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feat: release v1.0.0 — shared mux, cross-process IPC, examples
Upgrade slick-net to v3.0.0 and overhaul the WebSocket data path: - Replace SlickQueue<char> with slick::stream_buffer_multiplexer for inter-thread delivery — zero-copy, lock-free, multiplexed across multiple WebSocketClient instances - Add producer_offset to both WebSocketClient constructors so multiple clients share one mux with non-overlapping producer ID ranges - Add second WebSocketClient constructor accepting an external mux - Add shm name params (md_read_buffer_shm_name, user_read_buffer_shm_name) for named shared-memory producer buffers enabling cross-process IPC - Add ProducerType enum (MD_DATA, USER_DATA, MD_CTRL, USER_CTRL) for typed producer-buffer routing; remove MessageType::MARKET_DATA/USER_DATA - Add buffer-sizing params and accessors (marketDataUrl, userDataUrl, streamBufferMultiplexer) to WebSocketClient Add five runnable examples (BUILD_COINBASE_ADVANCED_EXAMPLES): market_data_ws_callbacks, market_data_user_thread_callbacks, multi_websockets_ws_callbacks, multi_websockets_user_thread_callbacks, multi_websockets_ws_callbacks_reader (cross-process reader — attaches to the named-shm mux written by multi_websockets_ws_callbacks) BREAKING CHANGES: - UserThreadWebsocketCallbacks ctor: queue_size param removed - WebSocketClient::logData(): data_queue_size param removed - WebSocketChannel::__COUNT__ renamed to _CHANNEL_COUNT_ - slick-net v3.0.0 required (bundles slick-stream-buffer-multiplexer and slick-dynamic-buffer)
1 parent f96d2b8 commit 85d9e26

