Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols and event types. More...

#include <DXFeedSubscription.hpp>

Inheritance diagram for DXFeedTimeSeriesSubscription:

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

std::int64_t	getFromTime ()
	Returns the earliest timestamp from which time-series of events shall be received.

void	setFromTime (std::int64_t fromTime)
	Sets the earliest timestamp from which time-series of events shall be received.

void	setFromTime (std::chrono::milliseconds fromTime)
	Sets the earliest timestamp from which time-series of events shall be received.

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.

Public Member Functions inherited from DXFeedSubscription
void	attach (std::shared_ptr< DXFeed > feed)
	Attaches subscription to the specified feed.

void	detach (std::shared_ptr< DXFeed > feed)
	Detaches subscription from the specified feed.

bool	isClosed () override
	Returns `true` if this subscription is closed.

void	close () const
	Closes this subscription and makes it permanently detached.

std::unordered_set< EventTypeEnum >	getEventTypes () override
	Returns a set of subscribed event types.

bool	containsEventType (const EventTypeEnum &eventType) override
	Returns `true` if this subscription contains the corresponding event type.

void	clear () const
	Clears the set of subscribed symbols.

std::vector< SymbolWrapper >	getSymbols () const
	Returns a set of subscribed symbols (depending on the actual implementation of subscription).

std::vector< SymbolWrapper >	getDecoratedSymbols () const
	Returns a set of decorated symbols (depending on the actual implementation of subscription).

template<typename SymbolIt>
void	setSymbols (SymbolIt begin, SymbolIt end) const
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (using iterators).

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	setSymbols (SymbolsCollection &&collection) const
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection.

void	setSymbols (std::initializer_list< SymbolWrapper > collection) const
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (initializer list).

void	addSymbols (const SymbolWrapper &symbolWrapper) const
	Adds the specified symbol to the set of subscribed symbols.

template<typename SymbolIt>
void	addSymbols (SymbolIt begin, SymbolIt end) const
	Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	addSymbols (const SymbolsCollection &collection) const
	Adds the specified collection of symbols to the set of subscribed symbols.

void	addSymbols (std::initializer_list< SymbolWrapper > collection) const
	Adds the specified collection (initializer list) of symbols to the set of subscribed symbols.

void	removeSymbols (const SymbolWrapper &symbolWrapper) const
	Removes the specified symbol from the set of subscribed symbols.

template<typename SymbolIt>
void	removeSymbols (SymbolIt begin, SymbolIt end) const
	Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	removeSymbols (SymbolsCollection &&collection) const
	Removes the specified collection of symbols from the set of subscribed symbols.

void	removeSymbols (std::initializer_list< SymbolWrapper > collection) const
	Removes the specified collection (initializer list) of symbols from the set of subscribed symbols.

TimePeriod	getAggregationPeriod () const
	Returns the aggregation period for data for this subscription instance.

void	setAggregationPeriod (const TimePeriod &aggregationPeriod) const
	Sets the aggregation period for data.

void	setAggregationPeriod (std::chrono::milliseconds aggregationPeriod) const
	Sets the aggregation period for data.

void	setAggregationPeriod (std::int64_t aggregationPeriod) const
	Sets the aggregation period for data.

template<typename EventListener>
std::size_t	addEventListener (EventListener &&listener)
	Adds listener for events.

template<typename EventT>
std::size_t	addEventListener (std::function< void(const std::vector< std::shared_ptr< EventT > > &)> &&listener)
	Adds typed listener for events.

void	removeEventListener (std::size_t listenerId)
	Removes listener for events.

OnEventHandler &	onEvent ()
	Returns a reference to an incoming events' handler (delegate), to which listeners can be added and removed.

std::size_t	addChangeListener (std::shared_ptr< ObservableSubscriptionChangeListener > listener) override
	Adds subscription change listener.

void	removeChangeListener (std::size_t changeListenerId) override
	Removes subscription change listener by id.

std::int32_t	getEventsBatchLimit () const

void	setEventsBatchLimit (std::int32_t eventsBatchLimit) const
	Sets maximum number of events in the single notification of OnEventHandler.

Static Public Member Functions
static std::shared_ptr< DXFeedTimeSeriesSubscription >	create (std::initializer_list< EventTypeEnum > eventTypes)
	Creates detached subscription for the given collection of event types.

