GitHub - OKX Exchange Connector in C++: REST and WebSocket Support

Overview

This repository hosts a C++ application designed to connect with the OKX Crypto Exchange API, supporting both REST and WebSocket protocols. The connector facilitates real-time data retrieval and complex computational tasks, optimized for performance and parallel execution.

Core Features

OKX API Integration:
- Connects to OKX Exchange via pure HTTP requests (REST) or WebSocket.
- Retrieves Level 1 Limit Order Book (LOB) data for BTC-USDT with minimal latency (<1s for REST, <100ms for WebSocket).
Heavy Computational Task:
- Solves matrix inversion (AX = E) via a dedicated CalculationClass.
- Runs concurrently with API operations for efficient resource utilization.
Logging & Parallel Execution:
- Tracks API requests and completed computational tasks in real-time.

Requirements

Development Environment

C++ Compiler (e.g., g++, clang++).
Standard C++ Libraries.

Optional (for CMake/Conan Builds):

CMake (v3.12+).
Conan (package manager).

Getting Started

1. Clone the Repository

git clone https://github.com/siyovush-hamidov/OKX-Exchange-Connector.git

2. Compile Manually

REST Version:

g++ main.cpp -o main CalculationClass.cpp OKXClass.cpp -lcurl -lssl -lcrypto

WebSocket Version:

g++ main.cpp -o main CalculationClass.cpp WebSocketClass.cpp -lssl -lcrypto

3. Build with CMake/Conan

conan install . --output-folder=build --build=missing
cd build
cmake .. -DCMAKE_TOOLCHAIN_FILE=./build/Release/generators/conan_toolchain.cmake -DCMAKE_BUILD_TYPE=Release
cmake --build .

4. Run the Executable

./WebSocket/websocket_client  # For WebSocket
./main                        # For REST

Project Structure

├── REST/
│   ├── main.cpp               # Main logic for REST implementation
│   ├── CalculationClass.[h/cpp] # Heavy task handler
│   ├── OKXClass.[h/cpp]        # REST API connector
│   └── Recycle Bin/           # Auxiliary files
│
└── WebSocket/
    ├── main.cpp               # Main logic for WebSocket
    ├── CalculationClass.[h/cpp] # Heavy task handler
    ├── WebSocketClass.[h/cpp]  # WebSocket connector
    └── Recycle Bin/           # Auxiliary files

License

👉 MIT License – Free for modification and commercial use.

FAQ

1. What latency can I expect with this connector?

REST: Under 1 second.
WebSocket: Under 100 milliseconds.

2. Does this support other trading pairs besides BTC-USDT?

Currently optimized for BTC-USDT, but the codebase can be extended to other pairs.

3. How is the computational task parallelized?

The CalculationClass runs in a separate thread, synchronized with API operations via logging.

4. Are external libraries required for HTTP requests?

No—the REST version uses libcurl (included in standard Unix environments).