6#include "../internal/Conf.hpp"
10#include "../internal/Common.hpp"
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103 EventFlag(std::uint32_t flag, std::string name)
noexcept : flag_{flag}, name_{std::move(name)} {
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182 explicit EventFlag()
noexcept : flag_{
unsigned(-1)}, name_{
"INVALID"} {
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199 bool in(std::uint32_t eventFlagsMask)
const noexcept {
200 return (eventFlagsMask & flag_) != 0;
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211 template <
typename EventFlagsMask>
212 bool in(
const EventFlagsMask &eventFlagsMask)
const noexcept
219 return in(eventFlagsMask.getMask());
223 const std::string &getName()
const &
noexcept {
228 const std::string &toString()
const &
noexcept {
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239 friend std::
int32_t operator|(
const EventFlag &eventFlag1, std::int32_t eventFlag2)
noexcept {
240 return static_cast<std::int32_t>(orOp(eventFlag1
.getFlag(), eventFlag2));
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249
250 friend std::
int32_t operator|(std::int32_t eventFlag1,
const EventFlag &eventFlag2)
noexcept {
251 return orOp(eventFlag1, eventFlag2
.getFlag());
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261 friend std::
int32_t operator&(
const EventFlag &eventFlag1, std::int32_t eventFlag2)
noexcept {
262 return static_cast<std::int32_t>(andOp(eventFlag1
.getFlag(), eventFlag2));
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272 friend std::
int32_t operator&(std::int32_t eventFlag1,
const EventFlag &eventFlag2)
noexcept {
273 return andOp(eventFlag1, eventFlag2
.getFlag());
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283 friend std::
uint32_t operator|(
const EventFlag &eventFlag1, std::uint32_t eventFlag2)
noexcept {
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294 friend std::
uint32_t operator|(std::uint32_t eventFlag1,
const EventFlag &eventFlag2)
noexcept {
295 return orOp(eventFlag1, eventFlag2
.getFlag());
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305 friend std::
uint32_t operator&(
const EventFlag &eventFlag1, std::uint32_t eventFlag2)
noexcept {
306 return static_cast<std::int32_t>(andOp(eventFlag1
.getFlag(), eventFlag2));
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316 friend std::
uint32_t operator&(std::uint32_t eventFlag1,
const EventFlag &eventFlag2)
noexcept {
317 return andOp(eventFlag1, eventFlag2
.getFlag());
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327 template <
typename Event>
static bool isSnapshotBegin(
const std::shared_ptr<Event> &event) {
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338 template <
typename Event>
static bool isSnapshotEnd(
const std::shared_ptr<Event> &event) {
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349 template <
typename Event>
static bool isSnapshotSnip(
const std::shared_ptr<Event> &event) {
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360 return isSnapshotEnd(event) || isSnapshotSnip(event);
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370 template <
typename Event>
static bool isPending(
const std::shared_ptr<Event> &event) {
371 return (event->getEventFlags() &
TX_PENDING) != 0;
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381 template <
typename Event>
static bool isRemove(
const std::shared_ptr<Event> &event) {
389template <>
struct std::hash<dxfcpp::EventFlag> {
390 std::size_t operator()(
const dxfcpp::EventFlag &eventFlag)
const noexcept {
398class EventFlagsMask
final {
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414 template <Integral MaskType>
415 explicit EventFlagsMask(MaskType mask)
noexcept : mask_{
static_cast<std::uint32_t>(mask)} {
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425 template <
typename EventFlagIt>
EventFlagsMask(EventFlagIt begin, EventFlagIt end)
noexcept {
426 mask_ = std::accumulate(begin, end, 0u, [](
unsigned mask,
const EventFlag &flag) {
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437 : EventFlagsMask(eventFlags.begin(), eventFlags.end()) {
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453 bool contains(
const EventFlag &flag)
const noexcept {
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463
464 friend EventFlagsMask
operator|(
const EventFlagsMask &eventFlagsMask,
const EventFlag &eventFlag)
noexcept {
465 return EventFlagsMask{eventFlagsMask.mask_ | eventFlag
.getFlag()};
469
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474
475 friend EventFlagsMask
operator&(
const EventFlagsMask &eventFlagsMask,
const EventFlag &eventFlag)
noexcept {
476 return EventFlagsMask{eventFlagsMask.mask_ & eventFlag
.getFlag()};
480 std::string toString()
const {
481 bool addOrSign =
false;
482 std::ostringstream result{};
484 for (
const auto &flag :
485 {EventFlag::TX_PENDING, EventFlag::REMOVE_EVENT, EventFlag::SNAPSHOT_BEGIN, EventFlag::SNAPSHOT_END,
486 EventFlag::SNAPSHOT_SNIP, EventFlag::SNAPSHOT_MODE, EventFlag::REMOVE_SYMBOL}) {
487 if (flag.in(mask_)) {
494 result << flag.toString();
498 result <<
"(0x" << std::hex << mask_ <<
")";
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512
513inline dxfcpp::EventFlagsMask operator|(
const dxfcpp::EventFlag &eventFlag1,
514 const dxfcpp::EventFlag &eventFlag2)
noexcept {
#define DXFCPP_MACRO_CONCAT_INNER(a, b)
Definition Common.hpp:129
#define DXFCPP_MACRO_CONCAT(a, b)
Definition Common.hpp:128
#define DXFCPP_MACRO_UNIQUE_NAME(base)
Definition Common.hpp:130
#define DXFCXX_DISABLE_MSC_WARNINGS_POP()
Definition Conf.hpp:31
#define DXFCPP_END_NAMESPACE
Definition Conf.hpp:97
#define DXFCPP_BEGIN_NAMESPACE
Definition Conf.hpp:94
#define DXFCXX_DISABLE_GCC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:47
#define DXFCXX_DISABLE_GCC_WARNINGS_POP()
Definition Conf.hpp:49
#define DXFCXX_DISABLE_MSC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:30
#define DXFCPP_TRACE_ISOLATES
Definition Debug.hpp:19
#define DXFCPP_DEBUG
Definition Debug.hpp:15
#define DXFCPP_TRACE_LISTS
Definition Debug.hpp:22
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_name(dxfc_dxendpoint_builder_t builderHandle, const char *name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:680
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_properties(dxfc_dxendpoint_builder_t builder, const dxfc_dxendpoint_property_t **properties, size_t size)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.cpp:713
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_password(dxfc_dxendpoint_t endpoint, const char *password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:961
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_publisher(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxpublisher_t *publisher)
Definition DXEndpoint.cpp:1151
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_supports_property(dxfc_dxendpoint_builder_t builder, const char *key, DXFC_OUT int *supports)
Checks if a property is supported.
Definition DXEndpoint.cpp:740
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_add_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Adds a listener notified about changes in state property.
Definition DXEndpoint.cpp:1097
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections.
Definition DXEndpoint.cpp:1012
#define DXFCPP_EXPORT
Definition api.h:35
void * dxfc_dxendpoint_builder_t
The dxFeed endpoint's builder handle.
Definition api.h:207
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close_and_await_termination(dxfc_dxendpoint_t endpoint)
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:910
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_not_connected(dxfc_dxendpoint_t endpoint)
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:1063
dxfc_dxendpoint_state_t
Represents the current state of endpoint.
Definition api.h:149
@ DXFC_DXENDPOINT_STATE_CLOSED
Endpoint was closed.
Definition api.h:169
@ DXFC_DXENDPOINT_STATE_NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition api.h:153
@ DXFC_DXENDPOINT_STATE_CONNECTING
The connect function was called to establish connection to remove endpoint, but the connection is not...
Definition api.h:159
@ DXFC_DXENDPOINT_STATE_CONNECTED
The connection to the remote endpoint is established.
Definition api.h:164
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of dxFeed endpoint with a FEED role.
Definition DXEndpoint.cpp:799
#define DXFC_OUT
Definition api.h:17
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_state(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_state_t *state)
Returns the state of this endpoint.
Definition DXEndpoint.cpp:1080
void * dxfc_dxendpoint_t
The dxFeed endpoint handle.
Definition api.h:198
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_property(dxfc_dxendpoint_builder_t builder, const char *key, const char *value)
Sets the specified property.
Definition DXEndpoint.cpp:696
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_free(dxfc_dxendpoint_builder_t builder)
Removes a builder from the registry.
Definition DXEndpoint.cpp:787
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_connect(dxfc_dxendpoint_t endpoint, const char *address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:978
dxfc_error_code_t
List of error codes.
