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Merge pull request #544 from crypto-chassis/add-example-use-multiple-sessions
add example use multiple sessions
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‎README.md‎

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<!-- START doctoc generated TOC please keep comment here to allow auto update -->
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<!-- DON'T EDIT THIS SECTION, INSTEAD RE-RUN doctoc TO UPDATE -->
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**Table of Contents** *generated with [DocToc](https://github.com/ktechhub/doctoc)*
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<!---toc start-->
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* [ccapi](#ccapi)
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* [Branches](#branches)
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* [Build](#build)
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* [C++](#c)
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* [non-C++](#non-c)
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* [Constants](#constants)
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* [Examples](#examples)
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* [Documentations](#documentations)
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* [Simple Market Data](#simple-market-data)
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* [Advanced Market Data](#advanced-market-data)
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* [Complex request parameters](#complex-request-parameters)
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* [Specify subscription market depth](#specify-subscription-market-depth)
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* [Specify correlation id](#specify-correlation-id)
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* [Multiple exchanges and/or instruments](#multiple-exchanges-andor-instruments)
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* [Receive subscription events at periodic intervals](#receive-subscription-events-at-periodic-intervals)
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* [Receive subscription events at periodic intervals including when the market depth snapshot hasn't changed](#receive-subscription-events-at-periodic-intervals-including-when-the-market-depth-snapshot-hasnt-changed)
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* [Receive subscription market depth updates](#receive-subscription-market-depth-updates)
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* [Receive subscription trade events](#receive-subscription-trade-events)
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* [Receive subscription calculated-candlestick events at periodic intervals](#receive-subscription-calculated-candlestick-events-at-periodic-intervals)
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* [Receive subscription exchange-provided-candlestick events at periodic intervals](#receive-subscription-exchange-provided-candlestick-events-at-periodic-intervals)
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* [Send generic public requests](#send-generic-public-requests)
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* [Make generic public subscriptions](#make-generic-public-subscriptions)
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* [Send generic private requests](#send-generic-private-requests)
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* [Simple Execution Management](#simple-execution-management)
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* [Advanced Execution Management](#advanced-execution-management)
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* [Specify correlation id](#specify-correlation-id-1)
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* [Multiple exchanges and/or instruments](#multiple-exchanges-andor-instruments-1)
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* [Multiple subscription fields](#multiple-subscription-fields)
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* [Make Session::sendRequest blocking](#make-sessionsendrequest-blocking)
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* [Provide API credentials for an exchange](#provide-api-credentials-for-an-exchange)
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* [Override exchange urls](#override-exchange-urls)
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* [Complex request parameters](#complex-request-parameters-1)
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* [Send request by Websocket API](#send-request-by-websocket-api)
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* [Specify instrument type](#specify-instrument-type)
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* [FIX API](#fix-api)
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* [More Advanced Topics](#more-advanced-topics)
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* [Handle events in "immediate" vs. "batching" mode](#handle-events-in-immediate-vs-batching-mode)
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* [Thread safety](#thread-safety)
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* [Enable library logging](#enable-library-logging)
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* [Set timer](#set-timer)
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* [Heartbeat](#heartbeat)
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* [Performance Tuning](#performance-tuning)
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* [Known Issues and Workarounds](#known-issues-and-workarounds)
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<!---toc end-->
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- [ccapi](#ccapi)
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- [Branches](#branches)
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- [Build](#build)
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- [C++](#c)
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- [non-C++](#non-c)
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- [Constants](#constants)
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- [Examples](#examples)
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- [Documentations](#documentations)
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- [Simple Market Data](#simple-market-data)
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- [Advanced Market Data](#advanced-market-data)
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- [Complex request parameters](#complex-request-parameters)
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- [Specify subscription market depth](#specify-subscription-market-depth)
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- [Specify correlation id](#specify-correlation-id)
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- [Multiple exchanges and/or instruments](#multiple-exchanges-andor-instruments)
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- [Receive subscription events at periodic intervals](#receive-subscription-events-at-periodic-intervals)
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- [Receive subscription events at periodic intervals including when the market depth snapshot hasn't changed](#receive-subscription-events-at-periodic-intervals-including-when-the-market-depth-snapshot-hasnt-changed)
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- [Receive subscription market depth updates](#receive-subscription-market-depth-updates)
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- [Receive subscription trade events](#receive-subscription-trade-events)
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- [Receive subscription calculated-candlestick events at periodic intervals](#receive-subscription-calculated-candlestick-events-at-periodic-intervals)
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- [Receive subscription exchange-provided-candlestick events at periodic intervals](#receive-subscription-exchange-provided-candlestick-events-at-periodic-intervals)
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- [Send generic public requests](#send-generic-public-requests)
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- [Make generic public subscriptions](#make-generic-public-subscriptions)
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- [Send generic private requests](#send-generic-private-requests)
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- [Simple Execution Management](#simple-execution-management)
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- [Advanced Execution Management](#advanced-execution-management)
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- [Specify correlation id](#specify-correlation-id-1)
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- [Multiple exchanges and/or instruments](#multiple-exchanges-andor-instruments-1)
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- [Multiple subscription fields](#multiple-subscription-fields)
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- [Make Session::sendRequest blocking](#make-sessionsendrequest-blocking)
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- [Provide API credentials for an exchange](#provide-api-credentials-for-an-exchange)
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- [Override exchange urls](#override-exchange-urls)
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- [Complex request parameters](#complex-request-parameters-1)
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- [Send request by Websocket API](#send-request-by-websocket-api)
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- [Specify instrument type](#specify-instrument-type)
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- [FIX API](#fix-api)
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- [More Advanced Topics](#more-advanced-topics)
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- [Handle events in "immediate" vs. "batching" mode](#handle-events-in-immediate-vs-batching-mode)
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- [Thread safety](#thread-safety)
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- [Enable library logging](#enable-library-logging)
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- [Set timer](#set-timer)
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- [Heartbeat](#heartbeat)
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- [Use multiple sessions](#use-multiple-sessions)
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- [Performance Tuning](#performance-tuning)
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- [Known Issues and Workarounds](#known-issues-and-workarounds)
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<!-- END doctoc generated TOC please keep comment here to allow auto update -->
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session.subscribe(subscription);
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```
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#### Use multiple sessions
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[C++](example/src/use_multiple_sessions/main.cpp)
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Multiple `session` instances, each with their own `SessionOptions` and `SessionConfigs`, can share a common `EventHandler`. If no `EventDispatcher` is provided, thread safety must be maintained by using a shared `ServiceContext`.
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```
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Subscription subscription("", "", "HEARTBEAT", "HEARTBEAT_INTERVAL_MILLISECONDS=1000");
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session.subscribe(subscription);
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```
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## Performance Tuning
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* Turn on compiler optimization flags (e.g. `cmake -DCMAKE_BUILD_TYPE=Release ...`).
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* 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.

