6#include "../internal/Conf.hpp"
10#include "../internal/CEntryPointErrors.hpp"
11#include "../internal/Common.hpp"
12#include "../internal/Isolate.hpp"
13#include "../internal/JavaObjectHandle.hpp"
14#include "../internal/managers/EntityManager.hpp"
15#include "../promise/Promise.hpp"
20#include <unordered_set>
26struct IndexedTxModelImpl;
27struct TimeSeriesTxModelImpl;
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124 friend struct TimeSeriesTxModelImpl;
125 friend struct IndexedTxModelImpl;
128 JavaObjectHandle<
DXFeed> handle_;
129 static std::shared_ptr<
DXFeed> create(
void *feedHandle);
131 void *getLastEventPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol)
const;
133 void *getLastEventsPromisesImpl(
const EventTypeEnum &eventType,
void *graalSymbolList)
const;
135 void *getIndexedEventsPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol,
138 void *getTimeSeriesPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol, std::int64_t fromTime,
139 std::int64_t toTime)
const;
142 const SymbolWrapper &symbol)
const;
144 std::vector<std::shared_ptr<EventType>> getIndexedEventsIfSubscribedImpl(
const EventTypeEnum &eventType,
145 const SymbolWrapper &symbol,
148 std::vector<std::shared_ptr<EventType>> getTimeSeriesIfSubscribedImpl(
const EventTypeEnum &eventType,
149 const SymbolWrapper &symbol,
150 std::int64_t fromTime,
151 std::int64_t toTime)
const;
154 createTimeSeriesSubscriptionHandleFromEventClassList(
const std::unique_ptr<EventClassList> &list);
160 ~DXFeed()
noexcept override;
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246 if (
auto last = getLastEventIfSubscribed<E>(event->getEventSymbol())) {
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268 std::is_same_v<Element, std::shared_ptr<Event>> && std::is_base_of_v<
LastingEvent, Event>,
269 "The collection element must be of type `std::shared_ptr<Event>`, where `Event` is a descendant of "
272 for (
auto e : events) {
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308 return getLastEventIfSubscribedImpl(E::TYPE, symbol)->
template sharedAs<E>();
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355 template <
typename EventTypeIt>
357 if constexpr (Debugger::isDebug) {
359 Debugger::debug(
"{}::createSubscription(eventTypes = " + namesToString(begin, end) +
")");
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405 template <
typename EventTypesCollection>
407 if constexpr (Debugger::isDebug) {
409 auto begin = std::begin(eventTypes);
410 auto end = std::end(eventTypes);
412 Debugger::debug(toString() +
"::createSubscription(eventTypes = " + namesToString(begin, end) +
")");
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467 template <
typename EventTypeIt>
469 if constexpr (Debugger::isDebug) {
471 Debugger::debug(
"{}::createTimeSeriesSubscription(eventTypes = " + namesToString(begin, end) +
")");
474 for (EventTypeIt iter = begin; iter != end; ++iter) {
475 if (!iter->isTimeSeries()) {
477 iter->getClassName() +
" is not TimeSeries");
481 auto list = EventClassList::create(begin, end);
482 auto sub = RequireMakeShared<DXFeedTimeSeriesSubscription>::createShared(
483 begin, end, std::move(createTimeSeriesSubscriptionHandleFromEventClassList(list)));
484 auto id = ApiContext::getInstance()->getManager<EntityManager<DXFeedSubscription>>()->registerEntity(sub);
486 dxfcpp::ignoreUnused(id);
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532 template <
typename EventTypesCollection>
534 if constexpr (Debugger::isDebug) {
536 auto dbgBegin = std::begin(eventTypes);
537 auto dbgEnd = std::end(eventTypes);
540 Debugger::debug(toString() +
541 "::createTimeSeriesSubscription(eventTypes = " + namesToString(dbgBegin, dbgEnd) +
")");
544 auto begin = std::begin(eventTypes);
545 auto end = std::end(eventTypes);
547 return createTimeSeriesSubscription(begin, end);
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575 return std::make_shared<Promise<std::shared_ptr<E>>>(getLastEventPromiseImpl(E::TYPE, symbol));
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623 auto list = SymbolWrapper::SymbolListUtils::toGraalListUnique(begin, end);
625 return PromiseList<E>::create(getLastEventsPromisesImpl(E::TYPE, list.get()));
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670 auto begin = std::begin(collection);
671 auto end = std::end(collection);
673 return getLastEventsPromises<E>(begin, end);
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716 return getLastEventsPromises<E>(collection.begin(), collection.end());
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769 return std::make_shared<Promise<std::vector<std::shared_ptr<E>>>>(
770 getIndexedEventsPromiseImpl(E::TYPE, symbol, source));
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826 return convertEvents<EventType, E>(getIndexedEventsIfSubscribedImpl(E::TYPE, symbol, source));
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880 return std::make_shared<Promise<std::vector<std::shared_ptr<E>>>>(
881 getTimeSeriesPromiseImpl(E::TYPE, symbol, fromTime, toTime));
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932 std::int64_t toTime)
const {
933 return convertEvents<EventType, E>(getTimeSeriesIfSubscribedImpl(E::TYPE, symbol, fromTime, toTime));
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984 std::chrono::milliseconds fromTime,
985 std::chrono::milliseconds toTime)
const {
986 return getTimeSeriesIfSubscribed<E>(symbol, fromTime.count(), toTime.count());
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1000 std::int64_t fromTime)
const {
1001 return getTimeSeriesIfSubscribed<E>(symbol, fromTime, std::numeric_limits<std::int64_t>::max());
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1015 std::chrono::milliseconds fromTime)
const {
1016 return getTimeSeriesIfSubscribed<E>(symbol, fromTime.count());
1019 std::string
toString()
const override;
#define DXFCXX_DISABLE_MSC_WARNINGS_POP()
Definition Conf.hpp:22
#define DXFCPP_CXX20_CONSTEXPR_STRING
Definition Conf.hpp:121
#define DXFCPP_END_NAMESPACE
Definition Conf.hpp:70
#define DXFCPP_BEGIN_NAMESPACE
Definition Conf.hpp:67
#define DXFCXX_DISABLE_GCC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:38
#define DXFCXX_DISABLE_GCC_WARNINGS_POP()
Definition Conf.hpp:40
#define DXFCXX_DISABLE_MSC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:21
#define DXFCPP_TRACE_ISOLATES
Definition Debug.hpp:19
#define DXFCPP_DEBUG
Definition Debug.hpp:15
#define DXFCPP_TRACE_LISTS
Definition Debug.hpp:22
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_properties(dxfc_dxendpoint_builder_t builder, const dxfc_dxendpoint_property_t **properties, size_t size)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.cpp:703
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_password(dxfc_dxendpoint_t endpoint, const char *password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:946
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_publisher(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxpublisher_t *publisher)
Definition DXEndpoint.cpp:1136
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_supports_property(dxfc_dxendpoint_builder_t builder, const char *key, DXFC_OUT int *supports)
Checks if a property is supported.
Definition DXEndpoint.cpp:730
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_add_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Adds listener that is notified about changes in state property.
Definition DXEndpoint.cpp:1082
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections.
