Merge pull request #342 from crypto-chassis/develop

Release

README.md

@@ -55,9 +55,9 @@
 * 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.
 * 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, ftx, ftx-us, 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, ftx, ftx-us, deribit, gateio, gateio-perpetual-futures, cryptocom, bybit, bybit-derivatives, ascendex, bitget, bitget-futures, bitmart.
-  * FIX: coinbase, gemini, ftx, ftx-us.
+  * 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.
+  * 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.
 * To spur innovation and industry collaboration, this library is open for use by the public without cost.

app/user_specified_cmake_include.cmake.example

@@ -37,6 +37,8 @@ endif()
 #
 # add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BITMART)
 #
+# add_compile_definitions(CCAPI_ENABLE_EXCHANGE_MEXC)
+#
 # find_package(ZLIB REQUIRED)
 # link_libraries(ZLIB::ZLIB)
 

include/ccapi_cpp/ccapi_macro.h

@@ -387,8 +387,11 @@
 #ifndef CCAPI_EM_ACCOUNT_TYPE
 #define CCAPI_EM_ACCOUNT_TYPE "ACCOUNT_TYPE"
 #endif
-#ifndef CCAPI_EM_ACCOUNT_TYPE_MARGIN
-#define CCAPI_EM_ACCOUNT_TYPE_MARGIN "MARGIN"
+#ifndef CCAPI_EM_MARGIN_TYPE_CROSS_MARGIN
+#define CCAPI_EM_MARGIN_TYPE_CROSS_MARGIN "CROSS_MARGIN"
+#endif
+#ifndef CCAPI_EM_MARGIN_TYPE_ISOLATED_MARGIN
+#define CCAPI_EM_MARGIN_TYPE_ISOLATED_MARGIN "ISOLATED_MARGIN"
 #endif
 #ifndef CCAPI_EM_ASSET
 #define CCAPI_EM_ASSET "ASSET"
@@ -414,6 +417,9 @@
 #ifndef CCAPI_EM_QUOTE_ASSET_QUANTITY_AVAILABLE_FOR_TRADING
 #define CCAPI_EM_QUOTE_ASSET_QUANTITY_AVAILABLE_FOR_TRADING "QUOTE_ASSET_QUANTITY_AVAILABLE_FOR_TRADING"
 #endif
+#ifndef CCAPI_EM_INSTRUMENT
+#define CCAPI_EM_INSTRUMENT "INSTRUMENT"
+#endif
 #ifndef CCAPI_EM_SYMBOL
 #define CCAPI_EM_SYMBOL "SYMBOL"
 #endif
@@ -561,8 +567,11 @@
 #ifndef CCAPI_BINANCE_LISTEN_KEY_PATH
 #define CCAPI_BINANCE_LISTEN_KEY_PATH "/api/v3/userDataStream"
 #endif
-#ifndef CCAPI_BINANCE_LISTEN_KEY_MARGIN_PATH
-#define CCAPI_BINANCE_LISTEN_KEY_MARGIN_PATH "/sapi/v1/userDataStream"
+#ifndef CCAPI_BINANCE_LISTEN_KEY_CROSS_MARGIN_PATH
+#define CCAPI_BINANCE_LISTEN_KEY_CROSS_MARGIN_PATH "/sapi/v1/userDataStream"
+#endif
+#ifndef CCAPI_BINANCE_LISTEN_KEY_ISOLATED_MARGIN_PATH
+#define CCAPI_BINANCE_LISTEN_KEY_ISOLATED_MARGIN_PATH "/sapi/v1/userDataStream/isolated"
 #endif
 #ifndef CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE
 #define CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE "https://fapi.binance.com"
@@ -690,6 +699,12 @@
 #ifndef CCAPI_MEXC_URL_REST_BASE
 #define CCAPI_MEXC_URL_REST_BASE "https://api.mexc.com"
 #endif
+#ifndef CCAPI_MEXC_CREATE_ORDER_PATH
+#define CCAPI_MEXC_CREATE_ORDER_PATH "/api/v3/order"
+#endif
+#ifndef CCAPI_MEXC_LISTEN_KEY_PATH
+#define CCAPI_MEXC_LISTEN_KEY_PATH "/api/v3/userDataStream"
+#endif
 #ifndef CCAPI_MEXC_FUTURES_URL_REST_BASE
 #define CCAPI_MEXC_FUTURES_URL_REST_BASE "https://contract.mexc.com"
 #endif

include/ccapi_cpp/ccapi_request.h

@@ -123,7 +123,7 @@ class Request CCAPI_FINAL {
       shortCredential.insert(std::make_pair(x.first, UtilString::firstNCharacter(x.second, CCAPI_CREDENTIAL_DISPLAY_LENGTH)));
     }
     std::string output =
-        "Request [exchange = " + exchange + ", accountType = " + accountType + ", instrument = " + instrument + ", serviceName = " + serviceName +
+        "Request [exchange = " + exchange + ", marginType = " + marginType + ", instrument = " + instrument + ", serviceName = " + serviceName +
         ", correlationId = " + correlationId + ", secondaryCorrelationId = " + secondaryCorrelationId +
         (this->serviceName == CCAPI_FIX ? ", paramListFix = " + ccapi::toString(paramListFix) : ", paramList = " + ccapi::toString(paramList)) +
         ", credential = " + ccapi::toString(shortCredential) + ", operation = " + operationToString(operation) +
@@ -133,7 +133,7 @@ class Request CCAPI_FINAL {
   const std::string& getCorrelationId() const { return correlationId; }
   const std::string& getSecondaryCorrelationId() const { return secondaryCorrelationId; }
   const std::string& getExchange() const { return exchange; }
-  const std::string& getAccountType() const { return accountType; }
+  const std::string& getMarginType() const { return marginType; }
   const std::string& getInstrument() const { return instrument; }
   const std::map<std::string, std::string>& getCredential() const { return credential; }
   const std::string& getServiceName() const { return serviceName; }
@@ -164,13 +164,13 @@ class Request CCAPI_FINAL {
   void setCredential(const std::map<std::string, std::string>& credential) { this->credential = credential; }
   void setCorrelationId(const std::string& correlationId) { this->correlationId = correlationId; }
   void setSecondaryCorrelationId(const std::string& secondaryCorrelationId) { this->secondaryCorrelationId = secondaryCorrelationId; }
-  void setAccountType(const std::string& accountType) { this->accountType = accountType; }
+  void setMarginType(const std::string& marginType) { this->marginType = marginType; }
 #ifndef CCAPI_EXPOSE_INTERNAL
 
