Merge pull request #350 from crypto-chassis/develop

Release
crypto-chassis · Dec 16, 2022 · 3c6a89d · 3c6a89d
2 parents eed768e + 3c6d549
commit 3c6a89d
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diff --git a/README.md b/README.md
@@ -56,7 +56,7 @@
 * It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
 * Supported exchanges:
   * Market data: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, kucoin-futures, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget, bitget-futures, bitmart, mexc, mexc-futures.
-  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget, bitget-futures, bitmart, mexc.
+  * Execution Management: coinbase, gemini, kraken, kraken-futures, bitstamp, bitfinex, bitmex, binance-us, binance, binance-usds-futures, binance-coin-futures, huobi, huobi-usdt-swap, huobi-coin-swap, okx, erisx, kucoin, kucoin-futures, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget, bitget-futures, bitmart, mexc.
   * FIX: coinbase, gemini.
 * A spot market making application is provided as an end-to-end solution for liquidity providers.
 * A single order execution application is provided as an end-to-end solution for executing large orders.

diff --git a/binding/user_specified_cmake_include.cmake.example b/binding/user_specified_cmake_include.cmake.example
@@ -35,6 +35,7 @@ include_guard(DIRECTORY)
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_ERISX)
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_KUCOIN)
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_KUCOIN_FUTURES)
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX_US)

diff --git a/include/ccapi_cpp/ccapi_macro.h b/include/ccapi_cpp/ccapi_macro.h
@@ -220,6 +220,9 @@
 #ifndef CCAPI_MARGIN_ASSET
 #define CCAPI_MARGIN_ASSET "MARGIN_ASSET"
 #endif
+#ifndef CCAPI_SETTLE_ASSET
+#define CCAPI_SETTLE_ASSET "SETTLE_ASSET"
+#endif
 #ifndef CCAPI_ORDER_PRICE_INCREMENT
 #define CCAPI_ORDER_PRICE_INCREMENT "PRICE_INCREMENT"
 #endif
@@ -235,6 +238,9 @@
 #ifndef CCAPI_CONTRACT_SIZE
 #define CCAPI_CONTRACT_SIZE "CONTRACT_SIZE"
 #endif
+#ifndef CCAPI_CONTRACT_MULTIPLIER
+#define CCAPI_CONTRACT_MULTIPLIER "CONTRACT_MULTIPLIER"
+#endif
 #define CCAPI_WEBSOCKET_COINBASE_CHANNEL_MATCH "matches"
 #define CCAPI_WEBSOCKET_COINBASE_CHANNEL_LEVEL2 "level2"
 #define CCAPI_WEBSOCKET_GEMINI_PARAMETER_TRADES "trades"
@@ -987,9 +993,6 @@
 #ifndef CCAPI_KUCOIN_FUTURES_API_PASSPHRASE
 #define CCAPI_KUCOIN_FUTURES_API_PASSPHRASE "KUCOIN_FUTURES_API_PASSPHRASE"
 #endif
-#ifndef CCAPI_KUCOIN_FUTURES_API_KEY_VERSION
-#define CCAPI_KUCOIN_FUTURES_API_KEY_VERSION "KUCOIN_FUTURES_API_KEY_VERSION"
-#endif
 #ifndef CCAPI_FTX_API_KEY
 #define CCAPI_FTX_API_KEY "FTX_API_KEY"
 #endif

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin.h b/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin.h
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin_base.h
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_kucoin_futures.h
diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h b/include/ccapi_cpp/service/ccapi_market_data_service_huobi_base.h
@@ -90,7 +90,7 @@ class MarketDataServiceHuobiBase : public MarketDataService {
     auto url = this->baseUrl;
     auto field = subscription.getField();
     if (!this->isDerivatives) {
-      if (field == CCAPI_TRADE || field == CCAPI_MARKET_DEPTH) {
+      if (field == CCAPI_TRADE || field == CCAPI_MARKET_DEPTH || field == CCAPI_GENERIC_PUBLIC_SUBSCRIPTION) {
         url += "/ws";
       }
     }

