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lganzzzolganzzzo
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add aggregate trades stream + kline-candlestick stream for binance.com example client
1 parent 01cfe83 commit 369a3df

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6 files changed

+186
-6
lines changed

6 files changed

+186
-6
lines changed

‎client-binance.com/CMakeLists.txt‎

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@@ -13,7 +13,9 @@ add_library(${project_name}-lib
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src/WSListener.hpp
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src/Model.hpp
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src/WSEventListener.hpp
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src/AggregateTradesListener.hpp
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src/TradesListener.hpp
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src/KlineCandlestickListener.hpp
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)
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## link libs

‎client-binance.com/README.md‎

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‎client-binance.com/src/AggregateTradesListener.hpp‎

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//
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// Created by Leonid on 2019-06-12.
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//
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#ifndef AggregateTradesListener_hpp
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#define AggregateTradesListener_hpp
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#include "Model.hpp"
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#include "WSEventListener.hpp"
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/**
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* Listener for Aggregate Trade events
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*/
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class AggregateTradesListener : public WSEventListener<AggregateTrade> {
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public:
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AggregateTradesListener(const std::shared_ptr<oatpp::data::mapping::ObjectMapper>& mapper)
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: WSEventListener<AggregateTrade>(mapper)
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{}
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void onEvent(const AggregateTrade::ObjectWrapper& trade) override {
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OATPP_LOGI("AggregateTrades", "%s - quantity=%s, price=%s, time=%d / firstTradeId=%d, lastTradeId=%d",
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trade->symbol->getData(),
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trade->quantity->getData(),
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trade->price->getData(),
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trade->tradeTime->getValue(),
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trade->firstTradeId->getValue(),
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trade->lastTradeId->getValue()
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);
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}
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};
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#endif // AggregateTradesListener_hpp

‎client-binance.com/src/App.cpp‎

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@@ -1,6 +1,8 @@
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#include "WSListener.hpp"
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#include "KlineCandlestickListener.hpp"
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#include "AggregateTradesListener.hpp"
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#include "TradesListener.hpp"
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#include "oatpp-websocket/WebSocket.hpp"
@@ -20,7 +22,23 @@ namespace {
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}
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/**
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* Connect to "trade" tream and listen for trading events
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* Connect to "aggregate trade" stream and listen for trading events
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* @param connector
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* @param objectMapper
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*/
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void readAggregateTrades(const std::shared_ptr<oatpp::websocket::Connector>& connector,
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const std::shared_ptr<oatpp::data::mapping::ObjectMapper>& objectMapper)
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{
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auto connection = connector->connect("ws/bnbbtc@aggTrade");
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oatpp::websocket::WebSocket socket(connection, true /* maskOutgoingMessages must be true for clients */);
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socket.setListener(std::make_shared<AggregateTradesListener>(objectMapper));
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socket.listen();
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}
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/**
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* Connect to "trade" stream and listen for trading events
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* @param connector
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* @param objectMapper
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*/
@@ -29,11 +47,24 @@ void readTrades(const std::shared_ptr<oatpp::websocket::Connector>& connector,
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{
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auto connection = connector->connect("ws/bnbbtc@trade");
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oatpp::websocket::WebSocket socket(connection, true /* maskOutgoingMessages must be true for clients */);
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socket.setListener(std::make_shared<TradesListener>(objectMapper));
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socket.listen();
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}
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/**
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* Connect to "Kline/Candlestick" stream and listen for events
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* @param connector
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* @param objectMapper
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*/
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void readCandlesticks(const std::shared_ptr<oatpp::websocket::Connector>& connector,
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const std::shared_ptr<oatpp::data::mapping::ObjectMapper>& objectMapper)
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{
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auto connection = connector->connect("ws/bnbbtc@kline_1m");
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oatpp::websocket::WebSocket socket(connection, true /* maskOutgoingMessages must be true for clients */);
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socket.setListener(std::make_shared<KlineCandlestickListener>(objectMapper));
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socket.listen();
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}
@@ -48,19 +79,25 @@ void run() {
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auto config = oatpp::mbedtls::Config::createDefaultClientConfigShared();
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/* secure connection provider for stream.binance.com */
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auto connectionProvider = oatpp::mbedtls::client::ConnectionProvider::createShared(config, "stream.binance.com", 9443);
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auto connectionProvider = oatpp::mbedtls::client::ConnectionProvider::createShared(config, "stream.binance.com", 9443 /* port */);
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/* websocket connector */
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auto connector = oatpp::websocket::Connector::createShared(connectionProvider);
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/* object mapper for DTO objects */
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auto objectMapper = oatpp::parser::json::mapping::ObjectMapper::createShared();
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/* start trades read task in the thread */
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/* Start Stream Reading Tasks */
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std::thread aggTradesThread(readAggregateTrades, connector, objectMapper);
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std::thread tradesThread(readTrades, connector, objectMapper);
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std::thread candlesticksThread(readCandlesticks, connector, objectMapper);
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/* join tasks */
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/* join task threads */
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aggTradesThread.join();
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tradesThread.join();
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candlesticksThread.join();
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}
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‎client-binance.com/src/KlineCandlestickListener.hpp‎

