6#include "../internal/Conf.hpp"
10#include "../event/LastingEvent.hpp"
11#include "../internal/CEntryPointErrors.hpp"
12#include "../internal/Common.hpp"
13#include "../internal/Isolate.hpp"
14#include "../internal/JavaObjectHandle.hpp"
15#include "../internal/managers/EntityManager.hpp"
16#include "../promise/Promise.hpp"
17#include "./DXFeedSubscription.hpp"
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33struct IndexedTxModelImpl;
34struct TimeSeriesTxModelImpl;
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49
50template <
typename Collection>
51concept LastingEventCollection =
52 detail::IsSharedPtrOfLastingEvent<std::remove_cvref_t<
decltype(*std::begin(std::declval<Collection &>()))>>::value;
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149 friend struct TimeSeriesTxModelImpl;
150 friend struct IndexedTxModelImpl;
153 JavaObjectHandle<
DXFeed> handle_{};
154 static std::shared_ptr<
DXFeed> create(
void *feedHandle);
156 void *getLastEventPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol)
const;
158 void *getLastEventsPromisesImpl(
const EventTypeEnum &eventType,
void *graalSymbolList)
const;
160 void *getIndexedEventsPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol,
163 void *getTimeSeriesPromiseImpl(
const EventTypeEnum &eventType,
const SymbolWrapper &symbol, std::int64_t fromTime,
164 std::int64_t toTime)
const;
167 const SymbolWrapper &symbol)
const;
169 std::vector<std::shared_ptr<EventType>> getIndexedEventsIfSubscribedImpl(
const EventTypeEnum &eventType,
170 const SymbolWrapper &symbol,
173 std::vector<std::shared_ptr<EventType>> getTimeSeriesIfSubscribedImpl(
const EventTypeEnum &eventType,
174 const SymbolWrapper &symbol,
175 std::int64_t fromTime,
176 std::int64_t toTime)
const;
179 createTimeSeriesSubscriptionHandleFromEventClassList(
const std::unique_ptr<EventClassList> &list)
const;
185 ~DXFeed()
noexcept override;
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271 if (
auto last = getLastEventIfSubscribed<E>(event->getEventSymbol())) {
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295 for (
const auto &event : events) {
299 return std::forward<Collection>(events);
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332 const auto event = getLastEventIfSubscribedImpl(E::TYPE, symbol);
340 return event->
template sharedAs<E>();
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387 template <
typename EventTypeIt>
389 if constexpr (Debugger::isDebug) {
391 Debugger::debug(
"{}::createSubscription(eventTypes = " + namesToString(begin, end) +
")");
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437 template <
typename EventTypesCollection>
439 if constexpr (Debugger::isDebug) {
441 auto begin = std::begin(eventTypes);
442 auto end = std::end(eventTypes);
444 Debugger::debug(toString() +
"::createSubscription(eventTypes = " + namesToString(begin, end) +
")");
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499 template <
typename EventTypeIt>
501 EventTypeIt end)
const {
502 if constexpr (Debugger::isDebug) {
504 Debugger::debug(
"{}::createTimeSeriesSubscription(eventTypes = " + namesToString(begin, end) +
")");
507 for (EventTypeIt iter = begin; iter != end; ++iter) {
508 if (!iter->isTimeSeries()) {
510 iter->getClassName() +
" is not TimeSeries");
514 auto list = EventClassList::create(begin, end);
515 auto sub = RequireMakeShared<DXFeedTimeSeriesSubscription>::createShared(
516 begin, end, std::move(createTimeSeriesSubscriptionHandleFromEventClassList(list)));
517 auto id = ApiContext::getInstance()->getManager<EntityManager<DXFeedSubscription>>()->registerEntity(sub);
519 dxfcpp::ignoreUnused(id);
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565 template <
typename EventTypesCollection>
568 if constexpr (Debugger::isDebug) {
570 auto dbgBegin = std::begin(eventTypes);
571 auto dbgEnd = std::end(eventTypes);
574 Debugger::debug(toString() +
575 "::createTimeSeriesSubscription(eventTypes = " + namesToString(dbgBegin, dbgEnd) +
")");
578 auto begin = std::begin(eventTypes);
579 auto end = std::end(eventTypes);
581 return createTimeSeriesSubscription(begin, end);
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607 template <Derived<LastingEvent> E>
609 return std::make_shared<Promise<std::shared_ptr<E>>>(getLastEventPromiseImpl(E::TYPE, symbol));
