@ -206,7 +206,7 @@ jobs:
 
         execute_process(
           COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
-            -DBUILD_TEST_BUILD=ON
+            -DBUILD_TEST_BUILD=OFF
             -DBUILD_TEST_UNIT=OFF
             -S test
             -B test/build

README.md

@@ -363,7 +363,7 @@ Subscription subscription("coinbase", "BTC-USD", "MARKET_DEPTH", "MARKET_DEPTH_M
 
 #### Specify correlation id
 
-Instantiate `Request` with the desired correlationId.
+Instantiate `Request` with the desired correlationId. The `correlationId` should be unique.
 ```
 Request request(Request::Operation::GET_RECENT_TRADES, "coinbase", "BTC-USD", "cool correlation id");
 ```
@@ -699,7 +699,7 @@ Bye
 
 #### Specify correlation id
 
-Instantiate `Request` with the desired correlationId.
+Instantiate `Request` with the desired correlationId. The `correlationId` should be unique.
 ```
 Request request(Request::Operation::CREATE_ORDER, "binance-us", "BTCUSD", "cool correlation id");
 ```
@@ -969,7 +969,7 @@ Logger* Logger::logger = &myLogger;
 
 [C++](example/src/utility_set_timer/main.cpp)
 
-To perform an asynchronous wait, use the utility method `setTimer` in class `Session`. The handlers are invoked in the same threads as the `processEvent` method in the `EventHandler` class.
+To perform an asynchronous wait, use the utility method `setTimer` in class `Session`. The handlers are invoked in the same threads as the `processEvent` method in the `EventHandler` class. The `id` of the timer should be unique. `delayMilliseconds` can be 0.
 ```
 session->setTimer(
     "id", 1000,

include/ccapi_cpp/ccapi_session.h

@@ -886,6 +886,19 @@ class Session {
     this->onEvent(event, eventQueuePtr);
   }
 #ifndef SWIG
+  virtual void setImmediate(std::function<void()> successHandler) {
+    boost::asio::post(*this->serviceContextPtr->ioContextPtr, [this, successHandler]() {
+      if (this->eventHandler) {
+#ifdef CCAPI_USE_SINGLE_THREAD
+        successHandler();
+#else
+          this->eventDispatcher->dispatch([successHandler] {
+            successHandler();
+          });
+#endif
+      }
+    });
+  }
   virtual void setTimer(const std::string& id, long delayMilliseconds, std::function<void(const boost::system::error_code&)> errorHandler,
                         std::function<void()> successHandler) {
     boost::asio::post(*this->serviceContextPtr->ioContextPtr, [this, id, delayMilliseconds, errorHandler, successHandler]() {
@@ -932,6 +945,17 @@ class Session {
       }
     }
   }
+  void forceCloseWebsocketConnections(const std::string& serviceName = "", const std::string& exchangeName = "") {
+    for (const auto& x : this->serviceByServiceNameExchangeMap) {
+      if (serviceName.empty() || serviceName == x.first) {
+        for (const auto& y : x.second) {
+          if (exchangeName.empty() || exchangeName == y.first) {
+            y.second->forceCloseWebsocketConnections();
+          }
+        }
+      }
+    }
+  }
 #endif
 #ifndef CCAPI_EXPOSE_INTERNAL
 

include/ccapi_cpp/service/ccapi_market_data_service.h

@@ -585,18 +585,25 @@ class MarketDataService : public Service {
   }
   virtual void onIncorrectStatesFound(std::shared_ptr<WsConnection> wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived,
                                       const std::string& exchangeSubscriptionId, std::string const& reason) {
-    WsConnection& wsConnection = *wsConnectionPtr;
-    std::string errorMessage = "incorrect states found: connection = " + toString(wsConnection) + ", textMessage = " + std::string(textMessageView) +
+    std::string errorMessage = "incorrect states found: connection = " + toString(*wsConnectionPtr) + ", textMessage = " + std::string(textMessageView) +
                                ", timeReceived = " + UtilTime::getISOTimestamp(timeReceived) + ", exchangeSubscriptionId = " + exchangeSubscriptionId +
                                ", reason = " + reason;
     CCAPI_LOGGER_ERROR(errorMessage);
     ErrorCode ec;
     this->close(wsConnectionPtr, beast::websocket::close_code::normal,