  private:
 #endif
   std::string exchange;
-  std::string accountType;
+  std::string marginType;
   std::string instrument;
   std::string serviceName;
   std::string correlationId;

include/ccapi_cpp/ccapi_session.h

@@ -198,6 +198,9 @@
 #ifdef CCAPI_ENABLE_EXCHANGE_BITMART
 #include "ccapi_cpp/service/ccapi_execution_management_service_bitmart.h"
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_MEXC
+#include "ccapi_cpp/service/ccapi_execution_management_service_mexc.h"
+#endif
 #endif
 // end: enable exchanges for execution management
 
@@ -541,6 +544,10 @@ class Session {
     this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BITMART] =
         std::make_shared<ExecutionManagementServiceBitmart>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
 #endif
+#ifdef CCAPI_ENABLE_EXCHANGE_MEXC
+    this->serviceByServiceNameExchangeMap[CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_MEXC] =
+        std::make_shared<ExecutionManagementServiceMexc>(this->internalEventHandler, sessionOptions, sessionConfigs, this->serviceContextPtr);
+#endif
 #endif
 #ifdef CCAPI_ENABLE_SERVICE_FIX
 #ifdef CCAPI_ENABLE_EXCHANGE_COINBASE

include/ccapi_cpp/ccapi_subscription.h

@@ -60,7 +60,7 @@ class Subscription CCAPI_FINAL {
     for (const auto& x : credential) {
       shortCredential.insert(std::make_pair(x.first, UtilString::firstNCharacter(x.second, CCAPI_CREDENTIAL_DISPLAY_LENGTH)));
     }
-    std::string output = "Subscription [exchange = " + exchange + ", accountType = " + accountType + ", instrumentType = " + instrumentType +
+    std::string output = "Subscription [exchange = " + exchange + ", marginType = " + marginType + ", instrumentType = " + instrumentType +
                          ", instrument = " + instrument + ", field = " + field + ", optionMap = " + ccapi::toString(optionMap) +
                          ", correlationId = " + correlationId + ", credential = " + ccapi::toString(shortCredential) + ", serviceName = " + serviceName +
                          ", timeSent = " + UtilTime::getISOTimestamp(timeSent) + "]";
@@ -100,10 +100,10 @@ class Subscription CCAPI_FINAL {
   TimePoint getTimeSent() const { return timeSent; }
   std::string getTimeSentISO() const { return UtilTime::getISOTimestamp(timeSent); }
   std::pair<long long, long long> getTimeSentPair() const { return UtilTime::divide(timeSent); }
-  const std::string& getAccountType() const { return accountType; }
+  const std::string& getMarginType() const { return marginType; }
   void setTimeSent(TimePoint timeSent) { this->timeSent = timeSent; }
   void setInstrumentType(const std::string& instrumentType) { this->instrumentType = instrumentType; }
-  void setAccountType(const std::string& accountType) { this->accountType = accountType; }
+  void setMarginType(const std::string& marginType) { this->marginType = marginType; }
   enum class Status {
     UNKNOWN,
     SUBSCRIBING,
@@ -139,7 +139,7 @@ class Subscription CCAPI_FINAL {
  private:
 #endif
   std::string exchange;
-  std::string accountType;
+  std::string marginType;
   std::string instrumentType;
   std::string instrument;
   std::string field;

include/ccapi_cpp/service/ccapi_execution_management_service_binance.h

@@ -36,8 +36,10 @@ class ExecutionManagementServiceBinance : public ExecutionManagementServiceBinan
     this->getOrderMarginTarget = "/sapi/v1/margin/order";
     this->getOpenOrdersMarginTarget = "/sapi/v1/margin/openOrders";
     this->cancelOpenOrdersMarginTarget = "/sapi/v1/margin/openOrders";
-    this->getAccountBalancesMarginTarget = "/sapi/v1/margin/account";
-    this->listenKeyMarginTarget = CCAPI_BINANCE_LISTEN_KEY_MARGIN_PATH;
+    this->getAccountBalancesCrossMarginTarget = "/sapi/v1/margin/account";
+    this->getAccountBalancesIsolatedMarginTarget = "/sapi/v1/margin/isolated/account";
+    this->listenKeyCrossMarginTarget = CCAPI_BINANCE_LISTEN_KEY_CROSS_MARGIN_PATH;
+    this->listenKeyIsolatedMarginTarget = CCAPI_BINANCE_LISTEN_KEY_ISOLATED_MARGIN_PATH;
   }
   virtual ~ExecutionManagementServiceBinance() {}
 };