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655 template <Derived<LastingEvent> E,
typename SymbolIt>
657 auto list = SymbolWrapper::SymbolListUtils::toGraalListUnique(begin, end);
659 return PromiseList<E>::create(getLastEventsPromisesImpl(E::TYPE, list.get()));
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702 template <Derived<LastingEvent> E, ConvertibleToSymbolWrapperCollection SymbolsCollection>
704 auto begin = std::begin(collection);
705 auto end = std::end(collection);
707 return getLastEventsPromises<E>(begin, end);
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748 template <Derived<LastingEvent> E>
750 return getLastEventsPromises<E>(collection.begin(), collection.end());
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800 template <Derived<IndexedEvent> E>
803 return std::make_shared<Promise<std::vector<std::shared_ptr<E>>>>(
804 getIndexedEventsPromiseImpl(E::TYPE, symbol, source));
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857 template <Derived<IndexedEvent> E>
860 return convertEvents<EventType, E>(getIndexedEventsIfSubscribedImpl(E::TYPE, symbol, source));
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911 template <Derived<TimeSeriesEvent> E>
912 std::shared_ptr<Promise<std::vector<std::shared_ptr<E>>>>
913 getTimeSeriesPromise(
const SymbolWrapper &symbol, std::int64_t fromTime, std::int64_t toTime)
const {
914 return std::make_shared<Promise<std::vector<std::shared_ptr<E>>>>(
915 getTimeSeriesPromiseImpl(E::TYPE, symbol, fromTime, toTime));
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964 template <Derived<TimeSeriesEvent> E>
965 std::vector<std::shared_ptr<E>> getTimeSeriesIfSubscribed(
const SymbolWrapper &symbol, std::int64_t fromTime,
966 std::int64_t toTime)
const {
967 return convertEvents<EventType, E>(getTimeSeriesIfSubscribedImpl(E::TYPE, symbol, fromTime, toTime));
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1016 template <Derived<TimeSeriesEvent> E>
1018 std::chrono::milliseconds fromTime,
1019 std::chrono::milliseconds toTime)
const {
1020 return getTimeSeriesIfSubscribed<E>(symbol, fromTime.count(), toTime.count());
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1032 template <Derived<TimeSeriesEvent> E>
1033 std::vector<std::shared_ptr<E>> getTimeSeriesIfSubscribed(
const SymbolWrapper &symbol,
1034 std::int64_t fromTime)
const {
1035 return getTimeSeriesIfSubscribed<E>(symbol, fromTime, std::numeric_limits<std::int64_t>::max());
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1047 template <Derived<TimeSeriesEvent> E>
1049 std::chrono::milliseconds fromTime)
const {
1050 return getTimeSeriesIfSubscribed<E>(symbol, fromTime.count());
#define DXFCPP_MACRO_CONCAT_INNER(a, b)
Definition Common.hpp:135
#define DXFCPP_MACRO_CONCAT(a, b)
Definition Common.hpp:134
#define DXFCPP_MACRO_UNIQUE_NAME(base)
Definition Common.hpp:136
#define DXFCXX_DISABLE_MSC_WARNINGS_POP()
Definition Conf.hpp:31
#define DXFCXX_DISABLE_CLANG_WARNINGS_PUSH(warnings)
Definition Conf.hpp:65
#define DXFCPP_END_NAMESPACE
Definition Conf.hpp:97
#define DXFCPP_BEGIN_NAMESPACE
Definition Conf.hpp:94
#define DXFCXX_DISABLE_GCC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:47
#define DXFCXX_DISABLE_CLANG_WARNINGS_POP()
Definition Conf.hpp:67
#define DXFCXX_DISABLE_GCC_WARNINGS_POP()
Definition Conf.hpp:49
#define DXFCXX_DISABLE_MSC_WARNINGS_PUSH(warnings)
Definition Conf.hpp:30
#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_name(dxfc_dxendpoint_builder_t builderHandle, const char *name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:721
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:754
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_password(dxfc_dxendpoint_t endpoint, const char *password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:1002
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_publisher(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxpublisher_t *publisher)
Definition DXEndpoint.cpp:1192
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:781
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_add_state_change_listener(dxfc_dxendpoint_t endpoint, dxfc_dxendpoint_state_change_listener listener)
Adds a listener notified about changes in state property.
