dxfcpp::DXFeedSubscription Class Reference

Subscription for a set of symbols and event types. More...

#include <DXFeedSubscription.hpp>

Inheritance diagram for dxfcpp::DXFeedSubscription:

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

Public Member Functions
std::string	toString () const noexcept override
	Returns a string representation of the current object.
void	attach (std::shared_ptr< DXFeed > feed) noexcept
	Attaches subscription to the specified feed.
void	detach (std::shared_ptr< DXFeed > feed) noexcept
	Detaches subscription from the specified feed.
void	close () noexcept
	Closes this subscription and makes it permanently detached.
template<typename EventListener >
std::size_t	addEventListener (EventListener &&listener) noexcept
	Adds listener for events.
template<typename EventT >
std::size_t	addEventListener (std::function< void(const std::vector< std::shared_ptr< EventT > > &)> &&listener) noexcept
	Adds typed listener for events.
void	removeEventListener (std::size_t listenerId) noexcept
	Removes listener for events.
auto &	onEvent () noexcept
	Returns a reference to an incoming events' handler (delegate), to which listeners can be added and removed.
void	addSymbols (const SymbolWrapper &symbolWrapper) const noexcept
	Adds the specified symbol to the set of subscribed symbols.
void	removeSymbols (const SymbolWrapper &symbolWrapper) const noexcept
	Removes the specified symbol from the set of subscribed symbols.
template<typename SymbolIt >
void	addSymbols (SymbolIt begin, SymbolIt end) const noexcept
	Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.
template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	addSymbols (const SymbolsCollection &collection) const noexcept
	Adds the specified collection of symbols to the set of subscribed symbols.
void	addSymbols (std::initializer_list< SymbolWrapper > collection) const noexcept
	Adds the specified collection (initializer list) of symbols to the set of subscribed symbols.
template<typename SymbolIt >
void	removeSymbols (SymbolIt begin, SymbolIt end) const noexcept
	Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.
template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	removeSymbols (SymbolsCollection &&collection) const noexcept
	Removes the specified collection of symbols from the set of subscribed symbols.
void	removeSymbols (std::initializer_list< SymbolWrapper > collection) const noexcept
	Removes the specified collection (initializer list) of symbols from the set of subscribed symbols.
template<typename SymbolIt >
void	setSymbols (SymbolIt begin, SymbolIt end) const noexcept
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (using iterators).
template<ConvertibleToSymbolWrapperCollection SymbolsCollection>
void	setSymbols (SymbolsCollection &&collection) const noexcept
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection.
void	setSymbols (std::initializer_list< SymbolWrapper > collection) const noexcept
	Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (initializer list).
void	clear () const noexcept
	Clears the set of subscribed symbols.
bool	isClosed () const noexcept
	Returns true if this subscription is closed.
const std::unordered_set< EventTypeEnum > &	getEventTypes () const noexcept
	Returns a set of subscribed event types.
bool	containsEventType (const EventTypeEnum &eventType) const noexcept
	Returns true if this subscription contains the corresponding event type.
std::vector< SymbolWrapper >	getSymbols () const noexcept
	Returns a set of subscribed symbols (depending on the actual implementation of subscription).
std::vector< SymbolWrapper >	getDecoratedSymbols () noexcept
	Returns a set of decorated symbols (depending on the actual implementation of subscription).
Public Member Functions inherited from dxfcpp::SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.
template<typename T >
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.
template<typename T >
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.
Public Member Functions inherited from dxfcpp::Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static std::shared_ptr< DXFeedSubscription >	create (const EventTypeEnum &eventType) noexcept
	Creates detached subscription for a single event type.
template<typename EventTypeIt >
static std::shared_ptr< DXFeedSubscription >	create (EventTypeIt begin, EventTypeIt end) noexcept
	Creates detached subscription for the given collection of event types.
static std::shared_ptr< DXFeedSubscription >	create (std::initializer_list< EventTypeEnum > eventTypes) noexcept
	Creates detached subscription for the given collection of event types.
template<typename EventTypesCollection >
static std::shared_ptr< DXFeedSubscription >	create (EventTypesCollection &&eventTypes) noexcept
	Creates detached subscription for the given collection of event types.

Detailed Description

Subscription for a set of symbols and event types.

Member Function Documentation

addEventListener() [1/2]

template<typename EventListener >

std::size_t dxfcpp::DXFeedSubscription::addEventListener ( EventListener && listener )

inlinenoexcept

Adds listener for events.

Event lister can be added only when subscription is not producing any events. The subscription must be either empty (its set of symbols is empty or not attached to any feed (its set of change listeners is empty).

This method does nothing if this subscription is closed.