Definition api.h:49
@ DXFC_EC_ERROR
The error returned if the current operation cannot be completed.
Definition api.h:60
@ DXFC_EC_SUCCESS
OK.
Definition api.h:53
@ DXFC_EC_G_ERR
dxFeed Graal Native API error.
Definition api.h:57
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_remove_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Removes a listener notified about changes in state property.
Definition DXEndpoint.cpp:1123
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_set_property(const char *key, const char *value)
Sets the system property indicated by the specified key.
Definition System.cpp:73
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_build(dxfc_dxendpoint_builder_t builder, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Builds the new dxFeed endpoint instance.
Definition DXEndpoint.cpp:757
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_feed(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxfeed_t *feed)
Definition DXEndpoint.cpp:1146
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_processed(dxfc_dxendpoint_t endpoint)
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:1046
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close(dxfc_dxendpoint_t endpoint)
Closes this endpoint.
Definition DXEndpoint.cpp:893
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_new_builder(DXFC_OUT dxfc_dxendpoint_builder_t *builder)
Creates a new dxFeed endpoint's builder instance.
Definition DXEndpoint.cpp:647
void(* dxfc_dxendpoint_state_change_listener)(dxfc_dxendpoint_state_t old_state, dxfc_dxendpoint_state_t new_state, void *user_data)
The endpoint current state change listener.
Definition api.h:178
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_reconnect(dxfc_dxendpoint_t endpoint)
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:995
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_role(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_role_t *role)
Returns the role of this endpoint.
Definition DXEndpoint.cpp:927
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_user(dxfc_dxendpoint_t endpoint, const char *user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:944
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_get_property(const char *key, DXFC_OUT char *buffer, size_t buffer_size)
Gets the system property indicated by the specified key.
dxfc_dxendpoint_role_t
Represents the role of an endpoint that was specified during its creation.
Definition api.h:89
@ DXFC_DXENDPOINT_ROLE_PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition api.h:127
@ DXFC_DXENDPOINT_ROLE_STREAM_FEED
STREAM_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED and also connects to the remote data fee...
Definition api.h:116
@ DXFC_DXENDPOINT_ROLE_FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition api.h:99
@ DXFC_DXENDPOINT_ROLE_STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXFC_DXENDPOINT_ROLE_PUBLISHER and also connects to the remot...
Definition api.h:136
@ DXFC_DXENDPOINT_ROLE_LOCAL_HUB
LOCAL_HUB endpoint is a local hub without the ability to establish network connections.
Definition api.h:143
@ DXFC_DXENDPOINT_ROLE_ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED, but it is designed to be used with d...
Definition api.h:107
void * dxfc_dxpublisher_t
The dxFeed publisher handle.
Definition api.h:217
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:846
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:822
void * dxfc_dxfeed_t
The dxFeed handle.
Definition api.h:212
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_role(dxfc_dxendpoint_builder_t builder, dxfc_dxendpoint_role_t role)
Sets role for the created dxFeed endpoint.
Definition DXEndpoint.cpp:663
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:869
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_free(dxfc_dxendpoint_t endpoint)
Removes the dxFeed endpoint from the registry.
Definition DXEndpoint.cpp:1156
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect_and_clear(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:1029
Builder class for DXEndpoint that supports additional configuration properties.
Definition DXEndpoint.hpp:842
std::shared_ptr< DXEndpoint > build()
Builds DXEndpoint instance.
Definition DXEndpoint.cpp:323
std::shared_ptr< Builder > withName(const StringLike &name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:366
bool supportsProperty(const StringLike &key) const
Checks if a property is supported.
Definition DXEndpoint.cpp:313
std::shared_ptr< Builder > withProperties(Properties &&properties)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.hpp:931
~Builder() noexcept override
Releases the GraalVM handle.
Definition DXEndpoint.cpp:355
std::shared_ptr< Builder > withRole(Role role)
Sets role for the created DXEndpoint.
Definition DXEndpoint.cpp:285
std::shared_ptr< Builder > withProperty(const StringLike &key, const StringLike &value)
Sets the specified property.
Definition DXEndpoint.cpp:298
Subscription for a set of symbols and event types.
Definition DXFeedSubscription.hpp:39
void removeEventListener(std::size_t listenerId)
Removes listener for events.
Definition DXFeedSubscription.cpp:255
bool containsEventType(const EventTypeEnum &eventType) override
Returns true if this subscription contains the corresponding event type.
Definition DXFeedSubscription.cpp:182
std::size_t addChangeListener(std::shared_ptr< ObservableSubscriptionChangeListener > listener) override
Adds subscription change listener.
Definition DXFeedSubscription.cpp:265
bool isClosed() override
Returns true if this subscription is closed.
Definition DXFeedSubscription.cpp:160
void addSymbols(SymbolIt begin, SymbolIt end) const
Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:430
static std::shared_ptr< DXFeedSubscription > create(std::initializer_list< EventTypeEnum > eventTypes)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.cpp:133
void close() const
Closes this subscription and makes it permanently detached.
Definition DXFeedSubscription.cpp:169
void setEventsBatchLimit(std::int32_t eventsBatchLimit) const
Sets maximum number of events in the single notification of OnEventHandler.
Definition DXFeedSubscription.cpp:303
std::unordered_set< EventTypeEnum > getEventTypes() override
Returns a set of subscribed event types.
Definition DXFeedSubscription.cpp:178
void setSymbols(std::initializer_list< SymbolWrapper > collection) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.cpp:213
void removeSymbols(SymbolIt begin, SymbolIt end) const
Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:502
void removeSymbols(SymbolsCollection &&collection) const
Removes the specified collection of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.hpp:528
static const std::int32_t MAX_BATCH_LIMIT
The maximum events' batch limit for a single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:55
void removeSymbols(const SymbolWrapper &symbolWrapper) const
Removes the specified symbol from the set of subscribed symbols.
Definition DXFeedSubscription.cpp:232
static std::shared_ptr< DXFeedSubscription > create(EventTypeIt begin, EventTypeIt end)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:211
void attach(std::shared_ptr< DXFeed > feed)
Attaches subscription to the specified feed.
Definition DXFeedSubscription.cpp:142
TimePeriod getAggregationPeriod() const
Returns the aggregation period for data for this subscription instance.
Definition DXFeedSubscription.cpp:247
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:100
static const std::int32_t OPTIMAL_BATCH_LIMIT
The optimal events' batch limit for a single notification in OnEventHandler.
Definition DXFeedSubscription.hpp:50
std::size_t addEventListener(std::function< void(const std::vector< std::shared_ptr< EventT > > &)> &&listener)
Adds typed listener for events.
Definition DXFeedSubscription.hpp:675
void addSymbols(std::initializer_list< SymbolWrapper > collection) const
Adds the specified collection (initializer list) of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.cpp:228
void setSymbols(SymbolsCollection &&collection) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.hpp:381
void setAggregationPeriod(const TimePeriod &aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.cpp:251
static std::shared_ptr< DXFeedSubscription > create(const EventTypeEnum &eventType)
Creates a detached subscription for a single event type.
Definition DXFeedSubscription.cpp:119
std::int32_t getEventsBatchLimit() const
Definition DXFeedSubscription.cpp:299
std::size_t addEventListener(EventListener &&listener)
Adds listener for events.
Definition DXFeedSubscription.hpp:620
static std::shared_ptr< DXFeedSubscription > create(EventTypesCollection &&eventTypes)
Creates a detached subscription for the given collection of event types.
Definition DXFeedSubscription.hpp:257
OnEventHandler & onEvent()
Returns a reference to an incoming events' handler (delegate), to which listeners can be added and re...
Definition DXFeedSubscription.cpp:259
void addSymbols(const SymbolsCollection &collection) const
Adds the specified collection of symbols to the set of subscribed symbols.
Definition DXFeedSubscription.hpp:456
void setSymbols(SymbolIt begin, SymbolIt end) const
Changes the set of subscribed symbols so that it contains just the symbols from the specified collect...
Definition DXFeedSubscription.hpp:355
void setAggregationPeriod(std::int64_t aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:584
void removeChangeListener(std::size_t changeListenerId) override
Removes subscription change listener by id.
Definition DXFeedSubscription.cpp:282
std::vector< SymbolWrapper > getDecoratedSymbols() const
Returns a set of decorated symbols (depending on the actual implementation of the subscription).
Definition DXFeedSubscription.cpp:204
void clear() const
Clears the set of subscribed symbols.