Definition DXEndpoint.cpp:997
#define DXFCPP_EXPORT
Definition api.h:35
void * dxfc_dxendpoint_builder_t
The dxFeed endpoint's builder handle.
Definition api.h:207
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close_and_await_termination(dxfc_dxendpoint_t endpoint)
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:895
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_not_connected(dxfc_dxendpoint_t endpoint)
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:1048
dxfc_dxendpoint_state_t
Represents the current state of endpoint.
Definition api.h:149
@ DXFC_DXENDPOINT_STATE_CLOSED
Endpoint was closed.
Definition api.h:169
@ DXFC_DXENDPOINT_STATE_NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition api.h:153
@ DXFC_DXENDPOINT_STATE_CONNECTING
The connect function was called to establish connection to remove endpoint, but connection is not act...
Definition api.h:159
@ DXFC_DXENDPOINT_STATE_CONNECTED
The connection to remote endpoint is established.
Definition api.h:164
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of dxFeed endpoint with a FEED role.
Definition DXEndpoint.cpp:788
#define DXFC_OUT
Definition api.h:17
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_state(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_state_t *state)
Returns the state of this endpoint.
Definition DXEndpoint.cpp:1065
void * dxfc_dxendpoint_t
The dxFeed endpoint handle.
Definition api.h:198
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_property(dxfc_dxendpoint_builder_t builder, const char *key, const char *value)
Sets the specified property.
Definition DXEndpoint.cpp:686
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_free(dxfc_dxendpoint_builder_t builder)
Removes a builder from the registry.
Definition DXEndpoint.cpp:776
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_connect(dxfc_dxendpoint_t endpoint, const char *address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:963
dxfc_error_code_t
List of error codes.
Definition api.h:49
@ DXFC_EC_ERROR
The error returned if the current operation cannot be completed.
Definition api.h:60
@ DXFC_EC_SUCCESS
OK.
Definition api.h:53
@ DXFC_EC_G_ERR
dxFeed Graal Native API error.
Definition api.h:57
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_remove_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Removes listener that is notified about changes in state property.
Definition DXEndpoint.cpp:1108
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_name(dxfc_dxendpoint_builder_t builder, const char *name)
Changes name that is used to distinguish multiple endpoints in the same process (GraalVM Isolate) in ...
Definition DXEndpoint.cpp:670
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_set_property(const char *key, const char *value)
Sets the system property indicated by the specified key.
Definition System.cpp:68
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_build(dxfc_dxendpoint_builder_t builder, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Builds the new dxFeed endpoint instance.
Definition DXEndpoint.cpp:747
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_feed(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxfeed_t *feed)
Definition DXEndpoint.cpp:1131
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_await_processed(dxfc_dxendpoint_t endpoint)
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:1031
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close(dxfc_dxendpoint_t endpoint)
Closes this endpoint.
Definition DXEndpoint.cpp:878
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_new_builder(DXFC_OUT dxfc_dxendpoint_builder_t *builder)
Creates new dxFeed endpoint's builder instance.
Definition DXEndpoint.cpp:637
void(* dxfc_dxendpoint_state_change_listener)(dxfc_dxendpoint_state_t old_state, dxfc_dxendpoint_state_t new_state, void *user_data)
The endpoint current state change listener.
Definition api.h:178
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_reconnect(dxfc_dxendpoint_t endpoint)
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:980
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_role(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxendpoint_role_t *role)
Returns the role of this endpoint.
Definition DXEndpoint.cpp:912
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_user(dxfc_dxendpoint_t endpoint, const char *user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:929
DXFCPP_EXPORT dxfc_error_code_t dxfc_system_get_property(const char *key, DXFC_OUT char *buffer, size_t buffer_size)
Gets the system property indicated by the specified key.
dxfc_dxendpoint_role_t
Represents the role of endpoint that was specified during its creation.
Definition api.h:89
@ DXFC_DXENDPOINT_ROLE_PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition api.h:127
@ DXFC_DXENDPOINT_ROLE_STREAM_FEED
STREAM_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED and also connects to the remote data fee...
Definition api.h:116
@ DXFC_DXENDPOINT_ROLE_FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition api.h:99
@ DXFC_DXENDPOINT_ROLE_STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXFC_DXENDPOINT_ROLE_PUBLISHER and also connects to the remot...
Definition api.h:136
@ DXFC_DXENDPOINT_ROLE_LOCAL_HUB
LOCAL_HUB endpoint is a local hub without ability to establish network connections.
Definition api.h:143
@ DXFC_DXENDPOINT_ROLE_ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXFC_DXENDPOINT_ROLE_FEED, but it is designed to be used with d...
Definition api.h:107
void * dxfc_dxpublisher_t
The dxFeed publisher handle.
Definition api.h:217
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create(void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:833
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_instance2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:810
void * dxfc_dxfeed_t
The dxFeed handle.
Definition api.h:212
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_with_role(dxfc_dxendpoint_builder_t builder, dxfc_dxendpoint_role_t role)
Sets role for the created dxFeed endpoint.
Definition DXEndpoint.cpp:653
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_create2(dxfc_dxendpoint_role_t role, void *user_data, DXFC_OUT dxfc_dxendpoint_t *endpoint)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:855
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_free(dxfc_dxendpoint_t endpoint)
Removes the dxFeed endpoint from the registry.
Definition DXEndpoint.cpp:1141
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect_and_clear(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:1014
Builder class for DXEndpoint that supports additional configuration properties.
Definition DXEndpoint.hpp:860
bool supportsProperty(const std::string &key)
Checks if a property is supported.
Definition DXEndpoint.cpp:316
std::shared_ptr< DXEndpoint > build()
Builds DXEndpoint instance.
Definition DXEndpoint.cpp:325
std::shared_ptr< Builder > withProperty(const std::string &key, const std::string &value)
Sets the specified property.
Definition DXEndpoint.cpp:301
std::shared_ptr< Builder > withName(const std::string &name)
Changes name that is used to distinguish multiple endpoints in the same process (GraalVM Isolate) in ...
Definition DXEndpoint.cpp:365
std::shared_ptr< Builder > withProperties(Properties &&properties)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.hpp:949
~Builder() noexcept override
Releases the GraalVM handle.
Definition DXEndpoint.cpp:355
std::shared_ptr< Builder > withRole(Role role)
Sets role for the created DXEndpoint.
Definition DXEndpoint.cpp:289
Subscription for a set of symbols and event types.
Definition DXFeedSubscription.hpp:40
Extends DXFeedSubscription to conveniently subscribe to time-series of events for a set of symbols an...
Definition DXFeedSubscription.hpp:787
The enumeration type that provides additional information about the dxFeed Graal C++-API event type.
Definition EventTypeEnum.hpp:21
bool isTimeSeries() const noexcept
Definition EventTypeEnum.hpp:174
const std::string & getClassName() const &noexcept
Definition EventTypeEnum.hpp:117
bool isLasting() const noexcept
Definition EventTypeEnum.hpp:160
bool isOnlyIndexed() const noexcept
Definition EventTypeEnum.hpp:181
bool isIndexed() const noexcept
Definition EventTypeEnum.hpp:167
std::uint32_t getId() const noexcept
Definition EventTypeEnum.hpp:103
bool isMarket() const noexcept
Definition EventTypeEnum.hpp:188
const std::string & getName() const &noexcept
Definition EventTypeEnum.hpp:110
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:22
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:21
const std::string & name() const noexcept
Returns the string representation of the object.
