Improvement

.cmake-format.yml

@@ -0,0 +1,6 @@
+# CMake format settings
+indent_width: 2         # Number of spaces for indentation
+continuation_indent_width: 4  # Indentation for continued lines
+line_width: 160          # Maximum line width
+tab_size: 2             # Tab size (number of spaces per tab)
+use_tabs: false         # Whether to use tabs instead of spaces

.github/workflows/test.yml

@@ -241,7 +241,7 @@ jobs:
             COMMAND ${{ steps.cmake_and_ninja.outputs.cmake_dir }}/cmake
               -DBUILD_PYTHON=ON
               -DBUILD_JAVA=ON
-              -DBUILD_CSHARP=ON
+              # -DBUILD_CSHARP=ON
               # -DBUILD_GO=ON
               # -DBUILD_JAVASCRIPT=ON
               -DBUILD_TEST=ON

README.md

@@ -79,7 +79,7 @@
 * Macros in the compiler command line:
   * Define service enablement macro such as `CCAPI_ENABLE_SERVICE_MARKET_DATA`, `CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT`, `CCAPI_ENABLE_SERVICE_FIX`, etc. and exchange enablement macros such as `CCAPI_ENABLE_EXCHANGE_COINBASE`, etc. These macros can be found at the top of [`include/ccapi_cpp/ccapi_session.h`](include/ccapi_cpp/ccapi_session.h).
 * Dependencies:
-  * boost https://boostorg.jfrog.io/artifactory/main/release/1.80.0/source/boost_1_80_0.tar.gz (notice that its include directory is boost).
+  * boost https://archives.boost.io/release/1.80.0/source/boost_1_80_0.tar.gz (notice that its include directory is boost).
   * rapidjson https://github.com/Tencent/rapidjson/archive/refs/tags/v1.1.0.tar.gz (notice that its include directory is rapidjson/include).
   * If you use FIX API, also need hffix https://github.com/jamesdbrock/hffix/archive/refs/tags/v1.3.0.tar.gz (notice that its include directory is hffix/include).
 * Include directory for this library:
@@ -277,7 +277,7 @@ Received an event:
   ]
 Bye
 ```
-* Request operation types: `GET_INSTRUMENT`, `GET_INSTRUMENTS`, `GET_RECENT_TRADES`, `GET_HISTORICAL_TRADES`, `GET_RECENT_CANDLESTICKS`, `GET_HISTORICAL_CANDLESTICKS`, `GET_RECENT_AGG_TRADES`, `GET_HISTORICAL_AGG_TRADES`(only applicable to binance family: https://binance-docs.github.io/apidocs/spot/en/#compressed-aggregate-trades-list), ``.
+* Request operation types: `GET_SERVER_TIME`, `GET_INSTRUMENT`, `GET_INSTRUMENTS`, `GET_BBOS`, `GET_RECENT_TRADES`, `GET_HISTORICAL_TRADES`, `GET_RECENT_CANDLESTICKS`, `GET_HISTORICAL_CANDLESTICKS`, `GET_RECENT_AGG_TRADES`, `GET_HISTORICAL_AGG_TRADES`(only applicable to binance family: https://binance-docs.github.io/apidocs/spot/en/#compressed-aggregate-trades-list), ``.
 * Request parameter names: `LIMIT`, `INSTRUMENT_TYPE`, `CANDLESTICK_INTERVAL_SECONDS`, `START_TIME_SECONDS`, `END_TIME_SECONDS`, `START_TRADE_ID`, `END_TRADE_ID`, `START_AGG_TRADE_ID`, `END_AGG_TRADE_ID`. Instead of these convenient names you can also choose to use arbitrary parameter names and they will be passed to the exchange's native API. See [this example](example/src/market_data_advanced_request/main.cpp).
 * Message's `time` represents the exchange's reported timestamp. Its `timeReceived` represents the library's receiving timestamp. `time` can be retrieved by `getTime` method and `timeReceived` can be retrieved by `getTimeReceived` method. (For non-C++, please use `getTimeUnix` and `getTimeReceivedUnix` methods or `getTimeISO` and `getTimeReceivedISO` methods).
 

app/CMakeLists.txt

@@ -9,7 +9,7 @@ if(NOT APPLE AND NOT MSVC)
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
 endif()
 set(OPENSSL_USE_STATIC_LIBS TRUE)
-if (WIN32)
+if(WIN32)
   set(CMAKE_BUILD_TYPE "Release")
 endif()
 if(NOT CMAKE_BUILD_TYPE)
@@ -21,54 +21,58 @@ message(STATUS "CCAPI_PROJECT_DIR: ${CCAPI_PROJECT_DIR}")
 if(NOT CCAPI_LEGACY_USE_WEBSOCKETPP)
   message(STATUS "use boost beast websocket")
   if(NOT BOOST_INCLUDE_DIR)
-  include(ExternalProject)
-  ExternalProject_Add(boost
-    URL    https://boostorg.jfrog.io/artifactory/main/release/1.80.0/source/boost_1_80_0.tar.gz
-    SOURCE_DIR        "${CMAKE_BINARY_DIR}/boost"
-    CONFIGURE_COMMAND ""
-    BUILD_COMMAND     ""
-    INSTALL_COMMAND   ""
-    TEST_COMMAND      ""
-  )
-  set(BOOST_INCLUDE_DIR "${CMAKE_BINARY_DIR}/boost")
+    include(ExternalProject)
+    ExternalProject_Add(
+      boost
+      URL https://archives.boost.io/release/1.80.0/source/boost_1_80_0.tar.gz
+      SOURCE_DIR "${CMAKE_BINARY_DIR}/boost"
+      CONFIGURE_COMMAND ""
+      BUILD_COMMAND ""
+      INSTALL_COMMAND ""
+      TEST_COMMAND "")