Definition DXFeedSubscription.cpp:186
void detach(std::shared_ptr< DXFeed > feed)
Detaches subscription from the specified feed.
Definition DXFeedSubscription.cpp:151
void addSymbols(const SymbolWrapper &symbolWrapper) const
Adds the specified symbol to the set of subscribed symbols.
Definition DXFeedSubscription.cpp:217
void setAggregationPeriod(std::chrono::milliseconds aggregationPeriod) const
Sets the aggregation period for data.
Definition DXFeedSubscription.hpp:571
void removeSymbols(std::initializer_list< SymbolWrapper > collection) const
Removes the specified collection (initializer list) of symbols from the set of subscribed symbols.
Definition DXFeedSubscription.cpp:243
std::vector< SymbolWrapper > getSymbols() const
Returns a set of subscribed symbols (depending on the actual implementation of the subscription).
Definition DXFeedSubscription.cpp:195
Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols an...
Definition DXFeedSubscription.hpp:786
std::int64_t getFromTime()
Returns the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:331
void setFromTime(std::chrono::milliseconds fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:342
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeedSubscription.cpp:327
void setFromTime(std::int64_t fromTime)
Sets the earliest timestamp from which time-series of events shall be received.
Definition DXFeedSubscription.cpp:335
bool in(std::uint32_t eventFlagsMask) const noexcept
Determines if the given flag is in the mask.
Definition EventFlag.hpp:199
std::uint32_t getFlag() const noexcept
Definition EventFlag.hpp:188
static bool isSnapshotSnip(const std::shared_ptr< Event > &event)
Determines if the given event is marked as a snapshot snip.
Definition EventFlag.hpp:349
friend std::uint32_t operator|(std::uint32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:294
friend std::uint32_t operator&(const EventFlag &eventFlag1, std::uint32_t eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:305
friend std::int32_t operator|(const EventFlag &eventFlag1, std::int32_t eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:239
EventFlag() noexcept
Creates the invalid event flag.
Definition EventFlag.hpp:182
static bool isSnapshotBegin(const std::shared_ptr< Event > &event)
Determines if the given event marks the beginning of a snapshot.
Definition EventFlag.hpp:327
friend std::int32_t operator&(const EventFlag &eventFlag1, std::int32_t eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:261
static const EventFlag SNAPSHOT_SNIP
0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
Definition EventFlag.hpp:12
friend std::int32_t operator|(std::int32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:250
static bool isPending(const std::shared_ptr< Event > &event)
Determines if the given event is in a pending state.
Definition EventFlag.hpp:370
friend std::int32_t operator&(std::int32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:272
static const EventFlag SNAPSHOT_MODE
0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.
Definition EventFlag.hpp:14
bool in(const EventFlagsMask &eventFlagsMask) const noexcept
Determines if the given flag is in the mask.
Definition EventFlag.hpp:212
static const EventFlag TX_PENDING
0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.
Definition EventFlag.hpp:8
friend std::uint32_t operator|(const EventFlag &eventFlag1, std::uint32_t eventFlag2) noexcept
Performs a bit or operation with two event flags.
Definition EventFlag.hpp:283
static bool isRemove(const std::shared_ptr< Event > &event)
Determines if the given event is marked for removal.
Definition EventFlag.hpp:381
static bool isSnapshotEndOrSnip(const std::shared_ptr< Event > &event)
Determines if the given event marks the end of a snapshot or a snapshot snip.
Definition EventFlag.hpp:359
static const EventFlag SNAPSHOT_BEGIN
0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.
Definition EventFlag.hpp:10
friend std::uint32_t operator&(std::uint32_t eventFlag1, const EventFlag &eventFlag2) noexcept
Performs a bit and operation with two event flags.
Definition EventFlag.hpp:316
static const EventFlag REMOVE_SYMBOL
0x80 - For internal use.
Definition EventFlag.hpp:15
static const EventFlag SNAPSHOT_END
0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.
Definition EventFlag.hpp:11
static const EventFlag REMOVE_EVENT
0x02 - A bitmask to get removal indicator from the value of eventFlags property.
Definition EventFlag.hpp:9
static bool isSnapshotEnd(const std::shared_ptr< Event > &event)
Determines if the given event marks the end of a snapshot.
Definition EventFlag.hpp:338
constexpr std::uint32_t getMask() const noexcept
Returns an integer representation of an event mask.
Definition EventFlag.hpp:445
bool contains(const EventFlag &flag) const noexcept
Definition EventFlag.hpp:453
friend EventFlagsMask operator|(const EventFlagsMask &eventFlagsMask, const EventFlag &eventFlag) noexcept
Performs a bit or operation with an event flags' mask and an event flag.
Definition EventFlag.hpp:464
EventFlagsMask() noexcept
Creates an empty event flags mask.
Definition EventFlag.hpp:405
EventFlagsMask(std::initializer_list< EventFlag > eventFlags) noexcept
Creates event flags mask by initializer list with flags.
Definition EventFlag.hpp:436
EventFlagsMask(MaskType mask) noexcept
Create event flags mask by integer value.
Definition EventFlag.hpp:415
EventFlagsMask(EventFlagIt begin, EventFlagIt end) noexcept
Creates event flags mask by iterators of container with flags.
Definition EventFlag.hpp:425
friend EventFlagsMask operator&(const EventFlagsMask &eventFlagsMask, const EventFlag &eventFlag) noexcept
Performs a bit and operation with an event flags' mask and an event flag.
Definition EventFlag.hpp:475
The enumeration type that provides additional information about the dxFeed Graal C++-API event type.
Definition EventTypeEnum.hpp:21
bool isTimeSeries() const noexcept
Definition EventTypeEnum.hpp:174
const std::string & getClassName() const &noexcept
Definition EventTypeEnum.hpp:117
bool isLasting() const noexcept
Definition EventTypeEnum.hpp:160
bool isOnlyIndexed() const noexcept
Definition EventTypeEnum.hpp:181
bool isIndexed() const noexcept
Definition EventTypeEnum.hpp:167
std::uint32_t getId() const noexcept
Definition EventTypeEnum.hpp:103
bool isMarket() const noexcept
Definition EventTypeEnum.hpp:188
const std::string & getName() const &noexcept
Definition EventTypeEnum.hpp:110
Builder is a static inner class that provides a flexible and readable way to construct instances of t...
Definition HistoryEndpoint.hpp:107
std::shared_ptr< Builder > withAuthToken(const StringLike &authToken)
Sets the authentication token for the target endpoint.
Definition HistoryEndpoint.cpp:50
std::shared_ptr< Builder > withAddress(const StringLike &address)
Specifies the address for the target endpoint.
Definition HistoryEndpoint.cpp:32
std::shared_ptr< HistoryEndpoint > build() const
Builds and returns a configured instance of HistoryEndpoint.
Definition HistoryEndpoint.cpp:68
std::shared_ptr< Builder > withFormat(Format format)
Sets the format to be used for data handling.
Definition HistoryEndpoint.cpp:62
std::shared_ptr< Builder > withPassword(const StringLike &password)
Sets the password for the target endpoint.
Definition HistoryEndpoint.cpp:44
std::shared_ptr< Builder > withUserName(const StringLike &userName)
Sets the username for the target endpoint.
Definition HistoryEndpoint.cpp:38
std::shared_ptr< Builder > withCompression(Compression compression)
Sets the compression type to be used for data transmission or storage.
Definition HistoryEndpoint.cpp:56
std::shared_ptr< Builder > withAuthToken(const AuthToken &authToken)
Sets the authentication token for the target endpoint.
Definition HistoryEndpoint.hpp:154
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:22
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:18
const std::string & name() const noexcept
Returns the string representation of the object.
Definition IndexedEventSource.hpp:91
static IndexedEventSource fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition IndexedEventSource.cpp:29
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:10
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:82
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:12
std::string toString() const
Returns the string representation of the object.
Definition IndexedEventSource.hpp:100
Represents a subscription to a specific source of indexed events.
Definition IndexedEventSubscriptionSymbol.hpp:37
virtual const std::unique_ptr< SymbolWrapper > & getEventSymbol() const
Returns the wrapped event symbol (CandleSymbol, WildcardSymbol, etc.).
Definition IndexedEventSubscriptionSymbol.cpp:18
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:26
static IndexedEventSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure (rec...
Definition IndexedEventSubscriptionSymbol.cpp:48
virtual const std::unique_ptr< IndexedEventSource > & getSource() const
Returns indexed event source.
