Merge pull request #502 from crypto-chassis/develop

Release

Author: cryptochassis

README.md

@@ -1,5 +1,3 @@
-# Announcement: In Release v6.11.0 we have upgraded kucoin and kucoin-futures API key version from v2 to v3. Thank you.
-
 <!-- START doctoc generated TOC please keep comment here to allow auto update -->
 <!-- DON'T EDIT THIS SECTION, INSTEAD RE-RUN doctoc TO UPDATE -->
 **Table of Contents**  *generated with [DocToc](https://github.com/thlorenz/doctoc)*

include/ccapi_cpp/ccapi_macro.h

@@ -507,6 +507,9 @@
 #ifndef CCAPI_EM_POSITION_ASSET
 #define CCAPI_EM_POSITION_ASSET "POSITION_ASSET"
 #endif
+#ifndef CCAPI_EM_POSITION_MARGIN_TYPE
+#define CCAPI_EM_POSITION_MARGIN_TYPE "MARGIN_TYPE"
+#endif
 #ifndef CCAPI_EM_POSITION_COST
 #define CCAPI_EM_POSITION_COST "COST"
 #endif

include/ccapi_cpp/service/ccapi_execution_management_service_okx.h

@@ -327,10 +327,11 @@ class ExecutionManagementServiceOkx : public ExecutionManagementService {
           Element element;
           element.insert(CCAPI_INSTRUMENT, x["instId"].GetString());
           element.insert(CCAPI_EM_POSITION_SIDE, x["posSide"].GetString());
-          std::string availPos = x["availPos"].GetString();
-          std::string positionQuantity = availPos.empty() ? x["pos"].GetString() : availPos;
+          std::string positionQuantity = x["pos"].GetString();
           element.insert(CCAPI_EM_POSITION_QUANTITY, positionQuantity);
           element.insert(CCAPI_EM_POSITION_ASSET, x["posCcy"].GetString());
+          element.insert(CCAPI_EM_POSITION_MARGIN_TYPE,
+                         std::string(x["mgnMode"].GetString()) == "cross" ? CCAPI_EM_MARGIN_TYPE_CROSS_MARGIN : CCAPI_EM_MARGIN_TYPE_ISOLATED_MARGIN);
           element.insert(CCAPI_EM_POSITION_ENTRY_PRICE, x["avgPx"].GetString());
           element.insert(CCAPI_EM_POSITION_LEVERAGE, x["lever"].GetString());
           elementList.emplace_back(std::move(element));
@@ -606,6 +607,8 @@ class ExecutionManagementServiceOkx : public ExecutionManagementService {
             element.insert(CCAPI_EM_POSITION_SIDE, x["posSide"].GetString());
             element.insert(CCAPI_EM_POSITION_QUANTITY, x["pos"].GetString());
             element.insert(CCAPI_EM_POSITION_ASSET, x["posCcy"].GetString());
+            element.insert(CCAPI_EM_POSITION_MARGIN_TYPE,
+                           std::string(x["mgnMode"].GetString()) == "cross" ? CCAPI_EM_MARGIN_TYPE_CROSS_MARGIN : CCAPI_EM_MARGIN_TYPE_ISOLATED_MARGIN);
             element.insert(CCAPI_EM_POSITION_ENTRY_PRICE, x["avgPx"].GetString());
             element.insert(CCAPI_EM_UNREALIZED_PNL, x["upl"].GetString());
             elementList.emplace_back(std::move(element));

include/ccapi_cpp/service/ccapi_market_data_service.h

@@ -1046,10 +1046,6 @@ class MarketDataService : public Service {
         auto& detail = x.second;
         if (type == MarketDataMessage::DataType::CANDLESTICK) {
           for (auto& y : detail) {
-            auto& openPrice = y.at(MarketDataMessage::DataFieldType::OPEN_PRICE);
-            auto& highPrice = y.at(MarketDataMessage::DataFieldType::HIGH_PRICE);
-            auto& lowPrice = y.at(MarketDataMessage::DataFieldType::LOW_PRICE);
-            auto& closePrice = y.at(MarketDataMessage::DataFieldType::CLOSE_PRICE);
             Element element;
             std::string k1(CCAPI_OPEN_PRICE);
             std::string k2(CCAPI_HIGH_PRICE);