From 5ccc6749fe21b756bfe9d28f4b0f5fbbac15dc1d Mon Sep 17 00:00:00 2001 From: E Sequeira <5458743+geseq@users.noreply.github.com> Date: Mon, 29 Sep 2025 12:07:52 +0100 Subject: [PATCH 1/2] fix processing kraken MD subscriptions --- .../service/ccapi_market_data_service_kraken_futures.h | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h b/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h index e0b3120c..d9ebb2f5 100644 --- a/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h +++ b/include/ccapi_cpp/service/ccapi_market_data_service_kraken_futures.h @@ -73,7 +73,8 @@ class MarketDataServiceKrakenFutures : public MarketDataService { void processTextMessage(std::shared_ptr wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived, Event& event, std::vector& marketDataMessageList) override { - rj::Document document; + this->jsonDocumentAllocator.Clear(); + rj::Document document(&this->jsonDocumentAllocator); rj::Document::AllocatorType& allocator = document.GetAllocator(); document.Parse(textMessageView.data(), textMessageView.size()); if (document.HasMember("event")) { From 805236fe14c1b518d1abc44f44cc760ef1346cbc Mon Sep 17 00:00:00 2001 From: E Sequeira <5458743+geseq@users.noreply.github.com> Date: Tue, 30 Sep 2025 13:25:29 +0100 Subject: [PATCH 2/2] fix processing kraken spot MD subscriptions --- include/ccapi_cpp/service/ccapi_market_data_service_kraken.h | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h b/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h index 2c5df2c9..3462d395 100644 --- a/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h +++ b/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h @@ -141,7 +141,8 @@ class MarketDataServiceKraken : public MarketDataService { void processTextMessage(std::shared_ptr wsConnectionPtr, boost::beast::string_view textMessageView, const TimePoint& timeReceived, Event& event, std::vector& marketDataMessageList) override { - rj::Document document; + this->jsonDocumentAllocator.Clear(); + rj::Document document(&this->jsonDocumentAllocator); rj::Document::AllocatorType& allocator = document.GetAllocator(); document.Parse(textMessageView.data(), textMessageView.size()); if (document.IsArray() && document.Size() >= 4 && document.Size() <= 5) {