+    set(BOOST_INCLUDE_DIR "${CMAKE_BINARY_DIR}/boost")
   else()
-  add_library(boost INTERFACE)
+    add_library(boost INTERFACE)
   endif()
   if(NOT RAPIDJSON_INCLUDE_DIR)
-  include(ExternalProject)
-  ExternalProject_Add(rapidjson
-    URL    https://github.com/Tencent/rapidjson/archive/refs/tags/v1.1.0.tar.gz
-    SOURCE_DIR        "${CMAKE_BINARY_DIR}/rapidjson"
-    CONFIGURE_COMMAND ""
-    BUILD_COMMAND     ""
-    INSTALL_COMMAND   ""
-    TEST_COMMAND      ""
-  )
-  set(RAPIDJSON_INCLUDE_DIR "${CMAKE_BINARY_DIR}/rapidjson/include")
+    include(ExternalProject)
+    ExternalProject_Add(
+      rapidjson
+      URL https://github.com/Tencent/rapidjson/archive/refs/tags/v1.1.0.tar.gz
+      SOURCE_DIR "${CMAKE_BINARY_DIR}/rapidjson"
+      CONFIGURE_COMMAND ""
+      BUILD_COMMAND ""
+      INSTALL_COMMAND ""
+      TEST_COMMAND "")
+    set(RAPIDJSON_INCLUDE_DIR "${CMAKE_BINARY_DIR}/rapidjson/include")
   else()
-  add_library(rapidjson INTERFACE)
+    add_library(rapidjson INTERFACE)
   endif()
-	include_directories(${CCAPI_PROJECT_DIR}/include ${BOOST_INCLUDE_DIR} ${RAPIDJSON_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})
+  include_directories(${CCAPI_PROJECT_DIR}/include ${BOOST_INCLUDE_DIR}
+                      ${RAPIDJSON_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})
 else()
   message(STATUS "use websocketpp")
   add_compile_definitions(CCAPI_LEGACY_USE_WEBSOCKETPP)
   set(RAPIDJSON_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/dependency/rapidjson/include)
   set(WEBSOCKETPP_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/dependency/websocketpp)
   set(BOOST_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/dependency/boost)
-  include_directories(${CCAPI_PROJECT_DIR}/include ${WEBSOCKETPP_INCLUDE_DIR} ${BOOST_INCLUDE_DIR} ${RAPIDJSON_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})
+  include_directories(
+    ${CCAPI_PROJECT_DIR}/include ${WEBSOCKETPP_INCLUDE_DIR}
+    ${BOOST_INCLUDE_DIR} ${RAPIDJSON_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})
 endif()
 set(APP_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/app/include)
 find_package(OpenSSL REQUIRED)
 include_directories(${APP_INCLUDE_DIR})
 set(ADDITIONAL_LINK_LIBRARIES "")
-if (WIN32)
+if(WIN32)
   set(ADDITIONAL_LINK_LIBRARIES ws2_32)
 endif()
 link_libraries(OpenSSL::Crypto OpenSSL::SSL ${ADDITIONAL_LINK_LIBRARIES})
 add_compile_options(-Wno-deprecated -Wno-nonnull -Wno-deprecated-declarations)
 
-# If you encountered segmentation fault at run-time, comment out the following line.
-if (CMAKE_BUILD_TYPE STREQUAL "Release")
+# If you encountered segmentation fault at run-time, comment out the following
+# line.
+if(CMAKE_BUILD_TYPE STREQUAL "Release")
   set(CMAKE_INTERPROCEDURAL_OPTIMIZATION TRUE)
 endif()
 
@@ -106,19 +110,24 @@ add_compile_definitions(CCAPI_ENABLE_EXCHANGE_MEXC)
 find_package(ZLIB REQUIRED)
 link_libraries(ZLIB::ZLIB)
 
-# If backtesting, you may want to comment out the following line to improve run-time speed.
+# If backtesting, you may want to comment out the following line to improve
+# run-time speed.
 add_compile_definitions(CCAPI_APP_ENABLE_LOG_INFO)
 
 # If uncommented, the program will print out more information.
 # add_compile_definitions(CCAPI_APP_ENABLE_LOG_DEBUG)
 
 # If you have custom logics and want to reuse part of class EventHandlerBase.
 # add_compile_definitions(CCAPI_APP_USE_CUSTOM_EVENT_HANDLER)
-# get_filename_component(CUSTOM_EVENT_HANDLER_DIRECTORY ${CUSTOM_EVENT_HANDLER_PATH} DIRECTORY)
+# get_filename_component(CUSTOM_EVENT_HANDLER_DIRECTORY
+# ${CUSTOM_EVENT_HANDLER_PATH} DIRECTORY)
 # include_directories(${CUSTOM_EVENT_HANDLER_DIRECTORY})
 
-# If you have custom logics and need to repeatedly rebuild for backtesting, you may want to comment out the following line to improve build-time speed. If so, make sure to
-# provide additional environment variables BASE_ASSET_OVERRIDE, QUOTE_ASSET_OVERRIDE, ORDER_PRICE_INCREMENT_OVERRIDE, and ORDER_QUANTITY_INCREMENT_OVERRIDE at run time.
+# If you have custom logics and need to repeatedly rebuild for backtesting, you
+# may want to comment out the following line to improve build-time speed. If so,
+# make sure to provide additional environment variables BASE_ASSET_OVERRIDE,
+# QUOTE_ASSET_OVERRIDE, ORDER_PRICE_INCREMENT_OVERRIDE, and
+# ORDER_QUANTITY_INCREMENT_OVERRIDE at run time.
 # add_compile_definitions(CCAPI_APP_IS_BACKTEST)
 
 add_subdirectory(src/spot_market_making)