Definition DXEndpoint.cpp:1138
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_disconnect(dxfc_dxendpoint_t endpoint)
Terminates all remote network connections.
Definition DXEndpoint.cpp:1053
#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:951
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:1104
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 the connection is not...
Definition api.h:159
@ DXFC_DXENDPOINT_STATE_CONNECTED
The connection to the 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:840
#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:1121
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:737
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_builder_free(dxfc_dxendpoint_builder_t builder)
Removes a builder from the registry.
Definition DXEndpoint.cpp:828
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:1019
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 a listener notified about changes in state property.
Definition DXEndpoint.cpp:1164
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:74
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:798
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_get_feed(dxfc_dxendpoint_t endpoint, DXFC_OUT dxfc_dxfeed_t *feed)
Definition DXEndpoint.cpp:1187
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:1087
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_close(dxfc_dxendpoint_t endpoint)
Closes this endpoint.
Definition DXEndpoint.cpp:934
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_new_builder(DXFC_OUT dxfc_dxendpoint_builder_t *builder)
Creates a new dxFeed endpoint's builder instance.
Definition DXEndpoint.cpp:688
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:1036
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:968
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_user(dxfc_dxendpoint_t endpoint, const char *user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:985
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 an 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 the 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:887
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:863
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:704
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:910
DXFCPP_EXPORT dxfc_error_code_t dxfc_dxendpoint_free(dxfc_dxendpoint_t endpoint)
Removes the dxFeed endpoint from the registry.
Definition DXEndpoint.cpp:1197
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:1070
Builder class for DXEndpoint that supports additional configuration properties.
Definition DXEndpoint.hpp:866
std::shared_ptr< DXEndpoint > build()
Builds DXEndpoint instance.
Definition DXEndpoint.cpp:348
std::shared_ptr< Builder > withName(const StringLike &name)
Changes the name used to distinguish multiple endpoints in the same process (GraalVM Isolate) in logs...
Definition DXEndpoint.cpp:391
std::shared_ptr< Builder > withExecutor(const std::shared_ptr< Executor > &executor)
Sets the executor that is used for notifications (events, state changes, etc.) of the endpoint to bui...
Definition DXEndpoint.hpp:995
bool supportsProperty(const StringLike &key) const
Checks if a property is supported.
Definition DXEndpoint.cpp:338
std::shared_ptr< Builder > withProperties(Properties &&properties)
Sets all supported properties from the provided properties object.
Definition DXEndpoint.hpp:957
~Builder() noexcept override
Releases the GraalVM handle.
Definition DXEndpoint.cpp:380
std::shared_ptr< Builder > withRole(Role role)
Sets role for the created DXEndpoint.
Definition DXEndpoint.cpp:300
std::shared_ptr< Builder > withProperty(const StringLike &key, const StringLike &value)
Sets the specified property.
Definition DXEndpoint.cpp:313
Subscription for a set of symbols and event types.
Definition DXFeedSubscription.hpp:45
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:29
Source identifier for IndexedEvent.
Definition IndexedEventSource.hpp:29
static JavaObjectHandleRegistry & getInstance() noexcept
Returns the process-wide handle registry.
Definition JavaObjectHandle.cpp:68
void releaseAll() noexcept
Releases all currently registered handles while the Graal isolate is still available.
Definition JavaObjectHandle.cpp:125
void reset(void *handle=nullptr) noexcept
Replaces the owned handle, releasing the previous one.
Definition JavaObjectHandle.cpp:163
JavaObjectHandleState(void *handle, Deleter deleter) noexcept
Creates an ownership state for a native handle.
Definition JavaObjectHandle.cpp:150
void * get() const noexcept
Returns the currently owned native handle.
Definition JavaObjectHandle.hpp:115
void moveFrom(JavaObjectHandleState &other) noexcept
Transfers ownership from another state and releases the handle previously owned by this state.