Definition IndexedEventSource.hpp:90
static IndexedEventSource fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition IndexedEventSource.cpp:32
static const IndexedEventSource DEFAULT
The default source with zero identifier for all events that do not support multiple sources.
Definition IndexedEventSource.hpp:13
std::int32_t id() const noexcept
Returns the source identifier.
Definition IndexedEventSource.hpp:81
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSource.cpp:15
std::string toString() const
Returns the string representation of the object.
Definition IndexedEventSource.hpp:99
IndexedEventSource(std::int32_t id, std::string name) noexcept
Creates the new IndexedEvent's source by id and name.
Definition IndexedEventSource.hpp:73
Represents subscription to a specific source of indexed events.
Definition IndexedEventSubscriptionSymbol.hpp:40
virtual const std::unique_ptr< SymbolWrapper > & getEventSymbol() const
Returns the wrapped event symbol (CandleSymbol, WildcardSymbol, etc).
Definition IndexedEventSubscriptionSymbol.cpp:16
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:24
static IndexedEventSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure ...
Definition IndexedEventSubscriptionSymbol.cpp:46
virtual const std::unique_ptr< IndexedEventSource > & getSource() const
Returns indexed event source.
Definition IndexedEventSubscriptionSymbol.cpp:20
IndexedEventSubscriptionSymbol(const SymbolWrapper &eventSymbol, const IndexedEventSource &source)
Creates indexed event subscription symbol with a specified event symbol and source.
Definition IndexedEventSubscriptionSymbol.cpp:10
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition IndexedEventSubscriptionSymbol.cpp:33
virtual std::string toString() const
Returns string representation of this indexed event subscription symbol.
Definition IndexedEventSubscriptionSymbol.cpp:61
static const OrderSource GLBX
CME Globex.
Definition OrderSource.hpp:352
static const OrderSource smfe
Small Exchange.
Definition OrderSource.hpp:416
static const OrderSource bzx
Bats BZX Exchange.
Definition OrderSource.hpp:280
static const OrderSource DEX
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:247
static const OrderSource NTV
NASDAQ Total View.
Definition OrderSource.hpp:183
static const OrderSource AGGREGATE_ASK
Ask side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:136
static const OrderSource & valueOf(std::int32_t sourceId)
Returns order source for the specified source identifier.
Definition OrderSource.cpp:194
static const OrderSource ESPD
NASDAQ eSpeed.
Definition OrderSource.hpp:207
static const OrderSource CFE
CBOE Futures Exchange.
Definition OrderSource.hpp:392
static const OrderSource ntv
NASDAQ Total View.
Definition OrderSource.hpp:191
static const OrderSource ICE
Intercontinental Exchange.
Definition OrderSource.hpp:223
static const OrderSource BZX
Bats BZX Exchange.
Definition OrderSource.hpp:272
static const OrderSource C2OX
CBOE Options C2 Exchange.
Definition OrderSource.hpp:400
static const OrderSource AGGREGATE
Aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:168
static const OrderSource REGIONAL_ASK
Ask side of a regional Quote.
Definition OrderSource.hpp:120
static const OrderSource REGIONAL_BID
Bid side of a regional Quote.
Definition OrderSource.hpp:111
static const OrderSource igc
IG CFDs Gate.
Definition OrderSource.hpp:512
static const OrderSource ABE
ABE (abe.io) exchange.
Definition OrderSource.hpp:336
static const OrderSource CEUX
Bats Europe DXE Exchange.
Definition OrderSource.hpp:304
static const OrderSource OCEA
Blue Ocean Technologies Alternative Trading System.
Definition OrderSource.hpp:448
static const OrderSource AGGREGATE_BID
Bid side of an aggregate order book (futures depth and NASDAQ Level II).
Definition OrderSource.hpp:128
static const OrderSource BXTR
Bats Europe TRF.
Definition OrderSource.hpp:312
static const OrderSource dex
Direct-Edge EDGX Exchange.
Definition OrderSource.hpp:256
static const OrderSource cedx
Cboe European Derivatives.
Definition OrderSource.hpp:496
static const OrderSource COMPOSITE
Composite Quote.
Definition OrderSource.hpp:147
static const OrderSource COMPOSITE_ASK
Ask side of a composite Quote.
Definition OrderSource.hpp:102
static const OrderSource REGIONAL
Regional Quote.
Definition OrderSource.hpp:158
static const OrderSource XNFI
NASDAQ Fixed Income.
Definition OrderSource.hpp:215
static const OrderSource iex
Investors exchange.
Definition OrderSource.hpp:424
static const OrderSource xeur
Eurex Exchange.
Definition OrderSource.hpp:384
static const OrderSource CEDX
Cboe European Derivatives.
Definition OrderSource.hpp:488
static const OrderSource ISE
International Securities Exchange.
Definition OrderSource.hpp:231
static const OrderSource DEA
Direct-Edge EDGA Exchange.
Definition OrderSource.hpp:239
static const OrderSource glbx
CME Globex.
Definition OrderSource.hpp:360
static const OrderSource ocea
Blue Ocean Technologies Alternative Trading System.
Definition OrderSource.hpp:455
static const OrderSource EDX
EDX Exchange.
Definition OrderSource.hpp:520
static const OrderSource BI20
Borsa Istanbul Exchange.
Definition OrderSource.hpp:328
static const OrderSource NUAM
Nuam Exchange Gate.
Definition OrderSource.hpp:536
static const OrderSource BYX
Bats BYX Exchange.
Definition OrderSource.hpp:264
static const OrderSource IGC
IG CFDs Gate.
Definition OrderSource.hpp:504
static const OrderSource FAIR
FAIR (FairX) exchange.
Definition OrderSource.hpp:344
static const OrderSource BATE
Bats Europe BXE Exchange.
Definition OrderSource.hpp:288
static const OrderSource pink
Pink Sheets.
Definition OrderSource.hpp:464
static const OrderSource DEFAULT
Default source for publishing custom order books.
Definition OrderSource.hpp:175
static const OrderSource NFX
NASDAQ Futures Exchange.
Definition OrderSource.hpp:199
static const OrderSource memx
Members Exchange.
Definition OrderSource.hpp:440
static bool isSpecialSourceId(std::int32_t sourceId) noexcept
Determines whether specified source identifier refers to special order source.
Definition OrderSource.cpp:190
static const OrderSource IST
Borsa Istanbul Exchange.
Definition OrderSource.hpp:320
static const OrderSource edx
EDX Exchange.
Definition OrderSource.hpp:528
static const OrderSource ARCA
NYSE Arca traded securities.
Definition OrderSource.hpp:472
static const OrderSource CHIX
Bats Europe CXE Exchange.
Definition OrderSource.hpp:296
static const OrderSource & valueOf(const std::string &name)
Returns order source for the specified source name.