Definition IndexedEventSubscriptionSymbol.cpp:22
IndexedEventSubscriptionSymbol(const SymbolWrapper &eventSymbol, const IndexedEventSource &source)
Creates an indexed event subscription symbol with a specified event symbol and source.
Definition IndexedEventSubscriptionSymbol.cpp:12
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:35
virtual std::string toString() const
Returns string representation of this indexed event subscription symbol.
Definition IndexedEventSubscriptionSymbol.cpp:64
TimeSeriesSubscriptionSymbol(const SymbolWrapper &eventSymbol, std::int64_t fromTime)
Creates a time-series subscription symbol with a specified event symbol and subscription time.
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:19
std::string toString() const override
Returns string representation of this time-series subscription symbol.
Definition TimeSeriesSubscriptionSymbol.cpp:66
std::int64_t getFromTime() const
Returns the subscription time.
Definition TimeSeriesSubscriptionSymbol.cpp:15
static TimeSeriesSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure (rec...
Definition TimeSeriesSubscriptionSymbol.cpp:50
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:33
The AuthToken class represents an authorization token and encapsulates information about the authoriz...
Definition AuthToken.hpp:30
std::string getScheme() const
Returns the authentication scheme.
Definition AuthToken.cpp:79
std::string getPassword() const
Returns the password or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:71
static AuthToken createBasicToken(const StringLike &user, const StringLike &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:23
static AuthToken createBasicTokenOrNull(const StringLike &user, const StringLike &password)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:27
std::string getHttpAuthorization() const
Returns the HTTP authorization header value.
Definition AuthToken.cpp:55
static AuthToken createBearerToken(const StringLike &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:37
static AuthToken createCustomToken(const StringLike &scheme, const StringLike &value)
Constructs an AuthToken with a custom scheme and value.
Definition AuthToken.cpp:51
std::string getValue() const
Returns the access token for RFC6750 or the Base64-encoded "username:password" for RFC2617.
Definition AuthToken.cpp:87
static AuthToken createBearerTokenOrNull(const StringLike &token)
Constructs an AuthToken with the specified bearer token per RFC6750.
Definition AuthToken.cpp:41
std::string getUser() const
Returns the username or dxfcpp::String::NUL (std::string{"<null>"}) if it is not known or applicable.
Definition AuthToken.cpp:63
static AuthToken valueOf(const StringLike &string)
Constructs an AuthToken from the specified string.
Definition AuthToken.cpp:15
static AuthToken createBasicToken(const StringLike &userPassword)
Constructs an AuthToken with the specified username and password per RFC2617.
Definition AuthToken.cpp:19
Candle alignment attribute of CandleSymbol defines how candles are aligned with respect to time.
Definition CandleAlignment.hpp:32
static const CandleAlignment DEFAULT
Default alignment is CandleAlignment::MIDNIGHT.
Definition CandleAlignment.hpp:46
static const CandleAlignment MIDNIGHT
Align candles at midnight.
Definition CandleAlignment.hpp:14
static const CandleAlignment SESSION
Align candles on trading sessions.
Definition CandleAlignment.hpp:15
static std::reference_wrapper< const CandleAlignment > getAttributeForSymbol(const StringLike &symbol)
Returns candle alignment of the given candle symbol string.
Definition CandleAlignment.cpp:60
std::string toString() const
Returns string representation of this candle alignment.
Definition CandleAlignment.cpp:38
static std::reference_wrapper< const CandleAlignment > parse(const StringLike &s)
Parses string representation of candle alignment into an object.
Definition CandleAlignment.cpp:46
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleAlignment in a symbol string using methods...
Definition CandleAlignment.hpp:17
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle alignment set.
Definition CandleAlignment.cpp:33
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle alignment attribute.
Definition CandleAlignment.cpp:66
Exchange attribute of CandleSymbol defines the exchange identifier where data is taken from to build ...
Definition CandleExchange.hpp:29
static const CandleExchange COMPOSITE
Composite exchange where data is taken from all exchanges.
Definition CandleExchange.hpp:8
char getExchangeCode() const noexcept
Returns exchange code.
Definition CandleExchange.cpp:15
static const CandleExchange DEFAULT
Default exchange is CandleExchange::COMPOSITE.
Definition CandleExchange.hpp:38
std::string toString() const
Returns string representation of this exchange.
Definition CandleExchange.cpp:23
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this exchange set.
Definition CandleExchange.cpp:19
static CandleExchange valueOf(char exchangeCode) noexcept
Returns an exchange attribute object that corresponds to the specified exchange code character.
Definition CandleExchange.cpp:31
static CandleExchange getAttributeForSymbol(const StringLike &symbol)
Returns exchange an attribute object of the given candle symbol string.
Definition CandleExchange.cpp:35
Period attribute of CandleSymbol defines an aggregation period of the candles.
Definition CandlePeriod.hpp:34
double getValue() const noexcept
Returns aggregation period value.
Definition CandlePeriod.cpp:63
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePeriod in a symbol string using methods of...
Definition CandlePeriod.hpp:49
static const CandlePeriod TICK
Tick aggregation where each candle represents an individual tick.
Definition CandlePeriod.hpp:46
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle period attribute.
Definition CandlePeriod.cpp:132
static CandlePeriod valueOf(double value, const CandleType &type) noexcept
Returns candle period with the given value and type.
Definition CandlePeriod.cpp:114
static const CandlePeriod DEFAULT
The default period is CandlePeriod::TICK.
Definition CandlePeriod.hpp:48
std::int64_t getPeriodIntervalMillis() const noexcept
Returns an aggregation period in milliseconds as closely as possible.
Definition CandlePeriod.cpp:54
static const CandlePeriod DAY
Day aggregation where each candle represents a day.
Definition CandlePeriod.hpp:47
const CandleType & getType() const &noexcept
Returns aggregation period type.
Definition CandlePeriod.cpp:67
const std::string & toString() const &
Returns string representation of this aggregation period.
Definition CandlePeriod.cpp:71
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this aggregation period set.
Definition CandlePeriod.cpp:58
static CandlePeriod getAttributeForSymbol(const StringLike &symbol) noexcept
Returns candle period of the given candle symbol string.
Definition CandlePeriod.cpp:126
static CandlePeriod parse(const StringLike &s)
Parses string representation of an aggregation period into an object.
Definition CandlePeriod.cpp:86
Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to a ...
Definition CandlePriceLevel.hpp:40
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle price level set.
Definition CandlePriceLevel.cpp:31
static CandlePriceLevel valueOf(double value)
Returns candle price level with the given value.
Definition CandlePriceLevel.cpp:40
static CandlePriceLevel parse(const StringLike &s)
Parses string representation of candle price level into an object.
Definition CandlePriceLevel.cpp:36
std::string toString() const
Returns string representation of this price level.
Definition CandlePriceLevel.cpp:19
double getValue() const noexcept
Returns price level value.
Definition CandlePriceLevel.cpp:15
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePriceLevel in a symbol string using method...
Definition CandlePriceLevel.hpp:10
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle price level attribute.
Definition CandlePriceLevel.cpp:54
static CandlePriceLevel getAttributeForSymbol(const StringLike &symbol)
Returns candle price level of the given candle symbol string.
Definition CandlePriceLevel.cpp:48
static const CandlePriceLevel DEFAULT
Default price level corresponds to NaN (std::numeric_limits<double>::quiet_NaN())
Definition CandlePriceLevel.hpp:8
Price type attribute of CandleSymbol defines the price used to build the candles.
Definition CandlePrice.hpp:34
static std::string normalizeAttributeForSymbol(const StringLike &symbol)
Returns candle symbol string with the normalized representation of the candle price type attribute.
Definition CandlePrice.cpp:74
static const CandlePrice BID
Quote bid price.
Definition CandlePrice.hpp:12
static const CandlePrice ASK
Quote ask price.
Definition CandlePrice.hpp:13
static const CandlePrice LAST
Last trading price.
Definition CandlePrice.hpp:11
static const CandlePrice MARK
Market price defined as average between quote bid and ask prices.
Definition CandlePrice.hpp:14
const std::string & toString() const &noexcept
Returns string representation of this candle price type.
Definition CandlePrice.cpp:41
static const CandlePrice DEFAULT
The default price type is CandlePrice::LAST.
Definition CandlePrice.hpp:65
static const CandlePrice SETTLEMENT
Official settlement price that is defined by exchange or last trading price otherwise.
Definition CandlePrice.hpp:15
static std::reference_wrapper< const CandlePrice > getAttributeForSymbol(const StringLike &symbol) noexcept
Returns the candle price type of the given candle symbol string.
