dex/sdk/c

LX C SDK

High-performance C client for LX trading.

Features

• WebSocket client using libwebsockets
• Async event-driven architecture
• Full orderbook management
• Order placement, modification, cancellation
• Market data subscriptions
• Thread-safe with minimal locking
• C11 with no external dependencies beyond libwebsockets

Requirements

• CMake 3.10+
• C11 compiler (GCC, Clang)
• libwebsockets 4.0+
• pthread

macOS

brew install libwebsockets cmake

Linux (Debian/Ubuntu)

apt install libwebsockets-dev cmake build-essential

Build

cd sdk/c
mkdir build && cd build
cmake ..
make

Options

cmake -DLXDEX_BUILD_EXAMPLES=ON ..   # Build examples (default: ON)
cmake -DLXDEX_BUILD_TESTS=ON ..      # Build tests (default: OFF)

Usage

Basic Connection

#include "lxdex.h"

int main(void) {
    // Initialize library
    lxdex_init();

    // Configure client
    lxdex_config_t config = {
        .ws_url = "ws://localhost:8081",
        .api_key = "your-api-key",
        .api_secret = "your-api-secret",
    };

    // Create client
    lxdex_client_t *client = lxdex_client_new(&config);
    if (!client) return 1;

    // Set callbacks
    lxdex_callbacks_t callbacks = {
        .on_connect = my_on_connect,
        .on_error = my_on_error,
        .on_orderbook = my_on_orderbook,
    };
    lxdex_client_set_callbacks(client, &callbacks);

    // Connect
    lxdex_client_connect(client);

    // Event loop
    while (running) {
        lxdex_client_service(client, 100);
    }

    // Cleanup
    lxdex_client_free(client);
    lxdex_cleanup();
    return 0;
}

Placing Orders

// Limit order
lxdex_order_t order;
lxdex_order_limit(&order, "BTC-USD", LXDEX_SIDE_BUY, 50000.0, 0.1);
order.post_only = true;

uint64_t order_id;
lxdex_error_t err = lxdex_place_order(client, &order, &order_id);
if (err != LXDEX_OK) {
    fprintf(stderr, "Order failed: %s\n", lxdex_strerror(err));
}

// Market order
lxdex_order_t market;
lxdex_order_market(&market, "BTC-USD", LXDEX_SIDE_SELL, 0.05);
lxdex_place_order(client, &market, NULL);

// Cancel
lxdex_cancel_order(client, order_id);

Market Data Subscriptions

// Subscribe to orderbook
lxdex_subscribe_orderbook(client, "BTC-USD");

// Subscribe to trades
lxdex_subscribe_trades(client, "BTC-USD");

// Handle in callback
void on_orderbook(lxdex_client_t *client, const lxdex_orderbook_t *book, void *user_data) {
    printf("Best bid: %.2f, Best ask: %.2f\n",
        lxdex_orderbook_best_bid(book),
        lxdex_orderbook_best_ask(book));
}

Local Orderbook Management

// Initialize local orderbook
lxdex_orderbook_t book;
lxdex_orderbook_init(&book, 100);

// Update from feed
lxdex_orderbook_update_bid(&book, 50000.0, 1.5, 3);
lxdex_orderbook_update_ask(&book, 50001.0, 0.8, 2);

// Query
double spread = lxdex_orderbook_spread(&book);
double mid = lxdex_orderbook_mid(&book);

// Calculate market impact
double vwap = lxdex_orderbook_price_for_size(&book, LXDEX_SIDE_BUY, 10.0);

// Cleanup
lxdex_orderbook_free(&book);

API Reference

Client Lifecycle

Function	Description
lxdex_init()	Initialize library (call once)
lxdex_cleanup()	Cleanup library (call once)
lxdex_client_new(config)	Create client
lxdex_client_set_callbacks(client, cb)	Set event callbacks
lxdex_client_connect(client)	Connect to DEX
lxdex_client_auth(client)	Authenticate
lxdex_client_disconnect(client)	Disconnect
lxdex_client_free(client)	Free client
lxdex_client_state(client)	Get connection state
lxdex_client_service(client, timeout_ms)	Process events

Orders

Function	Description
lxdex_place_order(client, order, &id)	Place order
lxdex_cancel_order(client, id)	Cancel order
lxdex_modify_order(client, id, price, size)	Modify order
lxdex_order_init(order)	Initialize order struct
lxdex_order_limit(order, sym, side, price, size)	Create limit order
lxdex_order_market(order, sym, side, size)	Create market order

Market Data

Function	Description
lxdex_subscribe_orderbook(client, symbol)	Subscribe to orderbook
lxdex_subscribe_trades(client, symbol)	Subscribe to trades
lxdex_unsubscribe(client, channel)	Unsubscribe

Orderbook Utilities

Function	Description
lxdex_orderbook_init(book, capacity)	Initialize orderbook
lxdex_orderbook_free(book)	Free orderbook
lxdex_orderbook_best_bid(book)	Get best bid
lxdex_orderbook_best_ask(book)	Get best ask
lxdex_orderbook_spread(book)	Get spread
lxdex_orderbook_mid(book)	Get mid price

Error Handling

Function	Description
lxdex_strerror(err)	Error code to string
lxdex_last_error()	Get last error message

Error Codes

Code	Description
LXDEX_OK	Success
LXDEX_ERR_INVALID_ARG	Invalid argument
LXDEX_ERR_NO_MEMORY	Out of memory
LXDEX_ERR_CONNECTION	Connection error
LXDEX_ERR_TIMEOUT	Operation timed out
LXDEX_ERR_AUTH	Authentication failed
LXDEX_ERR_PARSE	JSON parse error
LXDEX_ERR_PROTOCOL	Protocol error
LXDEX_ERR_RATE_LIMIT	Rate limit exceeded
LXDEX_ERR_ORDER_REJECTED	Order rejected
LXDEX_ERR_NOT_CONNECTED	Not connected

Connection States

State	Description
LXDEX_STATE_DISCONNECTED	Not connected
LXDEX_STATE_CONNECTING	Connection in progress
LXDEX_STATE_CONNECTED	Connected, not authenticated
LXDEX_STATE_AUTHENTICATED	Connected and authenticated
LXDEX_STATE_ERROR	Error state

Thread Safety

• The client is thread-safe for sending messages from multiple threads
• Callbacks are invoked from the service thread
• Use external synchronization if callbacks access shared data

Performance

• Event-driven, non-blocking I/O
• Lock-free message queue for sends
• Minimal allocations in hot path
• Binary search for orderbook operations

Example

Run the basic example:

cd build
./basic -u ws://localhost:8081 -m BTC-USD

With authentication and test order:

./basic -k YOUR_API_KEY -s YOUR_API_SECRET -o

License

Copyright (c) 2025 Lux Partners Limited. All rights reserved.