Definition OrderSource.cpp:208
static const OrderSource ERIS
Eris Exchange group of companies.
Definition OrderSource.hpp:368
static const OrderSource nuam
Nuam Exchange Gate.
Definition OrderSource.hpp:544
static const OrderSource XEUR
Eurex Exchange.
Definition OrderSource.hpp:376
static const OrderSource MEMX
Members Exchange.
Definition OrderSource.hpp:432
static const OrderSource COMPOSITE_BID
Bid side of a composite Quote.
Definition OrderSource.hpp:93
static const OrderSource arca
NYSE Arca traded securities.
Definition OrderSource.hpp:480
static const OrderSource SMFE
Small Exchange.
Definition OrderSource.hpp:408
TimeSeriesSubscriptionSymbol(const SymbolWrapper &eventSymbol, std::int64_t fromTime)
Creates time-series subscription symbol with a specified event symbol and subscription time.
void * toGraal() const override
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:19
std::string toString() const override
Returns string representation of this time-series subscription symbol.
Definition TimeSeriesSubscriptionSymbol.cpp:63
std::int64_t getFromTime() const
Returns the subscription time.
Definition TimeSeriesSubscriptionSymbol.cpp:15
static TimeSeriesSubscriptionSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure ...
Definition TimeSeriesSubscriptionSymbol.cpp:48
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition TimeSeriesSubscriptionSymbol.cpp:32
Candle alignment attribute of CandleSymbol defines how candle are aligned with respect to time.
Definition CandleAlignment.hpp:32
static const CandleAlignment DEFAULT
Default alignment is CandleAlignment::MIDNIGHT.
Definition CandleAlignment.hpp:46
static const CandleAlignment MIDNIGHT
Align candles on midnight.
Definition CandleAlignment.hpp:12
static std::reference_wrapper< const CandleAlignment > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle alignment of the given candle symbol string.
Definition CandleAlignment.cpp:79
static const CandleAlignment SESSION
Align candles on trading sessions.
Definition CandleAlignment.hpp:13
std::string toString() const
Returns string representation of this candle alignment.
Definition CandleAlignment.cpp:37
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle alignment attribute.
Definition CandleAlignment.cpp:91
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleAlignment in a symbol string using methods...
Definition CandleAlignment.hpp:15
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle alignment set.
Definition CandleAlignment.cpp:32
static std::reference_wrapper< const CandleAlignment > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle alignment into object.
Definition CandleAlignment.cpp:53
Exchange attribute of CandleSymbol defines exchange identifier where data is taken from to build the ...
Definition CandleExchange.hpp:30
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this exchange set.
Definition CandleExchange.hpp:65
static const CandleExchange COMPOSITE
Composite exchange where data is taken from all exchanges.
Definition CandleExchange.hpp:11
char getExchangeCode() const noexcept
Returns exchange code.
Definition CandleExchange.hpp:55
static CandleExchange getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns exchange attribute object of the given candle symbol string.
Definition CandleExchange.hpp:101
static const CandleExchange DEFAULT
Default exchange is CandleExchange::COMPOSITE.
Definition CandleExchange.hpp:39
std::string toString() const
Returns string representation of this exchange.
Definition CandleExchange.hpp:76
static CandleExchange valueOf(char exchangeCode) noexcept
Returns exchange attribute object that corresponds to the specified exchange code character.
Definition CandleExchange.hpp:90
Period attribute of CandleSymbol defines aggregation period of the candles.
Definition CandlePeriod.hpp:37
static CandlePeriod parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of aggregation period into object.
Definition CandlePeriod.hpp:155
double getValue() const noexcept
Returns aggregation period value.
Definition CandlePeriod.hpp:109
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePeriod in a symbol string using methods of...
Definition CandlePeriod.hpp:53
static const CandlePeriod TICK
Tick aggregation where each candle represents an individual tick.
Definition CandlePeriod.hpp:50
static const CandlePeriod DEFAULT
Default period is CandlePeriod::TICK.
Definition CandlePeriod.hpp:51
std::int64_t getPeriodIntervalMillis() const noexcept
Returns aggregation period in milliseconds as closely as possible.
Definition CandlePeriod.hpp:88
static const CandlePeriod DAY
Day aggregation where each candle represents a day.
Definition CandlePeriod.hpp:51
static CandlePeriod valueOf(double value, const CandleType &type) noexcept
Returns candle period with the given value and type.
Definition CandlePeriod.hpp:188
const CandleType & getType() const &noexcept
Returns aggregation period type.
Definition CandlePeriod.hpp:117
const std::string & toString() const &
Returns string representation of this aggregation period.
Definition CandlePeriod.hpp:131
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this aggregation period set.
Definition CandlePeriod.hpp:97
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle period attribute.
Definition CandlePeriod.hpp:219
static CandlePeriod getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle period of the given candle symbol string.
Definition CandlePeriod.hpp:207
Candle price level attribute of CandleSymbol defines how candles shall be aggregated in respect to pr...
Definition CandlePriceLevel.hpp:40
std::string toString() const
Returns string representation of this price level.
Definition CandlePriceLevel.hpp:80
double getValue() const noexcept
Returns price level value.
Definition CandlePriceLevel.hpp:69
static CandlePriceLevel parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle price level into object.
Definition CandlePriceLevel.hpp:111
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePriceLevel in a symbol string using method...
Definition CandlePriceLevel.hpp:13
static CandlePriceLevel valueOf(double value)
Returns candle price level with the given value.
Definition CandlePriceLevel.hpp:122
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle price level attribute.
Definition CandlePriceLevel.hpp:149
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle price level set.
Definition CandlePriceLevel.hpp:98
static const CandlePriceLevel DEFAULT
Default price level corresponds to NaN (std::numeric_limits<double>::quiet_NaN())
Definition CandlePriceLevel.hpp:11
static CandlePriceLevel getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle price level of the given candle symbol string.
Definition CandlePriceLevel.hpp:137
Price type attribute of CandleSymbol defines price that is used to build the candles.
Definition CandlePrice.hpp:34
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle symbol string with the normalized representation of the candle price type attribute.
Definition CandlePrice.hpp:165
static const CandlePrice BID
Quote bid price.
Definition CandlePrice.hpp:12
static const CandlePrice ASK
Quote ask price.
Definition CandlePrice.hpp:13
static const CandlePrice LAST
Last trading price.
Definition CandlePrice.hpp:11
static std::reference_wrapper< const CandlePrice > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle price type of the given candle symbol string.
Definition CandlePrice.hpp:153
static const CandlePrice MARK
Market price defined as average between quote bid and ask prices.
Definition CandlePrice.hpp:14
static std::reference_wrapper< const CandlePrice > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle price type into object.
Definition CandlePrice.hpp:123
const std::string & toString() const &noexcept
Returns string representation of this candle price type.
Definition CandlePrice.hpp:107
static const CandlePrice DEFAULT
Default price type is CandlePrice::LAST.
Definition CandlePrice.hpp:65
static const CandlePrice SETTLEMENT
Official settlement price that is defined by exchange or last trading price otherwise.
Definition CandlePrice.hpp:15
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this candle price type set.
Definition CandlePrice.hpp:95
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandlePrice in a symbol string using methods of ...
