Merge pull request #361 from crypto-chassis/fix/mexc

fix: small fixes for mexc
crypto-chassis · Jan 12, 2023 · 1f8c543 · 1f8c543
2 parents 0f1a865 + c99199a
commit 1f8c543
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Showing 4 changed files with 29 additions and 12 deletions.
diff --git a/include/ccapi_cpp/ccapi_macro.h b/include/ccapi_cpp/ccapi_macro.h
@@ -470,6 +470,9 @@
 #ifndef CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY
 #define CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY "CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY"
 #endif
+#ifndef CCAPI_EM_ORDER_AVERAGE_FILLED_PRICE
+#define CCAPI_EM_ORDER_AVERAGE_FILLED_PRICE "AVERAGE_FILLED_PRICE"
+#endif
 #ifndef CCAPI_EM_ORDER_INSTRUMENT
 #define CCAPI_EM_ORDER_INSTRUMENT "INSTRUMENT"
 #endif

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_mexc.h b/include/ccapi_cpp/service/ccapi_execution_management_service_mexc.h
@@ -354,15 +354,17 @@ class ExecutionManagementServiceMexc : public ExecutionManagementService {
     if (document.IsObject() && document.HasMember("code") && std::string(document["code"].GetString()) == "0") {
       event.setType(Event::Type::SUBSCRIPTION_STATUS);
       std::string msg = document["msg"].GetString();
-      bool success = msg != "no subscription success";
-      Message message;
-      message.setTimeReceived(timeReceived);
-      message.setCorrelationIdList({subscription.getCorrelationId()});
-      message.setType(success ? Message::Type::SUBSCRIPTION_STARTED : Message::Type::SUBSCRIPTION_FAILURE);
-      Element element;
-      element.insert(success ? CCAPI_INFO_MESSAGE : CCAPI_ERROR_MESSAGE, textMessage);
-      message.setElementList({element});
-      messageList.emplace_back(std::move(message));
+      if (msg != "PONG") {
+        bool success = msg != "no subscription success";
+        Message message;
+        message.setTimeReceived(timeReceived);
+        message.setCorrelationIdList({subscription.getCorrelationId()});
+        message.setType(success ? Message::Type::SUBSCRIPTION_STARTED : Message::Type::SUBSCRIPTION_FAILURE);
+        Element element;
+        element.insert(success ? CCAPI_INFO_MESSAGE : CCAPI_ERROR_MESSAGE, textMessage);
+        message.setElementList({element});
+        messageList.emplace_back(std::move(message));
+      }
     } else {
       const auto& fieldSet = subscription.getFieldSet();
       const auto& instrumentSet = subscription.getInstrumentSet();
@@ -401,14 +403,17 @@ class ExecutionManagementServiceMexc : public ExecutionManagementService {
           const std::map<std::string, std::pair<std::string, JsonDataType> >& extractionFieldNameMap = {
               {CCAPI_EM_ORDER_ID, std::make_pair("i", JsonDataType::STRING)},
               {CCAPI_EM_CLIENT_ORDER_ID, std::make_pair("c", JsonDataType::STRING)},
-              {CCAPI_EM_ORDER_SIDE, std::make_pair("v", JsonDataType::STRING)},
               {CCAPI_EM_ORDER_LIMIT_PRICE, std::make_pair("p", JsonDataType::STRING)},
-              {CCAPI_EM_ORDER_QUANTITY, std::make_pair("size", JsonDataType::STRING)},
+              {CCAPI_EM_ORDER_QUANTITY, std::make_pair("v", JsonDataType::STRING)},
+              {CCAPI_EM_ORDER_CUMULATIVE_FILLED_QUANTITY, std::make_pair("cv", JsonDataType::STRING)},
+              {CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, std::make_pair("ca", JsonDataType::STRING)},
+              {CCAPI_EM_ORDER_AVERAGE_FILLED_PRICE, std::make_pair("ap", JsonDataType::STRING)},
               {CCAPI_EM_ORDER_REMAINING_QUANTITY, std::make_pair("V", JsonDataType::STRING)},
               {CCAPI_EM_ORDER_STATUS, std::make_pair("s", JsonDataType::STRING)},
           };
           Element info;
           info.insert(CCAPI_EM_ORDER_INSTRUMENT, instrument);
+          info.insert(CCAPI_EM_ORDER_SIDE, std::string(d["S"].GetString()) == "1" ? CCAPI_EM_ORDER_SIDE_BUY : CCAPI_EM_ORDER_SIDE_SELL);
           this->extractOrderInfo(info, d, extractionFieldNameMap);
           std::vector<Element> elementList;
           elementList.emplace_back(std::move(info));

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service.h b/include/ccapi_cpp/service/ccapi_market_data_service.h
@@ -1265,6 +1265,8 @@ class MarketDataService : public Service {
                 const auto& correlationIdList = that->correlationIdListByConnectionIdChannelIdSymbolIdMap.at(wsConnection.id).at(channelId).at(symbolId);
                 std::map<Decimal, std::string>& snapshotBid = that->snapshotBidByConnectionIdChannelIdSymbolIdMap[wsConnection.id][channelId][symbolId];
                 std::map<Decimal, std::string>& snapshotAsk = that->snapshotAskByConnectionIdChannelIdSymbolIdMap[wsConnection.id][channelId][symbolId];
+                snapshotBid.clear();
+                snapshotAsk.clear();
                 MarketDataMessage::TypeForData input;
                 that->extractOrderBookInitialData(input, document);
                 for (const auto& x : input) {

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_mexc.h b/include/ccapi_cpp/service/ccapi_market_data_service_mexc.h
@@ -28,7 +28,12 @@ class MarketDataServiceMexc : public MarketDataService {
  protected:
 #endif
   // bool doesHttpBodyContainError(const std::string& body) override { return body.find(R"("code":0)") == std::string::npos; }
-  void pingOnApplicationLevel(wspp::connection_hdl hdl, ErrorCode& ec) override { this->send(hdl, R"({"method":"PING"})", wspp::frame::opcode::text, ec); }
+  void pingOnApplicationLevel(wspp::connection_hdl hdl, ErrorCode& ec) override {
+    WsConnection& wsConnection = this->getWsConnectionFromConnectionPtr(this->serviceContextPtr->tlsClientPtr->get_con_from_hdl(hdl));
+    this->send(hdl, R"({"id":)" + std::to_string(this->exchangeJsonPayloadIdByConnectionIdMap[wsConnection.id]) + R"(,"method":"PING"})",
+               wspp::frame::opcode::text, ec);
+    this->exchangeJsonPayloadIdByConnectionIdMap[wsConnection.id] += 1;
+  }
   std::vector<std::string> createSendStringList(const WsConnection& wsConnection) override {
     std::vector<std::string> sendStringList;
     rj::Document document;
@@ -250,6 +255,8 @@ class MarketDataServiceMexc : public MarketDataService {
       element.insert(CCAPI_ORDER_PRICE_INCREMENT, "1" + std::string(-quotePrecision, '0'));
     }
     element.insert(CCAPI_ORDER_QUANTITY_INCREMENT, x["baseSizePrecision"].GetString());
+    element.insert(CCAPI_ORDER_QUANTITY_MIN, x["baseSizePrecision"].GetString());
+    element.insert(CCAPI_ORDER_PRICE_TIMES_QUANTITY_MIN, x["quoteAmountPrecision"].GetString());
   }
   void convertTextMessageToMarketDataMessage(const Request& request, const std::string& textMessage, const TimePoint& timeReceived, Event& event,
                                              std::vector<MarketDataMessage>& marketDataMessageList) override {