Provides on-demand historical tick data replay controls. More...

#include <OnDemandService.hpp>

Inheritance diagram for OnDemandService:

Public Types
using	Ptr = std::shared_ptr<OnDemandService>
	The alias to a type of shared pointer to the OnDemandService object.

using	Unique = std::unique_ptr<OnDemandService>
	The alias to a type of unique pointer to the OnDemandService 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::shared_ptr< DXEndpoint >	getEndpoint () const noexcept
	Returns DXEndpoint that is associated with this on-demand service.

bool	isReplaySupported () const noexcept
	Returns `true` when on-demand historical data replay mode is supported.

bool	isReplay () const noexcept
	Returns `true` when this on-demand historical data replay service is in replay mode.

bool	isClear () const noexcept
	Returns `true` when this on-demand historical data replay service is in clear mode.

std::int64_t	getTime () const noexcept
	Returns current or last on-demand historical data replay time.

double	getSpeed () const noexcept
	Returns on-demand historical data replay speed.

void	replay (std::int64_t time) const noexcept
	Turns on-demand historical data replay mode from a specified time with real-time speed.

void	replay (std::int64_t time, double speed) const noexcept
	Turns on-demand historical data replay mode from a specified time and with a specified speed.

void	pause () const noexcept
	Pauses on-demand historical data replay and keeps data snapshot.

void	stopAndResume () const noexcept
	Stops on-demand historical data replay and resumes ordinary data feed.

void	stopAndClear () const noexcept
	Stops incoming data and clears it without resuming data updates.

void	setSpeed (double speed) const noexcept
	Changes on-demand historical data replay speed while continuing replay at current time.

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 noexcept
	Returns a string representation of the current object.

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

Static Public Member Functions
static std::shared_ptr< OnDemandService >	getInstance () noexcept
	Returns on-demand service for the default DXEndpoint instance with ON_DEMAND_FEED role that is not connected to any other real-time or delayed data feed.

static std::shared_ptr< OnDemandService >	getInstance (std::shared_ptr< DXEndpoint > endpoint)
	Returns on-demand service for the specified DXEndpoint.

Detailed Description

Provides on-demand historical tick data replay controls.

This class is used to seamlessly transition from ordinary real-time or delayed data feed to the replay of the tick-by-tick history of market data behaviour without any changes to the code that consumes and process these market events.

As single OnDemandService instance is conceptually associated with each DXEndpoint endpoint instance with the role of FEED or ON_DEMAND_FEED. You can retrieve OnDemandService instance that is associated with a given DXEndpoint using getInstance(endpoint) method.

For example, OnDemandService instance for a default DXFeed that is featured in the documentation of DXFeed class and is retrieved via DXFeed::getInstance() method can be acquired with the following code:


auto endpoint = DXEndpoint::getInstance();
auto onDemand = OnDemandService::getInstance(endpoint);

This instance can be used for on-demand historical tick data replay only when endpoint is connected to the on-demand data provider and the appropriate credentials are provided. isReplaySupported returns true when it is so.

On-demand replay is started with replay method that takes time as a parameter. DXFeed is then disconnected from other data providers, pre-buffers historical tick data for replay, and starts replay of the data as if it was coming from the data feeds now. All the usual APIs that are part of DXFeed like subscription and various dxFeed models can be used normally as with the ordinary real-time or delayed data feed.

Replay speed can be changed on the fly with setSpeed method or it can be set initially when starting replay with a two-argument version of replay method. pause method is the same as setSpeed(0).

stopAndResume method stops data replay and resumes ordinary real-time or delayed data feed that was used before replay method was invoked. Endpoints with a role of ON_DEMAND_FEED do not have an ordinary feed (they are essentially on-demand only) and thus stopAndResume method works like stopAndClear for them.

State and change notifications

On-demand historical tick data replay state can be queried with isReplaySupported, isReplay, getSpeed, and getTime methods.

Threads and locks

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

Member Function Documentation

◆ getEndpoint()

std::shared_ptr< DXEndpoint > OnDemandService::getEndpoint ( ) const

noexcept

Returns DXEndpoint that is associated with this on-demand service.

Returns: DXEndpoint that is associated with this on-demand service.

◆ getInstance() [1/2]

std::shared_ptr< OnDemandService > OnDemandService::getInstance ( )

staticnoexcept

Returns on-demand service for the default DXEndpoint instance with ON_DEMAND_FEED role that is not connected to any other real-time or delayed data feed.

This method is a shortcut for:


OnDemandService::getInstance(DXEndpoint::getInstance(DXEndpoint::Role::ON_DEMAND_FEED))

If you need an instance of OnDemandService to seamlessly switch from other real-time or delayed data feed to on-demand historical tick data replay, then use {getInstance(endpoint) method for a specific endpoint that you are using.

Returns: on-demand endpoint for the default DXEndpoint instance.

References DXEndpoint::ON_DEMAND_FEED.

◆ getInstance() [2/2]

std::shared_ptr< OnDemandService > OnDemandService::getInstance ( std::shared_ptr< DXEndpoint > endpoint )

static

Returns on-demand service for the specified DXEndpoint.

Each DXEndpoint is conceptually associated with a single instance of on-demand service to control its historic data replay and this method returns this instance. The endpoint must have a role of FEED or ON_DEMAND_FEED.

Parameters

endpoint the endpoint.

Returns: the on-demand service.