Static Public Member Functions inherited from RequireMakeShared< DXFeedTimeSeriesSubscription >
static auto	createShared (Args &&...args)
	Creates smart pointer to object.

Static Public Member Functions inherited from DXFeedSubscription
static std::shared_ptr< DXFeedSubscription >	create (const EventTypeEnum &eventType)
	Creates detached subscription for a single event type.

template<typename EventTypeIt>
static std::shared_ptr< DXFeedSubscription >	create (EventTypeIt begin, EventTypeIt end)
	Creates detached subscription for the given collection of event types.

static std::shared_ptr< DXFeedSubscription >	create (std::initializer_list< EventTypeEnum > eventTypes)
	Creates detached subscription for the given collection of event types.

template<typename EventTypesCollection>
static std::shared_ptr< DXFeedSubscription >	create (EventTypesCollection &&eventTypes)
	Creates detached subscription for the given collection of event types.

Static Public Member Functions inherited from RequireMakeShared< DXFeedSubscription >
static auto	createShared (Args &&...args)
	Creates smart pointer to object.

Additional Inherited Members
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 DXFeedSubscription
using	Ptr = std::shared_ptr<DXFeedSubscription>
	The alias to a type of shared pointer to the DXFeedSubscription object.

using	Unique = std::unique_ptr<DXFeedSubscription>
	The alias to a type of unique pointer to the DXFeedSubscription object.

Static Public Attributes inherited from DXFeedSubscription
static const std::int32_t	OPTIMAL_BATCH_LIMIT = 0
	The optimal events' batch limit for single notification in OnEventHandler.

static const std::int32_t	MAX_BATCH_LIMIT = std::numeric_limits<std::int32_t>::max()
	The maximum events' batch limit for single notification in OnEventHandler.

Detailed Description

Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols and event types.

This class decorates symbols that are passed to xxxSymbols methods in DXFeedSubscription by wrapping them into TimeSeriesSubscriptionSymbol instances with the current value of fromTime property. While getSymbols method returns original (undecorated) symbols, any installed ObservableSubscriptionChangeListener will see decorated ones.

Only events that implement TimeSeriesEvent interface can be subscribed to with DXFeedTimeSeriesSubscription.

From time

The value of fromTime property defines the time-span of events that are subscribed to. Only events that satisfy event.getEventTime() >= thisSubscription->getFromTime() are looked for.

The value fromTime is initially set to std::numeric_limits<std::int64_t>::max() with a special meaning that no events will be received until fromTime is changed with setFromTime method.

Threads and locks

This class is thread-safe and can be used concurrently from multiple threads without external synchronization.

Member Function Documentation

◆ create()

static std::shared_ptr< DXFeedTimeSeriesSubscription > DXFeedTimeSeriesSubscription::create ( std::initializer_list< EventTypeEnum > eventTypes )

static

Creates detached subscription for the given collection of event types.

Example:

auto sub = dxfcpp::DXFeedSubscription::create({dxfcpp::Underlying::TYPE, dxfcpp::TimeAndSale::TYPE});

Parameters

eventTypes The event type collection.

Returns: The new detached subscription for the given collection of event types.

◆ getFromTime()

std::int64_t DXFeedTimeSeriesSubscription::getFromTime ( )

Returns the earliest timestamp from which time-series of events shall be received.

The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

Returns: the earliest timestamp from which time-series of events shall be received.

◆ setFromTime() [1/2]

void DXFeedTimeSeriesSubscription::setFromTime ( std::chrono::milliseconds fromTime )

Sets the earliest timestamp from which time-series of events shall be received.

The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

Parameters

fromTime the timestamp.

◆ setFromTime() [2/2]

void DXFeedTimeSeriesSubscription::setFromTime ( std::int64_t fromTime )

Sets the earliest timestamp from which time-series of events shall be received.

The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

Parameters

fromTime the timestamp.

◆ toString()

std::string DXFeedTimeSeriesSubscription::toString ( ) const

overridevirtual

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from SharedEntity.

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

From time

Threads and locks

Member Function Documentation

◆ create()

◆ getFromTime()

◆ setFromTime() [1/2]

◆ setFromTime() [2/2]

◆ toString()