                 beast::websocket::close_reason(beast::websocket::close_code::normal, "incorrect states found: " + reason), ec);
     if (ec) {
-      this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::GENERIC_ERROR, "shutdown");
+      std::string& channelId =
+          this->channelIdSymbolIdByConnectionIdExchangeSubscriptionIdMap.at(wsConnectionPtr->id).at(exchangeSubscriptionId).at(CCAPI_CHANNEL_ID);
+      std::string& symbolId =
+          this->channelIdSymbolIdByConnectionIdExchangeSubscriptionIdMap.at(wsConnectionPtr->id).at(exchangeSubscriptionId).at(CCAPI_SYMBOL_ID);
+      CCAPI_LOGGER_TRACE("channelId = " + toString(channelId));
+      CCAPI_LOGGER_TRACE("symbolId = " + toString(symbolId));
+      auto& correlationIdList = this->correlationIdListByConnectionIdChannelIdSymbolIdMap.at(wsConnectionPtr->id).at(channelId).at(symbolId);
+      CCAPI_LOGGER_TRACE("correlationIdList = " + toString(correlationIdList));
+      this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::INCORRECT_STATE_FOUND, "shutdown", correlationIdList);
     }
-    this->shouldProcessRemainingMessageOnClosingByConnectionIdMap[wsConnection.id] = false;
+    this->shouldProcessRemainingMessageOnClosingByConnectionIdMap[wsConnectionPtr->id] = false;
     this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::INCORRECT_STATE_FOUND, errorMessage);
   }
   void connect(std::shared_ptr<WsConnection> wsConnectionPtr) override {

include/ccapi_cpp/service/ccapi_market_data_service_binance_base.h

@@ -448,6 +448,7 @@ class MarketDataServiceBinanceBase : public MarketDataService {
       case Request::Operation::GET_MARKET_DEPTH: {
         MarketDataMessage marketDataMessage;
         marketDataMessage.type = MarketDataMessage::Type::MARKET_DATA_EVENTS_MARKET_DEPTH;
+        marketDataMessage.tp = UtilTime::makeTimePointFromMilliseconds(std::stoll(document["T"].GetString()));
         for (const auto& x : document["bids"].GetArray()) {
           MarketDataMessage::TypeForDataPoint dataPoint;
           dataPoint.insert({MarketDataMessage::DataFieldType::PRICE, x[0].GetString()});

include/ccapi_cpp/service/ccapi_service.h

@@ -147,6 +147,16 @@ class Service : public std::enable_shared_from_this<Service> {
     }
   }
   void purgeHttpConnectionPool() { this->httpConnectionPool.purge(); }
+  void forceCloseWebsocketConnections() {
+    for (const auto& x : this->wsConnectionByIdMap) {
+      ErrorCode ec;
+      auto wsConnectionPtr = x.second;
+      this->close(wsConnectionPtr, beast::websocket::close_code::normal, beast::websocket::close_reason("force close"), ec);
+      if (ec) {
+        this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::GENERIC_ERROR, ec, "shutdown");
+      }
+    }
+  }
   void stop() {
     for (const auto& x : this->sendRequestDelayTimerByCorrelationIdMap) {
       x.second->cancel();
@@ -155,21 +165,12 @@ class Service : public std::enable_shared_from_this<Service> {
     this->shouldContinue = false;
     for (const auto& x : this->wsConnectionByIdMap) {
       ErrorCode ec;
-#ifdef CCAPI_LEGACY_USE_WEBSOCKETPP
-      auto wsConnection = x.second;
-      this->close(wsConnection, wsConnection.hdl, websocketpp::close::status::normal, "stop", ec);
-#else
       auto wsConnectionPtr = x.second;
       this->close(wsConnectionPtr, beast::websocket::close_code::normal, beast::websocket::close_reason("stop"), ec);
-#endif
       if (ec) {
         this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::GENERIC_ERROR, ec, "shutdown");
       }
-#ifdef CCAPI_LEGACY_USE_WEBSOCKETPP
-      this->shouldProcessRemainingMessageOnClosingByConnectionIdMap[wsConnection.id] = false;
-#else
       this->shouldProcessRemainingMessageOnClosingByConnectionIdMap[wsConnectionPtr->id] = false;
-#endif
     }
   }
   virtual void convertRequestForRestCustom(http::request<http::string_body>& req, const Request& request, const TimePoint& now, const std::string& symbolId,

test/test_unit/CMakeLists.txt.in

@@ -1,5 +1,5 @@
 project(googletest-download)
-
+cmake_minimum_required(VERSION 3.14)
 include(ExternalProject)
 ExternalProject_Add(googletest
   GIT_REPOSITORY    https://github.com/google/googletest.git