Definition CandlePrice.cpp:68
static std::reference_wrapper< const CandlePrice > parse(const StringLike &s)
Parses string representation of a candle price type into an object.
Definition CandlePrice.cpp:49
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this candle price type set.
Definition CandlePrice.cpp:36
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePrice in a symbol string using methods of ...
Definition CandlePrice.hpp:18
const std::string & toString() const &noexcept
Returns string representation of this candle session attribute.
Definition CandleSession.cpp:76
static const CandleSession REGULAR
Only regular trading session data is used to build candles.
Definition CandleSession.hpp:49
const SessionFilter & getSessionFilter() const &noexcept
Returns a session filter that corresponds to this session attribute.
Definition CandleSession.cpp:67
static std::reference_wrapper< const CandleSession > getAttributeForSymbol(const StringLike &symbol)
Returns candle session attribute of the given candle symbol string.
Definition CandleSession.cpp:103
static const CandleSession ANY
All trading sessions are used to build candles.
Definition CandleSession.hpp:48
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleSession in a symbol string using methods o...
Definition CandleSession.hpp:60
std::string changeAttributeForSymbol(const StringLike &symbol) const override
Returns candle event symbol string with this session attribute set.
Definition CandleSession.cpp:71
static std::reference_wrapper< const CandleSession > parse(const StringLike &s)
Parses string representation of the candle session attribute into an object.
Definition CandleSession.cpp:84
static const CandleSession DEFAULT
The default trading session is CandleSession::ANY.
Definition CandleSession.hpp:51
static std::string normalizeAttributeForSymbol(const StringLike &symbol) noexcept
Returns candle symbol string with the normalized representation of the candle session attribute.
Definition CandleSession.cpp:109
Attribute of the CandleSymbol.
Definition CandleSymbolAttribute.hpp:19
virtual std::string changeAttributeForSymbol(const StringLike &symbol) const =0
Returns candle event symbol string with this attribute set.
Symbol that should be used with DXFeedSubscription class to subscribe for Candle events.
Definition CandleSymbol.hpp:82
const std::optional< CandlePeriod > & getPeriod() const &noexcept
Returns the aggregation period of this symbol.
Definition CandleSymbol.cpp:140
const std::optional< CandlePriceLevel > & getPriceLevel() const &noexcept
Returns the price level attribute of this symbol.
Definition CandleSymbol.cpp:148
const std::optional< CandleExchange > & getExchange() const &noexcept
Returns exchange attribute of this symbol.
Definition CandleSymbol.cpp:128
static CandleSymbol valueOf(const StringLike &symbol, const CandleSymbolAttributeVariant &attribute) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set.
Definition CandleSymbol.cpp:56
const std::string & getBaseSymbol() const &noexcept
Returns base market symbol without attributes.
Definition CandleSymbol.cpp:124
static CandleSymbol valueOf(const StringLike &symbol, CandleSymbolAttributesCollection &&attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set.
Definition CandleSymbol.hpp:276
static CandleSymbol valueOf(const StringLike &symbol, std::initializer_list< CandleSymbolAttributeVariant > attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set (ini...
Definition CandleSymbol.cpp:60
static CandleSymbol valueOf(const StringLike &symbol) noexcept
Converts the given string symbol into the candle symbol object.
Definition CandleSymbol.cpp:52
const std::optional< CandlePrice > & getPrice() const &noexcept
Returns the price type attribute of this symbol.
Definition CandleSymbol.cpp:132
static CandleSymbol valueOf(const StringLike &symbol, CandleSymbolAttributeIt begin, CandleSymbolAttributeIt end) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set (iter...
Definition CandleSymbol.hpp:247
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:10
const std::string & toString() const &noexcept
Returns string representation of this symbol.
Definition CandleSymbol.cpp:152
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:21
const std::optional< CandleSession > & getSession() const &noexcept
Returns the session attribute of this symbol.
Definition CandleSymbol.cpp:136
static CandleSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition CandleSymbol.cpp:37
const std::optional< CandleAlignment > & getAlignment() const &noexcept
Returns alignment attribute of this symbol.
Definition CandleSymbol.cpp:144
Type of the candle aggregation period constitutes CandlePeriod type together its actual value.
Definition CandleType.hpp:24
static const CandleType VOLUME
Certain volume of trades.
Definition CandleType.hpp:73
static const CandleType MONTH
Certain number of months.
Definition CandleType.hpp:58
static const CandleType PRICE_RENKO
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:108
static const CandleType DAY
Certain number of days.
Definition CandleType.hpp:13
std::int64_t getPeriodIntervalMillis() const noexcept
Returns a candle type period in milliseconds as closely as possible.
Definition CandleType.cpp:16
static const CandleType WEEK
Certain number of weeks.
Definition CandleType.hpp:14
static const CandleType HOUR
Certain number of hours.
Definition CandleType.hpp:12
static const CandleType PRICE
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:84
static std::reference_wrapper< const CandleType > parse(const StringLike &s)
Parses string representation of a candle type into an object.
Definition CandleType.cpp:28
static const CandleType TICK
Certain number of ticks.
Definition CandleType.hpp:9
const std::string & toString() const &noexcept
Returns string representation of this candle type.
Definition CandleType.cpp:24
static const CandleType OPTEXP
Certain number of option expirations.
Definition CandleType.hpp:63
static const CandleType SECOND
Certain number of seconds.
Definition CandleType.hpp:10
static const CandleType MINUTE
Certain number of minutes.
Definition CandleType.hpp:11
const std::string & getName() const &noexcept
Returns a name of this candle type.
Definition CandleType.cpp:20
static const CandleType PRICE_MOMENTUM
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:96
static const CandleType YEAR
Certain number of years.
Definition CandleType.hpp:68
Mixin for wrapping calls to common promise methods.
Definition Promise.hpp:73
JavaException getException() const
Returns exceptional outcome of computation.
Definition Promise.hpp:121
void cancel() const
This method cancels computation.
Definition Promise.hpp:168
bool hasResult() const
Returns true when computation has completed normally.
Definition Promise.hpp:89
bool isCancelled() const
Returns true when computation was cancelled.
Definition Promise.hpp:108
bool hasException() const
Returns true when a computation has completed exceptionally or was canceled.
Definition Promise.hpp:98
bool awaitWithoutException(const std::chrono::milliseconds &timeoutInMilliseconds) const
Wait for computation to complete or timeout or throw an exception in case of exceptional completion.
Definition Promise.hpp:155
bool isDone() const
Returns true when a computation has completed normally, or exceptionally, or was canceled.
Definition Promise.hpp:79
bool awaitWithoutException(std::int32_t timeoutInMilliseconds) const
Wait for computation to complete or timeout or throw an exception in case of exceptional completion.
Definition Promise.hpp:138
Manages network connections to feed or publisher.
Definition DXEndpoint.hpp:172
bool isClosed() const
Definition DXEndpoint.cpp:499
SimpleHandler< void(DXEndpoint::State, DXEndpoint::State)> & onStateChange() noexcept
Returns the onStateChange handler that can be used to add or remove listeners.
Definition DXEndpoint.cpp:511
static const std::string DXFEED_PASSWORD_PROPERTY
"dxfeed.password"
Definition DXEndpoint.hpp:238
static std::shared_ptr< DXEndpoint > create(Role role)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:486
std::shared_ptr< DXFeed > getFeed() const
Definition DXEndpoint.cpp:212
std::shared_ptr< DXEndpoint > password(const StringLike &password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:139
State
Represents the current state of endpoint.
Definition DXEndpoint.hpp:436
@ CLOSED
Endpoint was closed.
Definition DXEndpoint.hpp:456
@ CONNECTING
The connect method was called to establish connection to remove endpoint, but the connection is not e...
Definition DXEndpoint.hpp:446
@ CONNECTED
The connection to the remote endpoint is established.
Definition DXEndpoint.hpp:451
@ NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition DXEndpoint.hpp:440
std::shared_ptr< DXEndpoint > user(const StringLike &user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:132
void reconnect() const
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:158
static std::shared_ptr< DXEndpoint > create()
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:477
void removeStateChangeListener(std::size_t listenerId) noexcept
Removes a listener notified about changes in state property.
Definition DXEndpoint.cpp:507
const std::string & getName() const &noexcept
Definition DXEndpoint.cpp:503
Role
Represents the role of an endpoint that was specified during its creation.
