canbitwell
14 Jul 2019, 10:41

From what I can see so far about the tick data, say you have a tick at index X, you need to add X+1 to X, both the timestamp and price. (aka. X+1 is relative to X)

Say you already have tick(X=0) you can work about tick(X=1) relative to X, then work out(X=2) from tick(X=1) and so on.

I am not sure about the sorting. So I sort it myself.

canbitwell
04 Jul 2019, 21:41

Thank you very much for the info. Turns out I had integer overflow when dealing with minute epoch.

canbitwell
04 Jul 2019, 21:39

I am using TLS_client_method which works fine for me.

For certificate verification, I use: SSL_CTX_load_verify_locations(m_sslCtx, "ca-certs.pem", NULL);

You can get the ca-certs from Mozilla CA bundle. Or you can just copy one from a stunnel release.

I also have a custom OnSSLVerify which I think is optional (just some caching mechanism and unknown cert msgbox)

SSL_CTX_set_verify(m_sslCtx, SSL_VERIFY_PEER, &OnSSLVerify);