Definition CandlePrice.hpp:18
const std::string & toString() const &noexcept
Returns string representation of this candle session attribute.
Definition CandleSession.hpp:102
std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const override
Returns candle event symbol string with this session attribute set.
Definition CandleSession.hpp:90
static const CandleSession REGULAR
Only regular trading session data is used to build candles.
Definition CandleSession.hpp:45
static std::string normalizeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) noexcept
Returns candle symbol string with the normalized representation of the candle session attribute.
Definition CandleSession.hpp:159
const SessionFilter & getSessionFilter() const &noexcept
Returns session filter that corresponds to this session attribute.
Definition CandleSession.hpp:81
static std::reference_wrapper< const CandleSession > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle session attribute into object.
Definition CandleSession.hpp:118
static const CandleSession ANY
All trading sessions are used to build candles.
Definition CandleSession.hpp:44
static std::reference_wrapper< const CandleSession > getAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol)
Returns candle session attribute of the given candle symbol string.
Definition CandleSession.hpp:147
static const std::string ATTRIBUTE_KEY
The attribute key that is used to store the value of CandleSession in a symbol string using methods o...
Definition CandleSession.hpp:60
static const CandleSession DEFAULT
Default trading session is CandleSession::ANY.
Definition CandleSession.hpp:51
Attribute of the CandleSymbol.
Definition CandleSymbolAttribute.hpp:19
virtual std::string changeAttributeForSymbol(const dxfcpp::StringLikeWrapper &symbol) const =0
Returns candle event symbol string with this attribute set.
Symbol that should be used with DXFeedSubscription class to subscribe for Candle events.
Definition CandleSymbol.hpp:83
static CandleSymbol valueOf(std::string symbol, CandleSymbolAttributesCollection &&attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set.
Definition CandleSymbol.hpp:347
const std::optional< CandlePeriod > & getPeriod() const &noexcept
Returns aggregation period of this symbol.
Definition CandleSymbol.hpp:210
const std::optional< CandlePriceLevel > & getPriceLevel() const &noexcept
Returns price level attribute of this symbol.
Definition CandleSymbol.hpp:228
static CandleSymbol valueOf(std::string symbol, std::initializer_list< CandleSymbolAttributeVariant > attributes) noexcept
Converts the given string symbol into the candle symbol object with the specified attributes set (ini...
Definition CandleSymbol.hpp:329
const std::optional< CandleExchange > & getExchange() const &noexcept
Returns exchange attribute of this symbol.
Definition CandleSymbol.hpp:183
const std::string & getBaseSymbol() const &noexcept
Returns base market symbol without attributes.
Definition CandleSymbol.hpp:174
static CandleSymbol valueOf(std::string symbol, CandleSymbolAttributeIt begin, CandleSymbolAttributeIt end) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set (iter...
Definition CandleSymbol.hpp:316
const std::optional< CandlePrice > & getPrice() const &noexcept
Returns price type attribute of this symbol.
Definition CandleSymbol.hpp:192
static CandleSymbol valueOf(std::string symbol) noexcept
Converts the given string symbol into the candle symbol object.
Definition CandleSymbol.hpp:291
static CandleSymbol valueOf(std::string symbol, const CandleSymbolAttributeVariant &attribute) noexcept
Converts the given string symbol into the candle symbol object with the specified attribute set.
Definition CandleSymbol.hpp:302
virtual void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:11
const std::string & toString() const &noexcept
Returns string representation of this symbol.
Definition CandleSymbol.hpp:239
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition CandleSymbol.cpp:21
const std::optional< CandleSession > & getSession() const &noexcept
Returns session attribute of this symbol.
Definition CandleSymbol.hpp:201
static CandleSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition CandleSymbol.cpp:36
const std::optional< CandleAlignment > & getAlignment() const &noexcept
Returns alignment attribute of this symbol.
Definition CandleSymbol.hpp:219
Type of the candle aggregation period constitutes CandlePeriod type together its actual value.
Definition CandleType.hpp:27
static const CandleType VOLUME
Certain volume of trades.
Definition CandleType.hpp:76
static const CandleType MONTH
Certain number of months.
Definition CandleType.hpp:61
static const CandleType PRICE_RENKO
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:111
static std::reference_wrapper< const CandleType > parse(const dxfcpp::StringLikeWrapper &s)
Parses string representation of candle type into object.
Definition CandleType.hpp:177
static const CandleType DAY
Certain number of days.
Definition CandleType.hpp:15
std::int64_t getPeriodIntervalMillis() const noexcept
Returns candle type period in milliseconds as closely as possible.
Definition CandleType.hpp:141
static const CandleType WEEK
Certain number of weeks.
Definition CandleType.hpp:16
static const CandleType HOUR
Certain number of hours.
Definition CandleType.hpp:14
static const CandleType PRICE
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:87
static const CandleType TICK
Certain number of ticks.
Definition CandleType.hpp:11
const std::string & toString() const &noexcept
Returns string representation of this candle type.
Definition CandleType.hpp:164
static const CandleType OPTEXP
Certain number of option expirations.
Definition CandleType.hpp:66
static const CandleType SECOND
Certain number of seconds.
Definition CandleType.hpp:12
static const CandleType MINUTE
Certain number of minutes.
Definition CandleType.hpp:13
const std::string & getName() const &noexcept
Returns a name of this candle type.
Definition CandleType.hpp:150
static const CandleType PRICE_MOMENTUM
Certain price change, calculated according to the following rules:
Definition CandleType.hpp:99
static const CandleType YEAR
Certain number of years.
Definition CandleType.hpp:71
Manages network connections to feed or publisher.
Definition DXEndpoint.hpp:186
bool isClosed() const
Definition DXEndpoint.cpp:491
SimpleHandler< void(DXEndpoint::State, DXEndpoint::State)> & onStateChange() noexcept
Returns the onStateChange handler that can be used to add or remove listeners.
Definition DXEndpoint.cpp:503
static const std::string DXFEED_PASSWORD_PROPERTY
"dxfeed.password"
Definition DXEndpoint.hpp:253
static std::shared_ptr< DXEndpoint > create(Role role)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:479
void awaitProcessed()
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:204
State
Represents the current state of endpoint.
Definition DXEndpoint.hpp:451
@ CLOSED
Endpoint was closed.
Definition DXEndpoint.hpp:471
@ CONNECTING
The connect method was called to establish connection to remove endpoint, but connection is not actua...
Definition DXEndpoint.hpp:461
@ CONNECTED
The connection to remote endpoint is established.
Definition DXEndpoint.hpp:466
@ NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition DXEndpoint.hpp:455
void disconnectAndClear()
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:188
void reconnect()
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:172
static std::shared_ptr< DXEndpoint > create()
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:471
void removeStateChangeListener(std::size_t listenerId) noexcept
Removes listener that is notified about changes in state property.
Definition DXEndpoint.cpp:499
const std::string & getName() const &noexcept
Definition DXEndpoint.cpp:495
Role
Represents the role of endpoint that was specified during its creation.
Definition DXEndpoint.hpp:380
@ PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition DXEndpoint.hpp:425
@ STREAM_FEED
STREAM_FEED endpoint is similar to DXEndpoint::FEED and also connects to the remote data feed provide...