Definition DXEndpoint.hpp:365
@ PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition DXEndpoint.hpp:410
@ STREAM_FEED
STREAM_FEED endpoint is similar to DXEndpoint::FEED and also connects to the remote data feed provide...
Definition DXEndpoint.hpp:398
@ LOCAL_HUB
LOCAL_HUB endpoint is a local hub without the ability to establish network connections.
Definition DXEndpoint.hpp:426
@ ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXEndpoint::FEED, but it is designed to be used with OnDemandSe...
Definition DXEndpoint.hpp:389
@ STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXEndpoint::PUBLISHER and also connects to the remote publish...
Definition DXEndpoint.hpp:419
@ FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition DXEndpoint.hpp:376
std::string toString() const override
Returns a string representation of the current object.
Definition DXEndpoint.cpp:376
void awaitProcessed() const
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:194
std::shared_ptr< DXPublisher > getPublisher() const
Definition DXEndpoint.cpp:221
static const std::string DXFEED_WILDCARD_ENABLE_PROPERTY
"dxfeed.wildcard.enable"
Definition DXEndpoint.hpp:266
std::size_t addStateChangeListener(std::function< void(State, State)> listener) noexcept
Adds a listener notified about changes in state property.
Definition DXEndpoint.hpp:611
static const std::string DXENDPOINT_EVENT_TIME_PROPERTY
"dxendpoint.eventTime"
Definition DXEndpoint.hpp:311
static const std::string DXPUBLISHER_THREAD_POOL_SIZE_PROPERTY
"dxpublisher.threadPoolSize"
Definition DXEndpoint.hpp:294
State getState() const
Returns the state of this endpoint.
Definition DXEndpoint.cpp:128
static const std::string DXENDPOINT_STORE_EVERYTHING_PROPERTY
"dxendpoint.storeEverything"
Definition DXEndpoint.hpp:324
void awaitNotConnected() const
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:185
static std::shared_ptr< DXEndpoint > getInstance(Role role)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:459
static const std::string DXFEED_AGGREGATION_PERIOD_PROPERTY
"dxfeed.aggregationPeriod"
Definition DXEndpoint.hpp:257
void close() const
Closes this endpoint.
Definition DXEndpoint.cpp:515
static const std::string DXFEED_THREAD_POOL_SIZE_PROPERTY
"dxfeed.threadPoolSize"
Definition DXEndpoint.hpp:247
void disconnect() const
Terminates all remote network connections.
Definition DXEndpoint.cpp:167
void closeAndAwaitTermination() const
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:203
static std::shared_ptr< DXEndpoint > getInstance()
Returns a default application-wide singleton instance of DXEndpoint with a FEED role.
Definition DXEndpoint.cpp:450
static const std::string DXPUBLISHER_ADDRESS_PROPERTY
"dxpublisher.address"
Definition DXEndpoint.hpp:285
static const std::string DXFEED_USER_PROPERTY
"dxfeed.user"
Definition DXEndpoint.hpp:228
static const std::string NAME_PROPERTY
"name"
Definition DXEndpoint.hpp:189
static const std::string DXSCHEME_ENABLED_PROPERTY_PREFIX
"dxscheme.enabled."
Definition DXEndpoint.hpp:358
static const std::string DXPUBLISHER_PROPERTIES_PROPERTY
"dxpublisher.properties"
Definition DXEndpoint.hpp:275
static const std::string DXSCHEME_NANO_TIME_PROPERTY
"dxscheme.nanoTime"
Definition DXEndpoint.hpp:344
static const std::string DXFEED_ADDRESS_PROPERTY
"dxfeed.address"
Definition DXEndpoint.hpp:218
void disconnectAndClear() const
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:176
Role getRole() const noexcept
Returns the role of this endpoint.
Definition DXEndpoint.cpp:495
static const std::string DXFEED_PROPERTIES_PROPERTY
"dxfeed.properties"
Definition DXEndpoint.hpp:200
static std::shared_ptr< Builder > newBuilder()
Creates a new Builder instance.
Definition DXEndpoint.cpp:468
std::shared_ptr< DXEndpoint > connect(const StringLike &address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:146
Main entry class for dxFeed API (read it first).
Definition DXFeed.hpp:115
void detachSubscriptionAndClear(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed and clears data delivered to this subscription by publ...
Definition DXFeed.cpp:65
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime) const
Returns time series of events for the specified event type, symbol and a range of time (without an up...
Definition DXFeed.hpp:1000
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:469
std::shared_ptr< DXFeedSubscription > createSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:357
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:407
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:534
std::shared_ptr< PromiseList< E > > getLastEventsPromises(std::initializer_list< SymbolWrapper > collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:716
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime, std::chrono::milliseconds toTime) const
Returns time series of events for the specified event type, symbol and a range of time if there is a ...
Definition DXFeed.hpp:984
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Returns time series of events for the specified event type, symbol and a range of time if there is a ...
Definition DXFeed.hpp:932
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:85
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getTimeSeriesPromise(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Requests time series of events for the specified event type, symbol and a range of time.
Definition DXFeed.hpp:880
std::shared_ptr< PromiseList< E > > getLastEventsPromises(const SymbolsCollection &collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:670
std::shared_ptr< E > getLastEventIfSubscribed(const SymbolWrapper &symbol)
Returns the last event for the specified event type and symbol if there is a subscription for it.
Definition DXFeed.hpp:304
std::shared_ptr< DXFeedSubscription > createSubscription(std::initializer_list< EventTypeEnum > eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:98
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime) const
Returns time series of events for the specified event type, symbol and a range of time (without an up...
Definition DXFeed.hpp:1015
static std::shared_ptr< DXFeed > getInstance()
Returns a default application-wide singleton instance of feed.
Definition DXFeed.cpp:16
std::shared_ptr< E > getLastEvent(std::shared_ptr< E > event)
Returns the last event for the specified event instance.
Definition DXFeed.hpp:244
std::shared_ptr< PromiseList< E > > getLastEventsPromises(SymbolIt begin, SymbolIt end) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:623
std::shared_ptr< Promise< std::shared_ptr< E > > > getLastEventPromise(const SymbolWrapper &symbol) const
Requests the last event for the specified event type and symbol.
Definition DXFeed.hpp:575
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(std::initializer_list< EventTypeEnum > eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:135
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeed.cpp:224
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getIndexedEventsPromise(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Requests a container of indexed events for the specified event type, symbol and source.
Definition DXFeed.hpp:769
void detachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed.
Definition DXFeed.cpp:45
std::vector< std::shared_ptr< E > > getIndexedEventsIfSubscribed(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Returns a vector of indexed events for the specified event type, symbol and source if there is a subs...
Definition DXFeed.hpp:825
const Collection & getLastEvents(const Collection &events)
Returns the last events for the specified list of event instances.
Definition DXFeed.hpp:265
void attachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Attaches the given subscription to this feed.
Definition DXFeed.cpp:25
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:113
Provides API for publishing of events to local or remote DXFeed.
Definition DXPublisher.hpp:56
std::shared_ptr< ObservableSubscription > getSubscription(const EventTypeEnum &eventType)
Returns observable set of subscribed symbols for the specified event type.
Definition DXPublisher.cpp:42
void publishEvents(std::initializer_list< std::shared_ptr< EventType > > events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:178
void publishEvents(EventIt begin, EventIt end)
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:198
std::string toString() const override
Returns a string representation of the current object.
Definition DXPublisher.cpp:57
static std::shared_ptr< DXPublisher > getInstance()
Returns a default application-wide singleton instance of DXPublisher.
Definition DXPublisher.cpp:17
void publishEvents(EventsCollection &&events) noexcept
Publishes events to the corresponding feed.
Definition DXPublisher.hpp:160
void publishEvents(std::shared_ptr< EventType > event) noexcept
Publishes an event to the corresponding feed.
Definition DXPublisher.hpp:187
Base abstract class for all dxFeed C++ API entities.
Definition Entity.hpp:13
virtual ~Entity() noexcept=default
The default virtual d-tor.
Mixin for wrapping Promise method calls for a single event.
Definition Promise.hpp:237
std::shared_ptr< E > getResult() const
Returns result of computation.
Definition Promise.hpp:245
std::shared_ptr< E > await() const
Wait for the computation to complete and return its result or throw an exception in case of exception...
Definition Promise.hpp:255
std::shared_ptr< E > await(const std::chrono::milliseconds &timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:285
std::shared_ptr< E > await(std::int32_t timeoutInMilliseconds) const &
Wait for computation to complete or timeout and return its result or throw an exception in case of ex...
