Merge pull request #523 from crypto-chassis/develop

Release

Author: cryptochassis

.github/workflows/release.yml

@@ -211,11 +211,11 @@ jobs:
             -DBUILD_TEST_UNIT=OFF
             -S test
             -B test/build
-            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
-            -G Ninja
-            -D CMAKE_MAKE_PROGRAM=ninja
-            # -D CMAKE_C_COMPILER_LAUNCHER=ccache
-            # -D CMAKE_CXX_COMPILER_LAUNCHER=ccache
+            -DCMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
+            # -G Ninja
+            # -DCMAKE_MAKE_PROGRAM=ninja
+            # -DCMAKE_C_COMPILER_LAUNCHER=ccache
+            # -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
           RESULT_VARIABLE result
         )
         if (NOT result EQUAL 0)
@@ -227,11 +227,11 @@ jobs:
             -DCMAKE_OSX_ARCHITECTURES=arm64
             -S example
             -B example/build
-            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
-            -G Ninja
-            -D CMAKE_MAKE_PROGRAM=ninja
-            # -D CMAKE_C_COMPILER_LAUNCHER=ccache
-            # -D CMAKE_CXX_COMPILER_LAUNCHER=ccache
+            -DCMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
+            # -G Ninja
+            # -DCMAKE_MAKE_PROGRAM=ninja
+            # -DCMAKE_C_COMPILER_LAUNCHER=ccache
+            # -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
           RESULT_VARIABLE result
         )
         if (NOT result EQUAL 0)
@@ -250,13 +250,13 @@ jobs:
               -DBUILD_TEST=ON
               -S binding
               -B binding/build
-              -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
+              -DCMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
               -D DOTNET_BUILD_CONFIGURATION=$ENV{DOTNET_BUILD_CONFIGURATION}
               -D NODE_GYP_BUILD_MODE=$ENV{NODE_GYP_BUILD_MODE}
-              -G Ninja
-              -D CMAKE_MAKE_PROGRAM=ninja
-              # -D CMAKE_C_COMPILER_LAUNCHER=ccache
-              # -D CMAKE_CXX_COMPILER_LAUNCHER=ccache
+              # -G Ninja
+              # -DCMAKE_MAKE_PROGRAM=ninja
+              # -DCMAKE_C_COMPILER_LAUNCHER=ccache
+              # -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
             RESULT_VARIABLE result
           )
           if (NOT result EQUAL 0)
@@ -378,11 +378,11 @@ jobs:
             -DBUILD_TEST_UNIT=ON
             -S test
             -B test/build
-            -D CMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
-            -G Ninja
-            -D CMAKE_MAKE_PROGRAM=ninja
-            # -D CMAKE_C_COMPILER_LAUNCHER=ccache
-            # -D CMAKE_CXX_COMPILER_LAUNCHER=ccache
+            -DCMAKE_BUILD_TYPE=$ENV{CMAKE_BUILD_TYPE}
+            # -G Ninja
+            # -DCMAKE_MAKE_PROGRAM=ninja
+            # -DCMAKE_C_COMPILER_LAUNCHER=ccache
+            # -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
           RESULT_VARIABLE result
         )
         if (NOT result EQUAL 0)

.github/workflows/test.yml

@@ -1,14 +1,13 @@
-# Some breaking changes introduced
-* The return type of `EventHandler::processEvent` has been changed from `bool` to `void`.
-* Please read [Handle events in "immediate" vs. "batching" mode](#handle-events-in-immediate-vs-batching-mode).
+# Notice
+* New release has about 20% reduction in cpu usage.
 
 <!-- START doctoc generated TOC please keep comment here to allow auto update -->
 
 **Table of Contents**  *generated with [DocToc](https://github.com/ktechhub/doctoc)*
 
 <!---toc start-->
 
-* [Some breaking changes introduced](#some-breaking-changes-introduced)
+* [Notice](#notice)
 * [ccapi](#ccapi)
   * [Branches](#branches)
   * [Build](#build)
@@ -51,7 +50,6 @@
       * [Set timer](#set-timer)
   * [Performance Tuning](#performance-tuning)
   * [Known Issues and Workarounds](#known-issues-and-workarounds)
-  * [Contributing](#contributing)
 
 <!---toc end-->
 
@@ -60,14 +58,17 @@
 
 
 
