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

#include <DXFeedSubscription.hpp>

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

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

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

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

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

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

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

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

Friends
struct	DXFeed

Detailed Description

Subscription for a set of symbols and event types.

Member Function Documentation

◆ addEventListener() [1/2]

template<typename EventListener >

std::size_t 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 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 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 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.

References toString().

◆ addSymbols() [3/4]

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

inline

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()

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

noexcept

Attaches subscription to the specified feed.

Parameters

feed	The feed to attach to.

◆ close()

void 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.

References toString().

◆ containsEventType()

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

inlinenoexcept

Returns true if this subscription contains the corresponding event type.

Parameters

eventType The type of event that is checked.

Returns: true if this subscription contains the corresponding event type.

See also: DXFeedSubscription::getEventTypes()

◆ create() [1/4]

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

inlinestatic

Creates detached subscription for a single event type.

Example:

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

Parameters

eventType the event type.

References EventTypeEnum::getName().

◆ create() [2/4]

template<typename EventTypeIt >

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

inlinestatic

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 > DXFeedSubscription::create ( EventTypesCollection && eventTypes )

inlinestatic

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 > DXFeedSubscription::create ( std::initializer_list< EventTypeEnum > eventTypes )

inlinestatic

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 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 > 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.

References toString().

◆ getEventTypes()

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

inlinenoexcept

Returns a set of subscribed event types.

Returns: A set of subscribed event types.

◆ getSymbols()

std::vector< SymbolWrapper > 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.

References toString().

◆ isClosed()

bool DXFeedSubscription::isClosed ( ) const

inlinenoexcept

Returns true if this subscription is closed.

Returns: true if this subscription is closed.

See also: DXFeedSubscription::close()

References toString().

◆ onEvent()

auto & 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 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 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.

References toString().

◆ removeSymbols() [2/4]

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

inline

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

inline

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 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 DXFeedSubscription::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from SharedEntity.

Referenced by addSymbols(), clear(), close(), getDecoratedSymbols(), getSymbols(), isClosed(), and removeSymbols().

Public Types

Public Member Functions

Static Public Member Functions

Friends

Detailed Description

Member Function Documentation

◆ addEventListener() [1/2]

◆ addEventListener() [2/2]

◆ addSymbols() [1/4]

◆ addSymbols() [2/4]

◆ addSymbols() [3/4]

◆ addSymbols() [4/4]

◆ attach()

◆ close()

◆ containsEventType()

◆ create() [1/4]

◆ create() [2/4]

◆ create() [3/4]

◆ create() [4/4]

◆ detach()

◆ getDecoratedSymbols()

◆ getEventTypes()

◆ getSymbols()

◆ isClosed()

◆ onEvent()

◆ removeEventListener()

◆ removeSymbols() [1/4]

◆ removeSymbols() [2/4]

◆ removeSymbols() [3/4]

◆ removeSymbols() [4/4]

◆ setSymbols() [1/3]

◆ setSymbols() [2/3]

◆ setSymbols() [3/3]

◆ toString()