Definition JavaObjectHandle.cpp:159
~JavaObjectHandleState() noexcept
Releases the owned handle, if any, and unregisters the state.
Definition JavaObjectHandle.cpp:155
Manages network connections to feed or publisher.
Definition DXEndpoint.hpp:179
bool isClosed() const
Definition DXEndpoint.cpp:540
SimpleHandler< void(DXEndpoint::State, DXEndpoint::State)> & onStateChange() noexcept
Returns the onStateChange handler that can be used to add or remove listeners.
Definition DXEndpoint.cpp:552
static const std::string DXFEED_PASSWORD_PROPERTY
"dxfeed.password"
Definition DXEndpoint.hpp:246
static std::shared_ptr< DXEndpoint > create(Role role)
Creates an endpoint with a specified role.
Definition DXEndpoint.cpp:527
std::shared_ptr< DXFeed > getFeed() const
Definition DXEndpoint.cpp:227
std::shared_ptr< DXEndpoint > password(const StringLike &password)
Changes password for this endpoint.
Definition DXEndpoint.cpp:154
State
Represents the current state of endpoint.
Definition DXEndpoint.hpp:444
@ CLOSED
Endpoint was closed.
Definition DXEndpoint.hpp:464
@ CONNECTING
The connect method was called to establish connection to remove endpoint, but the connection is not e...
Definition DXEndpoint.hpp:454
@ CONNECTED
The connection to the remote endpoint is established.
Definition DXEndpoint.hpp:459
@ NOT_CONNECTED
Endpoint was created by is not connected to remote endpoints.
Definition DXEndpoint.hpp:448
std::shared_ptr< DXEndpoint > user(const StringLike &user)
Changes username for this endpoint.
Definition DXEndpoint.cpp:147
void reconnect() const
Terminates all established network connections and initiates connecting again with the same address.
Definition DXEndpoint.cpp:173
static std::shared_ptr< DXEndpoint > create()
Creates an endpoint with FEED role.
Definition DXEndpoint.cpp:518
void removeStateChangeListener(std::size_t listenerId) noexcept
Removes a listener notified about changes in state property.
Definition DXEndpoint.cpp:548
const std::string & getName() const &noexcept
Definition DXEndpoint.cpp:544
Role
Represents the role of an endpoint that was specified during its creation.
Definition DXEndpoint.hpp:373
@ PUBLISHER
PUBLISHER endpoint connects to the remote publisher hub (also known as multiplexor) or creates a publ...
Definition DXEndpoint.hpp:418
@ STREAM_FEED
STREAM_FEED endpoint is similar to DXEndpoint::FEED and also connects to the remote data feed provide...
Definition DXEndpoint.hpp:406
@ LOCAL_HUB
LOCAL_HUB endpoint is a local hub without the ability to establish network connections.
Definition DXEndpoint.hpp:434
@ ON_DEMAND_FEED
ON_DEMAND_FEED endpoint is similar to DXEndpoint::FEED, but it is designed to be used with OnDemandSe...
Definition DXEndpoint.hpp:397
@ STREAM_PUBLISHER
STREAM_PUBLISHER endpoint is similar to DXEndpoint::PUBLISHER and also connects to the remote publish...
Definition DXEndpoint.hpp:427
@ FEED
FEED endpoint connects to the remote data feed provider and is optimized for real-time or delayed dat...
Definition DXEndpoint.hpp:384
std::string toString() const override
Returns a string representation of the current object.
Definition DXEndpoint.cpp:401
void awaitProcessed() const
Waits until this endpoint stops processing data (becomes quiescent).
Definition DXEndpoint.cpp:209
std::shared_ptr< DXPublisher > getPublisher() const
Definition DXEndpoint.cpp:236
static const std::string DXFEED_WILDCARD_ENABLE_PROPERTY
"dxfeed.wildcard.enable"
Definition DXEndpoint.hpp:274
std::size_t addStateChangeListener(std::function< void(State, State)> listener) noexcept
Adds a listener notified about changes in state property.
