Release

README.md

@@ -1,14 +1,9 @@
-# Notice
-* Small breaking change: renamed `toStringPretty` to `toPrettyString`.
-* Added FIX API support for binance.
-
 <!-- START doctoc generated TOC please keep comment here to allow auto update -->
 
 **Table of Contents**  *generated with [DocToc](https://github.com/ktechhub/doctoc)*
 
 <!---toc start-->
 
-* [Notice](#notice)
 * [ccapi](#ccapi)
   * [Branches](#branches)
   * [Build](#build)
@@ -57,12 +52,11 @@
 
 <!-- END doctoc generated TOC please keep comment here to allow auto update -->
 
-
 # ccapi
 * A header-only C++ library for streaming market data and executing trades directly from cryptocurrency exchanges (i.e. the connections are between your server and the exchange server without anything in-between).
 * Bindings for other languages such as Python, Java, C#, Go, and Javascript are provided.
 * Code closely follows Bloomberg's API: https://www.bloomberg.com/professional/support/api-library/.
-* It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
+* It is ultra fast thanks to very careful optimizations.
 * Supported exchanges:
   * Market Data: ascendex, [binance](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-usds-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-coin-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, [bybit](https://www.bybit.com/invite?ref=XNYP2K), coinbase, [cryptocom](https://crypto.com/exch/tqj4b8x48w), deribit, erisx (Cboe Digital), [gateio](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), [gateio-perpetual-futures](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, mexc-futures, [okx](https://www.okx.com/join/47636709), whitebit.
   * Execution Management: ascendex, [binance](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-usds-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), [binance-coin-futures](https://www.marketwebb.net/activity/referral-entry/CPA?ref=CPA_00WFM0HU96), bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, [bybit](https://www.bybit.com/invite?ref=XNYP2K), coinbase, [cryptocom](https://crypto.com/exch/tqj4b8x48w), deribit, erisx (Cboe Digital), [gateio](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), [gateio-perpetual-futures](https://www.gate.com/signup/VLUQXVFWAW?ref_type=103), gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, [okx](https://www.okx.com/join/47636709).
@@ -610,7 +604,7 @@ class MyEventHandler : public EventHandler {
             {"SIDE", "BUY"},
             {"LIMIT_PRICE", "20000"},
             {"QUANTITY", "0.001"},
-            {"CLIENT_ORDER_ID", "6d4eb0fb"},
+            {"CLIENT_ORDER_ID", request.generateNextClientOrderId()},
         });
         sessionPtr->sendRequest(request);
       }
@@ -703,7 +697,7 @@ Received an event of type SUBSCRIPTION_DATA:
   ]
 Bye
 ```
-* Subscription fields: `ORDER_UPDATE`, `PRIVATE_TRADE`, `BALANCE_UPDATE`, `POSITION_UPDATE`.
+* Subscription fields: `ORDER_UPDATE`, `PRIVATE_TRADE`, `PRIVATE_TRADE_LITE`, `BALANCE_UPDATE`, `POSITION_UPDATE`.
 
 ### Advanced Execution Management
 

example/src/execution_management_simple_subscription/main.cpp

@@ -7,23 +7,25 @@ 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::SUBSCRIPTION_STATUS) {
-      std::cout << "Received an event of type SUBSCRIPTION_STATUS:\n" + event.toPrettyString(2, 2) << std::endl;
-      auto message = event.getMessageList().at(0);
-      if (message.getType() == Message::Type::SUBSCRIPTION_STARTED) {
+    std::cout << "Received an event:\n" + event.toPrettyString(2, 2) << std::endl;
+    if (!willSendRequest) {
+      sessionPtr->setTimer("id", 1000, nullptr, [this, sessionPtr]() {
         Request request(Request::Operation::CREATE_ORDER, "okx", "BTC-USDT");
         request.appendParam({
             {"SIDE", "BUY"},
             {"LIMIT_PRICE", "20000"},
             {"QUANTITY", "0.001"},
             {"CLIENT_ORDER_ID", request.generateNextClientOrderId()},
         });
+        std::cout << "About to send a request:\n" + request.toString() << std::endl;
         sessionPtr->sendRequest(request);
-      }
-    } else if (event.getType() == Event::Type::SUBSCRIPTION_DATA) {
-      std::cout << "Received an event of type SUBSCRIPTION_DATA:\n" + event.toPrettyString(2, 2) << std::endl;
+      });
+      willSendRequest = true;
     }
   }
+
+ private:
+  bool willSendRequest{};
