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Table of Contents generated with DocToc

• ccapi
  • Branches
  • Build
    • C++
    • non-C++
  • Constants
  • Examples
  • Documentations
    • Simple Market Data
    • Advanced Market Data
      • Complex request parameters
      • Specify subscription market depth
      • Specify correlation id
      • Multiple exchanges and/or instruments
      • Receive subscription events at periodic intervals
      • Receive subscription events at periodic intervals including when the market depth snapshot hasn't changed
      • Receive subscription market depth updates
      • Receive subscription trade events
      • Receive subscription calculated-candlestick events at periodic intervals
      • Receive subscription exchange-provided-candlestick events at periodic intervals
      • Send generic public requests
      • Make generic public subscriptions
      • Send generic private requests
    • Simple Execution Management
    • Advanced Execution Management
      • Specify correlation id
      • Multiple exchanges and/or instruments
      • Multiple subscription fields
      • Make Session::sendRequest blocking
      • Provide API credentials for an exchange
      • Complex request parameters
      • Send request by Websocket API
      • Specify instrument type
    • FIX API
    • More Advanced Topics
      • Handle events in "immediate" vs. "batching" mode
      • Thread safety
      • Enable library logging
      • Set timer
      • Heartbeat
      • Use multiple sessions
      • Override exchange urls
      • Connect to a proxy
      • Reduce build time
  • Performance Tuning
  • Known Issues and Workarounds

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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.
• Supported exchanges:
  • Market Data: ascendex, binance, binance-usds-futures, binance-coin-futures, bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, bybit, coinbase, cryptocom, deribit, erisx (Cboe Digital), gateio, gateio-perpetual-futures, gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, mexc-futures, okx, whitebit.
  • Execution Management: ascendex, binance, binance-usds-futures, binance-coin-futures, bitfinex, bitget, bitget-futures, bitmart, bitmex, bitstamp, bybit, coinbase, cryptocom, deribit, erisx (Cboe Digital), gateio, gateio-perpetual-futures, gemini, huobi, huobi-usdt-swap, huobi-coin-swap, kraken, kraken-futures, kucoin, kucoin-futures, mexc, okx.
  • FIX: binance, coinbase, gemini.
• Join us on Discord https://discord.gg/b5EKcp9s8T and Medium https://cryptochassis.medium.com.
• For any questions, email hello@cryptochassis.com.
• We’re experts in market data collection, high-speed trading system, infrastructure optimization, and proprietary market making. Hire us as engineers, liquidity providers, traders, or asset managers.

Branches

• The develop branch may contain experimental features.
• The master branch represents the most recent stable release.

Build

C++

• This library is header-only.
• Example CMake: example/CMakeLists.txt.
• Require C++17 and OpenSSL.
• 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_BYBIT, etc. These macros can be found at the top of include/ccapi_cpp/ccapi_session.h.
• Dependencies:
  • boost https://archives.boost.io/release/1.87.0/source/boost_1_87_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/v1.4.1.tar.gz (notice that its include directory is hffix/include).
• Include directory for this library:
  • include.
• Link libraries:
  • OpenSSL: libssl.
  • OpenSSL: libcrypto.
  • If you need market data for huobi/huobi-usdt-swap/huobi-coin-swap or execution management for huobi-usdt-swap/huobi-coin-swap/bitmart, also link ZLIB.
  • On Windows, also link ws2_32.
• Compiler flags:
  • -pthread for GCC and MinGW.
• Tested platforms:
  • macOS: Clang.
  • Linux: GCC.
  • Windows: MinGW.
• Troubleshoot:
  • Try to remove all build artifacts and start from scratch (e.g. for cmake remove all the contents inside your build directory).
  • "Could NOT find OpenSSL, try to set the path to OpenSSL root folder in the system variable OPENSSL_ROOT_DIR (missing: OPENSSL_INCLUDE_DIR)". Try cmake -DOPENSSL_ROOT_DIR=.... On macOS, you might be missing headers for OpenSSL, brew install openssl and cmake -DOPENSSL_ROOT_DIR=/usr/local/opt/openssl. On Ubuntu, sudo apt-get install libssl-dev. On Windows, vcpkg install openssl:x64-windows and cmake -DOPENSSL_ROOT_DIR=C:/vcpkg/installed/x64-windows-static.
  • "Fatal error: can't write <a> bytes to section .text of <b>: 'File too big'". Try to add compiler flag -Wa,-mbig-obj. See https://github.com/assimp/assimp/issues/2067.
  • "string table overflow at offset <a>". Try to add optimization flag -O1 or -O2. See https://stackoverflow.com/questions/14125007/gcc-string-table-overflow-error-during-compilation.
  • On Windows, if you still encounter resource related issues, try to add optimization flag -O3 -DNDEBUG.

non-C++

• Require SWIG and CMake.
  • SWIG: On macOS, brew install SWIG. On Linux, sudo apt-get install -y swig.
  • CMake: https://cmake.org/download/.
• Run the following commands.

mkdir binding/build
cd binding/build
rm -rf * (if rebuild from scratch)
cmake -DBUILD_PYTHON=ON -DBUILD_VERSION=1.0.0 .. (Use -DBUILD_JAVA=ON if the target language is Java, -DBUILD_CSHARP=ON if the target language is C#, -DBUILD_GO=ON if the target language is Go, -DBUILD_JAVASCRIPT=ON if the target language is Javascript)
cmake --build .

• The packaged build artifacts are located in the binding/build/<language>/packaging/<BUILD_VERSION> directory. SWIG generated raw files and build artifacts are located in the binding/build/<language>/ccapi_binding_<language> directory.
• Python: If a virtual environment (managed by venv or conda) is active (i.e. the activate script has been evaluated), the package will be installed into the virtual environment rather than globally.
• C#: The shared library is built using the .NET framework.
• Troubleshoot:
  • "Could NOT find OpenSSL, try to set the path to OpenSSL root folder in the system variable OPENSSL_ROOT_DIR (missing: OPENSSL_INCLUDE