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[EN-7412] Implement DXFeedConnect sample
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,81 @@ | ||
| # Copyright (c) 2023 Devexperts LLC. | ||
| # SPDX-License-Identifier: MPL-2.0 | ||
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| cmake_minimum_required(VERSION 3.21) | ||
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| if (POLICY CMP0092) | ||
| cmake_policy(SET CMP0092 NEW) | ||
| endif () | ||
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| if (POLICY CMP0135) | ||
| cmake_policy(SET CMP0135 NEW) | ||
| endif () | ||
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| project(DxFeedConnect LANGUAGES CXX) | ||
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| set(CMAKE_CXX_STANDARD 20) | ||
| set(CMAKE_C_STANDARD 11) | ||
| set(CXX_EXTENSIONS OFF) | ||
| set(C_EXTENSIONS OFF) | ||
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| if (${CMAKE_SYSTEM_NAME} MATCHES "Darwin") | ||
| set(CMAKE_MACOSX_RPATH ON) | ||
| set(CMAKE_SKIP_BUILD_RPATH ON) | ||
| set(CMAKE_BUILD_WITH_INSTALL_RPATH ON) | ||
| set(CMAKE_INSTALL_RPATH_USE_LINK_PATH OFF) | ||
| set(CMAKE_BUILD_RPATH_USE_ORIGIN ON) | ||
| set(CMAKE_INSTALL_RPATH "@loader_path/../${CMAKE_INSTALL_LIBDIR};@loader_path;@executable_path;@executable_path/../Frameworks") | ||
| elseif (UNIX) | ||
| set(CMAKE_SKIP_BUILD_RPATH ON) | ||
| set(CMAKE_BUILD_WITH_INSTALL_RPATH ON) | ||
| set(CMAKE_INSTALL_RPATH_USE_LINK_PATH OFF) | ||
| set(CMAKE_BUILD_RPATH_USE_ORIGIN ON) | ||
| set(CMAKE_INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}:$ORIGIN/../lib64:$ORIGIN/../lib:$ORIGIN") | ||
| endif () | ||
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| add_executable(${PROJECT_NAME} src/main.cpp) | ||
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| if (DXFCXX_ENABLE_VS_ASAN) | ||
| target_compile_options(${PROJECT_NAME} PRIVATE "/fsanitize=address") | ||
| target_link_options(${PROJECT_NAME} PRIVATE "/fsanitize=address") | ||
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| target_compile_definitions(${PROJECT_NAME} | ||
| PUBLIC | ||
| $<$<COMPILE_LANG_AND_ID:CXX,MSVC>: | ||
| _DISABLE_VECTOR_ANNOTATION | ||
| _DISABLE_STRING_ANNOTATION | ||
| > | ||
| ) | ||
| endif () | ||
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| if (DXFCXX_ENABLE_ASAN_UBSAN) | ||
| target_link_libraries(${PROJECT_NAME} PRIVATE dxfcxx) | ||
| target_compile_definitions(${PROJECT_NAME} PRIVATE DXFCPP_USE_DLLS) | ||
| add_custom_command(TARGET ${PROJECT_NAME} POST_BUILD COMMAND ${CMAKE_COMMAND} -E copy_if_different | ||
| $<TARGET_FILE:dxfcxx::graal> | ||
| $<TARGET_FILE:dxfcxx> | ||
| $<TARGET_FILE_DIR:${PROJECT_NAME}>) | ||
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| target_compile_options(${PROJECT_NAME} PRIVATE "-fsanitize=address" "-fsanitize=undefined") | ||
| target_link_options(${PROJECT_NAME} PRIVATE "-fsanitize=address" "-fsanitize=undefined") | ||
| else () | ||
| target_link_libraries(${PROJECT_NAME} PRIVATE dxfcxx) | ||
| target_compile_definitions(${PROJECT_NAME} PRIVATE DXFCPP_USE_DLLS) | ||
| add_custom_command(TARGET ${PROJECT_NAME} POST_BUILD COMMAND ${CMAKE_COMMAND} -E copy_if_different | ||
| $<TARGET_FILE:dxfcxx::graal> | ||
| $<TARGET_FILE:dxfcxx> | ||
| $<TARGET_FILE_DIR:${PROJECT_NAME}>) | ||
| # target_link_libraries(${PROJECT_NAME} PRIVATE dxfcxx::static) | ||
| # | ||
| # add_custom_command(TARGET ${PROJECT_NAME} POST_BUILD COMMAND ${CMAKE_COMMAND} -E copy_if_different | ||
| # $<TARGET_FILE:dxfcxx::graal> | ||
| # $<TARGET_FILE_DIR:${PROJECT_NAME}>) | ||
| endif () | ||
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| if (DXFCXX_INSTALL AND DXFCXX_INSTALL_SAMPLES) | ||
| install(TARGETS ${PROJECT_NAME}) | ||
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| if (WIN32) | ||
| install(FILES $<TARGET_FILE:dxfcxx::graal> DESTINATION ${CMAKE_INSTALL_BINDIR}) | ||
| endif () | ||
| endif () |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,70 @@ | ||
| // Copyright (c) 2023 Devexperts LLC. | ||
| // SPDX-License-Identifier: MPL-2.0 | ||
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| #include <dxfeed_graal_cpp_api/api.hpp> | ||
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| #include <atomic> | ||
| #include <mutex> | ||
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| using namespace dxfcpp; | ||
| using namespace dxfcpp::literals; | ||
| using namespace std::literals; | ||
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| void printUsage() { | ||
| auto usageString = R"( | ||
| Usage: | ||
| DxFeedFileParser <file> <type> <symbol> | ||
| Where: | ||
| file - Is a file name. | ||
| type - Is comma-separated list of dxfeed event types ()" + | ||
