OKX WebSocket C++ Client

High-performance C++23 WebSocket client for connecting to OKX exchange and listening to ticker events.

Features

• ✅ High Performance: Built with libwebsockets for optimal performance
• ✅ Modern C++: Uses C++23 standard with modern language features
• ✅ Real-time Ticker Data: Subscribe to multiple trading pairs simultaneously
• ✅ Auto-reconnection: Automatic reconnection with exponential backoff
• ✅ Ping/Pong Handling: Built-in connection health monitoring
• ✅ Thread-safe: Multi-threaded design with proper synchronization
• ✅ Error Handling: Comprehensive error handling and logging

Prerequisites

• CMake 3.20 or higher
• C++23 compatible compiler (GCC 11+, Clang 14+, MSVC 2022+)
• libwebsockets development package

Installing libwebsockets on macOS:

brew install libwebsockets

Installing libwebsockets on Ubuntu/Debian:

sudo apt-get install libwebsockets-dev

Building

mkdir build
cd build
cmake ..
make -j$(nproc)

Usage

Basic Example

#include "okx_websocket_client.h"

int main() {
    OKXWebSocketClient client;

    // Set custom ticker callback
    client.set_ticker_callback([](const TickerData& ticker) {
        std::cout << ticker.inst_id << " - Last: $" << ticker.last << std::endl;
    });

    // Connect to OKX WebSocket
    if (!client.connect()) {
        std::cerr << "Failed to connect!" << std::endl;
        return 1;
    }

    // Subscribe to ticker data
    client.subscribe_ticker("BTC-USDT");
    client.subscribe_ticker("ETH-USDT");

    // Keep running
    while (client.is_connected()) {
        std::this_thread::sleep_for(std::chrono::milliseconds(100));
    }

    return 0;
}

Running the Examples

# Run the main client
./okx_client

# Run the test
./simple_test

# Run connection diagnostics
./simple_connect_test
./connection_test

# Run performance benchmark
./performance_test

Configuration Options

OKXWebSocketClient client;

// Enable/disable auto-reconnection (enabled by default)
client.enable_auto_reconnect(true);

// Set ping interval in seconds (default: 30)
client.set_ping_interval(30);

// Proxy configuration (if needed)
client.set_http_proxy("127.0.0.1", 8080);  // HTTP proxy
client.set_http_proxy("proxy.example.com", 8080, "user", "pass");  // HTTP proxy with auth
client.set_socks_proxy("127.0.0.1", 1080);  // SOCKS5 proxy
client.clear_proxy();  // Clear proxy settings

Ticker Data Structure

struct TickerData {
    std::string inst_type;    // Instrument type (SPOT, SWAP, etc.)
    std::string inst_id;      // Trading pair (e.g., "BTC-USDT")
    std::string last;         // Last traded price
    std::string last_sz;      // Last traded size
    std::string ask_px;       // Best ask price
    std::string ask_sz;       // Best ask size
    std::string bid_px;       // Best bid price
    std::string bid_sz;       // Best bid size
    std::string open24h;      // 24h opening price
    std::string high24h;      // 24h high price
    std::string low24h;       // 24h low price
    std::string vol_ccy24h;   // 24h volume in quote currency
    std::string vol24h;       // 24h volume in base currency
    std::string sod_utc0;     // Start of day price (UTC 0)
    std::string sod_utc8;     // Start of day price (UTC 8)
    std::string ts;           // Timestamp
};

Performance Characteristics

• Ultra-Fast JSON Parsing: Custom zero-copy parser optimized for ticker data
  • NO Regular Expressions: Hand-optimized character-by-character parsing
  • String View Usage: Zero-copy parsing with std::string_view (C++17)
  • Memory Pre-allocation: Smart vector capacity management
  • Direct Field Extraction: Specialized parsing for known OKX ticker format
• Low Latency: Sub-millisecond message processing
• High Throughput: Can handle thousands of ticker messages per second
• Memory Efficient: Minimal allocations with move semantics
• CPU Optimized: Branch-prediction friendly parsing logic

Architecture

• Multi-threaded: Separate worker thread for WebSocket operations
• Asynchronous: Non-blocking message processing
• Event-driven: Callback-based architecture for real-time data handling
• Fault-tolerant: Automatic error recovery and reconnection

🚨 SSL/TLS 连接问题

如果遇到SSL握手失败错误：

WebSocket connection error: tls: error:0A000410:SSL routines::ssl/tls alert handshake failure

请查看 TROUBLESHOOTING.md 获取详细的解决方案。

快速解决步骤:

1. 运行 ./simple_connect_test 诊断连接问题
2. 如果需要代理，查看 PROXY_GUIDE.md 代理配置指南
3. 检查网络防火墙设置
4. 尝试使用VPN或不同网络
5. 更新OpenSSL和证书

性能基准

./performance_test

预期结果：

• 270,000+ 消息/秒 解析吞吐量
• 3.7微秒/消息 平均解析时间
• 零正则表达式 纯手工优化解析器

License

MIT License - feel free to use this code in your projects.

Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests if applicable
5. Submit a pull request

Support

For issues and questions, please check TROUBLESHOOTING.md or open a GitHub issue.

For OKX API documentation: https://www.okx.com/docs-v5/