◆ getSpeed()

double OnDemandService::getSpeed ( ) const

noexcept

Returns on-demand historical data replay speed.

Speed is measured with respect to the real-time playback speed. The result of this method is zero when this service is not in replay mode. The speed is set when starting replay by replay(time, speed) method and with setSpeed(speed) method during replay.

Returns: on-demand historical data replay speed.

◆ getTime()

std::int64_t OnDemandService::getTime ( ) const

noexcept

Returns current or last on-demand historical data replay time.

In replay mode this is the time that is being currently replayed, otherwise this is the last time that was replayed. If replay was never started, then result is 0.

Returns: current or last on-demand historical data replay time in millis.

◆ isClear()

bool OnDemandService::isClear ( ) const

noexcept

Returns true when this on-demand historical data replay service is in clear mode.

Clear mode is in effect after invocation of stopAndClear method and before invocation stopAndResume or replay methods.

Returns: true when this on-demand historical data replay service is in clear mode.

◆ isReplay()

bool OnDemandService::isReplay ( ) const

noexcept

Returns true when this on-demand historical data replay service is in replay mode.

Replay mode is in effect after invocation of replay method and before invocation stopAndResume or stopAndClear methods.

Returns: true when this on-demand historical data replay service is in replay mode.

◆ isReplaySupported()

bool OnDemandService::isReplaySupported ( ) const

noexcept

Returns true when on-demand historical data replay mode is supported.

DXEndpoint should be connected to an address with "(ondemand:<address>)" component that specifies an on-demand historical data provider address. When this method returns false, replay method does nothing.

Returns: true when on-demand historical data replay mode is supported.

◆ pause()

void OnDemandService::pause ( ) const

noexcept

Pauses on-demand historical data replay and keeps data snapshot.

This method can only be called in replay mode. This is a shortcut for:


    setSpeed(0);

This method atomically captures current replay time and pauses at it. After invocation of this method:

OnDemandService::isReplay() returns true.
OnDemandService::isClear() returns false.
OnDemandService::getTime() returns time where replay was paused at.
OnDemandService::getSpeed() returns 0.

◆ replay() [1/2]

void OnDemandService::replay ( std::int64_t time ) const

noexcept

Turns on-demand historical data replay mode from a specified time with real-time speed.

This is a shortcut for:


    replay(time, 1);

This method can be used only when OnDemandService::isReplaySupported() method returns true, that is when DXEndpoint is connected to an address with "(ondemand:<address>)" component that specifies an on-demand historical data provider address.

Parameters

time	time (timestamp in millis) to start replay from.

◆ replay() [2/2]

void OnDemandService::replay	(	std::int64_t	time,
		double	speed ) const

noexcept

Turns on-demand historical data replay mode from a specified time and with a specified speed.

This method can be used only when OnDemandService::isReplaySupported() method returns true, that is when DXEndpoint is connected to an address with "(ondemand:<address>)" component that specifies an on-demand historical data provider address.

After invocation of this method:

OnDemandService::isReplay() returns true.
OnDemandService::isClear() returns false.
OnDemandService::getTime() returns time that is currently being replayed.
OnDemandService::getSpeed() returns speed.

Parameters

time	time (timestamp in millis) to start replay from.
speed	speed to start replay with. Use 1 for real-time speed, >1 for faster than real-time speed, <1 for slower than real-time speed, and 0 for pause.

◆ setSpeed()

void OnDemandService::setSpeed ( double speed ) const

noexcept

Changes on-demand historical data replay speed while continuing replay at current time.

Speed is measured with respect to the real-time playback speed. This method can only be called with non-zero speed in replay mode.

Parameters

speed on-demand historical data replay speed.

◆ stopAndClear()

void OnDemandService::stopAndClear ( ) const

noexcept

Stops incoming data and clears it without resuming data updates.

This method works both in on-demand historical data replay mode and for ordinary data feed. All incoming data updates are suspended and current data is cleared. After invocation of this method:

OnDemandService::isReplay() returns false.
OnDemandService::isClear() returns true.
OnDemandService::getTime() returns last replayed time.
OnDemandService::getSpeed() returns 0.

Ordinary data feed can be resumed with OnDemandService::stopAndResume() method and on-demand historical data replay can be continued with replay(...) method.

◆ stopAndResume()

void OnDemandService::stopAndResume ( ) const

noexcept

Stops on-demand historical data replay and resumes ordinary data feed.

This method has no effect when invoked not in replay mode. After invocation of this method:

OnDemandService::isReplay() returns false.
OnDemandService::isClear() returns false.
OnDemandService::getTime() returns last replayed time.
OnDemandService::getSpeed() returns 0.

To stop on-demand historical data replay without resuming ordinary data feed use either OnDemandService::pause() to keep data snapshot or OnDemandService::stopAndClear() to clear data.

Note, that endpoints with a role of ON_DEMAND_FEED do not have an ordinary feed (they are essentially on-demand only) and thus stopAndResume method works like stopAndClear for them.

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

State and change notifications

Threads and locks

Member Function Documentation

◆ getEndpoint()

◆ getInstance() [1/2]

◆ getInstance() [2/2]

◆ getSpeed()

◆ getTime()

◆ isClear()

◆ isReplay()

◆ isReplaySupported()

◆ pause()

◆ replay() [1/2]

◆ replay() [2/2]

◆ setSpeed()

◆ stopAndClear()

◆ stopAndResume()