+
+
+
 # ccapi
 * A header-only C++ library for streaming market data and executing trades directly from cryptocurrency exchanges (i.e. the connections are between your server and the exchange server without anything in-between).
 * Bindings for other languages such as Python, Java, C#, Go, and Javascript are provided.
 * Code closely follows Bloomberg's API: https://www.bloomberg.com/professional/support/api-library/.
 * It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
 * Supported exchanges:
-  * Market Data: ascendex, binance, binance-usds-futures, binance-coin-futures, bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, bybit, coinbase, cryptocom, deribit, erisx (Cboe Digital), gateio, gateio-perpetual-futures, gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, mexc-futures, okx, whitebit.
-  * Execution Management: ascendex, binance, binance-usds-futures, binance-coin-futures, bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, bybit, coinbase, cryptocom, deribit, erisx (Cboe Digital), gateio, gateio-perpetual-futures, gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, okx.
+  * Market Data: ascendex, [binance](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-usds-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-coin-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, [bybit](https://www.bybit.com/invite?ref=XNYP2K), coinbase, [cryptocom](https://crypto.com/exch/tqj4b8x48w), deribit, erisx (Cboe Digital), [gateio](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), [gateio-perpetual-futures](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, mexc-futures, [okx](https://www.okx.com/join/47636709), whitebit.
+  * Execution Management: ascendex, [binance](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-usds-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-coin-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, [bybit](https://www.bybit.com/invite?ref=XNYP2K), coinbase, [cryptocom](https://crypto.com/exch/tqj4b8x48w), deribit, erisx (Cboe Digital), [gateio](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), [gateio-perpetual-futures](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, [okx](https://www.okx.com/join/47636709).
   * FIX: coinbase, gemini.
 * Join us on Discord https://discord.gg/b5EKcp9s8T and Medium https://cryptochassis.medium.com.
 
@@ -134,6 +135,7 @@ cmake --build .
 
 ## Constants
 [`include/ccapi_cpp/ccapi_macro.h`](include/ccapi_cpp/ccapi_macro.h)
+* For most cryptocurrencies, the default value of `CCAPI_DECIMAL_SCALE` is sufficient. You can override it if you need more.
 
 ## Examples
 [C++](example)
@@ -224,6 +226,7 @@ For a specific exchange and instrument, get recents trades.
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
@@ -232,6 +235,7 @@ class MyEventHandler : public EventHandler {
     std::cout << "Received an event:\n" + event.toStringPretty(2, 2) << std::endl;
   }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;
@@ -300,6 +304,7 @@ For a specific exchange and instrument, whenever the best bid's or ask's price o
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
@@ -311,13 +316,16 @@ class MyEventHandler : public EventHandler {
       for (const auto& message : event.getMessageList()) {
         std::cout << std::string("Best bid and ask at ") + UtilTime::getISOTimestamp(message.getTime()) + " are:" << std::endl;
         for (const auto& element : message.getElementList()) {
-          const std::map<std::string, std::string>& elementNameValueMap = element.getNameValueMap();
+          // They key std::string_view is created from a string literal and therefore is safe, because string
+          // literals have static storage duration, meaning they live for the entire duration of the program.
+          const std::map<std::string_view, std::string>& elementNameValueMap = element.getNameValueMap();
           std::cout << "  " + toString(elementNameValueMap) << std::endl;
         }
       }
     }
   }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;
@@ -491,6 +499,7 @@ For a specific exchange and instrument, submit a simple limit order.
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
@@ -499,6 +508,7 @@ class MyEventHandler : public EventHandler {
     std::cout << "Received an event:\n" + event.toStringPretty(2, 2) << std::endl;
   }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;
@@ -588,6 +598,7 @@ For a specific exchange and instrument, receive order updates.
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
@@ -611,6 +622,7 @@ class MyEventHandler : public EventHandler {
     }
   }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;
@@ -832,6 +844,7 @@ For a specific exchange and instrument, submit a simple limit order.
 ```
 #include "ccapi_cpp/ccapi_session.h"
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 class MyEventHandler : public EventHandler {
  public:
@@ -858,6 +871,7 @@ class MyEventHandler : public EventHandler {
     }
   }
 };
+
 } /* namespace ccapi */
 using ::ccapi::MyEventHandler;
 using ::ccapi::Session;
@@ -963,6 +977,7 @@ An example can be found [here](example/src/market_data_advanced_subscription/mai
 
 #### Thread safety
 * The following methods are implemented to be thread-safe: `Session::sendRequest`, `Session::subscribe`, `Session::sendRequestByFix`, `Session::subscribeByFix`, `Session::setTimer`, all public methods in `Queue`.
+* If you choose to inject an external `boost::asio::io_context` to `ServiceContext`, the `boost::asio::io_context` has to run on a single thread to ensure thread safety.
 
 #### Enable library logging
 
@@ -971,6 +986,7 @@ An example can be found [here](example/src/market_data_advanced_subscription/mai
 Extend a subclass, e.g. `MyLogger`, from class `Logger` and override method `logMessage`. Assign a `MyLogger` pointer to `Logger::logger`. Add one of the following macros in the compiler command line: `CCAPI_ENABLE_LOG_TRACE`, `CCAPI_ENABLE_LOG_DEBUG`, `CCAPI_ENABLE_LOG_INFO`, `CCAPI_ENABLE_LOG_WARN`, `CCAPI_ENABLE_LOG_ERROR`, `CCAPI_ENABLE_LOG_FATAL`. Enable logging if you'd like to inspect raw responses/messages from the exchange for troubleshooting purposes.
 ```
 namespace ccapi {
+
 class MyLogger final : public Logger {
  public:
   void logMessage(const std::string& severity, const std::string& threadId, const std::string& timeISO, const std::string& fileName,
@@ -985,6 +1001,7 @@ class MyLogger final : public Logger {
 
