[MDAPI-82][C++] Implement MarketDepthModel

dxFeed · Nov 28, 2024 · 6e22794 · 6e22794
1 parent 452c2d9
commit 6e22794
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Showing 5 changed files with 7 additions and 6 deletions.
diff --git a/include/dxfeed_graal_cpp_api/event/market/OrderBase.hpp b/include/dxfeed_graal_cpp_api/event/market/OrderBase.hpp
@@ -16,6 +16,7 @@ DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251)
 #include "../EventTypeEnum.hpp"
 #include "../IndexedEvent.hpp"
 #include "../IndexedEventSource.hpp"
+#include "../../exceptions/InvalidArgumentException.hpp"
 #include "MarketEvent.hpp"
 #include "OrderAction.hpp"
 #include "OrderSource.hpp"

diff --git a/include/dxfeed_graal_cpp_api/internal/Timer.hpp b/include/dxfeed_graal_cpp_api/internal/Timer.hpp
@@ -28,7 +28,7 @@ struct Timer {
     Timer() noexcept = default;
 
   public:
-    constexpr void sleep(std::chrono::milliseconds ms) const {
+    void sleep(std::chrono::milliseconds ms) const {
         while (isRunning_) {
             std::this_thread::sleep_for(ms);
         }

diff --git a/include/dxfeed_graal_cpp_api/model/MarketDepthModel.hpp b/include/dxfeed_graal_cpp_api/model/MarketDepthModel.hpp
@@ -80,11 +80,11 @@ struct DXFCPP_EXPORT MarketDepthModel final : RequireMakeShared<MarketDepthModel
 
         std::shared_ptr<Builder> withAggregationPeriod(std::chrono::milliseconds aggregationPeriod);
 
-        std::shared_ptr<MarketDepthModel> build() const;
+        std::shared_ptr<MarketDepthModel> build();
     };
 
   private:
-    std::recursive_mutex mtx_{};
+    mutable std::recursive_mutex mtx_{};
     std::shared_ptr<IndexedTxModel> indexedTxModel_{};
     std::shared_ptr<MarketDepthModelListenerCommon> listener_{};
     std::size_t depthLimit_{};

diff --git a/include/dxfeed_graal_cpp_api/model/MarketDepthModelListener.hpp b/include/dxfeed_graal_cpp_api/model/MarketDepthModelListener.hpp
@@ -36,8 +36,8 @@ struct DXFCPP_EXPORT MarketDepthModelListenerCommon : virtual SharedEntity {
 
 template <Derived<OrderBase> E>
 struct DXFCPP_EXPORT MarketDepthModelListener final : MarketDepthModelListenerCommon,
-                                                RequireMakeShared<MarketDepthModelListener<E>> {
-    explicit MarketDepthModelListener(LockExternalConstructionTag) {};
+                                                      RequireMakeShared<MarketDepthModelListener<E>> {
+    explicit MarketDepthModelListener(RequireMakeShared<MarketDepthModelListener<E>>::LockExternalConstructionTag) {};
 
     ~MarketDepthModelListener() override = default;
 

diff --git a/src/model/MarketDepthModel.cpp b/src/model/MarketDepthModel.cpp
@@ -46,7 +46,7 @@ MarketDepthModel::Builder::withAggregationPeriod(std::chrono::milliseconds aggre
     return withAggregationPeriod(aggregationPeriod.count());
 }
 
-std::shared_ptr<MarketDepthModel> MarketDepthModel::Builder::build() const {
+std::shared_ptr<MarketDepthModel> MarketDepthModel::Builder::build() {
     return MarketDepthModel::createShared(sharedAs<Builder>());
 }