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C++ trading and matching engine

C++ 64.57% Makefile 0.89% JavaScript 11.84% Shell 1.22% M4 20.95% Objective-C 0.53%

cpptrade's Introduction

Summary

C++ order booking trading / matching engine

Dependencies

OpenSSL
RocksDB
libevhtp: https://github.com/criticalstack/libevhtp

Building and installing

This uses the standard autotools pattern:

$ ./autogen.sh
$ CXXFLAGS="-O2 -Wall -g -I/usr/local/include/evhtp" ./configure
$ make			# compile
$ make check		# run tests
$ sudo make install	# install on system

Interface

obsrv speaks JSON-RPC over HTTP.

Test client

A test client cli.js is available. Run ./cli.js help for a summary of example commands:

$ ./cli.js help
Commands:
info				Show server info
market.list			Show all markets
market.add SYMBOL [booktype]	Add new market
book SYMBOL [depth]		Show order book
order order-id			Show info on a single order
order.cancel order-id		Cancel a single order
order.modify order-id		Modify a single order
order.add [json order info]	Add new order

cpptrade's People

Contributors

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Forkers

wang-shun coinzy exchangestools sharpm qtlab pshort05 yongdono xupeng3112 boookmarks toknapp ozgurrgul dorlan gemx-exchange nixworks r3sult lijiajia2023 hyb1234hi nirajrussspacetech silvermoon-h rgrativol sunbiaozj dharmeshrchauhan dharmeshcussspacetech claudiouzelac nunofernandes-plight cointoken captaintsao itjeff sshekharr nandyshi anwarqureshi dt021 mohabouje sudarsan-sridharan onekung subzerocold jason6583 yuxinliu-alex yoanyombapro1234 naveen-suppala jasonmnemonic asaliheddine bigdatajim2020 akure ne0phyte70 garywlx sarvex cloudquant

cpptrade's Issues

rocksdb is used for what here？

just curious

error: ‘evhtp_set_regex_cb’ was not declared in this scope

g++ -DHAVE_CONFIG_H -I.  -std=c++11 -pthread -I./vendor/liquibook/src   -O2 -Wall -g -I/usr/local/include/evhtp -MT srvapi.o -MD -MP -MF .deps/srvapi.Tpo -c -o srvapi.o srvapi.cc
In file included from ./vendor/liquibook/src/book/order_book.h:12:0,
                 from ./vendor/liquibook/src/book/depth_order_book.h:6,
                 from Market.h:6,
                 from srvapi.cc:17:
./vendor/liquibook/src/book/comparable_price.h: In member function ‘bool liquibook::book::ComparablePrice::operator!=(liquibook::book::Price) const’:
./vendor/liquibook/src/book/comparable_price.h:89:21: warning: logical not is only applied to the left hand side of comparison [-Wlogical-not-parentheses]
     return ! price_ == rhs;
                     ^~
mv -f .deps/srvapi.Tpo .deps/srvapi.Po
g++ -DHAVE_CONFIG_H -I.  -std=c++11 -pthread -I./vendor/liquibook/src   -O2 -Wall -g -I/usr/local/include/evhtp -MT obsrv.o -MD -MP -MF .deps/obsrv.Tpo -c -o obsrv.o obsrv.cc
In file included from ./vendor/liquibook/src/book/order_book.h:12:0,
                 from ./vendor/liquibook/src/book/depth_order_book.h:6,
                 from Market.h:6,
                 from obsrv.cc:20:
./vendor/liquibook/src/book/comparable_price.h: In member function ‘bool liquibook::book::ComparablePrice::operator!=(liquibook::book::Price) const’:
./vendor/liquibook/src/book/comparable_price.h:89:21: warning: logical not is only applied to the left hand side of comparison [-Wlogical-not-parentheses]
     return ! price_ == rhs;
                     ^~
obsrv.cc: In function ‘int main(int, char**)’:
obsrv.cc:397:74: error: ‘evhtp_set_regex_cb’ was not declared in this scope
    cb = evhtp_set_regex_cb(htp, apiEnt->path, apiEnt->cb, (void *) apiEnt);
                                                                          ^
Makefile:703: recipe for target 'obsrv.o' failed
make[1]: *** [obsrv.o] Error 1
make[1]: Leaving directory '/root/cpptrade'
Makefile:577: recipe for target 'all' failed
make: *** [all] Error 2

Happens during make.

Dependencies/subdependencies installed:

libevent2.1.8
libevhtp
oniguruma
rocksdb
univalue
OpenSSL 1.0.2

What could be wrong?

Runing testcli.js is not working

$ ./testcli.js
module.js:471
throw err;
^

Error: Cannot find module 'async'
at Function.Module._resolveFilename (module.js:469:15)
at Function.Module._load (module.js:417:25)
at Module.require (module.js:497:17)
at require (internal/module.js:20:19)
at Object. (/home/alex/cpptrade/testcli.js:4:15)
at Module._compile (module.js:570:32)
at Object.Module._extensions..js (module.js:579:10)
at Module.load (module.js:487:32)
at tryModuleLoad (module.js:446:12)
at Function.Module._load (module.js:438:3)
alex@ubuntu:~/cpptrade$

Hi, it looks like something is missing from project :)