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//
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// Created by Leonid on 2019-06-12.
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//
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#ifndef KlineCandlestickListener_hpp
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#define KlineCandlestickListener_hpp
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#include "Model.hpp"
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#include "WSEventListener.hpp"
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/**
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* Listener for Trade events
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*/
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class KlineCandlestickListener : public WSEventListener<Candlestick> {
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public:
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KlineCandlestickListener(const std::shared_ptr<oatpp::data::mapping::ObjectMapper>& mapper)
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: WSEventListener<Candlestick>(mapper)
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{}
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void onEvent(const Candlestick::ObjectWrapper& obj) override {
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OATPP_LOGI("Kline/Candlesticks", "%s - startTime=%d, closeTime=%d / openPrice=%s, closePrice=%s, highPrice=%s, lowPrice=%s",
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obj->symbol->getData(),
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obj->kline->klineStartTime->getValue(),
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obj->kline->klineCloseTime->getValue(),
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obj->kline->openPrice->getData(),
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obj->kline->closePrice->getData(),
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obj->kline->highPrice->getData(),
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obj->kline->lowPrice->getData()
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);
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}
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};
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#endif // KlineCandlestickListener_hpp

‎client-binance.com/src/Model.hpp‎

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@@ -10,6 +10,28 @@
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#include OATPP_CODEGEN_BEGIN(DTO)
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/**
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* DTO representing "Aggregate Trade Stream" object from binance-exchange.
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* See https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#aggregate-trade-streams
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*/
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class AggregateTrade : public oatpp::data::mapping::type::Object {
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DTO_INIT(AggregateTrade, Object)
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DTO_FIELD(String, eventType, "e");
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DTO_FIELD(Int64, eventTime, "E");
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DTO_FIELD(String, symbol, "s");
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DTO_FIELD(Int64, aggregateTradeId, "a");
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DTO_FIELD(String, price, "p");
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DTO_FIELD(String, quantity, "q");
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DTO_FIELD(Int64, firstTradeId, "f");
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DTO_FIELD(Int64, lastTradeId, "l");
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DTO_FIELD(Int64, tradeTime, "T");
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DTO_FIELD(Boolean, marketMaker, "m");
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DTO_FIELD(Boolean, ignore, "M");
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};
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/**
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* DTO representing "Trade Stream" object from binance-exchange.
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* See https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#trade-streams
@@ -32,6 +54,52 @@ class Trade : public oatpp::data::mapping::type::Object {
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};
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/**
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* Nested object for Candlestick
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*/
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class Kline : public oatpp::data::mapping::type::Object {
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DTO_INIT(Kline, Object)
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DTO_FIELD(Int64, klineStartTime, "t");
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DTO_FIELD(Int64, klineCloseTime, "T");
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DTO_FIELD(String, symbol, "s");
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DTO_FIELD(String, interval, "i");
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DTO_FIELD(Int64, firstTradeId, "f");
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DTO_FIELD(Int64, lastTradeId, "L");
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DTO_FIELD(String, openPrice, "o");
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DTO_FIELD(String, closePrice, "c");
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DTO_FIELD(String, highPrice, "h");
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DTO_FIELD(String, lowPrice, "l");
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DTO_FIELD(String, baseAssetVolume, "v");
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DTO_FIELD(Int64, numberOfTrades, "n");
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DTO_FIELD(Boolean, isKlineClosed, "x");
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DTO_FIELD(String, quoteAssetVolume, "q");
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DTO_FIELD(String, takerBuyBaseAssetVolume, "V");
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DTO_FIELD(String, takerBuyQuoteAssetVolume, "Q");
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DTO_FIELD(String, ignore, "B");
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};
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/**
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* DTO representing "Kline/Candlestick Stream" object from binance-exchange.
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* See https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#klinecandlestick-streams
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*/
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class Candlestick : public oatpp::data::mapping::type::Object {
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DTO_INIT(Candlestick, Object)
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DTO_FIELD(String, eventType, "e");
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DTO_FIELD(Int64, eventTime, "E");
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DTO_FIELD(String, symbol, "s");
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DTO_FIELD(Kline::ObjectWrapper, kline, "k");
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};
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#include OATPP_CODEGEN_END(DTO) ///< End DTO codegen section
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#endif // Model_hpp

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