16 files changed

Lines changed: 3760 additions & 2310 deletions

‎CHANGELOG.md‎

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‎CMakeLists.txt‎

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cmake_minimum_required(VERSION 3.20)
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set(CMAKE_CXX_STANDARD 20)
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project(coinbase-advanced-cpp
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VERSION 0.3.0
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LANGUAGES CXX)
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if (CMAKE_BUILD_TYPE MATCHES Debug)
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add_definitions(-DDEBUG)
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endif()
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if (CMAKE_BUILD_TYPE MATCHES Release)
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add_definitions(-DNDEBUG)
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endif()
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find_package(nlohmann_json CONFIG REQUIRED)
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find_package(OpenSSL CONFIG REQUIRED)
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find_package(jwt-cpp CONFIG REQUIRED)
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find_package(slick-net 2.1.0 CONFIG QUIET)
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if (NOT slick-net_FOUND)
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message(STATUS "fetching slick-net...")
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include(FetchContent)
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FetchContent_Declare(
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slick-net
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GIT_REPOSITORY https://github.com/SlickQuant/slick-net.git
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GIT_TAG v2.1.0
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)
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FetchContent_MakeAvailable(slick-net)
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else()
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message(STATUS "Found slick-net: ${slick-net_VERSION}")
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endif()
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add_library(coinbase-advanced-cpp STATIC
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src/auth.cpp
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src/rest.cpp
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src/rest_awaitable.cpp
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src/websocket.cpp
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src/utils.cpp
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src/logging.cpp
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)
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add_library(slick::coinbase-advanced-cpp ALIAS coinbase-advanced-cpp)
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target_include_directories(coinbase-advanced-cpp PUBLIC
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$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
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$<INSTALL_INTERFACE:include>
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)
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target_link_libraries(coinbase-advanced-cpp PUBLIC slick::net jwt-cpp::jwt-cpp)
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# PRIVATE precompiled headers for faster static library compilation
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target_precompile_headers(coinbase-advanced-cpp PRIVATE
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<nlohmann/json.hpp>
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<string>
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<vector>
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<memory>
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<coroutine>
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)
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if (MSVC)
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add_definitions(-D_WIN32_WINNT=0x0A00)
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set(CMAKE_SUPPRESS_REGENERATION true) # supress zero_check
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set_target_properties(coinbase-advanced-cpp PROPERTIES LINK_INCREMENTAL ON)
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target_compile_options(coinbase-advanced-cpp PRIVATE
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/MP
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/FS
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/bigobj
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/wd4101
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/W4
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$<$<CONFIG:Release>:/O2>
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$<$<CONFIG:Release>:/GL> # Whole program optimization
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)
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# Faster linking
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target_link_options(coinbase-advanced-cpp PRIVATE
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$<$<CONFIG:Debug>:/DEBUG:FASTLINK>
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)
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else()
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target_compile_options(coinbase-advanced-cpp PRIVATE
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-Wall -Wextra -Wpedantic
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$<$<CONFIG:Release>:-O3>
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)
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endif()
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set(BUILD_COINBASE_ADVANCED_TESTS_DEFAULT ON)
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if (NOT CMAKE_PROJECT_NAME STREQUAL PROJECT_NAME)
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set(BUILD_COINBASE_ADVANCED_TESTS_DEFAULT OFF)
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endif()
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option(BUILD_COINBASE_ADVANCED_TESTS "Build tests" ${BUILD_COINBASE_ADVANCED_TESTS_DEFAULT})
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if (BUILD_COINBASE_ADVANCED_TESTS)
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message(STATUS "Building coinbase-advanced-cpp tests")
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enable_testing()
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add_subdirectory(tests)
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else()
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message(STATUS "Skipping coinbase-advanced-cpp tests")
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endif()
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# Installation rules
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install(DIRECTORY include/ DESTINATION include)
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# Install CMake package configuration files for vcpkg
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install(TARGETS coinbase-advanced-cpp EXPORT coinbase-advanced-cppTargets)
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install(EXPORT coinbase-advanced-cppTargets
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FILE coinbase-advanced-cppTargets.cmake
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NAMESPACE slick::
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DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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include(CMakePackageConfigHelpers)
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# Generate the config file
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configure_package_config_file(
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${CMAKE_CURRENT_SOURCE_DIR}/cmake/coinbase-advanced-cppConfig.cmake.in
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfig.cmake
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INSTALL_DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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# Generate version file
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write_basic_package_version_file(
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfigVersion.cmake
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VERSION ${PROJECT_VERSION}
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COMPATIBILITY SameMajorVersion
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)
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# Install config files
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install(FILES
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfig.cmake
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfigVersion.cmake
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DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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message(STATUS "${PROJECT_NAME}: ${PROJECT_VERSION}")
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cmake_minimum_required(VERSION 3.21)
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set(CMAKE_CXX_STANDARD 20)
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project(coinbase-advanced-cpp
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VERSION 1.0.0
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LANGUAGES CXX)
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option(BUILD_COINBASE_ADVANCED_TESTS "Build coinbase advanced tests" ${PROJECT_IS_TOP_LEVEL})
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option(BUILD_COINBASE_ADVANCED_EXAMPLES "Build coinbas advanced examples" ${PROJECT_IS_TOP_LEVEL})
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if (CMAKE_BUILD_TYPE MATCHES Debug)
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add_definitions(-DDEBUG)
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endif()
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if (CMAKE_BUILD_TYPE MATCHES Release)
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add_definitions(-DNDEBUG)
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endif()
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find_package(nlohmann_json CONFIG REQUIRED)
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find_package(OpenSSL CONFIG REQUIRED)
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find_package(jwt-cpp CONFIG REQUIRED)
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find_package(slick-net 3.0.0 CONFIG QUIET)
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if (NOT slick-net_FOUND)
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message(STATUS "fetching slick-net...")
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include(FetchContent)
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FetchContent_Declare(
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slick-net
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GIT_REPOSITORY https://github.com/SlickQuant/slick-net.git
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GIT_TAG v3.0.0
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)
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FetchContent_MakeAvailable(slick-net)
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else()
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message(STATUS "Found slick-net ${slick-net_VERSION}: ${slick-net_DIR}")
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endif()
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add_library(coinbase-advanced-cpp STATIC
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src/auth.cpp
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src/rest.cpp
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src/rest_awaitable.cpp
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src/websocket.cpp
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src/utils.cpp
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src/logging.cpp
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)
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add_library(slick::coinbase-advanced-cpp ALIAS coinbase-advanced-cpp)
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target_include_directories(coinbase-advanced-cpp PUBLIC
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$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
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$<INSTALL_INTERFACE:include>
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)
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target_link_libraries(coinbase-advanced-cpp PUBLIC slick::net slick::stream_buffer_multiplexer jwt-cpp::jwt-cpp)
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# PRIVATE precompiled headers for faster static library compilation
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target_precompile_headers(coinbase-advanced-cpp PRIVATE
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<nlohmann/json.hpp>
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<string>
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<vector>
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<memory>
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<coroutine>
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)
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if (MSVC)
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add_definitions(-D_WIN32_WINNT=0x0A00)
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set(CMAKE_SUPPRESS_REGENERATION true) # supress zero_check
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set_target_properties(coinbase-advanced-cpp PROPERTIES LINK_INCREMENTAL ON)
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target_compile_options(coinbase-advanced-cpp PRIVATE
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/MP
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/FS
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/bigobj
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/wd4101
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/W4
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$<$<CONFIG:Release>:/O2>
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$<$<CONFIG:Release>:/GL> # Whole program optimization
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)
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# Faster linking
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target_link_options(coinbase-advanced-cpp PRIVATE
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$<$<CONFIG:Debug>:/DEBUG:FASTLINK>
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)
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else()
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target_compile_options(coinbase-advanced-cpp PRIVATE
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-Wall -Wextra -Wpedantic
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$<$<CONFIG:Release>:-O3>
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)
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endif()
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if (BUILD_COINBASE_ADVANCED_TESTS)
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message(STATUS "Building coinbase-advanced-cpp tests")
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enable_testing()
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add_subdirectory(tests)
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else()
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message(STATUS "Skipping coinbase-advanced-cpp tests")
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endif()
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if (BUILD_COINBASE_ADVANCED_EXAMPLES)
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message(STATUS "Building coinbase-advanced-cpp examples")
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add_subdirectory(examples)
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else()
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message(STATUS "Skipping coinbase-advanced-cpp examples")
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endif()
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# Installation rules
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install(DIRECTORY include/ DESTINATION include)
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# Install CMake package configuration files for vcpkg
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install(TARGETS coinbase-advanced-cpp EXPORT coinbase-advanced-cppTargets)
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install(EXPORT coinbase-advanced-cppTargets
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FILE coinbase-advanced-cppTargets.cmake
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NAMESPACE slick::
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DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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include(CMakePackageConfigHelpers)
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# Generate the config file
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configure_package_config_file(
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${CMAKE_CURRENT_SOURCE_DIR}/cmake/coinbase-advanced-cppConfig.cmake.in
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfig.cmake
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INSTALL_DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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# Generate version file
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write_basic_package_version_file(
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfigVersion.cmake
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VERSION ${PROJECT_VERSION}
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COMPATIBILITY SameMajorVersion
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)
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# Install config files
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install(FILES
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfig.cmake
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${CMAKE_CURRENT_BINARY_DIR}/coinbase-advanced-cppConfigVersion.cmake
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DESTINATION lib/cmake/coinbase-advanced-cpp
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)
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message(STATUS "${PROJECT_NAME}: ${PROJECT_VERSION}")