Definition DXEndpoint.hpp:413
@ LOCAL_HUB
LOCAL_HUB endpoint is a local hub without ability to establish network connections.
Definition DXEndpoint.hpp:441
@ ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXEndpoint::FEED, but it is designed to be used with OnDemandSe...
Definition DXEndpoint.hpp:404
@ STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXEndpoint::PUBLISHER and also connects to the remote publish...
Definition DXEndpoint.hpp:434
@ FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition DXEndpoint.hpp:391
std::string toString() const override
Returns a string representation of the current object.
Definition DXEndpoint.cpp:374
std::shared_ptr< DXFeed > getFeed()
Definition DXEndpoint.cpp:220
static const std::string DXFEED_WILDCARD_ENABLE_PROPERTY
"dxfeed.wildcard.enable"
Definition DXEndpoint.hpp:281
std::size_t addStateChangeListener(std::function< void(State, State)> listener) noexcept
Adds listener that is notified about changes in state property.
Definition DXEndpoint.hpp:628
static const std::string DXENDPOINT_EVENT_TIME_PROPERTY
"dxendpoint.eventTime"
Definition DXEndpoint.hpp:326
static const std::string DXPUBLISHER_THREAD_POOL_SIZE_PROPERTY
"dxpublisher.threadPoolSize"
Definition DXEndpoint.hpp:309
std::shared_ptr< DXEndpoint > connect(const std::string &address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:161
State getState() const
Returns the state of this endpoint.
Definition DXEndpoint.cpp:143
static const std::string DXENDPOINT_STORE_EVERYTHING_PROPERTY
"dxendpoint.storeEverything"
Definition DXEndpoint.hpp:339
static std::shared_ptr< DXEndpoint > getInstance(Role role)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:455
std::shared_ptr< DXPublisher > getPublisher()
Definition DXEndpoint.cpp:228
static const std::string DXFEED_AGGREGATION_PERIOD_PROPERTY
"dxfeed.aggregationPeriod"
Definition DXEndpoint.hpp:272
std::shared_ptr< DXEndpoint > password(const std::string &password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:154
void close()
Closes this endpoint.
Definition DXEndpoint.cpp:507
static const std::string DXFEED_THREAD_POOL_SIZE_PROPERTY
"dxfeed.threadPoolSize"
Definition DXEndpoint.hpp:262
void awaitNotConnected()
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:196
void closeAndAwaitTermination()
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:212
std::shared_ptr< DXEndpoint > user(const std::string &user)
Changes user name for this endpoint.
Definition DXEndpoint.cpp:147
static std::shared_ptr< DXEndpoint > getInstance()
Returns a default application-wide singleton instance of DXEndpoint with a FEED role.
Definition DXEndpoint.cpp:447
static const std::string DXPUBLISHER_ADDRESS_PROPERTY
"dxpublisher.address"
Definition DXEndpoint.hpp:300
static const std::string DXFEED_USER_PROPERTY
"dxfeed.user"
Definition DXEndpoint.hpp:243
static const std::string NAME_PROPERTY
"name"
Definition DXEndpoint.hpp:203
static const std::string DXSCHEME_ENABLED_PROPERTY_PREFIX
"dxscheme.enabled."
Definition DXEndpoint.hpp:373
static const std::string DXPUBLISHER_PROPERTIES_PROPERTY
"dxpublisher.properties"
Definition DXEndpoint.hpp:290
static const std::string DXSCHEME_NANO_TIME_PROPERTY
"dxscheme.nanoTime"
Definition DXEndpoint.hpp:359
static const std::string DXFEED_ADDRESS_PROPERTY
"dxfeed.address"
Definition DXEndpoint.hpp:233
Role getRole() const noexcept
Returns the role of this endpoint.
Definition DXEndpoint.cpp:487
static const std::string DXFEED_PROPERTIES_PROPERTY
"dxfeed.properties"
Definition DXEndpoint.hpp:214
static std::shared_ptr< Builder > newBuilder()
Creates new Builder instance.
Definition DXEndpoint.cpp:463
void disconnect()
Terminates all remote network connections.
Definition DXEndpoint.cpp:180
Main entry class for dxFeed API (read it first).
Definition DXFeed.hpp:116
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime) const
Returns time series of events for the specified event type, symbol and a range of time (without an up...
Definition DXFeed.hpp:999
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:468
std::shared_ptr< DXFeedSubscription > createSubscription(std::initializer_list< EventTypeEnum > eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:98
void detachSubscriptionAndClear(std::shared_ptr< DXFeedSubscription > subscription)
Detaches the given subscription from this feed and clears data delivered to this subscription by publ...
Definition DXFeed.cpp:67
std::shared_ptr< DXFeedSubscription > createSubscription(EventTypeIt begin, EventTypeIt end)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:356
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:406
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypesCollection &eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:533
std::shared_ptr< PromiseList< E > > getLastEventsPromises(std::initializer_list< SymbolWrapper > collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:715
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypeEnum &eventType)
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:111
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime, std::chrono::milliseconds toTime) const
Returns time series of events for the specified event type, symbol and a range of time if there is a ...
Definition DXFeed.hpp:983
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Returns time series of events for the specified event type, symbol and a range of time if there is a ...
Definition DXFeed.hpp:931
void attachSubscription(std::shared_ptr< DXFeedSubscription > subscription)
Attaches the given subscription to this feed.
Definition DXFeed.cpp:29
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getTimeSeriesPromise(const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime) const
Requests time series of events for the specified event type, symbol and a range of time.
Definition DXFeed.hpp:879
std::shared_ptr< PromiseList< E > > getLastEventsPromises(const SymbolsCollection &collection) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:669
std::shared_ptr< E > getLastEventIfSubscribed(const SymbolWrapper &symbol)
Returns the last event for the specified event type and symbol if there is a subscription for it.
Definition DXFeed.hpp:305
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypeEnum &eventType)
Creates new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:86
std::vector< std::shared_ptr< E > > getTimeSeriesIfSubscribed(const SymbolWrapper &symbol, std::chrono::milliseconds fromTime) const
Returns time series of events for the specified event type, symbol and a range of time (without an up...
Definition DXFeed.hpp:1014
static std::shared_ptr< DXFeed > getInstance()
Returns a default application-wide singleton instance of feed.
Definition DXFeed.cpp:21
void detachSubscription(std::shared_ptr< DXFeedSubscription > subscription)
Detaches the given subscription from this feed.
Definition DXFeed.cpp:48
std::shared_ptr< E > getLastEvent(std::shared_ptr< E > event)
Returns the last event for the specified event instance.
Definition DXFeed.hpp:245
std::shared_ptr< PromiseList< E > > getLastEventsPromises(SymbolIt begin, SymbolIt end) const
Requests the last events for the specified event type and a collection of symbols.
Definition DXFeed.hpp:622
std::shared_ptr< Promise< std::shared_ptr< E > > > getLastEventPromise(const SymbolWrapper &symbol) const
Requests the last event for the specified event type and symbol.
