tcashel / libgemini

libgemini

Attempt to create a C++ library for Gemini Exchange's API: Gemini's Documentation.

Checking out

This project use git submodules, git clone https://github.com/tcashel/libgemini.git and then run git submodule update --init --recursive.

A Note About the .vscode and other Editor specific files

I know I know, it is unclean to commit these but it helps me stay consistent across my dev envs. Once libgemini actually works I will clean these up.

Building

If this is your first check out you need to make sure liblifthttp and simdjson git submodules are correctly checked out first, then make a build

make

See the makefile for more of make commands.

Dependencies

This project uses the following:

• liblifthttp to to handel HTTP requests.
  • As a git submodule
• simdjson for json support.
  • As a git submodule
  • CMake will compile this project base on a git tag int the CMakeLists.txt, so the submodule is not necessary to build, but it is convenient to look through the project when using.

Rough Project plan / Ideas

• Set up some basic Unit testing and unit test along the way

Backend classes

Be lazy if you can, just wrappers arround liblifthttp. Make an Easy way to switch between sandbox api url and production

PublicAPI Class

• Build out basic public api (no auth) functionality

PrivateAPI Class

User Classes

Goal is for a per session outgoing rate limiter

Request/Session class (name tbd)

• interface for creating / managing requests to API
  • inputting orders, one-off price queries etc..
  • should be somewhat lightweight
• one instance per session, could be easier if this is just a wrapper for a request or task that gets passed to the engine.

Engine Class (name tbd)

• what if there are 2 rates to enforce? PublicAPI vs PrivateAPI?
  • Engine that implements ratelimit and loops over Request class instances, each which could have their own rate limit.
  • easier to just have one engine per session so it's only dealing with 1 rate.
• the rate limiter should always reserve a spot for 1 high priority order, ie: cancel all orders, sell etc.. This is most easily accomplished by reducing allowed rate set in Request class and allowing 1 type of order to ignore the rate limit.

Order Status / Market data / Event Class (name tbd)

• uses Gemini's webhook API.
• Need to read more
• websocket libraries
  • cpprestsdk
    • Web Socket support
    • Project is in 'maintenance mode' so not the best thing to use, should search for another option.
    • $ sudo dnf install cpprest-devel
  • µWebSockets
    • This looks nice!, 63 contributors, ok not great recent activity
    • Apache 2.0 license
    • header only c++17, some use of c++20 in examples
    • does not use cmake, uses make, nbd just add include_directories(vendor/uWebSockets/src) to cmake and we should be good since it is header only.

Support

File bugs and feature requests using GitHub Issues

Copyright © 2021, Tripp Cashel, all rights reserved.