 };
 
 } /* namespace ccapi */

include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h

@@ -525,7 +525,34 @@ class ExecutionManagementServiceBinanceBase : public ExecutionManagementService
       const auto& fieldSet = subscription.getFieldSet();
       const auto& instrumentSet = subscription.getInstrumentSet();
       std::string type = document["e"].GetString();
-      if (type == (this->isDerivatives ? "ORDER_TRADE_UPDATE" : "executionReport")) {
+      if (type == "TRADE_LITE") {
+        event.setType(Event::Type::SUBSCRIPTION_DATA);
+        const rj::Value& data = document;
+        std::string instrument = data["s"].GetString();
+        if (instrumentSet.empty() || instrumentSet.find(UtilString::toUpper(instrument)) != instrumentSet.end() ||
+            instrumentSet.find(UtilString::toLower(instrument)) != instrumentSet.end()) {
+          if (fieldSet.find(CCAPI_EM_PRIVATE_TRADE_LITE) != fieldSet.end()) {
+            Message message;
+            message.setTimeReceived(timeReceived);
+            message.setCorrelationIdList({subscription.getCorrelationId()});
+            message.setTime(TimePoint(std::chrono::milliseconds(std::stoll(data["E"].GetString()))));
+            message.setType(Message::Type::EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE_LITE);
+            std::vector<Element> elementList;
+            Element element;
+            element.insert(CCAPI_TRADE_ID, data["t"].GetString());
+            element.insert(CCAPI_EM_ORDER_LAST_EXECUTED_PRICE, data["L"].GetString());
+            element.insert(CCAPI_EM_ORDER_LAST_EXECUTED_SIZE, data["l"].GetString());
+            element.insert(CCAPI_EM_ORDER_SIDE, std::string_view(data["S"].GetString()) == "BUY" ? CCAPI_EM_ORDER_SIDE_BUY : CCAPI_EM_ORDER_SIDE_SELL);
+            element.insert(CCAPI_IS_MAKER, data["m"].GetBool() ? "1" : "0");
+            element.insert(CCAPI_EM_ORDER_ID, data["i"].GetString());
+            element.insert(CCAPI_EM_CLIENT_ORDER_ID, data["c"].GetString());
+            element.insert(CCAPI_EM_ORDER_INSTRUMENT, instrument);
+            elementList.emplace_back(std::move(element));
+            message.setElementList(elementList);
+            messageList.emplace_back(std::move(message));
+          }
+        }
+      } else if (type == (this->isDerivatives ? "ORDER_TRADE_UPDATE" : "executionReport")) {
         event.setType(Event::Type::SUBSCRIPTION_DATA);
         const rj::Value& data = this->isDerivatives ? document["o"] : document;
         std::string executionType = data["x"].GetString();

include/ccapi_cpp/service/ccapi_execution_management_service_bybit.h

@@ -461,7 +461,8 @@ class ExecutionManagementServiceBybit : public ExecutionManagementService {
               message.setTimeReceived(timeReceived);
               message.setCorrelationIdList({subscription.getCorrelationId()});
               message.setTime(time);
-              message.setType(Message::Type::EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE);
+              message.setType(topic.rfind("execution.fast", 0) == 0 ? Message::Type::EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE_LITE
+                                                                    : Message::Type::EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE);
               std::vector<Element> elementList;
               Element element;
               element.insert(CCAPI_TRADE_ID, x["execId"].GetString());
@@ -551,6 +552,9 @@ class ExecutionManagementServiceBybit : public ExecutionManagementService {
             if (fieldSet.find(CCAPI_EM_PRIVATE_TRADE) != fieldSet.end()) {
               args.PushBack(rj::Value((instrumentType.empty() ? "execution" : "execution." + instrumentType).c_str(), allocator).Move(), allocator);
             }
+            if (fieldSet.find(CCAPI_EM_PRIVATE_TRADE_LITE) != fieldSet.end()) {
+              args.PushBack(rj::Value((instrumentType.empty() ? "execution.fast" : "execution.fast." + instrumentType).c_str(), allocator).Move(), allocator);
+            }
             if (fieldSet.find(CCAPI_EM_POSITION_UPDATE) != fieldSet.end() && subscription.getInstrumentType() != "spot") {
               args.PushBack(rj::Value((instrumentType.empty() ? "position" : "position." + instrumentType).c_str(), allocator).Move(), allocator);
             }