 MyLogger myLogger;
 Logger* Logger::logger = &myLogger;
+
 } /* namespace ccapi */
 ```
 
@@ -1005,14 +1022,8 @@ sessionPtr->setTimer(
 ## Performance Tuning
 * Turn on compiler optimization flags (e.g. `cmake -DCMAKE_BUILD_TYPE=Release ...`).
 * Enable link time optimization (e.g. in CMakeLists.txt `set(CMAKE_INTERPROCEDURAL_OPTIMIZATION TRUE)` before a target is created). Note that link time optimization is only applicable to static linking.
-* Shorten constant strings used as key names in the returned `Element` (e.g. in CmakeLists.txt `add_compile_definitions(CCAPI_BEST_BID_N_PRICE="b")`).
 * Only enable the services and exchanges that you need.
 * Handle events in ["batching" mode](#handle-events-in-immediate-vs-batching-mode) if your application (e.g. market data archiver) isn't latency sensitive.
 
 ## Known Issues and Workarounds
 * Kraken invalid nonce errors. Give the API key a nonce window (https://support.kraken.com/hc/en-us/articles/360001148023-What-is-a-nonce-window-). We use unix timestamp with microsecond resolution as nonce and therefore a nonce window of 500000 translates to a tolerance of 0.5 second.
-
-## Contributing
-* (Required) Create a new branch from the `develop` branch and submit a pull request to the `develop` branch.
-* (Optional) C++ code style: https://google.github.io/styleguide/cppguide.html. See file [.clang-format](.clang-format).
-* (Optional) Commit message format: https://conventionalcommits.org.

README.md

@@ -1,5 +1,6 @@
 #include "ccapi_cpp/ccapi_logger.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;
 }

binding/ccapi_logger.cpp

@@ -49,9 +49,15 @@ add_custom_target(
     ${PACKAGING_DIR_FULL}
   COMMAND ${CMAKE_COMMAND} -E copy $<TARGET_FILE:${SWIG_TARGET_NAME}>
           ${PACKAGING_DIR_FULL}
-  COMMAND ${Python_EXECUTABLE} -m pip install --upgrade setuptools wheel
-  COMMAND ${Python_EXECUTABLE} setup.py bdist_wheel
-  COMMAND ${Python_EXECUTABLE} -m pip install --upgrade .
+  # ----- modern part -----
+  # ensure the wheel-building front-end is available
+  COMMAND ${Python_EXECUTABLE} -m pip install --upgrade build
+  # build a wheel via PEP 517 backend (uses pyproject.toml if present,
+  # falls back to setup.py automatically)
+  COMMAND ${Python_EXECUTABLE} -m build --wheel
+  # install the freshly-built wheel
+  COMMAND ${Python_EXECUTABLE} -m pip install --upgrade dist/*.whl
+  # -----------------------
   WORKING_DIRECTORY ${PACKAGING_DIR_FULL})
 add_dependencies(${PYTHON_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})
 

binding/python/CMakeLists.txt

@@ -84,3 +84,4 @@ add_subdirectory(src/enable_library_logging)
 add_subdirectory(src/utility_set_timer)
 add_subdirectory(src/override_exchange_url_at_runtime)
 add_subdirectory(src/test_order_latency)
+add_subdirectory(src/test_cpu_usage)

example/CMakeLists.txt

@@ -1,6 +1,7 @@
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 class MyLogger final : public Logger {
  public:
   void logMessage(const std::string& severity, const std::string& threadId, const std::string& timeISO, const std::string& fileName,
@@ -15,6 +16,7 @@ class MyLogger final : public Logger {
 
 MyLogger myLogger;
 Logger* Logger::logger = &myLogger;
+
 } /* namespace ccapi */
 
 using ::ccapi::Session;

example/src/enable_library_logging/main.cpp

@@ -1,12 +1,14 @@
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
  public:
   void processEvent(const Event& event, Session* sessionPtr) override { std::cout << "Received an event:\n" + event.toStringPretty(2, 2) << std::endl; }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;

example/src/execution_management_advanced_request/main.cpp

@@ -1,6 +1,7 @@
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
@@ -29,6 +30,7 @@ class MyEventHandler : public EventHandler {
   std::string websocketOrderEntrySubscriptionCorrelationId;
   bool willSendRequest{};
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;

example/src/execution_management_advanced_subscription/main.cpp

@@ -1,12 +1,14 @@
 #include "ccapi_cpp/ccapi_session.h"
 
 namespace ccapi {
+
 Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
  public:
   void processEvent(const Event& event, Session* sessionPtr) override { std::cout << "Received an event:\n" + event.toStringPretty(2, 2) << std::endl; }
 };
+
 } /* namespace ccapi */
 
 using ::ccapi::MyEventHandler;