| dxfcpp::enum_utils::getEventTypeEnumNamesList() + R"(). | ||
| symbol - Is comma-separated list of symbol names to get events for (e.g. "IBM,AAPL,MSFT").)"; | ||
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| std::cout << usageString << std::endl; | ||
| } | ||
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| int main(int argc, char *argv[]) { | ||
| if (argc < 4) { | ||
| printUsage(); | ||
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| return 0; | ||
| } | ||
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| std::atomic<std::size_t> eventCounter{}; | ||
| std::mutex ioMtx{}; | ||
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| // Parse args. | ||
| std::string fileName = argv[1]; | ||
| auto types = CmdArgsUtils::parseTypes(argv[2]); | ||
| auto symbols = CmdArgsUtils::parseSymbols(argv[3]); | ||
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| // Create endpoint specifically for file parsing. | ||
| auto endpoint = DXEndpoint::create(DXEndpoint::Role::STREAM_FEED); | ||
| auto feed = endpoint->getFeed(); | ||
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| // Subscribe to a specified event and symbol. | ||
| auto sub = feed->createSubscription(types); | ||
| sub->addEventListener([&eventCounter, &ioMtx](const auto &events) { | ||
| std::lock_guard lock{ioMtx}; | ||
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| for (auto &&e : events) { | ||
| std::cout << (++eventCounter) << ": " << e << "\n"; | ||
| } | ||
| }); | ||
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| // Add symbols. | ||
| sub->addSymbols(symbols); | ||
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| // Connect endpoint to a file. | ||
| endpoint->connect("file:" + fileName + "[speed=max]"); | ||
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| // Wait until file is completely parsed. | ||
| endpoint->awaitNotConnected(); | ||
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| // Close endpoint when we're done. | ||
| // This method will gracefully close endpoint, waiting while data processing completes. | ||
| endpoint->closeAndAwaitTermination(); | ||
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| return 0; | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,52 @@ | ||
| # Copyright (c) 2023 Devexperts LLC. | ||
| # SPDX-License-Identifier: MPL-2.0 | ||
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| cmake_minimum_required(VERSION 3.21) | ||
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| project(dxFeedGraalCxxApi_Internal) | ||
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| if (POLICY CMP0092) | ||
| cmake_policy(SET CMP0092 NEW) | ||
| endif () | ||
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| if (POLICY CMP0135) | ||
| cmake_policy(SET CMP0135 NEW) | ||
| endif () | ||
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| set(CMAKE_CXX_STANDARD 20) | ||
| set(CMAKE_CXX_STANDARD_REQUIRED ON) | ||
| set(CMAKE_C_STANDARD 11) | ||
| set(CMAKE_C_STANDARD_REQUIRED ON) | ||
| set(CXX_EXTENSIONS OFF) | ||
| set(C_EXTENSIONS OFF) | ||
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| set(dxFeedGraalCxxApi_Internal_Sources | ||
| CEntryPointErrors.cpp | ||
| Isolate.cpp | ||
| JavaObjectHandler.cpp | ||
| EventClassList.cpp | ||
| SymbolList.cpp | ||
| Common.cpp | ||
| ) | ||
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| set(dxFeedGraalCxxApi_Internal_Utils_Sources | ||
| utils/StringUtils.cpp | ||
| utils/EnumUtils.cpp | ||
| utils/CmdArgsUtils.cpp | ||
| ) | ||
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| set(dxFeedGraalCxxApi_Internal_UtilsDebug_Sources | ||
| utils/debug/Debug.cpp | ||
| ) | ||
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| add_library(dxFeedGraalCxxApi_Internal OBJECT | ||
| ${dxFeedGraalCxxApi_Internal_Sources} | ||
| ${dxFeedGraalCxxApi_Internal_Utils_Sources} | ||
| ${dxFeedGraalCxxApi_Internal_UtilsDebug_Sources} | ||
| ) | ||
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| add_library(dxfcxx::internal ALIAS dxFeedGraalCxxApi_Internal) | ||
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| target_include_directories(dxFeedGraalCxxApi_Internal PRIVATE ../../include ../../third_party/range-v3-0.12/include) | ||
| target_link_libraries(dxFeedGraalCxxApi_Internal PRIVATE DxFeedGraalNativeSdk utf8cpp fmt::fmt-header-only) |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -18,6 +18,8 @@ | |
| #include <fmt/ostream.h> | ||
| #include <fmt/std.h> | ||
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| #include <range/v3/all.hpp> | ||
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| namespace dxfcpp { | ||
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