Example:

auto sub = endpoint->getFeed()->createSubscription({dxfcpp::Quote::TYPE, dxfcpp::TimeAndSale::TYPE});
 
sub->addEventListener([](auto &&events) {
    for (const auto &e : events) {
        if (auto quote = e->template sharedAs<dxfcpp::Quote>(); quote) {
            std::cout << "Q   : " + quote->toString() << std::endl;
        } else if (auto tns = e->template sharedAs<dxfcpp::TimeAndSale>(); tns) {
            std::cout << "TnS : " + tns->toString() << std::endl;
        }
    }
});
 
sub->addSymbols({"$TOP10L/Q", "$SP500#45", "$TICK", "SPX"});

Template Parameters

EventListener

The listener type. Listener can be callable with signature: void(const std::vector<std::shared_ptr<EventType>&)

Parameters

listener

The event listener

Returns

The listener id

addEventListener() [2/2]

template<typename EventT >

std::size_t dxfcpp::DXFeedSubscription::addEventListener ( std::function< void(const std::vector< std::shared_ptr< EventT > > &)> && listener )

inlinenoexcept

Adds typed listener for events.

Event lister can be added only when subscription is not producing any events. The subscription must be either empty (its set of symbols is empty or not attached to any feed (its set of change listeners is empty).

This method does nothing if this subscription is closed.

Example:

auto sub = endpoint->getFeed()->createSubscription({dxfcpp::Quote::TYPE, dxfcpp::TimeAndSale::TYPE});
 
sub->addEventListener(std::function([](const std::vector<std::shared_ptr<dxfcpp::Quotes>> &quotes) -> void {
    for (const auto &q : quotes) {
        std::cout << "Q    : " + q->toString() << std::endl;
    }
}));
 
sub->addEventListener<dxfcpp::TimeAndSale>([](const auto &timeAndSales) -> void {
    for (const auto &tns : timeAndSales) {
        std::cout << "TnS : " + tns->toString() << std::endl;
    }
});
 
sub->addEventListener<dxfcpp::MarketEvent>([](const auto &marketEvents) -> void {
    for (const auto &me : marketEvents) {
        std::cout << "Market Event's symbol: " + me->getEventSymbol() << std::endl;
    }
});
 
sub->addSymbols({"$TOP10L/Q", "AAPL", "$TICK", "SPX"});

Template Parameters

EventT

The event type (EventType's child with field TYPE, convertible to EventTypeEnum or MarketEvent or LastingEvent or TimeSeriesEvent or IndexedEvent)

Parameters

listener

The listener. Listener can be callable with signature: void(const std::vector<std::shared_ptr<EventT>&)

Returns

The listener id

addSymbols() [1/4]

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>

void dxfcpp::DXFeedSubscription::addSymbols ( const SymbolsCollection & collection ) const

inlinenoexcept

Adds the specified collection of symbols to the set of subscribed symbols.

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->addSymbols(std::vector{"AAPL", "IBM"});
sub->addSymbols(v);

Template Parameters

SymbolsCollection

The symbols collection's type

Parameters

collection

The symbols collection

addSymbols() [2/4]

void dxfcpp::DXFeedSubscription::addSymbols ( const SymbolWrapper & symbolWrapper ) const

inlinenoexcept

Adds the specified symbol to the set of subscribed symbols.

This is a convenience method to subscribe to one symbol at a time that has a return fast-path for a case when the symbol is already in the set. When subscribing to multiple symbols at once it is preferable to use addSymbols(symbols) method.

Example:

sub->addSymbols("TSLA");
sub->addSymbols("XBT/USD:GDAX"s);
sub->addSymbols("BTC/EUR:CXBITF"sv);

Parameters

symbolWrapper

The symbol.

addSymbols() [3/4]

void dxfcpp::DXFeedSubscription::addSymbols ( std::initializer_list< SymbolWrapper > collection ) const

inlinenoexcept

Adds the specified collection (initializer list) of symbols to the set of subscribed symbols.

Example:

sub->addSymbols({"AAPL", "IBM"sv, "TSLA"s, "GOOG"_s});

Parameters

collection

The symbols collection

addSymbols() [4/4]

template<typename SymbolIt >

void dxfcpp::DXFeedSubscription::addSymbols ( SymbolIt begin, SymbolIt end ) const

inlinenoexcept

Adds the specified collection (using iterators) of symbols to the set of subscribed symbols.

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->addSymbols(v.begin(), v.end());

Template Parameters

SymbolIt

The collection's iterator type

Parameters

begin	The beginning of the collection of symbols.
end	The end of symbol collection.

attach()

void dxfcpp::DXFeedSubscription::attach ( std::shared_ptr< DXFeed > feed )

noexcept

Attaches subscription to the specified feed.

