fix frequent disconnection issues

Author: ubuntu

README.md

@@ -841,20 +841,7 @@ For a specific exchange and instrument, submit a simple limit order.
 
 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,
-                  const std::string& lineNumber, const std::string& message) override {
-    std::lock_guard<std::mutex> lock(m);
-    std::cout << threadId << ": [" << timeISO << "] {" << fileName << ":" << lineNumber << "} " << severity << std::string(8, ' ') << message << std::endl;
-  }
-
- private:
-  std::mutex m;
-};
-
-MyLogger myLogger;
-Logger* Logger::logger = &myLogger;
+Logger* Logger::logger = nullptr;  // This line is needed.
 
 class MyEventHandler : public EventHandler {
  public:
@@ -1054,7 +1041,7 @@ Logger* Logger::logger = &myLogger;
 
 #### Set timer
 
-[C++](example/src/utility_set_timer/main.cpp)
+[C++](example/src/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. The `id` of the timer should be unique. `delayMilliseconds` can be 0.
 ```
@@ -1066,6 +1053,16 @@ sessionPtr->setTimer(
     []() { std::cout << std::string("Timer success handler is triggered at ") + UtilTime::getISOTimestamp(UtilTime::now()) << std::endl; });
 ```
 
+#### Heartbeat
+
+[C++](example/src/heartbeat/main.cpp)
+
+To receive heartbeat events, instantiate a `Subscription` object with field `HEARTBEAT` and subscribe it.
+```
+Subscription subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000");
+session.subscribe(subscription);
+```
+
 ## 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.

binding/python/CMakeLists.txt

@@ -56,7 +56,7 @@ add_custom_target(
   # 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
+  COMMAND ${Python_EXECUTABLE} -m pip install --force-reinstall dist/*.whl
   # -----------------------
   WORKING_DIRECTORY ${PACKAGING_DIR_FULL})
 add_dependencies(${PYTHON_PACKAGING_TARGET_NAME} ${SWIG_TARGET_NAME})

binding/python/example/fix_simple/main.py

@@ -5,48 +5,55 @@
 
 
 class MyEventHandler(EventHandler):
-    def __init__(self):
+    def __init__(self, fixSubscriptionCorrelationId):
         super().__init__()
+        self.fixSubscriptionCorrelationId = fixSubscriptionCorrelationId
+        self.sentRequest = False
+        self.firstProcessEventTime = None
 
     def processEvent(self, event: Event, session: Session) -> None:
-        if event.getType() == Event.Type_AUTHORIZATION_STATUS:
-            print(f"Received an event of type AUTHORIZATION_STATUS:\n{event.toPrettyString(2, 2)}")
-            message = event.getMessageList()[0]
-            if message.getType() == Message.Type_AUTHORIZATION_SUCCESS:
-                request = Request(Request.Operation_FIX, "coinbase", "", "any")
-                request.appendFixParam(
-                    [
-                        (35, "D"),
-                        (11, "6d4eb0fb-2229-469f-873e-557dd78ac11e"),
-                        (55, "BTC-USD"),
-                        (54, "1"),
-                        (44, "20000"),
-                        (38, "0.001"),
-                        (40, "2"),
-                        (59, "1"),
-                    ]
-                )
-                session.sendRequestByFix(request)
-        elif event.getType() == Event.Type_FIX:
-            print(f"Received an event of type FIX:\n{event.toPrettyString(2, 2)}")
+        if event.getType() != Event.Type_HEARTBEAT:
+            print(f"Received an event:\n{event.toPrettyString(2, 2)}")
+        if self.firstProcessEventTime is None:
+            self.firstProcessEventTime = time.time()
+            elapsedSeconds = 0
+        else:
+            elapsedSeconds = time.time() - self.firstProcessEventTime
+
+        if elapsedSeconds >= 1 and not self.sentRequest:
+            self.sentRequest = True
+            request = Request(Request.Operation_FIX, "binance")
+            request.appendFixParam(
+                [
+                    (35, "D"),
+                    (11, request.generateNextClientOrderId()),
+                    (55, "BTCUSDT"),
+                    (54, "1"),
+                    (44, "100000"),
+                    (38, "0.0001"),
+                    (40, "2"),
+                    (59, "1"),
+                ]
+            )
+            session.sendRequestByFix(self.fixSubscriptionCorrelationId, request)
 
 
 if __name__ == "__main__":
-    if not os.environ.get("COINBASE_API_KEY"):
-        print("Please set environment variable COINBASE_API_KEY", file=sys.stderr)
-        sys.exit(1)
-    if not os.environ.get("COINBASE_API_SECRET"):
-        print("Please set environment variable COINBASE_API_SECRET", file=sys.stderr)
+    if not os.environ.get("BINANCE_FIX_API_KEY"):
+        print("Please set environment variable BINANCE_FIX_API_KEY", file=sys.stderr)
         sys.exit(1)
-    if not os.environ.get("COINBASE_API_PASSPHRASE"):
-        print("Please set environment variable COINBASE_API_PASSPHRASE", file=sys.stderr)
+    if not os.environ.get("BINANCE_FIX_API_PRIVATE_KEY_PATH"):
+        print("Please set environment variable BINANCE_FIX_API_PRIVATE_KEY_PATH", file=sys.stderr)
         sys.exit(1)
-    eventHandler = MyEventHandler()
+    fixSubscriptionCorrelationId = "any"
+    eventHandler = MyEventHandler(fixSubscriptionCorrelationId)
     option = SessionOptions()
     config = SessionConfigs()
     session = Session(option, config, eventHandler)
-    subscription = Subscription("coinbase", "", "FIX", "", "any")
+    subscription = Subscription("binance", "", "FIX", "", fixSubscriptionCorrelationId)
+    session.subscribe(subscription)
+    subscription = Subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000")
     session.subscribe(subscription)
-    time.sleep(10)
+    time.sleep(100)
     session.stop()
     print("Bye")

