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Change name back to websocket_proxy; fix shutdown issue; add example
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16 files changed

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-243
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16 files changed

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‎CMakeLists.txt‎

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Original file line numberDiff line numberDiff line change
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cmake_minimum_required(VERSION 3.15)
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cmake_minimum_required(VERSION 3.16)
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set(VCPKG_TARGET_TRIPLET x64-windows-static)
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set(CMAKE_CXX_STANDARD 20)
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file (STRINGS "version" BUILD_VERSION)
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project(alpaca_websocket_proxy
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project(websocket_proxy
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VERSION ${BUILD_VERSION}
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LANGUAGES CXX)
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set(CMAKE_CXX_STANDARD 20)
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if (NOT CMAKE_BUILD_TYPE)
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set(CMAKE_BUILD_TYPE Release)
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endif()
@@ -20,56 +22,60 @@ if (CMAKE_BUILD_TYPE MATCHES Release)
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add_definitions(-DNDEBUG)
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endif()
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set(VCPKG_TARGET_TRIPLET x64-windows-static)
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set(RELEASE_DIR "${CMAKE_CURRENT_BINARY_DIR}/release")
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configure_file(src/version.h.in release/include/alpaca_websocket_proxy/version.h)
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set(Boost_USE_STATIC_LIBS ON)
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find_package(Boost REQUIRED COMPONENTS beast context)
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set(OPENSSL_USE_STATIC_LIBS TRUE)
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set(OPENSSL_MSVC_STATIC_RT TRUE)
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find_package(boost_beast REQUIRED CONFIG)
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find_package(OpenSSL REQUIRED)
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find_package(spdlog REQUIRED CONFIG)
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add_definitions(-DSPDLOG_USE_STD_FORMAT -DSPDLOG_USE_STD_FORMAT_HO)
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include(cmake/slick_queue.cmake)
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set(HEADERS
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include/alpaca_websocket_proxy/type.h
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include/alpaca_websocket_proxy/alpaca_websocket_proxy_client.h
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)
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message(STATUS "OpenSSL: ${OPENSSL_INCLUDE_DIR}")
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message(STATUS "Beast: ${boost_beast_CONFIG}")
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message(STATUS "spdlog: ${spdlog_CONFIG}")
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set(RELEASE_DIR "${CMAKE_CURRENT_BINARY_DIR}/dist")
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configure_file(src/version.h.in dist/include/websocket_proxy/version.h)
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set(SOURCES
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src/main.cpp
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src/alpaca_websocket_proxy.cpp
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src/websocket_proxy.cpp
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)
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add_executable(alpaca_websocket_proxy ${SOURCES})
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target_include_directories(alpaca_websocket_proxy PUBLIC include ${slick_queue_SOURCE_DIR}/include ${spdlog_SOURCE_DIR} ${RELEASE_DIR}/include)
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target_link_libraries(alpaca_websocket_proxy PRIVATE spdlog::spdlog_header_only Boost::asio Boost::beast OpenSSL::SSL OpenSSL::Crypto)
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target_precompile_headers(alpaca_websocket_proxy PRIVATE src/pch.hpp)
