7979#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT
8080#include " ccapi_cpp/service/ccapi_market_data_service_bybit.h"
8181#endif
82- #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
83- #include " ccapi_cpp/service/ccapi_market_data_service_bybit_derivatives.h"
84- #endif
8582#ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
8683#include " ccapi_cpp/service/ccapi_market_data_service_ascendex.h"
8784#endif
186183#ifdef CCAPI_ENABLE_EXCHANGE_BYBIT
187184#include " ccapi_cpp/service/ccapi_execution_management_service_bybit.h"
188185#endif
189- #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
190- #include " ccapi_cpp/service/ccapi_execution_management_service_bybit_derivatives.h"
191- #endif
192186#ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
193187#include " ccapi_cpp/service/ccapi_execution_management_service_ascendex.h"
194188#endif
@@ -412,10 +406,6 @@ class Session {
412406 this ->serviceByServiceNameExchangeMap [CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BYBIT] =
413407 std::make_shared<MarketDataServiceBybit>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
414408#endif
415- #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
416- this ->serviceByServiceNameExchangeMap [CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES] =
417- std::make_shared<MarketDataServiceBybitDerivatives>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
418- #endif
419409#ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
420410 this ->serviceByServiceNameExchangeMap [CCAPI_MARKET_DATA][CCAPI_EXCHANGE_NAME_ASCENDEX] =
421411 std::make_shared<MarketDataServiceAscendex>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
@@ -550,10 +540,6 @@ class Session {
550540 this ->serviceByServiceNameExchangeMap [CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BYBIT] =
551541 std::make_shared<ExecutionManagementServiceBybit>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
552542#endif
553- #ifdef CCAPI_ENABLE_EXCHANGE_BYBIT_DERIVATIVES
554- this ->serviceByServiceNameExchangeMap [CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES] =
555- std::make_shared<ExecutionManagementServiceBybitDerivatives>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
556- #endif
557543#ifdef CCAPI_ENABLE_EXCHANGE_ASCENDEX
558544 this ->serviceByServiceNameExchangeMap [CCAPI_EXECUTION_MANAGEMENT][CCAPI_EXCHANGE_NAME_ASCENDEX] =
559545 std::make_shared<ExecutionManagementServiceAscendex>(this ->internalEventHandler , sessionOptions, sessionConfigs, this ->serviceContextPtr );
@@ -636,6 +622,22 @@ class Session {
636622 }
637623 virtual void subscribe (std::vector<Subscription>& subscriptionList) {
638624 CCAPI_LOGGER_FUNCTION_ENTER;
625+ for (auto & subscription : subscriptionList) {
626+ auto exchange = subscription.getExchange ();
627+ if (exchange == CCAPI_EXCHANGE_NAME_BYBIT) {
628+ auto instrumentType = subscription.getInstrumentType ();
629+ if (instrumentType.empty ()) {
630+ instrumentType = " spot"
631+ }
632+ std::vector<std::string> instrumentTypeList = {" spot" " linear" " inverse" " option"
633+ if (std::find (instrumentTypeList.begin (), instrumentTypeList.end (), instrumentType) == instrumentTypeList.end ()) {
634+ this ->onError (Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE,
635+ " unsupported exchange instrument types: " toString (instrumentType) + " . Allowed values: " toString (instrumentTypeList) + " ."
636+ return ;
637+ }
638+ subscription.setInstrumentType (instrumentType);
639+ }
640+ }
639641 std::map<std::string, std::vector<Subscription> > subscriptionListByServiceNameMap;
640642 for (const auto & subscription : subscriptionList) {
641643 auto serviceName = subscription.getServiceName ();
@@ -650,19 +652,10 @@ class Session {
650652 return ;
651653 }
652654 if (serviceName == CCAPI_MARKET_DATA) {
653- // std::set<std::string> correlationIdSet;
654- // std::set<std::string> duplicateCorrelationIdSet;
655655 std::unordered_set<std::string> unsupportedExchangeFieldSet;
656- std::map<std::string, std::vector<Subscription> > subscriptionListByExchangeMap;
657656 auto exchangeFieldMap = this ->sessionConfigs .getExchangeFieldMap ();
658657 CCAPI_LOGGER_DEBUG (" exchangeFieldMap = " toString (exchangeFieldMap));
659658 for (const auto & subscription : subscriptionList) {
660- // auto correlationId = subscription.getCorrelationId();
661- // if (correlationIdSet.find(correlationId) != correlationIdSet.end()) {
662- // duplicateCorrelationIdSet.insert(correlationId);
663- // } else {
664- // correlationIdSet.insert(correlationId);
665- // }
666659 auto exchange = subscription.getExchange ();
667660 CCAPI_LOGGER_DEBUG (" exchange = "
668661 auto field = subscription.getField ();
@@ -674,29 +667,16 @@ class Session {
674667 CCAPI_LOGGER_DEBUG (" unsupported exchange " " , field = "
675668 unsupportedExchangeFieldSet.insert (exchange + " |"
676669 }
677- subscriptionListByExchangeMap[exchange].push_back (subscription);
678670 }
679- // if (!duplicateCorrelationIdSet.empty()) {
680- // this->onError(Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE,
681- // "duplicated correlation ids: " + toString(duplicateCorrelationIdSet));
682- // return;
683- // }
684671 if (!unsupportedExchangeFieldSet.empty ()) {
685672 this ->onError (Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE,
686673 " unsupported exchange fields: " toString (unsupportedExchangeFieldSet));
687674 return ;
688675 }
676+ std::map<std::string, std::vector<Subscription> > subscriptionListByExchangeMap;
689677 for (const auto & subscription : subscriptionList) {
690678 auto exchange = subscription.getExchange ();
691- if (exchange == CCAPI_EXCHANGE_NAME_BYBIT_DERIVATIVES) {
692- const auto & instrumentType = subscription.getInstrumentType ();
693- std::vector<std::string> instrumentTypeList = {" usdt-contract" " usdc-contract" " usdc-options"
694- if (std::find (instrumentTypeList.begin (), instrumentTypeList.end (), instrumentType) == instrumentTypeList.end ()) {
695- this ->onError (Event::Type::SUBSCRIPTION_STATUS, Message::Type::SUBSCRIPTION_FAILURE,
696- " unsupported exchange instrument types: " toString (instrumentType) + " . Allowed values: " toString (instrumentTypeList) + " ."
697- return ;
698- }
699- }
679+ subscriptionListByExchangeMap[exchange].push_back (subscription);
700680 }
701681 CCAPI_LOGGER_TRACE (" subscriptionListByExchangeMap = " toString (subscriptionListByExchangeMap));
702682 for (auto & subscriptionListByExchange : subscriptionListByExchangeMap) {
0 commit comments