binding/python/example/heartbeat/main.py

@@ -0,0 +1,23 @@
+import time
+from ccapi import EventHandler, SessionOptions, SessionConfigs, Session, Subscription, Event
+
+
+class MyEventHandler(EventHandler):
+    def __init__(self):
+        super().__init__()
+
+    def processEvent(self, event: Event, session: Session) -> None:
+        if event.getType() == Event.Type_HEARTBEAT:
+            print(f"Received an event of type HEARTBEAT:\n{event.toPrettyString(2, 2)}")
+
+
+if __name__ == "__main__":
+    eventHandler = MyEventHandler()
+    option = SessionOptions()
+    config = SessionConfigs()
+    session = Session(option, config, eventHandler)
+    subscription = Subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000")
+    session.subscribe(subscription)
+    time.sleep(10)
+    session.stop()
+    print("Bye")

example/CMakeLists.txt

@@ -81,7 +81,8 @@ add_subdirectory(src/execution_management_advanced_subscription)
 add_subdirectory(src/fix_simple)
 add_subdirectory(src/fix_advanced)
 add_subdirectory(src/enable_library_logging)
-add_subdirectory(src/utility_set_timer)
+add_subdirectory(src/set_timer)
+add_subdirectory(src/heartbeat)
 add_subdirectory(src/override_exchange_url_at_runtime)
 add_subdirectory(src/test_order_latency)
 add_subdirectory(src/test_cpu_usage)

…ple/src/utility_set_timer/CMakeLists.txt example/src/heartbeat/CMakeLists.txtexample/src/utility_set_timer/CMakeLists.txt renamed to example/src/heartbeat/CMakeLists.txt example/src/utility_set_timer/CMakeLists.txt renamed to example/src/heartbeat/CMakeLists.txt

@@ -1,4 +1,4 @@
-set(NAME utility_set_timer)
+set(NAME heartbeat)
 project(${NAME})
 add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
 add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)

example/src/heartbeat/main.cpp

@@ -0,0 +1,35 @@
+#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 {
+    if (event.getType() == Event::Type::HEARTBEAT) {
+      std::cout << "Received an event of type HEARTBEAT:\n" + event.toPrettyString(2, 2) << std::endl;
+    }
+  }
+};
+
+} /* namespace ccapi */
+
+using ::ccapi::MyEventHandler;
+using ::ccapi::Session;
+using ::ccapi::SessionConfigs;
+using ::ccapi::SessionOptions;
+using ::ccapi::Subscription;
+
+int main(int argc, char** argv) {
+  SessionOptions sessionOptions;
+  SessionConfigs sessionConfigs;
+  MyEventHandler eventHandler;
+  Session session(sessionOptions, sessionConfigs, &eventHandler);
+  Subscription subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000");
+  session.subscribe(subscription);
+  std::this_thread::sleep_for(std::chrono::seconds(10));
+  session.stop();
+  std::cout << "Bye" << std::endl;
+  return EXIT_SUCCESS;
+}

example/src/set_timer/CMakeLists.txt

@@ -0,0 +1,6 @@
+set(NAME set_timer)
+project(${NAME})
+add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
+add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
+add_executable(${NAME} main.cpp)
+add_dependencies(${NAME} boost rapidjson)

example/src/utility_set_timer/main.cpp example/src/set_timer/main.cppexample/src/utility_set_timer/main.cpp renamed to example/src/set_timer/main.cpp

@@ -86,16 +86,17 @@ class Element {
   }
 
   std::string toString() const {
-    std::string output =
-        isFix ? "Element [tagValueList = " + ccapi::toString(tagValueList) + "]" : "Element [nameValueMap = " + ccapi::toString(nameValueMap) + "]";
+    std::string output = isFix ? "Element [tagValueList = " + ccapi::toString(tagValueList) + ", nameValueMap = " + ccapi::toString(nameValueMap) + "]"
+                               : "Element [nameValueMap = " + ccapi::toString(nameValueMap) + "]";
     return output;
   }
 
   std::string toPrettyString(const int space = 2, const int leftToIndent = 0, const bool indentFirstLine = true) const {
     std::string sl(leftToIndent, ' ');
     std::string ss(leftToIndent + space, ' ');
     std::string output = isFix ? (indentFirstLine ? sl : "") + "Element [\n" + ss +
-                                     "tagValueList = " + ccapi::toPrettyString(tagValueList, space, space + leftToIndent, false) + "\n" + sl + "]"
+                                     "tagValueList = " + ccapi::toPrettyString(tagValueList, space, space + leftToIndent, false) + ",\n" + ss +
+                                     "nameValueMap = " + ccapi::toPrettyString(nameValueMap, space, space + leftToIndent, false) + "\n" + sl + "]"
                                : (indentFirstLine ? sl : "") + "Element [\n" + ss +
                                      "nameValueMap = " + ccapi::toPrettyString(nameValueMap, space, space + leftToIndent, false) + "\n" + sl + "]";
     return output;