Finnhub WebSocket Server and Client

Application Threading Model

Overview

This simple application will have five threads running concurrently, ensuring efficient handling of WebSocket communication, management of the unsubscribe list, and monitoring of the data queue.

Dependencies

OpenSSL & Boost

API Dependencies

You need to create an account to get your own API key from finnhub.io and paste it inside config/finnhub_api_key.txt (link:- https://finnhub.io/register )

Modify your own stock monitor list. A sample json for a stock is provided. Please check config/stock_list.json file.

Threads

Main Thread

• Main Thread: Executes the main function.

FinnhubWssConnection Threads

• WebSocket Connection Thread: Executes the init_and_start_wss_connection method.
• Feedback Monitor Thread: Executes the monitor_unsubscribe_list method.

WebSocketServer Threads

• Server Thread: Executes the init_and_run_wss_server method.
• Monitor Data Pipe Thread: Executes the check_data_queue method.

Dashboard

Use dashboard.html file to monitor the stocks realtime. Please note that this dashboard.html file lacks of styling and feel free to modify with new frameworks as you wish!

Summary

This threading model allows this application to handle WebSocket communication with Finnhub, manage the unsubscribe list, and monitor the data queue concurrently.

Please note that this is still working in progress work (As of now, still need to "fully" implement "Close Position" feature). I am going to update this as time permitted.