Definition Promise.hpp:270
Event type parametrized by a symbol.
Definition EventType.hpp:116
virtual const std::optional< Symbol > & getEventSymbolOpt() const &noexcept=0
Returns the event symbol that identifies this event type in subscription.
virtual void setEventSymbol(const Symbol &eventSymbol) noexcept=0
Changes the event symbol that identifies this event type in subscription.
virtual const Symbol & getEventSymbol() const &noexcept=0
Returns the event symbol that identifies this event type in subscription.
Marks all event types that can be received via dxFeed API.
Definition EventType.hpp:31
std::string toString() const override
Returns a string representation of the current object.
Definition EventType.hpp:89
virtual std::int64_t getEventTime() const noexcept
Returns time when an event was created or zero when time is not available.
Definition EventType.hpp:54
virtual void assign(std::shared_ptr< EventType > event)
Replaces the contents of the event.
Definition EventType.hpp:84
virtual void * toGraal() const =0
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
virtual void setEventTime(std::int64_t) noexcept
Changes event creation time.
Definition EventType.hpp:66
This marker interface marks subscription symbol classes (like TimeSeriesSubscriptionSymbol) that atta...
Definition FilteredSubscriptionSymbol.hpp:27
The wrapper over CEntryPointErrorsEnum, the error code returned by GraalVM.
Definition GraalException.hpp:21
GraalException(CEntryPointErrorsEnum entryPointErrorsEnum)
Constructs an exception.
Definition GraalException.cpp:8
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:122
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:156
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:208
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:197
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:146
Handler(std::size_t mainFuturesSize=MAIN_FUTURES_DEFAULT_SIZE) noexcept
Creates the new handler by specified size of circular buffer of futures.
Definition Handler.hpp:84
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:236
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:177
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:217
static std::shared_ptr< Builder > newBuilder()
Creates a new instance of HistoryEndpoint::Builder with default configurations.
Definition HistoryEndpoint.cpp:77
Compression
The Compression enum represents different compression algorithms that can be applied to data during t...
Definition HistoryEndpoint.hpp:70
Format
The Format enum represents different formats that can be used to handle data.
Definition HistoryEndpoint.hpp:85
std::vector< std::shared_ptr< E > > getTimeSeries(const SymbolWrapper &symbol, std::int64_t from, std::int64_t to)
Retrieves a list of time series events for a specific type of event and symbol within the given time ...
Definition HistoryEndpoint.hpp:195
Represents an indexed collection of up-to-date information about some condition or state of an extern...
Definition IndexedEvent.hpp:41
virtual EventFlagsMask getEventFlagsMask() const noexcept=0
Returns transactional event flags.
static const EventFlag TX_PENDING
0x01 - A bitmask to get transaction pending indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:48
virtual const IndexedEventSource & getSource() const &noexcept=0
Returns the source of this event.
virtual std::int64_t getIndex() const noexcept=0
Returns unique per-symbol index of this event.
static const EventFlag SNAPSHOT_END
0x08 - A bitmask to get snapshot end indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:57
virtual std::int32_t getEventFlags() const noexcept=0
Returns transactional event flags.
static const EventFlag SNAPSHOT_MODE
0x40 - A bitmask to set snapshot mode indicator into the value of eventFlags property.
Definition IndexedEvent.hpp:63
static const EventFlag SNAPSHOT_SNIP
0x10 - A bitmask to get snapshot snip indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:60
static const EventFlag REMOVE_EVENT
0x02 - A bitmask to get removal indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:51
virtual void setIndex(std::int64_t index)=0
Changes unique per-symbol index of this event.
static const EventFlag SNAPSHOT_BEGIN
0x04 - A bitmask to get snapshot begin indicator from the value of eventFlags property.
Definition IndexedEvent.hpp:54
virtual void setEventFlags(std::int32_t eventFlags) noexcept=0
Changes transactional event flags.
virtual void setEventFlags(const EventFlagsMask &eventFlags) noexcept=0
Changes transactional event flags.
Thrown to indicate that a method has been passed an illegal or inappropriate argument.
Definition InvalidArgumentException.hpp:18
A wrapper over the interceptable Java exceptions thrown by the dxFeed Native Graal SDK.
Definition JavaException.hpp:20
static void throwIfJavaThreadExceptionExists()
Throws a JavaException if it exists (i.e. intercepted by Graal SDK)
Definition JavaException.cpp:31
static JavaException create(void *exceptionHandle)
Creates an exception using native (GraalVM) Java exception handle.
Definition JavaException.cpp:21
JavaException(const StringLike &message, const StringLike &className, const StringLike &stackTrace)
Creates an exception using Java message, className and stack trace.
Definition JavaException.cpp:13
Represents up-to-date information about some condition or state of an external entity that updates in...
Definition LastingEvent.hpp:28
Helper class to compose and parse symbols for market events.
Definition MarketEventSymbols.hpp:39
static bool hasExchangeCode(const StringLike &symbol) noexcept
Returns true if the specified symbol has the exchange code specification.
Definition MarketEventSymbols.hpp:46
static char getExchangeCode(const StringLike &symbol) noexcept
Returns exchange code of the specified symbol or ‘’\0'` if none is defined.
Definition MarketEventSymbols.hpp:56
static std::optional< std::string > getAttributeStringByKey(const StringLike &symbol, const StringLike &key) noexcept
Returns value of the attribute with the specified key.
Definition MarketEventSymbols.hpp:109
static std::string removeAttributeStringByKey(const StringLike &symbol, const StringLike &key) noexcept
Removes one attribute with the specified key while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:139
static std::string changeAttributeStringByKey(const StringLike &symbol, const StringLike &key, const StringLike &value) noexcept
Changes the value of one attribute value while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:123
static std::string getBaseSymbol(const StringLike &symbol) noexcept
Returns base symbol without exchange code and attributes.
Definition MarketEventSymbols.hpp:81
static std::string changeExchangeCode(const StringLike &symbol, char exchangeCode) noexcept
Changes exchange code of the specified symbol or removes it if the new exchange code is ‘’\0'`.
Definition MarketEventSymbols.hpp:68
static std::string changeBaseSymbol(const StringLike &symbol, const StringLike &baseSymbol) noexcept
Changes base symbol while leaving exchange code and attributes intact.
Definition MarketEventSymbols.hpp:91
Base class for all market events.
Definition MarketEvent.hpp:24
The listener interface for receiving notifications on the changes of observed subscription.
Definition ObservableSubscriptionChangeListener.hpp:23
static std::shared_ptr< ObservableSubscriptionChangeListener > create(std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsAdded)
Creates a listener that will notify the callback about added symbols.
Definition ObservableSubscriptionChangeListener.cpp:69
static std::shared_ptr< ObservableSubscriptionChangeListener > create(std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsAdded, std::function< void(const std::unordered_set< SymbolWrapper > &symbols)> onSymbolsRemoved, std::function< void()> onSubscriptionClosed)
Creates a listener that will notify callbacks about events of adding and deleting symbols,...
Definition ObservableSubscriptionChangeListener.cpp:86
Observable set of subscription symbols.
Definition ObservableSubscription.hpp:21
virtual std::size_t addChangeListener(std::shared_ptr< ObservableSubscriptionChangeListener > listener)=0
Adds subscription change listener.
virtual bool containsEventType(const EventTypeEnum &eventType)=0
Returns true if this subscription contains the corresponding event type.
virtual void removeChangeListener(std::size_t id)=0
Removes subscription change listener by id.
virtual bool isClosed()=0
virtual std::unordered_set< EventTypeEnum > getEventTypes()=0
Provides on-demand historical tick data replay controls.
Definition OnDemandService.hpp:71
A list of event receiving results that will be completed normally or exceptionally in the future.
Definition Promise.hpp:435
Result of a computation that will be completed normally or exceptionally in the future.
Definition Promise.hpp:351
A class that represents a promise-based implementation often used for handling asynchronous operation...
Definition Promises.hpp:41
A helper class needed to construct smart pointers to objects and does not allow explicit construction...
Definition SharedEntity.hpp:88
static auto createShared(Args &&...args)
Creates a smart pointer to an object.
Definition SharedEntity.hpp:102
A runtime axception with stacktrace.
Definition RuntimeException.hpp:20
const std::string & getStackTrace() const &
Definition RuntimeException.cpp:81
RuntimeException(const StringLike &message, const StringLike &additionalStackTrace="")
Constructs a runtime exception.
