WebsocketProxy: Share a Single WebSocket Connection for Multiple Clients (C++)

WebsocketProxy is a C++ framework that allows multiple clients to share a single WebSocket connection, optimizing resource usage and enhancing real-time data access.

Efficiently Serve Multiple Clients

Originally designed for Alpaca.Market, which provides data through both REST and WebSockets. However, Alpaca only allows one WebSocket connection per account. WebsocketProxy enables multiple strategies under the same account to receive real-time market data updates via a single shared WebSocket connection. WebsocketProxy doesn't have any Alpaca API protocol. It passes through messages between clients and server, making it suitable for other WebSocket connections as well.

Components

WebsocketProxy comprises two main components:

1. Standalone Proxy Server: This executable serves as the central communication hub, managing the WebSocket server connection and data forwarding between clients. It launches with the first client connection attempt, ensuring only one server instance runs at a time. Subsequent server launch attempts are automatically terminated to prevent conflicts. The server continues running until all clients disconnect.
2. Header-only Proxy Client: This lightweight client library integrates seamlessly into your applications, managing communication with the proxy server and providing an interface for data transmission.

Installation

To install WebsocketProxy, simply download the latest release from the releases page, unzip the package, and copy the include folder to your project directory.

Then, derive from the WebsocketProxyCallback class and implement the corresponding callback functions. For reference, check the Alpaca WebSocket client example in the example directory.

Build From the Source Code

To build WebsocketProxy, follow these steps:

Installing Dependencies

WebsocketProxy relies on several external libraries. You can install these dependencies using vcpkg. Follow these steps to install the required libraries:

1. Install vcpkg:

   git clone https://github.com/microsoft/vcpkg.git
   cd vcpkg
   ./bootstrap-vcpkg.sh

2. Install Required Libraries:

   ./vcpkg install spdlog:x64-windows-static
   ./vcpkg install boost-beast:x64-windows-static
   ./vcpkg install openssl:x64-windows-static

3. Integrate vcpkg with CMake: Add the following line to your CMake configuration to use vcpkg:

   cmake .. -DCMAKE_TOOLCHAIN_FILE=/path/to/vcpkg/scripts/buildsystems/vcpkg.cmake

Build WebsocketProxy

1. Clone the Repository:

   git clone https://github.com/kzhdev/websocket_proxy.git
   cd websocket_proxy

2. Build the Proxy Server: Ensure you have a C++ compiler and CMake installed. Then, run the following commands:

   cmake -S . -B build
   cmake --build ./build --config Release -j 18

3. Include the Client Library: Copy the include folder from the repository to your project:

   cp -r include /path/to/your/project/include/

4. Derive from the WebsocketProxyCallback class and implement the corresponding callback functions

   For reference, check the Alpaca WebSocket client example in the example directory.

Contributing

Contributions are welcome! Please open an issue or submit a pull request on GitHub.

License

This project is licensed under the MIT License. See the LICENSE file for details.