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- Introduced infrastructure interfaces and implementations for Bybit Spot and Linear markets.
- Added support for order book syncing, notifier integration, and callback registration for best bid/ask changes. - Integrated subscription builders and WebSocket sessions for order book updates. - Updated dependencies and example directories accordingly.
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‎aoe/binance/order_book_sync/order_book_sync.h‎

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#include "aoe/binance/session/rest/session.h"
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#include "aos/order_book/i_order_book.h"
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// #include "aos/order_book/order_book.h"
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#include "fmtlog.h"
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#include "boost/asio.hpp"
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#include "fmtlog.h"
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namespace aoe {
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namespace binance {

‎aoe/bybit/constants/constants.h‎

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#pragma once
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#include <cstddef>
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namespace aoe {
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namespace bybit {
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constexpr std::size_t kMaximumOrderBookEventsFromExchange = 10000;
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// constexpr std::size_t kMaximumSnapshotEventsFromExchange = 10;
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/// \brief Initial number of ExecutionEvent objects preallocated in the memory
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/// pool.
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///
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/// This value defines how many ExecutionEvent instances are initially reserved
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/// in the pool to reduce dynamic heap allocations during runtime.
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constexpr std::size_t kInitialExecutionEventPoolSize = 200;
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} // namespace bybit
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} // namespace aoe

‎aoe/bybit/infrastructure/i_infrastructure.h‎

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#pragma once
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#include "aos/best_ask/best_ask.h"
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#include "aos/best_bid/best_bid.h"
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#include "aos/trading_pair/trading_pair.h"
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namespace aoe {
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namespace bybit {
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namespace spot {
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namespace main_net {
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class InfrastructureInterface {
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public:
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virtual ~InfrastructureInterface() = default;
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virtual void Register(aos::TradingPair trading_pair) = 0;
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};
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// namespace aoe {
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// namespace binance {
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// class InfrastructureInterface {
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// public:
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// virtual ~InfrastructureInterface() = default;
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// };
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// }; // namespace binance
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// }; // namespace aoe
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template <typename Price, typename Qty>
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class InfrastructureNotifierOnBestBidChangeInterface {
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public:
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virtual ~InfrastructureNotifierOnBestBidChangeInterface() = default;
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/**
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* @brief Sets a callback to be invoked on best bid changes for a trading
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* pair.
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*
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* If a context exists for the specified trading pair, the callback will be
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* registered and the method returns true. Otherwise, no callback is
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* registered and the method returns false.
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*
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* @param cb The callback function to be called when the best bid changes.
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* It receives the trading pair and the updated best bid as
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* arguments.
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* @return true if the context for the trading pair exists and the callback
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* was set; false otherwise.
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*/
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virtual bool SetCallbackOnBestBidChange(
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aos::TradingPair trading_pair,
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std::function<void(aos::BestBid<Price, Qty>& new_bid)> cb) = 0;
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};
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template <typename Price, typename Qty>
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class InfrastructureNotifierOnBestAskChangeInterface {
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public:
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virtual ~InfrastructureNotifierOnBestAskChangeInterface() = default;
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/**
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* @brief Sets a callback to be invoked on best ask changes for a trading
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* pair.
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*
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* If a context exists for the specified trading pair, the callback will be
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* registered and the method returns true. Otherwise, no callback is
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* registered and the method returns false.
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*
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* @param cb The callback function to be called when the best ask changes.
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* It receives the trading pair and the updated best ask as
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* arguments.
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* @return true if the context for the trading pair exists and the callback
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* was set; false otherwise.
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*/
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virtual bool SetCallbackOnBestAskChange(
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aos::TradingPair trading_pair,
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std::function<void(aos::BestAsk<Price, Qty>& new_ask)> cb) = 0;
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};
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template <typename Price, typename Qty>
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class InfrastructureNotifierInterface
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: public InfrastructureNotifierOnBestBidChangeInterface<Price, Qty>,
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public InfrastructureNotifierOnBestAskChangeInterface<Price, Qty> {
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public:
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virtual ~InfrastructureNotifierInterface() = default;
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};
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}; // namespace main_net
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}; // namespace spot
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namespace linear {
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namespace main_net {
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class InfrastructureInterface {
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public:
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virtual ~InfrastructureInterface() = default;
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virtual void Register(aos::TradingPair trading_pair) = 0;
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};
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template <typename Price, typename Qty>
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class InfrastructureNotifierOnBestBidChangeInterface {
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public:
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virtual ~InfrastructureNotifierOnBestBidChangeInterface() = default;
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/**
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* @brief Sets a callback to be invoked on best bid changes for a trading
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* pair.
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*
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* If a context exists for the specified trading pair, the callback will be
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* registered and the method returns true. Otherwise, no callback is
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* registered and the method returns false.
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*
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* @param cb The callback function to be called when the best bid changes.
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* It receives the trading pair and the updated best bid as
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* arguments.
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* @return true if the context for the trading pair exists and the callback
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* was set; false otherwise.
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*/
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virtual bool SetCallbackOnBestBidChange(
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aos::TradingPair trading_pair,
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std::function<void(aos::BestBid<Price, Qty>& new_bid)> cb) = 0;
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};
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template <typename Price, typename Qty>
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class InfrastructureNotifierOnBestAskChangeInterface {
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public:
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virtual ~InfrastructureNotifierOnBestAskChangeInterface() = default;
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/**
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* @brief Sets a callback to be invoked on best ask changes for a trading
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* pair.
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*
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* If a context exists for the specified trading pair, the callback will be
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* registered and the method returns true. Otherwise, no callback is
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* registered and the method returns false.
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*
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* @param cb The callback function to be called when the best ask changes.
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* It receives the trading pair and the updated best ask as
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* arguments.
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* @return true if the context for the trading pair exists and the callback
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* was set; false otherwise.
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*/
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virtual bool SetCallbackOnBestAskChange(
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aos::TradingPair trading_pair,
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std::function<void(aos::BestAsk<Price, Qty>& new_ask)> cb) = 0;
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};
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template <typename Price, typename Qty>
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class InfrastructureNotifierInterface
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: public InfrastructureNotifierOnBestBidChangeInterface<Price, Qty>,
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public InfrastructureNotifierOnBestAskChangeInterface<Price, Qty> {
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public:
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virtual ~InfrastructureNotifierInterface() = default;
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};
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}; // namespace main_net
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}; // namespace futures
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}; // namespace binance
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}; // namespace aoe

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