Definition DXEndpoint.hpp:619
static const std::string DXENDPOINT_EVENT_TIME_PROPERTY
"dxendpoint.eventTime"
Definition DXEndpoint.hpp:319
static const std::string DXPUBLISHER_THREAD_POOL_SIZE_PROPERTY
"dxpublisher.threadPoolSize"
Definition DXEndpoint.hpp:302
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:332
void awaitNotConnected() const
Waits while this endpoint state becomes NOT_CONNECTED or CLOSED.
Definition DXEndpoint.cpp:200
static std::shared_ptr< DXEndpoint > getInstance(Role role)
Returns a default application-wide singleton instance of DXEndpoint for a specific role.
Definition DXEndpoint.cpp:500
static const std::string DXFEED_AGGREGATION_PERIOD_PROPERTY
"dxfeed.aggregationPeriod"
Definition DXEndpoint.hpp:265
void close() const
Closes this endpoint.
Definition DXEndpoint.cpp:556
static const std::string DXFEED_THREAD_POOL_SIZE_PROPERTY
"dxfeed.threadPoolSize"
Definition DXEndpoint.hpp:255
void disconnect() const
Terminates all remote network connections.
Definition DXEndpoint.cpp:182
void closeAndAwaitTermination() const
Closes this endpoint and wait until all pending data processing tasks are completed.
Definition DXEndpoint.cpp:218
static std::shared_ptr< DXEndpoint > getInstance()
Returns a default application-wide singleton instance of DXEndpoint with a FEED role.
Definition DXEndpoint.cpp:491
static const std::string DXPUBLISHER_ADDRESS_PROPERTY
"dxpublisher.address"
Definition DXEndpoint.hpp:293
static const std::string DXFEED_USER_PROPERTY
"dxfeed.user"
Definition DXEndpoint.hpp:236
static const std::string NAME_PROPERTY
"name"
Definition DXEndpoint.hpp:196
static const std::string DXSCHEME_ENABLED_PROPERTY_PREFIX
"dxscheme.enabled."
Definition DXEndpoint.hpp:366
static const std::string DXPUBLISHER_PROPERTIES_PROPERTY
"dxpublisher.properties"
Definition DXEndpoint.hpp:283
static const std::string DXSCHEME_NANO_TIME_PROPERTY
"dxscheme.nanoTime"
Definition DXEndpoint.hpp:352
static const std::string DXFEED_ADDRESS_PROPERTY
"dxfeed.address"
Definition DXEndpoint.hpp:226
std::shared_ptr< DXEndpoint > executor(const std::shared_ptr< Executor > &executor)
Changes the executor that is used for notifications (events, state changes, etc.) of this endpoint.
Definition DXEndpoint.hpp:655
void disconnectAndClear() const
Terminates all remote network connections and clears stored data.
Definition DXEndpoint.cpp:191
Role getRole() const noexcept
Returns the role of this endpoint.
Definition DXEndpoint.cpp:536
static const std::string DXFEED_PROPERTIES_PROPERTY
"dxfeed.properties"
Definition DXEndpoint.hpp:207
static std::shared_ptr< Builder > newBuilder()
Creates a new Builder instance.
Definition DXEndpoint.cpp:509
std::shared_ptr< DXEndpoint > connect(const StringLike &address)
Connects to the specified remote address.
Definition DXEndpoint.cpp:161
Main entry class for dxFeed API (read it first).
Definition DXFeed.hpp:141
void detachSubscriptionAndClear(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed and clears data delivered to this subscription by publ...
Definition DXFeed.cpp:68
Collection getLastEvents(Collection &&events)
Returns the last events for the specified list of event instances.
Definition DXFeed.hpp:294
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:749
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:1017
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:88
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(std::initializer_list< EventTypeEnum > eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:137
std::shared_ptr< DXFeedSubscription > createSubscription(EventTypeIt begin, EventTypeIt end) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:388
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:703
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:328
std::shared_ptr< DXFeedSubscription > createSubscription(std::initializer_list< EventTypeEnum > eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.cpp:101
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:1048
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(EventTypeIt begin, EventTypeIt end) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:500
static std::shared_ptr< DXFeed > getInstance()
Returns a default application-wide singleton instance of feed.
Definition DXFeed.cpp:19
std::shared_ptr< E > getLastEvent(std::shared_ptr< E > event)
Returns the last event for the specified event instance.
