HTTP and WebSocket transport, OAuth tokens, and request pacing. More...

Classes
class	AsyncHttpClient
	An asynchronous HTTP/1.1 client over TLS that keeps one connection to one host, used by the broker clients. More...
struct	AuthBody
	An OAuth access token and its expiry, the base of each broker's token-response class. More...
class	BasicRateLimitBucket
	A rate limiter (the generic cell rate algorithm) that computes when a request may go; it neither waits nor reads the clock itself. More...
class	ClientCredentials
	OAuth client credentials (an app key and secret), the base of each broker's credentials class. More...
class	HttpClient
	A blocking HTTP/1.1 client over TLS that keeps one connection to one host. More...
struct	HttpClientOptions
	Deadlines, size limits and pacing for an HTTP client. More...
struct	HttpRequest
	An HTTP request for AsyncHttpClient. More...
struct	RateLimitBudget
	The request rate a connection may use. More...
class	RateLimitController
	The rate limiter of one connection (one app key): a RateLimitBucket on the steady clock, plus counters. More...
struct	RateLimitGroupStats
	A rate limiter's counters for one traffic class. More...
struct	RateLimitStats
	A rate limiter's counters per traffic class, its current budget, and the broker's refusals (from RateLimitController::stats). More...
class	WebSocketSessionBase
	The base of the WebSocket clients WsSession and WssSession: connecting, sending, receiving, closing and reconnecting. More...
struct	WebSocketSessionOptions
	Options for a WebSocket session (WsSession, WssSession). More...
class	WsSession
	A WebSocket client over plain TCP (no TLS); derive from it and override on_message. More...
class	WssSession
	A WebSocket client over TLS; derive from it and override on_message. More...

Typedefs
using	HttpResponse = http::response<http::string_body>
	The HTTP response type the transport clients return.
using	RateLimitBucket = BasicRateLimitBucket<>
	A rate-limit bucket on the steady clock.
using	WssSessionOptions = WebSocketSessionOptions
	Options for a WssSession.

Enumerations
enum class	RateLimitGroup { TRADING , AUTH , ACCOUNT , MARKET_DATA , REFERENCE }
	The traffic class of a request, for rate limiting and queue priority. The broker adapter that builds a request sets it. More...

Functions
BrokerError	transport_error (std::string stage, beast::error_code ec)
	Converts a transport error into a BrokerError.
std::string	make_host_header (const std::string &host, const std::string &port)
	Builds an HTTP Host header value.
void	shutdown_ssl_stream (beast::ssl_stream< beast::tcp_stream > &stream, std::chrono::seconds timeout) noexcept
	Shuts a TLS stream down (best effort) and closes its socket.
void	close_ssl_stream (beast::ssl_stream< beast::tcp_stream > &stream) noexcept
	Cancels a TLS stream's operations and closes its socket, without waiting for the TLS shutdown.
constexpr int	rate_limit_priority (RateLimitGroup group) noexcept
	Returns a traffic class's queue priority.
constexpr std::string_view	rate_limit_group_name (RateLimitGroup group) noexcept
	Returns a lowercase name for a traffic class, such as "market_data", for logs.
constexpr std::size_t	rate_limit_group_index (RateLimitGroup group) noexcept
	Returns a traffic class's index, for per-class arrays.
constexpr int	usable_burst (const RateLimitBudget &budget, RateLimitGroup group) noexcept
	Returns how much of the burst a traffic class may use.

Variables
constexpr std::array< RateLimitGroup, 5 >	all_rate_limit_groups
	Every RateLimitGroup, in declaration order.
constexpr std::size_t	rate_limit_group_count = all_rate_limit_groups.size()
	The number of traffic classes.

Detailed Description

HTTP and WebSocket transport, OAuth tokens, and request pacing.

Typedef Documentation

◆ HttpResponse

using algotradelib::network::HttpResponse = http::response<http::string_body>

The HTTP response type the transport clients return.

Definition at line 48 of file http_client.hpp.

◆ RateLimitBucket

using algotradelib::network::RateLimitBucket = BasicRateLimitBucket<>

A rate-limit bucket on the steady clock.

Definition at line 341 of file rate_limit.hpp.

◆ WssSessionOptions

using algotradelib::network::WssSessionOptions = WebSocketSessionOptions

Options for a WssSession.

Definition at line 15 of file wss_session.hpp.

Enumeration Type Documentation

◆ RateLimitGroup

enum class algotradelib::network::RateLimitGroup

strong

The traffic class of a request, for rate limiting and queue priority. The broker adapter that builds a request sets it.

Enumerator
TRADING	Order placement, amendment and cancellation.
AUTH	Access-token issue and refresh.
ACCOUNT	Holdings, working orders, order history and buying power.
MARKET_DATA	Quotes, bars, order book and trades.
REFERENCE	Instrument reference data and trading calendars.

Definition at line 26 of file rate_limit.hpp.

