Base class for common fields of Trade} and TradeETH events. More...

#include <TradeBase.hpp>

Inheritance diagram for TradeBase:

Public Member Functions
	TradeBase () noexcept=default
	Creates new trade event with default values.

	TradeBase (std::string eventSymbol) noexcept
	Creates new trade event with the specified event symbol.

std::int64_t	getTimeSequence () const noexcept
	Returns time and sequence of last trade packaged into single long value.

void	setTimeSequence (std::int64_t timeSequence) noexcept
	Changes time and sequence of last trade.

std::int64_t	getTime () const noexcept
	Returns time of the last trade.

void	setTime (std::int64_t time) noexcept
	Changes time of the last trade.

std::int64_t	getTimeNanos () const noexcept
	Returns time of the last trade in nanoseconds.

void	setTimeNanos (std::int64_t timeNanos) noexcept
	Changes time of the last trade.

void	setTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of the last trade.

std::int32_t	getTimeNanoPart () const noexcept
	Returns microseconds and nanoseconds time part of the last trade.

std::int32_t	getSequence () const noexcept
	Returns sequence number of the last trade to distinguish trades that have the same time.

void	setSequence (std::int32_t sequence)
	Changes sequence number of the last trade.

std::int16_t	getExchangeCode () const noexcept
	Returns exchange code of the last trade.

std::string	getExchangeCodeString () const noexcept
	Returns exchange code of last trade as UTF8 string.

void	setExchangeCode (char exchangeCode) noexcept
	Changes exchange code of the last trade.

void	setExchangeCode (std::int16_t exchangeCode) noexcept
	Changes exchange code of the last trade.

double	getPrice () const noexcept
	Returns price of the last trade.

void	setPrice (double price) noexcept
	Changes price of the last trade.

double	getSize () const noexcept
	Returns size of the last trade as floating number with fractions.

void	setSize (double size) noexcept
	Changes size of the last trade as floating number with fractions.

std::int32_t	getDayId () const noexcept
	Returns identifier of the current trading day.

void	setDayId (std::int32_t dayId) noexcept
	Changes identifier of the current trading day.

double	getDayVolume () const noexcept
	Returns total volume traded for a day as floating number with fractions.

void	setDayVolume (double dayVolume) noexcept
	Changes total volume traded for a day as floating number with fractions.

double	getDayTurnover () const noexcept
	Returns total turnover traded for a day.

void	setDayTurnover (double dayTurnover) noexcept
	Changes total turnover traded for a day.

const Direction &	getTickDirection () const &noexcept
	Returns tick direction of the last trade.

void	setTickDirection (const Direction &direction) noexcept
	Changes tick direction of the last trade.

bool	isExtendedTradingHours () const noexcept
	Returns whether last trade was in extended trading hours.

void	setExtendedTradingHours (bool extendedTradingHours) noexcept
	Changes whether last trade was in extended trading hours.

double	getChange () const noexcept
	Returns change of the last trade.

void	setChange (double change) noexcept
	Changes change of the last trade.

std::string	baseFieldsToString () const noexcept
	Returns string representation of this trade event's fields.

Public Member Functions inherited from MarketEvent
const std::string &	getEventSymbol () const &noexcept override
	Returns symbol of this event.

const std::optional< std::string > &	getEventSymbolOpt () const &noexcept override
	Returns symbol of this event.

void	setEventSymbol (const std::string &eventSymbol) noexcept override
	Changes symbol of this event.

std::int64_t	getEventTime () const noexcept override
	Returns time when event was created or zero when time is not available.

void	setEventTime (std::int64_t eventTime) noexcept override
	Changes event creation time.

Public Member Functions inherited from EventType
virtual void *	toGraal () const =0
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

std::string	toString () const noexcept override
	Returns a string representation of the current object.

Public Member Functions inherited from SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T >
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T >
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Attributes
static constexpr std::uint32_t	MAX_SEQUENCE = (1U << 22U) - 1U
	Maximum allowed sequence value.

Additional Inherited Members
Public Types inherited from MarketEvent
using	Ptr = std::shared_ptr<MarketEvent>
	The alias to a type of shared pointer to the MarketEvent object.

Public Types inherited from EventTypeWithSymbol< std::string >
using	Ptr
	The alias to a type of shared pointer to the EventTypeWithSymbol's child object.

Public Types inherited from EventType
using	Ptr = std::shared_ptr<EventType>
	The alias to a type of shared pointer to the EventType object.

Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Types inherited from LastingEvent
using	Ptr = std::shared_ptr<LastingEvent>
	The alias to a type of shared pointer to the LastingEvent object.

Protected Member Functions inherited from MarketEvent
	MarketEvent (std::string eventSymbol) noexcept
	Protected constructor for concrete implementation classes that initializes `eventSymbol` property.

Detailed Description

Base class for common fields of Trade} and TradeETH events.

Trade events represent the most recent information that is available about the last trade on the market at any given moment of time.

Trade event represents last trade information for regular trading hours (RTH) with an official volume and turnover for the whole trading day identified by dayId field.

TradeETH event is defined only for symbols (typically stocks and ETFs) with a designated extended trading hours (ETH, pre market and post market trading sessions). It represents last trade price during ETH and also accumulated volume and turnover during ETH for current trading day.

Constructor & Destructor Documentation

◆ TradeBase()

TradeBase::TradeBase ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new trade event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ baseFieldsToString()

std::string TradeBase::baseFieldsToString ( ) const

noexcept

Returns string representation of this trade event's fields.

Returns: string representation of this trade event's fields.

◆ getChange()

double TradeBase::getChange ( ) const

inlinenoexcept

Returns change of the last trade.

Returns: change of the last trade.

◆ getDayId()

std::int32_t TradeBase::getDayId ( ) const

inlinenoexcept

Returns identifier of the current trading day.

Identifier of the day is the number of days passed since January 1, 1970.

Returns: identifier of the current trading day.

◆ getDayTurnover()

double TradeBase::getDayTurnover ( ) const

inlinenoexcept

Returns total turnover traded for a day.

Day VWAP can be computed with getDayTurnover() / getDayVolume().

Returns: total turnover traded for a day.

◆ getDayVolume()

double TradeBase::getDayVolume ( ) const

inlinenoexcept

Returns total volume traded for a day as floating number with fractions.

Returns: total volume traded for a day as floating number with fractions.

◆ getExchangeCode()

std::int16_t TradeBase::getExchangeCode ( ) const

inlinenoexcept

Returns exchange code of the last trade.

Returns: exchange code of the last trade.

◆ getExchangeCodeString()

std::string TradeBase::getExchangeCodeString ( ) const

inlinenoexcept

Returns exchange code of last trade as UTF8 string.

Returns: exchange code of last trade as UTF8 string.

◆ getPrice()

double TradeBase::getPrice ( ) const

inlinenoexcept

Returns price of the last trade.

Returns: price of the last trade.

◆ getSequence()

std::int32_t TradeBase::getSequence ( ) const

inlinenoexcept

Returns sequence number of the last trade to distinguish trades that have the same time.

This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to TradeBase::MAX_SEQUENCE.

Returns: sequence of the last trade.

References MAX_SEQUENCE.

Referenced by setTime().

◆ getSize()

double TradeBase::getSize ( ) const

inlinenoexcept

Returns size of the last trade as floating number with fractions.

Returns: size of the last trade as floating number with fractions.

◆ getTickDirection()

const Direction & TradeBase::getTickDirection ( ) const &

inlinenoexcept

Returns tick direction of the last trade.

Returns: tick direction of the last trade.

◆ getTime()

std::int64_t TradeBase::getTime ( ) const

inlinenoexcept

Returns time of the last trade.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Returns: time of the last trade.

Referenced by getTimeNanos().

◆ getTimeNanoPart()

std::int32_t TradeBase::getTimeNanoPart ( ) const

inlinenoexcept

Returns microseconds and nanoseconds time part of the last trade.

Returns: microseconds and nanoseconds time part of the last trade.

◆ getTimeNanos()

std::int64_t TradeBase::getTimeNanos ( ) const

inlinenoexcept

Returns time of the last trade in nanoseconds.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Returns: time of the last trade in nanoseconds.

References getTime().

◆ getTimeSequence()

std::int64_t TradeBase::getTimeSequence ( ) const

inlinenoexcept

Returns time and sequence of last trade packaged into single long value.

Returns: time and sequence of last trade.

◆ isExtendedTradingHours()

bool TradeBase::isExtendedTradingHours ( ) const

inlinenoexcept

Returns whether last trade was in extended trading hours.

Returns: true if last trade was in extended trading hours.

◆ setChange()

void TradeBase::setChange ( double change )

inlinenoexcept

Changes change of the last trade.