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add_executable(websocket_proxy ${SOURCES})
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target_include_directories(websocket_proxy PUBLIC include ${slick_queue_SOURCE_DIR}/include ${RELEASE_DIR}/include)
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target_link_libraries(websocket_proxy PRIVATE spdlog::spdlog_header_only Boost::asio Boost::beast Boost::context OpenSSL::SSL OpenSSL::Crypto)
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target_link_libraries(websocket_proxy PRIVATE ${VCPKG_ROOT})
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if (MSVC)
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set(CMAKE_CXX_FLAGS_RELEASE "-O2")
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add_definitions(-D_WIN32_WINNT=0x0A00)
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set(CMAKE_SUPPRESS_REGENERATION true) # supress zero_check
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set_target_properties(alpaca_websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/bin")
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set_target_properties(alpaca_websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY_DEBUG "${CMAKE_BINARY_DIR}/bin/Debug")
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set_target_properties(alpaca_websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY_RELEASE "${CMAKE_BINARY_DIR}/bin/Release")
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set_target_properties(alpaca_websocket_proxy PROPERTIES LINK_INCREMENTAL ON)
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target_compile_definitions(alpaca_websocket_proxy PUBLIC _UNICODE) # set CharacterSet to unicode
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target_compile_options(alpaca_websocket_proxy PRIVATE "/bigobj")
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set_target_properties(alpaca_websocket_proxy PROPERTIES MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
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set_target_properties(websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/bin")
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set_target_properties(websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY_DEBUG "${CMAKE_BINARY_DIR}/bin/Debug")
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set_target_properties(websocket_proxy PROPERTIES RUNTIME_OUTPUT_DIRECTORY_RELEASE "${CMAKE_BINARY_DIR}/bin/Release")
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set_target_properties(websocket_proxy PROPERTIES LINK_INCREMENTAL ON)
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target_compile_definitions(websocket_proxy PUBLIC _UNICODE) # set CharacterSet to unicode
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target_compile_options(websocket_proxy PRIVATE "/bigobj")
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set_target_properties(websocket_proxy PROPERTIES MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
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else()
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set(CMAKE_CXX_FLAGS_RELEASE "-O3")
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endif()
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if (CMAKE_BUILD_TYPE MATCHES Release)
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add_custom_command(TARGET alpaca_websocket_proxy
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add_custom_command(TARGET websocket_proxy
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POST_BUILD
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COMMAND ${CMAKE_COMMAND} -E copy_directory ${CMAKE_CURRENT_SOURCE_DIR}/include ${RELEASE_DIR}/include
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COMMAND ${CMAKE_COMMAND} -E copy_directory ${CMAKE_BINARY_DIR}/_deps/slick_queue/include ${RELEASE_DIR}/include/websocket_proxy
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COMMAND ${CMAKE_COMMAND} -E copy_directory ${CMAKE_BINARY_DIR}/bin/Release ${RELEASE_DIR}/bin
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COMMAND ${CMAKE_COMMAND} -E tar "cfv" "alpca_websocket_proxy_${BUILD_VERSION}.zip" --format=zip "${RELEASE_DIR}/bin" "${RELEASE_DIR}/include"
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COMMAND ${CMAKE_COMMAND} -E tar "cfv" "websocket_proxy_${BUILD_VERSION}.zip" --format=zip "${RELEASE_DIR}/bin" "${RELEASE_DIR}/include"
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WORKING_DIRECTORY "${RELEASE_DIR}"
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COMMENT "Creating zip archive"
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)
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endif()
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add_subdirectory(example EXLCUDE_FROM_ALL)

