TimeSeriesTxModel< E >::Builder Struct Reference

A builder class for creating an instance of TimeSeriesTxModel. More...

#include <TimeSeriesTxModel.hpp>

Inheritance diagram for TimeSeriesTxModel< E >::Builder:

Public Member Functions
std::shared_ptr< Builder >	withBatchProcessing (bool isBatchProcessing) const
	Enables or disables batch processing.
std::shared_ptr< Builder >	withSnapshotProcessing (bool isSnapshotProcessing) const
	Enables or disables snapshot processing.
std::shared_ptr< Builder >	withFeed (const std::shared_ptr< DXFeed > &feed) const
	Sets the feed for the model being created.
std::shared_ptr< Builder >	withSymbol (const SymbolWrapper &symbol) const
	Sets the subscription symbol for the model being created.
std::shared_ptr< Builder >	withListener (std::shared_ptr< TimeSeriesTxModelListener< E > > listener) const
	Sets the listener for transaction notifications.
std::shared_ptr< Builder >	withListener (std::function< void(const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived) const
	Sets the listener for transaction notifications.
std::shared_ptr< Builder >	withFromTime (std::int64_t fromTime) const
	Sets the time from which to subscribe for time-series.
std::shared_ptr< Builder >	withFromTime (std::chrono::milliseconds fromTime) const
	Sets the time from which to subscribe for time-series.
std::shared_ptr< TimeSeriesTxModel >	build () const
	Builds an instance of TimeSeriesTxModel based on the provided parameters.
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.
virtual std::string	toString () const
	Returns a string representation of the current object.
Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

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

Detailed Description

template<Derived< TimeSeriesEvent > E>
struct TimeSeriesTxModel< E >::Builder

A builder class for creating an instance of TimeSeriesTxModel.

Member Function Documentation

build()

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< TimeSeriesTxModel > TimeSeriesTxModel< E >::Builder::build ( ) const

inline

Builds an instance of TimeSeriesTxModel based on the provided parameters.

auto model = builder->build();

Returns

The created TimeSeriesTxModel.

withBatchProcessing()

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withBatchProcessing ( bool isBatchProcessing ) const

inline

Enables or disables batch processing.

This is enabled by default.

If batch processing is disabled, the model will notify listener separately for each transaction (even if it is represented by a single event); otherwise, transactions can be combined in a single listener call.

A transaction may represent either a snapshot or update events that are received after a snapshot. Whether this flag is set or not, the model will always notify listeners that a snapshot has been received and will not combine multiple snapshots or a snapshot with another transaction into a single listener notification.

Parameters

isBatchProcessing

true to enable batch processing; false otherwise.

Returns

The builder instance.

withFeed()

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withFeed ( const std::shared_ptr< DXFeed > & feed ) const

inline

Sets the feed for the model being created.

The feed can also be attached later, after the model has been created, by calling attach.

Parameters

feed

The feed.

Returns

The builder instance.

withFromTime() [1/2]

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withFromTime ( std::chrono::milliseconds fromTime ) const

inline

Sets the time from which to subscribe for time-series.

This time defaults to std::chrono::milliseconds(std::numeric_limits<std::int64_t>::max()), which means that this model is not subscribed. This time can be changed later, after the model has been created, by calling setFromTime.

Parameters

fromTime

The duration in milliseconds, since Unix epoch of January 1, 1970.

Returns

The builder instance.

withFromTime() [2/2]

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withFromTime ( std::int64_t fromTime ) const

inline

Sets the time from which to subscribe for time-series.

This time defaults to std::numeric_limits<std::int64_t>::max(), which means that this model is not subscribed. This time can be changed later, after the model has been created, by calling setFromTime.

Parameters

fromTime

The time in milliseconds, since Unix epoch of January 1, 1970.

Returns

The builder instance.

withListener() [1/2]

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withListener ( std::function< void(const std::vector< std::shared_ptr< E > > &, bool)> onEventsReceived ) const

inline

Sets the listener for transaction notifications.

The listener cannot be changed or added once the model has been built.

auto builder = TimeSeriesTxModel<Candle>::newBuilder();
 
builder = builder->withListener([](const auto &events, bool isSnapshot) {
    if (isSnapshot) {
        std::cout << "Snapshot:" << std::endl;
    } else {
        std::cout << "Update:" << std::endl;
    }
 
    for (const auto &e : events) {
        std::cout << "[" << e->getEventFlagsMask().toString() << "]:" << e << std::endl;
    }
 
    std::cout << std::endl;
});

Parameters

onEventsReceived

A functional object, lambda, or function to which time series event data will be passed.

Returns

The builder instance.

withListener() [2/2]

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withListener ( std::shared_ptr< TimeSeriesTxModelListener< E > > listener ) const

inline

Sets the listener for transaction notifications.

The listener cannot be changed or added once the model has been built.

auto listener = TimeSeriesTxModelListener<Candle>::create([](const auto &events, bool isSnapshot) {
    if (isSnapshot) {
        std::cout << "Snapshot:" << std::endl;
    } else {
        std::cout << "Update:" << std::endl;
    }
 
    for (const auto &e : events) {
        std::cout << "[" << e->getEventFlagsMask().toString() << "]:" << e << std::endl;
    }
 
    std::cout << std::endl;
});
 
builder->withListener(listener);

Template Parameters

E	The type of event (derived from TimeSeriesEvent)

Parameters

listener

The transaction listener.

Returns

The builder instance.

withSnapshotProcessing()

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withSnapshotProcessing ( bool isSnapshotProcessing ) const

inline

Enables or disables snapshot processing.

This is disabled by default.

If snapshot processing is enabled, transactions representing a snapshot will be processed as follows: events that are marked for removal will be removed, repeated indexes will be merged, and eventFlags of events are set to zero; otherwise, the user will see the snapshot in raw form, with possible repeated indexes, events marked for removal, and eventFlags unchanged.

Whether this flag is set or not, in transactions that are not a snapshot, events that are marked for removal will not be removed, repeated indexes will not be merged, and eventFlags of events will not be changed. This flag only affects the processing of transactions that are a snapshot.

Parameters

isSnapshotProcessing

true to enable snapshot processing; false otherwise.

Returns

The builder instance.

withSymbol()

template<Derived< TimeSeriesEvent > E>

std::shared_ptr< Builder > TimeSeriesTxModel< E >::Builder::withSymbol ( const SymbolWrapper & symbol ) const

inline

Sets the subscription symbol for the model being created.

The symbol cannot be added or changed after the model has been built.

Parameters

symbol

The subscription symbol.

Returns

The builder instance.