Function Documentation

◆ close_ssl_stream()

void algotradelib::network::close_ssl_stream ( beast::ssl_stream< beast::tcp_stream > & stream )

inlinenoexcept

Cancels a TLS stream's operations and closes its socket, without waiting for the TLS shutdown.

Parameters

stream The stream.

Definition at line 159 of file http_client.hpp.

Referenced by close_ssl_stream().

◆ make_host_header()

std::string algotradelib::network::make_host_header	(	const std::string &	host,
		const std::string &	port )

inline

Builds an HTTP Host header value.

Parameters

host	The host name.
port	The port.

Returns: host, with :port appended unless the port is 443.

Definition at line 133 of file http_client.hpp.

Referenced by make_host_header().

◆ rate_limit_group_index()

std::size_t algotradelib::network::rate_limit_group_index ( RateLimitGroup group )

inlineconstexprnoexcept

Returns a traffic class's index, for per-class arrays.

Parameters

group The class.

Returns: An index below rate_limit_group_count.

Definition at line 107 of file rate_limit.hpp.

Referenced by algotradelib::network::RateLimitStats::group(), algotradelib::network::RateLimitStats::group(), and rate_limit_group_index().

◆ rate_limit_group_name()

std::string_view algotradelib::network::rate_limit_group_name ( RateLimitGroup group )

inlineconstexprnoexcept

Returns a lowercase name for a traffic class, such as "market_data", for logs.

Parameters

group The class.

Returns: The name; empty for a value that is not a RateLimitGroup.

Definition at line 78 of file rate_limit.hpp.

Referenced by rate_limit_group_name().

◆ rate_limit_priority()

int algotradelib::network::rate_limit_priority ( RateLimitGroup group )

inlineconstexprnoexcept

Returns a traffic class's queue priority.

From highest: AUTH (every other request waits for a token), TRADING, ACCOUNT, MARKET_DATA, REFERENCE.

Parameters

group The class.

Returns: The priority; larger is served first.

Definition at line 57 of file rate_limit.hpp.

Referenced by rate_limit_priority().

◆ shutdown_ssl_stream()

void algotradelib::network::shutdown_ssl_stream	(	beast::ssl_stream< beast::tcp_stream > &	stream,
		std::chrono::seconds	timeout )

inlinenoexcept

Shuts a TLS stream down (best effort) and closes its socket.

The TLS shutdown is a blocking call that timeout does not bound, so it can wait for an unresponsive peer.

Parameters

stream	The stream.
timeout	Set as the stream's expiry, which does not bound the blocking shutdown.

Definition at line 146 of file http_client.hpp.

Referenced by shutdown_ssl_stream().

◆ transport_error()

BrokerError algotradelib::network::transport_error	(	std::string	stage,
		beast::error_code	ec )

inline

Converts a transport error into a BrokerError.

Parameters

stage	Where it failed (such as "connect"), stored as the error code.
ec	The error.

Returns: A CANCELLED error for an aborted operation, otherwise TRANSPORT. reached_broker_ is left at its default; the caller sets it.

Definition at line 117 of file http_client.hpp.

Referenced by transport_error().

◆ usable_burst()

int algotradelib::network::usable_burst	(	const RateLimitBudget &	budget,
		RateLimitGroup	group )

inlineconstexprnoexcept

Returns how much of the burst a traffic class may use.

Parameters

budget	The budget.
group	The class.

Returns: burst_ for TRADING and AUTH; otherwise burst_ - trading_reserve_, at least 1.

Definition at line 138 of file rate_limit.hpp.

Referenced by algotradelib::network::RateLimitController::acquire(), algotradelib::network::RateLimitController::delay_until(), and usable_burst().

Variable Documentation

◆ all_rate_limit_groups

std::array<RateLimitGroup, 5> algotradelib::network::all_rate_limit_groups

inlineconstexpr

Initial value:

{
  RateLimitGroup::TRADING,
  RateLimitGroup::AUTH,
  RateLimitGroup::ACCOUNT,
  RateLimitGroup::MARKET_DATA,
  RateLimitGroup::REFERENCE,
}

Every RateLimitGroup, in declaration order.

Definition at line 40 of file rate_limit.hpp.

◆ rate_limit_group_count

std::size_t algotradelib::network::rate_limit_group_count = all_rate_limit_groups.size()

inlineconstexpr

The number of traffic classes.

Definition at line 100 of file rate_limit.hpp.

Classes

Typedefs

Enumerations

Functions

Variables

Detailed Description

Typedef Documentation

◆ HttpResponse

◆ RateLimitBucket

◆ WssSessionOptions

Enumeration Type Documentation

◆ RateLimitGroup

Function Documentation

◆ close_ssl_stream()

◆ make_host_header()

◆ rate_limit_group_index()

◆ rate_limit_group_name()

◆ rate_limit_priority()

◆ shutdown_ssl_stream()

◆ transport_error()

◆ usable_burst()

Variable Documentation

◆ all_rate_limit_groups

◆ rate_limit_group_count