Begin to rewrite web socket streaming code in C++ to see if we can receive market events with improved latency

Author: thammo4

tradier_stream_connect.cpp

@@ -0,0 +1,95 @@
+#include <iostream>
+#include <string>
+#include <curl/curl.h>
+#include <thread>
+#include <unistd.h>
+#include <cstdlib>
+
+#include <nlohmann/json.hpp>
+
+using json = nlohmann::json;
+
+
+//
+// Callback function - handles data returned from curl
+//
+
+size_t callback(const char* in, size_t size, size_t num, std::string* out) {
+	const size_t totalBytes(size*num);
+	out->append(in, totalBytes);
+	return totalBytes;
+}
+
+
+//
+// Initialize + Processs HTTP Request
+//
+
+void tradier_http_stream() {
+	CURL* curl = curl_easy_init();
+	if (curl) {
+		std::string response_string;
+		std::string header_string;
+		curl_easy_setopt(curl, CURLOPT_URL, "https://api.tradier.com/v1/markets/events/session");
+
+		// Authorization, headers
+		// std::string auth_header = "Authorization: Bearer " + std::string(getenv("TRADIER_TOKEN_LIVE"));
+		std::string auth_header = "Authorization: Bearer ABC123"; // replace ABC123 with actual authorization token
+		// std::string auth_header = "Authorization: Bearer " + std::string(getenv("tradier_token_live"));
+		struct curl_slist* headers = nullptr;
+		headers = curl_slist_append(headers, auth_header.c_str());
+		headers = curl_slist_append(headers, "Accept: application/json");
+		curl_easy_setopt(curl, CURLOPT_HTTPHEADER, headers);
+
+		// Setup the POST request
+		curl_easy_setopt(curl, CURLOPT_POST, 1L);
+		curl_easy_setopt(curl, CURLOPT_POSTFIELDSIZE, 0L);
+		curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, callback);
+		curl_easy_setopt(curl, CURLOPT_WRITEDATA, &response_string);
+
+		// Make the CURL request
+		CURLcode res = curl_easy_perform(curl);
+		if (res == CURLE_OK) {
+			long http_code = 0;
+			curl_easy_getinfo(curl, CURLINFO_RESPONSE_CODE, &http_code);
+			if (http_code == 200) {
+				// Parse JSON
+				json result = json::parse(response_string);
+				auto stream_url = result["stream"]["url"].get<std::string>();
+				auto session_id = result["stream"]["sessionid"].get<std::string>();
+
+				std::cout << "Connect to stream : " << stream_url << " with session ID " << session_id << "\n\n";
+				sleep(240);
+			} else {
+				std::cout << "Failed to connect.\nHTTP Status Code: " << http_code << "\n";
+			}
+		} else {
+			std::cout << "CURL Error: " << curl_easy_strerror(res) << "\n";
+		}
+
+		curl_easy_cleanup(curl);
+		curl_slist_free_all(headers);
+	}
+}
+
+
+int main() {
+	const char* env_var = std::getenv("tradier_token_live");
+	std::cout << "env var: " << env_var << std::endl;
+	std::cout << "hello, world!" << std::endl;
+	std::thread t(tradier_http_stream);
+	t.join();
+	return 0;
+}
+
+
+
+
+//
+// OUTPUT
+//
+
+// thammons@toms-MacBook-Air t_bot % g++ -std=c++17 -o tradier_stream_connect tradier_stream_connect.cpp -I/opt/homebrew/Cellar/nlohmann-json/3.11.3/include -lcurl -lpthread
+// thammons@toms-MacBook-Air t_bot % ./tradier_stream_connect 
+// hello, world!
+// Connect to stream : https://stream.tradier.com/v1/markets/events with session ID a7344a1f-cb26-4528-9c76-03224c3ed368