Parameters

feed	The feed to attach to.

close()

void dxfcpp::DXFeedSubscription::close ( )

inlinenoexcept

Closes this subscription and makes it permanently detached.

This method notifies all installed instances of subscription change listeners by invoking subscriptionClosed while holding the lock for this subscription. This method clears lists of all installed event listeners and subscription change listeners and makes sure that no more listeners can be added.

containsEventType()

bool dxfcpp::DXFeedSubscription::containsEventType ( const EventTypeEnum & eventType ) const

inlinenoexcept

Returns true if this subscription contains the corresponding event type.

Returns

true if this subscription contains the corresponding event type.

See also

DXFeedSubscription::getEventTypes()

create() [1/4]

static std::shared_ptr< DXFeedSubscription > dxfcpp::DXFeedSubscription::create ( const EventTypeEnum & eventType )

inlinestaticnoexcept

Creates detached subscription for a single event type.

Example:

auto sub = dxfcpp::DXFeedSubscription::create(dxfcpp::Quote::TYPE);

Parameters

eventType

the event type.

create() [2/4]

template<typename EventTypeIt >

static std::shared_ptr< DXFeedSubscription > dxfcpp::DXFeedSubscription::create ( EventTypeIt begin, EventTypeIt end )

inlinestaticnoexcept

Creates detached subscription for the given collection of event types.

Example:

auto eventTypes = {dxfcpp::Quote::TYPE, dxfcpp::TimeAndSale::TYPE};
 
auto sub = dxfcpp::DXFeedSubscription::create(eventTypes.begin(), eventTypes.end());

std::vector types{dxfcpp::Quote::TYPE, dxfcpp::Trade::TYPE, dxfcpp::Summary::TYPE};
 
auto sub = dxfcpp::DXFeedSubscription::create(types.begin(), types.end());

Template Parameters

EventTypeIt

The collection's iterator type

Parameters

begin	The beginning of the collection of event types.
end	The end of event type collection.

Returns

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

create() [3/4]

template<typename EventTypesCollection >

static std::shared_ptr< DXFeedSubscription > dxfcpp::DXFeedSubscription::create ( EventTypesCollection && eventTypes )

inlinestaticnoexcept

Creates detached subscription for the given collection of event types.

Example:

auto sub = dxfcpp::DXFeedSubscription::create(std::unordered_set{dxfcpp::Quote::TYPE,
dxfcpp::TimeAndSale::TYPE});

std::vector types = {dxfcpp::Quote::TYPE, dxfcpp::TimeAndSale::TYPE};
auto sub = dxfcpp::DXFeedSubscription::create(types);

Template Parameters

EventTypesCollection

The type of the collection of event types

Parameters

eventTypes

The event type collection.

Returns

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

create() [4/4]

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

inlinestaticnoexcept

Creates detached subscription for the given collection of event types.

Example:

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

Parameters

eventTypes

The event type collection.

Returns

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

detach()

void dxfcpp::DXFeedSubscription::detach ( std::shared_ptr< DXFeed > feed )

noexcept

Detaches subscription from the specified feed.

Parameters

feed	The feed to detach from.

getDecoratedSymbols()

std::vector< SymbolWrapper > dxfcpp::DXFeedSubscription::getDecoratedSymbols ( )

inlinenoexcept

Returns a set of decorated symbols (depending on the actual implementation of subscription).

The resulting set maybe either a snapshot of the set of the subscribed symbols at the time of invocation or a weakly consistent view of the set.

Returns

A set of decorated subscribed symbols.

getEventTypes()

const std::unordered_set< EventTypeEnum > & dxfcpp::DXFeedSubscription::getEventTypes ( ) const

inlinenoexcept

Returns a set of subscribed event types.

Returns

A set of subscribed event types.

getSymbols()

std::vector< SymbolWrapper > dxfcpp::DXFeedSubscription::getSymbols ( ) const

inlinenoexcept

Returns a set of subscribed symbols (depending on the actual implementation of subscription).

The resulting set maybe either a snapshot of the set of the subscribed symbols at the time of invocation or a weakly consistent view of the set.

Returns

A set of subscribed symbols.

isClosed()

bool dxfcpp::DXFeedSubscription::isClosed ( ) const

inlinenoexcept

Returns true if this subscription is closed.

Returns

true if this subscription is closed.