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kucoin_futures.h b/include/ccapi_cpp/service/ccapi_market_data_service_kucoin_futures.h
@@ -41,6 +41,7 @@ class MarketDataServiceKucoinFutures : public MarketDataServiceKucoinBase {
     element.insert(CCAPI_UNDERLYING_SYMBOL, x["indexSymbol"].GetString());
     element.insert(CCAPI_ORDER_PRICE_INCREMENT, x["tickSize"].GetString());
     element.insert(CCAPI_ORDER_QUANTITY_INCREMENT, x["lotSize"].GetString());
+    element.insert(CCAPI_CONTRACT_MULTIPLIER, x["multiplier"].GetString());
   }
 };
 } /* namespace ccapi */

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_okx.h b/include/ccapi_cpp/service/ccapi_market_data_service_okx.h
@@ -287,6 +287,7 @@ class MarketDataServiceOkx : public MarketDataService {
     element.insert(CCAPI_MARGIN_ASSET, x["settleCcy"].GetString());
     element.insert(CCAPI_UNDERLYING_SYMBOL, x["uly"].GetString());
     element.insert(CCAPI_CONTRACT_SIZE, x["ctVal"].GetString());
+    element.insert(CCAPI_CONTRACT_MULTIPLIER, x["ctMult"].GetString());
   }
   void convertTextMessageToMarketDataMessage(const Request& request, const std::string& textMessage, const TimePoint& timeReceived, Event& event,
                                              std::vector<MarketDataMessage>& marketDataMessageList) override {

diff --git a/test/test_build/CMakeLists.txt b/test/test_build/CMakeLists.txt
@@ -2,7 +2,7 @@ set(NAME build_test)
 project(${NAME})
 set(SERVICE_LIST "MARKET_DATA" "EXECUTION_MANAGEMENT" "FIX")
 set(MARKET_DATA_EXCHANGE_LIST "COINBASE" "GEMINI" "KRAKEN" "KRAKEN_FUTURES" "BITSTAMP" "BITFINEX" "BITMEX" "BINANCE_US" "BINANCE" "BINANCE_USDS_FUTURES" "BINANCE_COIN_FUTURES" "HUOBI" "HUOBI_USDT_SWAP" "HUOBI_COIN_SWAP" "OKX" "ERISX" "KUCOIN" "KUCOIN_FUTURES" "DERIBIT" "GATEIO" "GATEIO_PERPETUAL_FUTURES" "CRYPTOCOM" "ASCENDEX" "BYBIT" "BYBIT_DERIVATIVES" "BITGET" "BITGET_FUTURES" "BITMART" "MEXC" "MEXC_FUTURES")
-set(EXECUTION_MANAGEMENT_EXCHANGE_LIST "COINBASE" "GEMINI" "KRAKEN" "KRAKEN_FUTURES" "BITSTAMP" "BITFINEX" "BITMEX" "BINANCE_US" "BINANCE" "BINANCE_USDS_FUTURES" "BINANCE_COIN_FUTURES" "HUOBI" "HUOBI_USDT_SWAP" "HUOBI_COIN_SWAP" "OKX" "ERISX" "KUCOIN" "DERIBIT" "GATEIO" "GATEIO_PERPETUAL_FUTURES" "CRYPTOCOM" "ASCENDEX" "BYBIT" "BYBIT_DERIVATIVES" "BITGET" "BITGET_FUTURES" "BITMART" "MEXC")
+set(EXECUTION_MANAGEMENT_EXCHANGE_LIST "COINBASE" "GEMINI" "KRAKEN" "KRAKEN_FUTURES" "BITSTAMP" "BITFINEX" "BITMEX" "BINANCE_US" "BINANCE" "BINANCE_USDS_FUTURES" "BINANCE_COIN_FUTURES" "HUOBI" "HUOBI_USDT_SWAP" "HUOBI_COIN_SWAP" "OKX" "ERISX" "KUCOIN" "KUCOIN_FUTURES" "DERIBIT" "GATEIO" "GATEIO_PERPETUAL_FUTURES" "CRYPTOCOM" "ASCENDEX" "BYBIT" "BYBIT_DERIVATIVES" "BITGET" "BITGET_FUTURES" "BITMART" "MEXC")
 set(FIX_EXCHANGE_LIST "COINBASE" "GEMINI")
 set(HFFIX_INCLUDE_DIR ${CCAPI_PROJECT_DIR}/dependency/hffix/include)
 foreach(SERVICE IN LISTS SERVICE_LIST)