Parameters

change price of the last trade.

◆ setDayId()

void TradeBase::setDayId ( std::int32_t dayId )

inlinenoexcept

Changes identifier of the current trading day.

Identifier of the day is the number of days passed since January 1, 1970.

Parameters

dayId identifier of the current trading day.

◆ setDayTurnover()

void TradeBase::setDayTurnover ( double dayTurnover )

inlinenoexcept

Changes total turnover traded for a day.

Parameters

dayTurnover total turnover traded for a day.

◆ setDayVolume()

void TradeBase::setDayVolume ( double dayVolume )

inlinenoexcept

Changes total volume traded for a day as floating number with fractions.

Parameters

dayVolume total volume traded for a day as floating number with fractions.

◆ setExchangeCode() [1/2]

void TradeBase::setExchangeCode ( char exchangeCode )

inlinenoexcept

Changes exchange code of the last trade.

Parameters

exchangeCode exchange code of the last trade.

◆ setExchangeCode() [2/2]

void TradeBase::setExchangeCode ( std::int16_t exchangeCode )

inlinenoexcept

Changes exchange code of the last trade.

Parameters

exchangeCode exchange code of the last trade.

◆ setExtendedTradingHours()

void TradeBase::setExtendedTradingHours ( bool extendedTradingHours )

inlinenoexcept

Changes whether last trade was in extended trading hours.

Parameters

extendedTradingHours true if last trade was in extended trading hours.

◆ setPrice()

void TradeBase::setPrice ( double price )

inlinenoexcept

Changes price of the last trade.

Parameters

price price of the last trade.

◆ setSequence()

void TradeBase::setSequence ( std::int32_t sequence )

inline

Changes sequence number of the last trade.

Parameters

sequence the sequence.

See also: TradeBase::getSequence()

References MAX_SEQUENCE.

◆ setSize()

void TradeBase::setSize ( double size )

inlinenoexcept

Changes size of the last trade as floating number with fractions.

Parameters

size	size of the last trade as floating number with fractions.

◆ setTickDirection()

void TradeBase::setTickDirection ( const Direction & direction )

inlinenoexcept

Changes tick direction of the last trade.

Parameters

direction tick direction of the last trade.

◆ setTime()

void TradeBase::setTime ( std::int64_t time )

inlinenoexcept

Changes time of the last trade.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

time	time of the last trade.

References getSequence().

Referenced by setTimeNanos().

◆ setTimeNanoPart()

void TradeBase::setTimeNanoPart ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds time part of the last trade.

Parameters

timeNanoPart microseconds and nanoseconds time part of the last trade.

◆ setTimeNanos()

void TradeBase::setTimeNanos ( std::int64_t timeNanos )

inlinenoexcept

Changes time of the last trade.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

timeNanos time of the last trade in nanoseconds.

References setTime().

◆ setTimeSequence()

void TradeBase::setTimeSequence ( std::int64_t timeSequence )

inlinenoexcept

Changes time and sequence of last trade.

Do not use this method directly. Change time and/or sequence.

Parameters

timeSequence the time and sequence.

See also: TradeBase::getTimeSequence()

Member Data Documentation

◆ MAX_SEQUENCE

std::uint32_t TradeBase::MAX_SEQUENCE = (1U << 22U) - 1U

staticconstexpr

Maximum allowed sequence value.

See also: TradeBase::setSequence()

Referenced by getSequence(), and setSequence().

Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TradeBase()

Member Function Documentation

◆ baseFieldsToString()

◆ getChange()

◆ getDayId()

◆ getDayTurnover()

◆ getDayVolume()

◆ getExchangeCode()

◆ getExchangeCodeString()

◆ getPrice()

◆ getSequence()

◆ getSize()

◆ getTickDirection()

◆ getTime()

◆ getTimeNanoPart()

◆ getTimeNanos()

◆ getTimeSequence()

◆ isExtendedTradingHours()

◆ setChange()

◆ setDayId()

◆ setDayTurnover()

◆ setDayVolume()

◆ setExchangeCode() [1/2]

◆ setExchangeCode() [2/2]

◆ setExtendedTradingHours()

◆ setPrice()

◆ setSequence()

◆ setSize()

◆ setTickDirection()

◆ setTime()

◆ setTimeNanoPart()

◆ setTimeNanos()

◆ setTimeSequence()

Member Data Documentation

◆ MAX_SEQUENCE