See also

DXFeedSubscription::close()

onEvent()

auto & dxfcpp::DXFeedSubscription::onEvent ( )

inlinenoexcept

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

Listener can be callable with signature: void(const std::vector<std::shared_ptr<EventType>&)

Example:

auto sub = endpoint->getFeed()->createSubscription({dxfcpp::Quote::TYPE, dxfcpp::TimeAndSale::TYPE});
auto id = sub->onEvent() += [](auto &&events) {
    for (const auto &e : events) {
        if (auto quote = e->template sharedAs<dxfcpp::Quote>(); quote) {
            std::cout << "Q   : " + quote->toString() << std::endl;
        } else if (auto tns = e->template sharedAs<dxfcpp::TimeAndSale>(); tns) {
            std::cout << "TnS : " + tns->toString() << std::endl;
        }
    }
};
 
sub->addSymbols({"$TOP10L/Q", "$SP500#45", "$TICK", "SPX"});
sub->onEvent() -= id;

Returns

The incoming events' handler (delegate)

removeEventListener()

void dxfcpp::DXFeedSubscription::removeEventListener ( std::size_t listenerId )

inlinenoexcept

Removes listener for events.

Example:

auto id = sub->addEventListener([](auto){});
 
sub->removeEventListener(id);

Parameters

listenerId

The listener id

removeSymbols() [1/4]

void dxfcpp::DXFeedSubscription::removeSymbols ( const SymbolWrapper & symbolWrapper ) const

inlinenoexcept

Removes the specified symbol from the set of subscribed symbols.

To conveniently remove one or few symbols you can use removeSymbols(symbols) method.

Example:

sub->removeSymbols("TSLA");
sub->removeSymbols("XBT/USD:GDAX"s);
sub->removeSymbols("BTC/EUR:CXBITF"sv);

Parameters

symbolWrapper

The symbol.

removeSymbols() [2/4]

void dxfcpp::DXFeedSubscription::removeSymbols ( std::initializer_list< SymbolWrapper > collection ) const

inlinenoexcept

Removes the specified collection (initializer list) of symbols from the set of subscribed symbols.

Example:

sub->removeSymbols({"AAPL", "IBM"sv, "TSLA"s, "GOOG"_s});

Parameters

collection

The symbols collection

removeSymbols() [3/4]

template<typename SymbolIt >

void dxfcpp::DXFeedSubscription::removeSymbols ( SymbolIt begin, SymbolIt end ) const

inlinenoexcept

Removes the specified collection (using iterators) of symbols from the set of subscribed symbols.

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->removeSymbols(v.begin(), v.end());

Template Parameters

SymbolIt

The collection's iterator type

Parameters

begin	The beginning of the collection of symbols.
end	The end of symbol collection.

removeSymbols() [4/4]

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>

void dxfcpp::DXFeedSubscription::removeSymbols ( SymbolsCollection && collection ) const

inlinenoexcept

Removes the specified collection of symbols from the set of subscribed symbols.

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->removeSymbols(std::vector{"AAPL", "IBM"});
sub->removeSymbols(v);

Template Parameters

SymbolsCollection

The symbols collection's type

Parameters

collection

The symbols collection

setSymbols() [1/3]

void dxfcpp::DXFeedSubscription::setSymbols ( std::initializer_list< SymbolWrapper > collection ) const

inlinenoexcept

Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (initializer list).

Example:

sub->setSymbols({"AAPL", "IBM"sv, "TSLA"s, "GOOG"_s});

Parameters

collection

The symbols collection

setSymbols() [2/3]

template<typename SymbolIt >

void dxfcpp::DXFeedSubscription::setSymbols ( SymbolIt begin, SymbolIt end ) const

inlinenoexcept

Changes the set of subscribed symbols so that it contains just the symbols from the specified collection (using iterators).

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->setSymbols(v.begin(), v.end());

Template Parameters

SymbolIt

The collection's iterator type

Parameters

begin	The beginning of the collection of symbols.
end	The end of symbol collection.

setSymbols() [3/3]

template<ConvertibleToSymbolWrapperCollection SymbolsCollection>

void dxfcpp::DXFeedSubscription::setSymbols ( SymbolsCollection && collection ) const

inlinenoexcept

Changes the set of subscribed symbols so that it contains just the symbols from the specified collection.

Example:

auto v = std::vector<dxfcpp::SymbolWrapper>{"XBT/USD:GDAX"s, "BTC/EUR:CXBITF"sv, "TSLA", "GOOG"_s};
 
sub->setSymbols(std::vector{"AAPL", "IBM"});
sub->setSymbols(v);

Template Parameters

SymbolsCollection

The symbols collection's type

Parameters

collection

The symbols collection

toString()

std::string dxfcpp::DXFeedSubscription::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns

a string representation

Reimplemented from dxfcpp::SharedEntity.