Definition DXFeed.hpp:574
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(std::initializer_list< EventTypeEnum > eventTypes)
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:132
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeed.cpp:217
std::shared_ptr< Promise< std::vector< std::shared_ptr< E > > > > getIndexedEventsPromise(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Requests a container of indexed events for the specified event type, symbol and source.
Definition DXFeed.hpp:768
std::vector< std::shared_ptr< E > > getIndexedEventsIfSubscribed(const SymbolWrapper &symbol, const IndexedEventSource &source) const
Returns a vector of indexed events for the specified event type, symbol and source if there is a subs...
Definition DXFeed.hpp:824
const Collection & getLastEvents(const Collection &events)
Returns the last events for the specified list of event instances.
Definition DXFeed.hpp:266
Provides API for publishing of events to local or remote DXFeed.
Definition DXPublisher.hpp:62
Base abstract class for all dxFeed C++ API entities.
Definition Entity.hpp:13
virtual ~Entity() noexcept=default
The default virtual d-tor.
bool isOrderSource() const noexcept
Definition EventSourceWrapper.hpp:242
std::unique_ptr< void, decltype(&EventSourceWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:200
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition EventSourceWrapper.hpp:224
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:163
std::string toString() const
Returns a string representation of the current object.
Definition EventSourceWrapper.hpp:209
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition EventSourceWrapper.hpp:184
static EventSourceWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition EventSourceWrapper.cpp:40
const DataType & getData() const noexcept
Definition EventSourceWrapper.hpp:266
EventSourceWrapper(const IndexedEventSource &data) noexcept
Constructs a wrapper from IndexedEventSource.
Definition EventSourceWrapper.hpp:145
bool isIndexedEventSource() const noexcept
Definition EventSourceWrapper.hpp:235
std::optional< IndexedEventSource > asIndexedEventSource() const noexcept
Definition EventSourceWrapper.hpp:250
std::optional< OrderSource > asOrderSource() const noexcept
Definition EventSourceWrapper.hpp:259
EventSourceWrapper(const OrderSource &data) noexcept
Constructs a wrapper from OrderSource.
Definition EventSourceWrapper.hpp:153
Event type parametrized by a symbol.
Definition EventType.hpp:116
virtual const std::optional< Symbol > & getEventSymbolOpt() const &noexcept=0
Returns event symbol that identifies this event type in subscription.
virtual void setEventSymbol(const Symbol &eventSymbol) noexcept=0
Changes event symbol that identifies this event type in subscription.
virtual const Symbol & getEventSymbol() const &noexcept=0
Returns event symbol that identifies this event type in subscription.
Marks all event types that can be received via dxFeed API.
Definition EventType.hpp:31
std::string toString() const override
Returns a string representation of the current object.
Definition EventType.hpp:89
virtual std::int64_t getEventTime() const noexcept
Returns time when event was created or zero when time is not available.
Definition EventType.hpp:54
virtual void assign(std::shared_ptr< EventType > event)
Replaces the contents of the event.
Definition EventType.hpp:84
virtual void * toGraal() const =0
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
virtual void setEventTime(std::int64_t) noexcept
Changes event creation time.
Definition EventType.hpp:66
This marker interface marks subscription symbol classes (like TimeSeriesSubscriptionSymbol) that atta...
Definition FilteredSubscriptionSymbol.hpp:27
The wrapper over CEntryPointErrorsEnum, the error code returned by GraalVM.
Definition GraalException.hpp:22
GraalException(CEntryPointErrorsEnum entryPointErrorsEnum)
Constructs an exception.
Definition GraalException.cpp:10
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:123
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:157
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:209
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:198
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:147
Handler(std::size_t mainFuturesSize=MAIN_FUTURES_DEFAULT_SIZE) noexcept
Creates the new handler by specified size of circular buffer of futures.
Definition Handler.hpp:85
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:237
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:178
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:218
Thrown to indicate that a method has been passed an illegal or inappropriate argument.
Definition InvalidArgumentException.hpp:21
Represents up-to-date information about some condition or state of an external entity that updates in...
Definition LastingEvent.hpp:28
Helper class to compose and parse symbols for market events.
Definition MarketEventSymbols.hpp:39
static bool hasExchangeCode(const std::string &symbol) noexcept
Returns true is the specified symbol has the exchange code specification.
Definition MarketEventSymbols.hpp:46
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeBaseSymbol(const std::string &symbol, const std::string &baseSymbol) noexcept
Changes base symbol while leaving exchange code and attributes intact.
Definition MarketEventSymbols.hpp:91
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeExchangeCode(const std::string &symbol, char exchangeCode) noexcept
Changes exchange code of the specified symbol or removes it if new exchange code is ‘’\0'`.
Definition MarketEventSymbols.hpp:67
static DXFCPP_CXX20_CONSTEXPR_STRING std::string getBaseSymbol(const std::string &symbol) noexcept
Returns base symbol without exchange code and attributes.
Definition MarketEventSymbols.hpp:81
static DXFCPP_CXX20_CONSTEXPR_STRING std::optional< std::string > getAttributeStringByKey(const std::string &symbol, const std::string &key) noexcept
Returns value of the attribute with the specified key.
Definition MarketEventSymbols.hpp:110
static DXFCPP_CXX20_CONSTEXPR_STRING std::string removeAttributeStringByKey(const std::string &symbol, const std::string &key) noexcept
Removes one attribute with the specified key while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:139
static DXFCPP_CXX20_CONSTEXPR_STRING std::string changeAttributeStringByKey(const std::string &symbol, const std::string &key, const std::string &value) noexcept
Changes value of one attribute value while leaving exchange code and other attributes intact.
Definition MarketEventSymbols.hpp:124
static char getExchangeCode(const std::string &symbol) noexcept
Returns exchange code of the specified symbol or ‘’\0'` if none is defined.
Definition MarketEventSymbols.hpp:56
Provides on-demand historical tick data replay controls.
Definition OnDemandService.hpp:76
A helper class needed to construct smart pointers to objects, and does not allow explicit constructio...
Definition SharedEntity.hpp:89
static auto createShared(Args &&...args)
Creates smart pointer to object.
Definition SharedEntity.hpp:103
A runtime axception with stacktrace.
Definition RuntimeException.hpp:20
RuntimeException(const StringLikeWrapper &message, const StringLikeWrapper &additionalStackTrace="")
Constructs a runtime exception.
Definition RuntimeException.cpp:71
const std::string & getStackTrace() const &
Definition RuntimeException.cpp:85
static const SessionFilter TRADING
Accepts trading sessions only - those with (Session::isTrading() == true).
Definition SessionFilter.hpp:33
static const SessionFilter ANY
Accepts any session - useful for pure schedule navigation.
Definition SessionFilter.hpp:32
static const SessionFilter AFTER_MARKET
Accepts any session with type SessionType::AFTER_MARKET.
Definition SessionFilter.hpp:41
static const SessionFilter REGULAR
Accepts any session with type SessionType::REGULAR.
Definition SessionFilter.hpp:40
SessionFilter(SessionFilterEnum code, std::string name, std::optional< SessionType > type, std::optional< bool > trading) noexcept
Creates filter with specified type and trading flag conditions.