‎README.md‎

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@@ -15,6 +15,8 @@ A modern C++ SDK for interacting with the Coinbase Advanced API, providing both
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- Connection lifecycle callbacks for connect/disconnect events
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- Per-client sequence number tracking for multiple concurrent connections
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- Explicit shutdown control with `stop()` method
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- **Shared Multiplexer**: Multiple `WebSocketClient` instances share one `slick::stream_buffer_multiplexer` — unified lock-free ring-buffer allocation and a single fan-in queue across all symbols
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- **Cross-process IPC**: Producer buffers and the fan-in queue can be placed in named shared memory; a second process can attach and read the same raw JSON stream without an extra network connection
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- **Comprehensive Order Types**: Support for market, limit, stop limit, bracket, and TWAP orders
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- **Type Safety**: Full C++ type definitions for all API responses with JSON serialization/deserialization
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- **Modern C++**: Uses C++20 features, RAII, smart pointers, and modern C++ best practices
@@ -271,6 +273,48 @@ client.stop();
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- **`WebsocketCallbacks`**: Immediate processing on WebSocket I/O thread. Simple but can block WebSocket operations if callbacks are slow.
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- **`UserThreadWebsocketCallbacks`**: Deferred processing on your thread. Better performance and control, but requires calling `processData()` regularly. Uses lock-free queues for efficient data transfer between threads.
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##### Multiple symbols with a shared multiplexer
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Multiple `WebSocketClient` instances can share one `slick::stream_buffer_multiplexer`. Each client is assigned a non-overlapping range of producer IDs via `producer_offset`. A single `processData()` drains messages from all symbols in arrival order.
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```cpp
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slick::stream_buffer_multiplexer mux(1u << 17);
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// BTC uses producer IDs 0–3, ETH uses 4–7
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coinbase::WebSocketClient ws_btc(&callbacks, mux, MD_URL, "", 0);
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coinbase::WebSocketClient ws_eth(&callbacks, mux, MD_URL, "",
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coinbase::ProducerType::_PRODUCER_TYPE_COUNT_);
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while (running) {
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callbacks.processData(200); // drains both symbols
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}
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```
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##### Cross-process market data logging
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Passing `md_read_buffer_shm_name` to the `WebSocketClient` constructor places the MD_DATA producer buffer in named shared memory. Combining this with a shared-memory fan-in queue lets a second process attach and read the same raw JSON stream — no extra network connection required.
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```cpp
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// Process A — producer
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slick::stream_buffer_multiplexer mux(1u << 17, "my_mux_queue");
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coinbase::WebSocketClient ws(&callbacks, mux, MD_URL, "", 0,
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1u << 26, 1u << 16, "my_btc_md_buf");
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// Process B — reader (no WebSocket, no coinbase parsing)
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slick::stream_buffer_multiplexer reader_mux("my_mux_queue");
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reader_mux.add_producer(0 /*MD_DATA producer_id*/, "my_btc_md_buf");
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uint64_t cursor = reader_mux.initial_reading_index();
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while (running) {
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if (auto rec = reader_mux.read(cursor)) {
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// rec.data points to raw JSON bytes; rec.length is the frame size
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std::cout.write(reinterpret_cast<const char*>(rec.data), rec.length);
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}
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}
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```
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See `examples/multi_websockets_ws_callbacks.cpp` (producer) and `examples/multi_websockets_ws_callbacks_reader.cpp` (cross-process reader) for a complete two-symbol demo.
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## API Endpoints
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### REST API
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The SDK handles JWT authentication automatically using the `coinbase::generate_coinbase_jwt` function. You need to provide your API key and secret.
316360