Definition DXFeed.hpp:270
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:656
std::shared_ptr< DXFeedSubscription > createSubscription(const EventTypesCollection &eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:438
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:608
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypesCollection &eventTypes) const
Creates new subscription for multiple event types that is attached to this feed.
Definition DXFeed.hpp:567
std::string toString() const override
Returns a string representation of the current object.
Definition DXFeed.cpp:226
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:802
void detachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Detaches the given subscription from this feed.
Definition DXFeed.cpp:48
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:858
void attachSubscription(const std::shared_ptr< DXFeedSubscription > &subscription) const
Attaches the given subscription to this feed.
Definition DXFeed.cpp:28
std::shared_ptr< DXFeedTimeSeriesSubscription > createTimeSeriesSubscription(const EventTypeEnum &eventType) const
Creates a new subscription for a single event type that is attached to this feed.
Definition DXFeed.cpp:116
Provides API for publishing of events to local or remote DXFeed.
Definition DXPublisher.hpp:60
Marks all event types that can be received via dxFeed API.
Definition EventType.hpp:37
std::string toString() const override
Returns a string representation of the current object.
Definition api.cpp:67
virtual std::int64_t getEventTime() const noexcept
Returns time when an event was created or zero when time is not available.
Definition api.cpp:54
virtual void assign(std::shared_ptr< EventType > event)
Replaces the contents of the event.
Definition api.cpp:63
virtual void setEventTime(std::int64_t eventTime) noexcept
Changes event creation time.
Definition api.cpp:58
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:122
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:156
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:208
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:197
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:146
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:84
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:236
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:177
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:217
Thrown to indicate that a method has been passed an illegal or inappropriate argument.
Definition InvalidArgumentException.hpp:23
Provides on-demand historical tick data replay controls.
Definition OnDemandService.hpp:77
A helper class needed to construct smart pointers to objects and does not allow explicit construction...
Definition SharedEntity.hpp:89
static auto createShared(Args &&...args)
Creates a smart pointer to an object.
Definition SharedEntity.hpp:104
A runtime axception with stacktrace.
Definition RuntimeException.hpp:26
const std::string & getStackTrace() const &
Definition RuntimeException.cpp:83
RuntimeException(const StringLike &message, const StringLike &additionalStackTrace="")
Constructs a runtime exception.
Definition RuntimeException.cpp:67
A base abstract "shared entity" class. Has some helpers for dynamic polymorphism.
Definition SharedEntity.hpp:25
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 or std::shared_ptr<T>{nu...
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 or std::shared_ptr<T>{nu...
Definition SharedEntity.hpp:58
bool is() const noexcept
Checks that the pointer to the current type could be converted to type T* In other words: whether typ...
Definition SharedEntity.hpp:39
std::size_t operator+=(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:379
void remove(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:399
void handle(ArgTypes... args)
Calls the listeners and pass the args to them.
Definition Handler.hpp:317
void operator()(ArgTypes... args)
Calls the listeners and pass the ars to them.
Definition Handler.hpp:328
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:359
void operator-=(std::size_t id)
Removes a listener by the id.
Definition Handler.hpp:418
std::size_t operator%=(ListenerType &&listener)
Adds the low priority listener (to the "low priority" group).
Definition Handler.hpp:390
SimpleHandler() noexcept
Creates the new handler.
Definition Handler.hpp:289
std::size_t add(ListenerType &&listener)
Adds the listener to "main" group.
Definition Handler.hpp:338
Universal functional object that allows searching std::unordered_map for string-like keys.
Definition StringUtils.hpp:120
A simple wrapper around strings or something similar to strings to reduce the amount of code for meth...
Definition Common.hpp:728
A lightweight wrapper around strings or string-like inputs.
Definition StringUtils.hpp:28
Common string constants used across the library.
Definition StringUtils.hpp:137
static const std::string NUL
Textual representation of a null / missing string: "<null>".
Definition StringUtils.hpp:142
static const std::string EMPTY
Empty string constant: "".
Definition StringUtils.hpp:139
Whether T is std::shared_ptr<E>, where E is a descendant of LastingEvent (the elements of DXFeed::get...
Definition DXFeed.hpp:40
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