‎example/CMakeLists.txt‎

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add_subdirectory(src/override_exchange_url_at_runtime)
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add_subdirectory(src/test_order_latency)
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add_subdirectory(src/test_cpu_usage)
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add_subdirectory(src/use_multiple_sessions)

‎example/src/use_multiple_sessions/CMakeLists.txt‎

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set(NAME use_multiple_sessions)
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project(${NAME})
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add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
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add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
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add_executable(${NAME} main.cpp)
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add_dependencies(${NAME} boost rapidjson)

‎example/src/use_multiple_sessions/main.cpp‎

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#include "ccapi_cpp/ccapi_session.h"
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namespace ccapi {
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Logger* Logger::logger = nullptr; // This line is needed.
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class MyEventHandler : public EventHandler {
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public:
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void processEvent(const Event& event, Session* sessionPtr) override {
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std::cout << "Received an event from session " << this->sessionPtrs.at(sessionPtr) << " on thread " << std::this_thread::get_id() << std::endl;
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}
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void setSessionPtrs(const std::map<Session*, std::string>& sessionPtrs) { this->sessionPtrs = sessionPtrs; }
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private:
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std::map<Session*, std::string> sessionPtrs;
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};
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} /* namespace ccapi */
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using ::ccapi::MyEventHandler;
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using ::ccapi::ServiceContext;
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using ::ccapi::Session;
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using ::ccapi::SessionConfigs;
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using ::ccapi::SessionOptions;
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using ::ccapi::Subscription;
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using ::ccapi::toString;
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int main(int argc, char** argv) {
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SessionOptions sessionOptions_1;
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SessionOptions sessionOptions_2;
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SessionConfigs sessionConfigs_1;
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SessionConfigs sessionConfigs_2;
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MyEventHandler eventHandler;
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ServiceContext serviceContext;
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serviceContext.start();
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Session session_1(sessionOptions_1, sessionConfigs_1, &eventHandler, nullptr, &serviceContext);
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Session session_2(sessionOptions_2, sessionConfigs_2, &eventHandler, nullptr, &serviceContext);
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eventHandler.setSessionPtrs({
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{&session_1, "1"},
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{&session_2, "2"},
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});
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Subscription subscription("okx", "BTC-USDT", "MARKET_DEPTH");
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session_1.subscribe(subscription);
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session_2.subscribe(subscription);
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std::this_thread::sleep_for(std::chrono::seconds(10));
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session_1.stop();
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session_2.stop();
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serviceContext.stop();
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std::cout << "Bye" << std::endl;
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return EXIT_SUCCESS;
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}

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