Definition RuntimeException.cpp:67
static const SessionFilter TRADING
Accepts trading sessions only - those with (Session::isTrading() == true).
Definition SessionFilter.hpp:37
static const SessionFilter ANY
Accepts any session - useful for pure schedule navigation.
Definition SessionFilter.hpp:36
SessionFilter(SessionFilterEnum code, const StringLike &name, std::optional< SessionType > type, std::optional< bool > trading) noexcept
Creates a filter with specified type and trading flag conditions.
Definition CandleSession.cpp:21
static const SessionFilter AFTER_MARKET
Accepts any session with type SessionType::AFTER_MARKET.
Definition SessionFilter.hpp:45
static const SessionFilter REGULAR
Accepts any session with type SessionType::REGULAR.
Definition SessionFilter.hpp:44
static const SessionFilter NO_TRADING
Accepts any session with type SessionType::NO_TRADING.
Definition SessionFilter.hpp:40
static const SessionFilter NON_TRADING
Accepts non-trading sessions only - those with (Session::isTrading() == false).
Definition SessionFilter.hpp:38
static const SessionFilter PRE_MARKET
Accepts any session with type SessionType::PRE_MARKET.
Definition SessionFilter.hpp:42
bool accept(Session session) const noexcept
Tests whether or not the specified session is an acceptable result.
Definition SessionFilter.hpp:104
std::optional< bool > trading_
Required trading flag, std::nullopt if not relevant.
Definition SessionFilter.hpp:70
std::optional< SessionType > type_
Required type, std::nullopt if not relevant.
Definition SessionFilter.hpp:68
Defines type of session - what kind of trading activity is allowed (if any), what rules are used,...
Definition SessionType.hpp:33
static const SessionType AFTER_MARKET
After-market session type marks extended trading session after regular trading hours.
Definition SessionType.hpp:19
static const SessionType PRE_MARKET
Pre-market session type marks extended trading session before regular trading hours.
Definition SessionType.hpp:17
static const SessionType REGULAR
Regular session type marks regular trading hours session.
Definition SessionType.hpp:18
static const SessionType NO_TRADING
Non-trading session type is used to mark periods of time during which trading is not allowed.
Definition SessionType.hpp:16
bool isTrading() const noexcept
Returns true if trading activity is allowed for this type of session.
Definition SessionType.hpp:70
A base abstract "shared entity" class. Has some helpers for dynamic polymorphism.
Definition SharedEntity.hpp:20
virtual std::string toString() const
Returns a string representation of the current object.
Definition SharedEntity.hpp:77
std::shared_ptr< T > sharedAs() const noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:68
std::shared_ptr< T > sharedAs() noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:55
bool is() const noexcept
Checks that the pointer to the current type could be converted to type T* In other words: whether typ...
Definition SharedEntity.hpp:34
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:377
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:397
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:315
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:326
SimpleHandler() noexcept=default
Creates the new handler.
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:357
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:416
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:388
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:336
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition Common.hpp:959
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition StringUtils.hpp:171
A simple wrapper around strings or something similar to strings to reduce the amount of code for meth...
Definition Common.hpp:842
A lightweight wrapper around strings or string-like inputs.
Definition StringUtils.hpp:27
StringSymbol(std::string_view stringView) noexcept
Constructs StringSymbol from a std::string_view.
Definition StringSymbol.hpp:55
StringSymbol(const char *chars) noexcept
Constructs StringSymbol from a char array.
Definition StringSymbol.hpp:40
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:54
std::string toString() const
Returns a string representation of the current object.
Definition StringSymbol.hpp:105
static StringSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition StringSymbol.cpp:70
void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:43
std::optional< CandleSymbol > asCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:381
SymbolWrapper(Symbol &&symbol) noexcept
Constructor for any wrapped symbol.
Definition SymbolWrapper.hpp:157
bool isIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:339
std::string toString() const
Returns a string representation of the current object.
Definition SymbolWrapper.hpp:285
static SymbolWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition SymbolWrapper.cpp:78
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition SymbolWrapper.hpp:300
std::unique_ptr< void, decltype(&SymbolWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:276
bool isStringSymbol() const noexcept
Definition SymbolWrapper.hpp:311
std::optional< IndexedEventSubscriptionSymbol > asIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:347
bool isWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:325
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:257
SymbolWrapper(const IndexedEventSubscriptionSymbol &indexedEventSubscriptionSymbol) noexcept
Constructor for IndexedEventSubscriptionSymbol.
Definition SymbolWrapper.hpp:196
const DataType & getData() const noexcept
Definition SymbolWrapper.hpp:388
std::string asStringSymbol() const noexcept
Definition SymbolWrapper.hpp:318
SymbolWrapper(const StringSymbol &stringSymbol) noexcept
Constructor for any wrapped string symbol.
Definition SymbolWrapper.hpp:170
std::optional< WildcardSymbol > asWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:332
SymbolWrapper(const CandleSymbol &candleSymbol) noexcept
Constructor for CandleSymbol.
Definition SymbolWrapper.hpp:224
SymbolWrapper(const WildcardSymbol &wildcardSymbol) noexcept
Constructor for any wrapped wildcard (*) symbol.
Definition SymbolWrapper.hpp:183
bool isTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:356
SymbolWrapper(const TimeSeriesSubscriptionSymbol &timeSeriesSubscriptionSymbol) noexcept
Constructor for TimeSeriesSubscriptionSymbol.
Definition SymbolWrapper.hpp:210
bool isCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:373
std::optional< TimeSeriesSubscriptionSymbol > asTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:364
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.cpp:40
Value class for period of time with support for ISO8601 duration format.
Definition TimePeriod.hpp:21
static TimePeriod valueOf(const StringLike &value)
Returns TimePeriod represented with a given string.
Definition TimePeriod.cpp:24
static TimePeriod valueOf(std::chrono::milliseconds value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.hpp:44
std::int64_t getNanos() const
Returns value in nanoseconds.
Definition TimePeriod.cpp:44
static const TimePeriod ZERO
Time-period of zero.
Definition TimePeriod.hpp:25
std::int32_t getSeconds() const
Returns value in seconds.
Definition TimePeriod.cpp:36
std::int64_t getTime() const
Returns value in milliseconds.
Definition TimePeriod.cpp:28
static const TimePeriod UNLIMITED
Time-period of "infinity" (time of std::numeric_limits<std::int64_t>::max() or LLONG_MAX).
Definition TimePeriod.hpp:28
static TimePeriod valueOf(std::int64_t value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.cpp:20
Represents time-series snapshots of some process that is evolving in time or actual events in some ex...
Definition TimeSeriesEvent.hpp:81
const IndexedEventSource & getSource() const &noexcept override
Returns the source identifier for this event, which is always DEFAULT for time-series events.
Definition TimeSeriesEvent.hpp:92
std::int64_t getIndex() const noexcept override
Returns unique per-symbol index of this event.
Definition TimeSeriesEvent.hpp:113
virtual std::int64_t getTime() const noexcept=0
Returns timestamp of the event.
virtual std::int64_t getEventId() const noexcept
Returns unique per-symbol index of this event.
Definition TimeSeriesEvent.hpp:123
Mixin for wrapping Promise method calls for a void.
Definition Promise.hpp:178
void await(std::int32_t timeoutInMilliseconds) const &
Wait for the computation to complete or timeout and return its result or throw an exception in case o...
Definition Promise.hpp:210
void await(const std::chrono::milliseconds &timeoutInMilliseconds) const &
Wait for the computation to complete or timeout and return its result or throw an exception in case o...
Definition Promise.hpp:225
void await() const
Wait for the computation to complete and return its result or throw an exception in case of exception...
Definition Promise.hpp:195
void getResult() const
Returns result of computation.
Definition Promise.hpp:185
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:24
static const WildcardSymbol & fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.
Definition WildcardSymbol.cpp:30
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:14
static const WildcardSymbol ALL
Represents [wildcard] subscription to all events of the specific event type.
Definition WildcardSymbol.hpp:12
std::string toString() const
Returns string representation of this wildcard subscription symbol.
Definition WildcardSymbol.hpp:93
static const std::string RESERVED_PREFIX
Symbol prefix that is reserved for wildcard subscriptions.
Definition WildcardSymbol.hpp:27
The simple key-value structure that represents an endpoint's property.
Definition api.h:184
const char * key
The property's key.
Definition api.h:186
const char * value
The property's value.
Definition api.h:188