Issue on mac os x 10.10.5

When I try make, I get the following

In file included from ./vendor/liquibook/src/book/depth_order_book.h:6:
./vendor/liquibook/src/book/order_book.h:481:8: warning: unused variable 'price_change' [-Wunused-variable]
bool price_change = new_price && (new_price != order->price());
^
In file included from obsrv.cc:24:
./srv.h:37:3: warning: 'SHA256_Init' is deprecated: first deprecated in OS X 10.7 [-Wdeprecated-declarations]
SHA256_Init(&bodyHash);
^
/usr/include/openssl/sha.h:147:5: note: 'SHA256_Init' has been explicitly marked deprecated here
int SHA256_Init(SHA256_CTX *c) DEPRECATED_IN_MAC_OS_X_VERSION_10_7_AND_LATER;
^
obsrv.cc:79:28: error: use of undeclared identifier 'htparser_get_methodstr_m'; did you mean 'htparser_get_methodstr'?
const char *method_name = htparser_get_methodstr_m(method);
^~~~~~~~~~~~~~~~~~~~~~~~
htparser_get_methodstr
./htparse.h:93:16: note: 'htparser_get_methodstr' declared here
const char * htparser_get_methodstr(htparser *);
^
obsrv.cc:79:53: error: cannot initialize a parameter of type 'htparser *' with an lvalue of type 'htp_method'
const char *method_name = htparser_get_methodstr_m(method);
^~~~~~
./htparse.h:93:49: note: passing argument to parameter here
const char * htparser_get_methodstr(htparser *);
^
obsrv.cc:107:2: warning: 'SHA256_Update' is deprecated: first deprecated in OS X 10.7 [-Wdeprecated-declarations]
SHA256_Update(&state->bodyHash, chunk, bufsz);
^
/usr/include/openssl/sha.h:148:5: note: 'SHA256_Update' has been explicitly marked deprecated here
int SHA256_Update(SHA256_CTX *c, const void *data, size_t len) DEPRECATED_IN_MAC_OS_X_VERSION_10_7_AND_LATER;
^
obsrv.cc:153:72: error: expected ')'
evhtp_request_set_hook (req, evhtp_hook_on_request_fini, (evhtp_hook) req_finish_cb, state);
^

Issues while compling

I get the following -
g++ -O2 -Wall -g -I/usr/local/include/evhtp -pthread -L/usr/lib -o obsrv srvapi.o obsrv.o Market.o Order.o HttpUtil.o libobcommon.a -levhtp -lunivalue -levent_core -levent_openssl -lssl -lcrypto -luuid
obsrv.o: In function reqInit(evhtp_request*, ReqState*, HttpApiEntry const*) [clone .constprop.71]': ~/cpptrade/obsrv.cc:153: undefined reference to evhtp_request_set_hook'
obsrv.o: In function upload_headers_cb(evhtp_request*, evhtp_kvs*, void*)': ~/cpptrade/obsrv.cc:245: undefined reference to evhtp_request_set_hook'
obsrv.o: In function main': ~/cpptrade/obsrv.cc:405: undefined reference to evhtp_callback_set_hook'
collect2: error: ld returned 1 exit status
Makefile:685: recipe for target 'obsrv' failed

No idea why. I've compiled successfuly the libevthp, but something (some reference is not found there).
Any idea ?

univalue.h not found error

Errors on make. bitcoin (no wallet) is installed.

Util.cc:13:22: fatal error: univalue.h: No such file or directory
 #include <univalue.h>
                      ^
compilation terminated.
Makefile:703: recipe for target 'Util.o' failed
make[1]: *** [Util.o] Error 1
make[1]: Leaving directory '/root/cpptrade'
Makefile:577: recipe for target 'all' failed
make: *** [all] Error 2
root@localhost:~/cpptrade# make check
g++ -DHAVE_CONFIG_H -I.  -std=c++11 -pthread -I./vendor/liquibook/src   -O2 -Wall -g -I/usr/local/include/evhtp -MT Util.o -MD -MP -MF .deps/Util.Tpo -c -o Util.o Util.cc
Util.cc:13:22: fatal error: univalue.h: No such file or directory
 #include <univalue.h>
                      ^
compilation terminated.
Makefile:703: recipe for target 'Util.o' failed
make: *** [Util.o] Error 1

Make check giving me error

i successfully able to compile it but when i running 'make check' it saying fail

===================================
cscpp 0.0.1: ./test-suite.log

TOTAL: 1

PASS: 0

SKIP: 0

XFAIL: 0

FAIL: 1

XPASS: 0

ERROR: 0

.. contents:: :depth: 2

FAIL: obsrv-tests.sh

Daemon not started.
FAIL obsrv-tests.sh (exit status: 1)

Compile errors, cannot convert.

I'm getting lots of errors like this, any advice?

usr/lib/gcc/x86_64-amazon-linux/4.8.5/include/emmintrin.h: In function âvoid _mm_stream_si128(__m128i*, __m128i)â:
/usr/lib/gcc/x86_64-amazon-linux/4.8.5/include/emmintrin.h:1447:53: error: cannot convert â__v2di* {aka long long int*}â to â__vector(2) long long intâ for argument â1â to âvoid __builtin_ia32_movntdq(__vector(2) long long int, __vector(2) long long int)â
__builtin_ia32_movntdq ((__v2di *)__A, (__v2di)__B);

Thanks

cannot compile cpptrade on ubuntu 16.04

Even after installing univalue I'm getting this error.

g++ -O2 -g -Wall -I/home/uss/Work/Trade_Server/libevhtp-develop/build/include -I/home/uss/Work/Trade_Server/libevhtp-develop/include -pthread -o obsrv srvapi.o obsrv.o Market.o Order.o HttpUtil.o libobcommon.a -levhtp -lunivalue -levent_core -levent_openssl -lssl -lcrypto -luuid
/usr/bin/x86_64-linux-gnu-ld: cannot find -lunivalue

There are no files getting installed in /usr directory of univalue

Kindly help