TimeSeriesTxModel< E > Struct Template Reference

An incremental model for time-series events. More...

#include <TimeSeriesTxModel.hpp>

Inheritance diagram for TimeSeriesTxModel< E >:

Classes
struct	Builder
	A builder class for creating an instance of TimeSeriesTxModel. More...

Public Member Functions
	~TimeSeriesTxModel () noexcept override
	Calls close method and destructs this model.
bool	isBatchProcessing () const
	Returns whether batch processing is enabled.
bool	isSnapshotProcessing () const
	Returns whether snapshot processing is enabled.
void	attach (const std::shared_ptr< DXFeed > &feed) const
	Attaches this model to the specified feed.
void	detach (const std::shared_ptr< DXFeed > &feed) const
	Detaches this model from the specified feed.
void	close () const
	Closes this model and makes it permanently detached.
std::int64_t	getFromTime () const
	Returns the time from which to subscribe for time-series, or std::numeric_limits<std::int64_t>::max() if this model is not subscribed (this is a default value).
void	setFromTime (std::int64_t fromTime) const
	Sets the time from which to subscribe for time-series.
void	setFromTime (std::chrono::milliseconds fromTime) const
	Sets the time from which to subscribe for time-series.
std::string	toString () const override
	Returns a string representation of the current object.
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< Builder >	newBuilder ()
	Factory method to create a new builder for this model.
Static Public Member Functions inherited from RequireMakeShared< TimeSeriesTxModel< E > >
static auto	createShared (Args &&...args)
	Creates smart pointer to object.

Additional Inherited Members
Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Detailed Description

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

An incremental model for time-series events.

This model manages all snapshot and transaction logic, subscription handling, and listener notifications.

This model is designed to handle incremental transactions. Users of this model only see the list of events in a consistent state. This model delays incoming events that are part of an incomplete snapshot or ongoing transaction until the snapshot is complete or the transaction has ended. This model notifies the user of received transactions through an installed listener.

Configuration

This model must be configured using the builder, as most configuration settings cannot be changed once the model is built. This model requires configuration with a symbol and a fromTime for subscription, and it must be attached to a DXFeed instance to begin operation. For ease of use, some of these configurations can be changed after the model is built, see setFromTime, attach.

This model only supports single symbol subscriptions; multiple symbols cannot be configured.

Resource management and closed models

Attached model is a potential memory leak. If the pointer to attached model is lost, then there is no way to detach this model from the feed.

The convenient way to detach model from the feed is to call its close method (it is automatically called when the destructor is called, i.e. RAII). Closed model becomes permanently detached from all feeds, removes all its listeners.

Threads and locks

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

Sample:

auto feed = DXEndpoint::getInstance(DXEndpoint::Role::FEED)->connect("demo.dxfeed.com:7300")->getFeed();
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;
});
auto model = TimeSeriesTxModel<Candle>::newBuilder()
                 ->withFeed(feed)
                 ->withBatchProcessing(true)
                 ->withSnapshotProcessing(true)
                 ->withFromTime(std::chrono::milliseconds(dxfcpp::now()) - std::chrono::days(3))
                 ->withListener(listener)
                 ->withSymbol(CandleSymbol::valueOf("AAPL&Q{=1m}"))
                 ->build();
 
std::this_thread::sleep_for(10s);

Template Parameters

E	The type of event (derived from TimeSeriesEvent)

Member Function Documentation

attach()

template<Derived< TimeSeriesEvent > E>

void TimeSeriesTxModel< E >::attach ( const std::shared_ptr< DXFeed > & feed ) const

inline

Attaches this model to the specified feed.

Technically, this model can be attached to multiple feeds at once, but this is rarely needed and not recommended.

Parameters

feed	The feed to attach to.

close()

template<Derived< TimeSeriesEvent > E>

void TimeSeriesTxModel< E >::close ( ) const

inline

Closes this model and makes it permanently detached.

This method clears installed listener.

Referenced by TimeSeriesTxModel< E >::~TimeSeriesTxModel().

detach()

template<Derived< TimeSeriesEvent > E>

void TimeSeriesTxModel< E >::detach ( const std::shared_ptr< DXFeed > & feed ) const

inline

Detaches this model from the specified feed.

Parameters

feed	The feed to detach from.

getFromTime()

template<Derived< TimeSeriesEvent > E>

std::int64_t TimeSeriesTxModel< E >::getFromTime ( ) const

inline

Returns the time from which to subscribe for time-series, or std::numeric_limits<std::int64_t>::max() if this model is not subscribed (this is a default value).

Returns

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

isBatchProcessing()

template<Derived< TimeSeriesEvent > E>

bool TimeSeriesTxModel< E >::isBatchProcessing ( ) const

inline

Returns whether batch processing is enabled.

See withBatchProcessing.

Returns

true if batch processing is enabled; false otherwise.

isSnapshotProcessing()

template<Derived< TimeSeriesEvent > E>

bool TimeSeriesTxModel< E >::isSnapshotProcessing ( ) const

inline

Returns whether snapshot processing is enabled.

See withSnapshotProcessing.

Returns

true if snapshot processing is enabled; false otherwise.

newBuilder()

template<Derived< TimeSeriesEvent > E>

static std::shared_ptr< Builder > TimeSeriesTxModel< E >::newBuilder ( )

inlinestatic

Factory method to create a new builder for this model.

auto builder = model->newBuilder();

Returns

A new builder instance.

setFromTime() [1/2]

template<Derived< TimeSeriesEvent > E>

void TimeSeriesTxModel< E >::setFromTime ( std::chrono::milliseconds fromTime ) const

inline

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

If this time has already been set, nothing happens.

Parameters

fromTime

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

setFromTime() [2/2]

template<Derived< TimeSeriesEvent > E>

void TimeSeriesTxModel< E >::setFromTime ( std::int64_t fromTime ) const

inline

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

If this time has already been set, nothing happens.

Parameters

fromTime

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

toString()

template<Derived< TimeSeriesEvent > E>

std::string TimeSeriesTxModel< E >::toString ( ) const

inlineoverridevirtual

Returns a string representation of the current object.

Returns

a string representation

Reimplemented from SharedEntity.