‎README.md‎

Lines changed: 77 additions & 16 deletions
Original file line numberDiff line numberDiff line change
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# AlpacaWebsocketProxy: Share a Single WebSocket Connection for Multiple Clients (C++)
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AlpacaWebSocketProxy provides a C++ WebSocket proxy framework that empowers you to share a single WebSocket connection among multiple clients, maximizing resource utilization and streamlining real-time data access.
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## Built for Efficiency: Serving Multiple Clients with One Connection
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Designed initially for the [Alpaca.Market](https://alpaca.markets/), which offers data via both REST and WebSockets. However, Alpaca limits the number of concurrent WebSocket connections per account. AlpacaWebSocketProxy solves this by enabling multiple strategies under the same account to receive real-tine market data updates through a single, shared WebSocket connection.
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## Components and Communication
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AlpacaWebSocketProxy consists of two components:
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1. Standalone proxy server executable: This executable acts as the central communication hub. It manages the connection to the WebSocket server and handles data forwarding between clients. It's launched upon the first client attempting a WebSocket connection, ensuring only one server instance runs simultaneously. Any subsequent server launch attempts automatically terminate, preventing resource conflicts. The server continues execution until all connected clients are closed.
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2. Header-only Proxy Client: This lightweight client library integrates into your individual applications. It manages communication with the proxy server and provides a familiar interface for sending and receiving data.
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## Benefits of AlpacaWebSocketProxy
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* Efficient Resource Utilization: Share a single WebSocket connection, reducing overhead and improving resource management.
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* Real-Time Data Streamlining: Multiple trading strategies within an account gain access to crucial market updates concurrently.
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* Simplified Integration: The header-only client library enables effortless integration with your existing client applications.
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* Shared Memory Optimization: Communication between server and clients leverages shared memory ring buffers, ensuring high-performance data exchange.
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# WebsocketProxy: Share a Single WebSocket Connection for Multiple Clients (C++)
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WebsocketProxy is a C++ framework that allows multiple clients to share a single WebSocket connection, optimizing resource usage and enhancing real-time data access.
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## Efficiently Serve Multiple Clients
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Originally designed for [Alpaca.Market](https://alpaca.markets/), which provides data through both REST and WebSockets. However, Alpaca only allows one WebSocket connection per account. WebsocketProxy enables multiple strategies under the same account to receive real-time market data updates via a single shared WebSocket connection. WebsocketProxy doesn't have any Alpaca API protocol. It passes through messages between clients and server, making it suitable for other WebSocket connections as well.
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## Components
8+
WebsocketProxy comprises two main components:
9+
1. **Standalone Proxy Server**: This executable serves as the central communication hub, managing the WebSocket server connection and data forwarding between clients. It launches with the first client connection attempt, ensuring only one server instance runs at a time. Subsequent server launch attempts are automatically terminated to prevent conflicts. The server continues running until all clients disconnect.
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2. **Header-only Proxy Client**: This lightweight client library integrates seamlessly into your applications, managing communication with the proxy server and providing an interface for data transmission.
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## Installation
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To install WebsocketProxy, simply download the latest release from the [releases page](https://github.com/kzhdev/websocket_proxy/releases), unzip the package, and copy the `include` folder to your project directory.
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Then, derive from the `WebsocketProxyCallback` class and implement the corresponding callback functions. For reference, check the Alpaca WebSocket client example in the [example](https://github.com/kzhdev/websocket_proxy/tree/main/example) directory.
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## Build From the Source Code
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To build WebsocketProxy, follow these steps:
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### Installing Dependencies
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WebsocketProxy relies on several external libraries. You can install these dependencies using [vcpkg](https://github.com/microsoft/vcpkg). Follow these steps to install the required libraries:
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1. **Install vcpkg**:
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```sh
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git clone https://github.com/microsoft/vcpkg.git
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cd vcpkg
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./bootstrap-vcpkg.sh
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```
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2. **Install Required Libraries**:
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```sh
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./vcpkg install spdlog:x64-windows-static
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./vcpkg install boost-beast:x64-windows-static
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./vcpkg install openssl:x64-windows-static
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```
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3. **Integrate vcpkg with CMake**:
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Add the following line to your CMake configuration to use vcpkg:
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```sh
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cmake .. -DCMAKE_TOOLCHAIN_FILE=/path/to/vcpkg/scripts/buildsystems/vcpkg.cmake
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```
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### Build WebsocketProxy
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1. **Clone the Repository**:
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```sh
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git clone https://github.com/kzhdev/websocket_proxy.git
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cd websocket_proxy
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```
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2. **Build the Proxy Server**:
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Ensure you have a C++ compiler and CMake installed. Then, run the following commands:
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```sh
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cmake -S . -B build
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cmake --build ./build --config Release -j 18
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```
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3. **Include the Client Library**:
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Copy the include folder from the repository to your project:
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```sh
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cp -r include /path/to/your/project/include/
66+
```
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4. **Derive from the `WebsocketProxyCallback` class and implement the corresponding callback functions**
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For reference, check the Alpaca WebSocket client example in the [example](https://github.com/kzhdev/websocket_proxy/tree/main/example) directory.
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## Contributing
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Contributions are welcome! Please open an issue or submit a pull request on [GitHub](https://github.com/kzhdev/websocket_proxy).
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## License
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This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.

‎example/CMakeLists.txt‎

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project(example_websocket_client LANGUAGES CXX)
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include(FetchContent)
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FetchContent_Declare(json
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URL https://github.com/nlohmann/json/releases/download/v3.11.3/json.tar.xz
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DOWNLOAD_EXTRACT_TIMESTAMP TRUE)
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FetchContent_MakeAvailable(json)
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add_executable(example_websocket_client main.cpp)
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target_compile_definitions(example_websocket_client PUBLIC _UNICODE)
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target_include_directories(example_websocket_client PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}/../include ${RapidJSON_SOURCE_DIR}/include ${slick_queue_SOURCE_DIR}/include)
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target_link_libraries(example_websocket_client PRIVATE nlohmann_json::nlohmann_json)
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