Definition CandleSession.cpp:17
static const SessionFilter NO_TRADING
Accepts any session with type SessionType::NO_TRADING.
Definition SessionFilter.hpp:36
static const SessionFilter NON_TRADING
Accepts non-trading sessions only - those with (Session::isTrading() == false).
Definition SessionFilter.hpp:34
static const SessionFilter PRE_MARKET
Accepts any session with type SessionType::PRE_MARKET.
Definition SessionFilter.hpp:38
bool accept(Session session) const noexcept
Tests whether or not the specified session is an acceptable result.
Definition SessionFilter.hpp:104
std::optional< bool > trading_
Required trading flag, std::nullopt if not relevant.
Definition SessionFilter.hpp:70
std::optional< SessionType > type_
Required type, std::nullopt if not relevant.
Definition SessionFilter.hpp:68
Defines type of session - what kind of trading activity is allowed (if any), what rules are used,...
Definition SessionType.hpp:33
static const SessionType AFTER_MARKET
After-market session type marks extended trading session after regular trading hours.
Definition SessionType.hpp:15
static const SessionType PRE_MARKET
Pre-market session type marks extended trading session before regular trading hours.
Definition SessionType.hpp:13
static const SessionType REGULAR
Regular session type marks regular trading hours session.
Definition SessionType.hpp:14
static const SessionType NO_TRADING
Non-trading session type is used to mark periods of time during which trading is not allowed.
Definition SessionType.hpp:12
bool isTrading() const noexcept
Returns true if trading activity is allowed for this type of session.
Definition SessionType.hpp:70
Base abstract "shared entity" class. Has some helpers for dynamic polymorphism.
Definition SharedEntity.hpp:21
virtual std::string toString() const
Returns a string representation of the current object.
Definition SharedEntity.hpp:78
std::shared_ptr< T > sharedAs() const noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:69
std::shared_ptr< T > sharedAs() noexcept
Returns a pointer to the current object wrapped in a smart pointer to type T.
Definition SharedEntity.hpp:56
bool is() const noexcept
Checks that pointer to the current type could be converted to type T* In other words: whether type T ...
Definition SharedEntity.hpp:35
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:378
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:398
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:316
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:327
SimpleHandler() noexcept=default
Creates the new handler.
std::size_t addLowPriority(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group) It will be called after the "main" liste...
Definition Handler.hpp:358
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:417
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:389
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:337
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition Common.hpp:911
A simple wrapper around strings or something similar to strings to reduce the amount of code for meth...
Definition Common.hpp:794
StringSymbol(std::string_view stringView) noexcept
Constructs StringSymbol from a std::string_view.
Definition StringSymbol.hpp:53
StringSymbol(const char *chars) noexcept
Constructs StringSymbol from a char array.
Definition StringSymbol.hpp:40
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:54
std::string toString() const
Returns a string representation of the current object.
Definition StringSymbol.hpp:100
static StringSymbol fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition StringSymbol.cpp:69
void * toGraal() const
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition StringSymbol.cpp:44
std::optional< CandleSymbol > asCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:382
SymbolWrapper(Symbol &&symbol) noexcept
Constructor for any wrapped symbol.
Definition SymbolWrapper.hpp:158
bool isIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:340
std::string toString() const
Returns a string representation of the current object.
Definition SymbolWrapper.hpp:286
static SymbolWrapper fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition SymbolWrapper.cpp:79
std::string toStringUnderlying() const
Returns a string representation of the underlying object.
Definition SymbolWrapper.hpp:301
std::unique_ptr< void, decltype(&SymbolWrapper::freeGraal)> toGraalUnique() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:277
bool isStringSymbol() const noexcept
Definition SymbolWrapper.hpp:312
std::optional< IndexedEventSubscriptionSymbol > asIndexedEventSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:348
bool isWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:326
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.hpp:258
SymbolWrapper(const IndexedEventSubscriptionSymbol &indexedEventSubscriptionSymbol) noexcept
Constructor for IndexedEventSubscriptionSymbol.
Definition SymbolWrapper.hpp:197
const DataType & getData() const noexcept
Definition SymbolWrapper.hpp:389
std::string asStringSymbol() const noexcept
Definition SymbolWrapper.hpp:319
SymbolWrapper(const StringSymbol &stringSymbol) noexcept
Constructor for any wrapped string symbol.
Definition SymbolWrapper.hpp:171
std::optional< WildcardSymbol > asWildcardSymbol() const noexcept
Definition SymbolWrapper.hpp:333
SymbolWrapper(const CandleSymbol &candleSymbol) noexcept
Constructor for CandleSymbol.
Definition SymbolWrapper.hpp:225
SymbolWrapper(const WildcardSymbol &wildcardSymbol) noexcept
Constructor for any wrapped wildcard (*) symbol.
Definition SymbolWrapper.hpp:184
bool isTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:357
SymbolWrapper(const TimeSeriesSubscriptionSymbol &timeSeriesSubscriptionSymbol) noexcept
Constructor for TimeSeriesSubscriptionSymbol.
Definition SymbolWrapper.hpp:211
bool isCandleSymbol() const noexcept
Definition SymbolWrapper.hpp:374
std::optional< TimeSeriesSubscriptionSymbol > asTimeSeriesSubscriptionSymbol() const noexcept
Definition SymbolWrapper.hpp:365
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition SymbolWrapper.cpp:42
Value class for period of time with support for ISO8601 duration format.
Definition TimePeriod.hpp:19
static TimePeriod valueOf(std::chrono::milliseconds value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.hpp:42
static TimePeriod valueOf(const StringLikeWrapper &value)
Returns TimePeriod represented with a given string.
Definition TimePeriod.cpp:31
std::int64_t getNanos() const
Returns value in nanoseconds.
Definition TimePeriod.cpp:47
static const TimePeriod ZERO
Time-period of zero.
Definition TimePeriod.hpp:23
std::int32_t getSeconds() const
Returns value in seconds.
Definition TimePeriod.cpp:41
std::int64_t getTime() const
Returns value in milliseconds.
Definition TimePeriod.cpp:35
static const TimePeriod UNLIMITED
Time-period of "infinity" (time of std::numeric_limits<std::int64_t>::max() or LLONG_MAX).
Definition TimePeriod.hpp:26
static TimePeriod valueOf(std::int64_t value)
Returns TimePeriod with value milliseconds.
Definition TimePeriod.cpp:27
static void freeGraal(void *graalNative)
Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:25
static const WildcardSymbol & fromGraal(void *graalNative)
Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.
Definition WildcardSymbol.cpp:31
void * toGraal() const noexcept
Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).
Definition WildcardSymbol.cpp:15
static const WildcardSymbol ALL
Represents [wildcard] subscription to all events of the specific event type.
Definition WildcardSymbol.hpp:13
std::string toString() const
Returns string representation of this wildcard subscription symbol.
Definition WildcardSymbol.hpp:94
static const std::string RESERVED_PREFIX
Symbol prefix that is reserved for wildcard subscriptions.
Definition WildcardSymbol.hpp:28
The simple key-value structure that represents an endpoint's property.
Definition api.h:184
const char * key
The property's key.
Definition api.h:186
const char * value
The property's value.
Definition api.h:188