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## Examples
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The `examples/` directory contains five self-contained programs. Build them with `-DBUILD_COINBASE_ADVANCED_EXAMPLES=ON`:
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| Executable | Description |
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|---|---|
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| `market_data_ws_callbacks` | Single-client market data with `WebsocketCallbacks` (I/O thread) |
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| `market_data_user_thread_callbacks` | Single-client market data with `UserThreadWebsocketCallbacks`; also queries REST endpoints |
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| `multi_websockets_ws_callbacks` | BTC-USD + ETH-USD, one `WebSocketClient` each, shared mux; callbacks on I/O thread; mux and MD buffers in **named shared memory** |
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| `multi_websockets_user_thread_callbacks` | BTC-USD + ETH-USD, shared mux, single `processData()` loop; per-symbol order books printed every 5 s |
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| `multi_websockets_ws_callbacks_reader` | Cross-process reader — attaches to the shared memory written by `multi_websockets_ws_callbacks` and logs raw JSON; start the producer first |
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All examples require no API credentials for public market-data channels (TICKER, LEVEL2, MARKET_TRADES).
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## Testing
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The SDK includes comprehensive unit tests using Google Test. To run tests:

‎cmake/coinbase-advanced-cppConfig.cmake.in‎

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@PACKAGE_INIT@
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include(CMakeFindDependencyMacro)
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5-
find_dependency(nlohmann_json CONFIG REQUIRED)
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find_dependency(OpenSSL CONFIG REQUIRED)
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find_dependency(jwt-cpp CONFIG REQUIRED)
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find_dependency(slick-net 1.2.4 CONFIG QUIET)
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if(NOT slick-net_FOUND)
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message(STATUS "Fetching slick-net...")
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include(FetchContent)
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set(BUILD_SLICK_NET_EXAMPLES OFF CACHE BOOL "" FORCE)
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set(BUILD_SLICK_NET_TESTS OFF CACHE BOOL "" FORCE)
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FetchContent_Declare(
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slick-net
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GIT_REPOSITORY https://github.com/SlickQuant/slick-net.git
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GIT_TAG v1.2.4
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)
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FetchContent_MakeAvailable(slick-net)
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endif()
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include("${CMAKE_CURRENT_LIST_DIR}/coinbase-advanced-cppTargets.cmake")
24-
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check_required_components(coinbase-advanced-cpp)
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@PACKAGE_INIT@
2+
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include(CMakeFindDependencyMacro)
4+
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find_dependency(nlohmann_json CONFIG REQUIRED)
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find_dependency(OpenSSL CONFIG REQUIRED)
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find_dependency(jwt-cpp CONFIG REQUIRED)
8+
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find_dependency(slick-net 3.0.0 CONFIG QUIET)
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if(NOT slick-net_FOUND)
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message(STATUS "Fetching slick-net...")
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include(FetchContent)
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set(BUILD_SLICK_NET_EXAMPLES OFF CACHE BOOL "" FORCE)
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set(BUILD_SLICK_NET_TESTS OFF CACHE BOOL "" FORCE)
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FetchContent_Declare(
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slick-net
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GIT_REPOSITORY https://github.com/SlickQuant/slick-net.git
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GIT_TAG v3.0.0
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)
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FetchContent_MakeAvailable(slick-net)
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endif()
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include("${CMAKE_CURRENT_LIST_DIR}/coinbase-advanced-cppTargets.cmake")
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check_required_components(coinbase-advanced-cpp)

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