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Code Review.md

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Code Review

The code is compiled using the commands:

# from project root
cmake -B build
cmake --build build -j$(nproc)

It has been tested on WSL2 Ubuntu. The executable will be created in the project root as client_trader.

Code Structure

The structure of the code is as follows:

src/
│   client_main.cpp
│
├───api
│       deribit.h
│       trade_handler.h
│
├───client
│       client_trader.cpp
│       client_trader.h
│
├───lib
│       benchmark.h
│       utilities.h
│
└───websocket
        websocket.cpp
        websocket.h
    api_key.json
    client_main.cpp
CMakeLists.txt
  • client_main.cpp - This file contains the main function. It controls the command loop, with the commands as follows:

Pasted image 20250123224943.png

  • lib/utilties.h provides helpful functions for logging, as well as customizing the log stream by using flags. lib/benchmark.h provides a class for benchmarking as discussed in the latency report.
// Logging Format
// [<time>] <log type>: <msg>
enum class log_flags {
    none          = 0,
    ws            = 1,
    client_trader = 2,
	// ...
};

constexpr static log_flags ENABLED_LOG_FLAGS = (log_flags::ws | log_flags::client_trader ... )

// Example usage
APP_LOG(log_flags::ws, "Error sending message: " << ec.message());

  • websocket/websocket.{h,cpp} provide declarations and definitions for the application's websocket endpoint.

    • It involves a connection_metadata class to store the communication between the client and the server.
    • The websocket_endpoint class holds all methods relevant to websockets communication, such as connect(), send(), on_message() etc. It is done using the websocketspp library

  • client/client_trader.{h,cpp} - This class acts as the interface for all trading methods which the user can invoke. It contains a pointer to the instance of the trade handler which the user passes. This is commonly called the dependency-inversion pattern

std::unique_ptr<deribit> deribit_uptr = std::make_unique<deribit>();
trade_handler* deribit_handler = deribit_uptr.get();

client_trader trader {deribit_handler, key}; // pass
  • api/trade_handler.h - It is a common interface for client_trader class to invoke trade API methods. It is an abstract class from which a class must derive to define the API methods and endpoints.
  • api/deribit.h - It contains all the logic relevant to trading on deribit platform. The class deribit derives from trade_handler.
  • api_key.json - Contains the API id and secret for Deribit.

Libraries used