mirror of
https://github.com/luxfi/dex.git
synced 2026-09-24 00:26:31 +00:00
zeekay
0386a09566
The best_venue_buy() and best_venue_sell() methods used Decimal::from_double(1e18) as a sentinel value, which caused integer overflow (1e18 * 1e8 scale = 1e26 exceeds int64_t max ~9.2e18). This resulted in undefined behavior during price comparisons. Changed to use std::optional<Decimal> for safe sentinel-free comparisons.
99 lines
3.2 KiB
C++
99 lines
3.2 KiB
C++
// LX Trading SDK - Basic Example
|
|
// Demonstrates client setup, market data, and order placement
|
|
|
|
#include <lx/trading/client.hpp>
|
|
#include <lx/trading/config.hpp>
|
|
#include <iostream>
|
|
|
|
using namespace lx::trading;
|
|
|
|
int main() {
|
|
// Build configuration
|
|
Config config;
|
|
config.general.smart_routing = true;
|
|
config.general.timeout_ms = 30000;
|
|
|
|
// Add LX DEX
|
|
config.with_native("lx_dex",
|
|
NativeVenueConfig::lx_dex("https://api.lx.exchange")
|
|
.with_credentials("your-api-key", "your-api-secret"));
|
|
|
|
// Add LX AMM
|
|
config.with_native("lx_amm",
|
|
NativeVenueConfig::lx_amm("https://amm.lx.exchange"));
|
|
|
|
// Risk management
|
|
config.set_max_order_size(Decimal::from_double(10.0))
|
|
.set_max_position_size(Decimal::from_double(100.0))
|
|
.set_max_daily_loss(Decimal::from_double(1000.0));
|
|
|
|
// Create client
|
|
Client client(config);
|
|
|
|
try {
|
|
// Connect to all venues
|
|
std::cout << "Connecting to venues...\n";
|
|
client.connect().get();
|
|
|
|
// List connected venues
|
|
for (const auto& venue : client.venues()) {
|
|
std::cout << "Connected: " << venue.name
|
|
<< " (latency: " << venue.latency_ms.value_or(0) << "ms)\n";
|
|
}
|
|
|
|
// Get aggregated orderbook
|
|
std::cout << "\nFetching BTC-USDC orderbook...\n";
|
|
auto book = client.aggregated_orderbook("BTC-USDC").get();
|
|
|
|
if (auto best_bid = book.best_bid()) {
|
|
auto [price, venue, qty] = *best_bid;
|
|
std::cout << "Best bid: " << price.to_string()
|
|
<< " @ " << venue << "\n";
|
|
}
|
|
|
|
if (auto best_ask = book.best_ask()) {
|
|
auto [price, venue, qty] = *best_ask;
|
|
std::cout << "Best ask: " << price.to_string()
|
|
<< " @ " << venue << "\n";
|
|
}
|
|
|
|
// Get ticker
|
|
std::cout << "\nFetching ticker...\n";
|
|
auto ticker = client.ticker("BTC-USDC").get();
|
|
std::cout << "Mid price: " << ticker.mid_price().value_or(Decimal::zero()).to_string() << "\n";
|
|
std::cout << "Spread: " << ticker.spread().value_or(Decimal::zero()).to_string() << "\n";
|
|
|
|
// Get balances
|
|
std::cout << "\nFetching balances...\n";
|
|
auto balances = client.balances().get();
|
|
for (const auto& bal : balances) {
|
|
std::cout << bal.asset << ": " << bal.total().to_string() << "\n";
|
|
}
|
|
|
|
// Place a limit order
|
|
std::cout << "\nPlacing limit buy order...\n";
|
|
auto order = client.limit_buy(
|
|
"BTC-USDC",
|
|
Decimal::from_double(0.1),
|
|
Decimal::from_double(40000.0)).get();
|
|
|
|
std::cout << "Order placed: " << order.order_id << "\n";
|
|
std::cout << "Status: " << to_string(order.status) << "\n";
|
|
|
|
// Cancel the order
|
|
std::cout << "\nCancelling order...\n";
|
|
auto cancelled = client.cancel_order(order.order_id, order.symbol, order.venue).get();
|
|
std::cout << "Cancelled: " << to_string(cancelled.status) << "\n";
|
|
|
|
// Disconnect
|
|
client.disconnect().get();
|
|
std::cout << "\nDisconnected.\n";
|
|
|
|
} catch (const std::exception& e) {
|
|
std::cerr << "Error: " << e.what() << "\n";
|
|
return 1;
|
|
}
|
|
|
|
return 0;
|
|
}
|