[EN-7587] Implement FetchDailyCandles sample

.github/workflows/build.yml

@@ -62,7 +62,7 @@ jobs:
             xcode: '15.0'
             cc: 'clang'
             cxx: 'clang++'
-        buildType: [ Release, Debug ]
+        buildType: [ Release, Debug, RelWithDebInfo ]
 
     name: "${{ matrix.config.name }}-${{matrix.buildType}}"
     runs-on: ${{ matrix.config.image }}

CMakeLists.txt

@@ -190,10 +190,13 @@ set(dxFeedGraalCxxApi_Exceptions_Sources
 )
 
 set(dxFeedGraalCxxApi_Isolated_Sources
+        src/isolated/api/IsolatedDXFeed.cpp
         src/isolated/api/IsolatedDXEndpoint.cpp
+        src/isolated/api/IsolatedDXFeedSubscription.cpp
         src/isolated/api/IsolatedDXPublisher.cpp
         src/isolated/api/IsolatedDXPublisherObservableSubscription.cpp
         src/isolated/api/osub/IsolatedObservableSubscriptionChangeListener.cpp
+        src/isolated/promise/IsolatedPromise.cpp
         src/isolated/internal/IsolatedString.cpp
         src/isolated/internal/IsolatedTimeFormat.cpp
 )
@@ -227,6 +230,10 @@ set(dxFeedGraalCxxApi_OnDemand_Sources
         src/ondemand/OnDemandService.cpp
 )
 
+set(dxFeedGraalCxxApi_Promise_Sources
+        src/promise/Promise.cpp
+)
+
 set(dxFeedGraalCxxApi_Symbols_Sources
         src/symbols/StringSymbol.cpp
         src/symbols/SymbolWrapper.cpp
@@ -314,6 +321,7 @@ set(dxFeedGraalCxxApi_Sources
         ${dxFeedGraalCxxApi_ApiOsub_Sources}
         ${dxFeedGraalCxxApi_Ipf_Sources}
         ${dxFeedGraalCxxApi_OnDemand_Sources}
+        ${dxFeedGraalCxxApi_Promise_Sources}
         ${dxFeedGraalCxxApi_Symbols_Sources}
         ${dxFeedGraalCxxApi_System_Sources}
         ${dxFeedGraalCxxApi_Event_Sources}
@@ -372,6 +380,14 @@ set(DXFCXX_GCC_LIKE_LINK_OPTIONS "-fPIC")
 #A workaround to fix 'relocation truncated to fit: IMAGE_REL_AMD64_SECREL' error (MinGW + Debug)
 set(DXFCXX_MINGW_DEBUG_LINK_OPTIONS "-Wl,--disable-dynamicbase,--disable-high-entropy-va,--default-image-base-low")
 
+# https://developercommunity.visualstudio.com/t/Invalid-code-generation-in-release-1940/10678572?sort=newest&viewtype=all
+# https://github.com/microsoft/STL/wiki/Changelog#vs-2022-1710
+# https://github.com/actions/runner-images/issues/10004
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC")
+    target_compile_definitions(${PROJECT_NAME} PUBLIC _DISABLE_CONSTEXPR_MUTEX_CONSTRUCTOR)
+    target_compile_definitions(${PROJECT_NAME}_static PUBLIC _DISABLE_CONSTEXPR_MUTEX_CONSTRUCTOR)
+endif ()
+
 target_compile_options(${PROJECT_NAME}
         PUBLIC
         $<$<COMPILE_LANG_AND_ID:CXX,MSVC>:${DXFCXX_MSVC_COMPILE_OPTIONS}>
@@ -468,6 +484,7 @@ if (DXFCXX_BUILD_SAMPLES)
     add_subdirectory(samples/cpp/PrintQuoteEvents)
     add_subdirectory(samples/cpp/PublishProfiles)
     add_subdirectory(samples/cpp/DxFeedSample)
+    add_subdirectory(samples/cpp/FetchDailyCandles)
     add_subdirectory(samples/cpp/WriteTapeFile)
     add_subdirectory(samples/cpp/ConvertTapeFile)
     add_subdirectory(samples/cpp/DxFeedFileParser)

README.md

@@ -355,6 +355,8 @@ versions):
   is a simple demonstration of how to get various scheduling information for instruments
 - [x] [OnDemandSample](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/OnDemandSample/src/main.cpp)
   a sample that demonstrates how to use the dxFeed on-demand history data replay service API
+- [x] [FetchDailyCandles](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/FetchDailyCandles/src/main.cpp)
+  a sample that demonstrates how to fetch last 20 days of candles for a specified symbol and print them.
 
 ## Current State
 

include/dxfeed_graal_cpp_api/api.hpp

@@ -52,14 +52,19 @@ DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251 4996)
 #include "exceptions/JavaException.hpp"
 #include "exceptions/GraalException.hpp"
 
+#include "isolated/api/IsolatedDXFeed.hpp"
 #include "isolated/api/IsolatedDXEndpoint.hpp"
+#include "isolated/api/IsolatedDXFeedSubscription.hpp"
 #include "isolated/api/IsolatedDXPublisher.hpp"
 #include "isolated/api/IsolatedDXPublisherObservableSubscription.hpp"
 #include "isolated/api/osub/IsolatedObservableSubscriptionChangeListener.hpp"
+#include "isolated/promise/IsolatedPromise.hpp"
 #include "isolated/internal/IsolatedString.hpp"
 #include "isolated/internal/IsolatedTimeFormat.hpp"
 #include "isolated/internal/IsolatedTools.hpp"
 
 #include "ondemand/OnDemandService.hpp"
 
+#include "promise/Promise.hpp"
+
 DXFCXX_DISABLE_MSC_WARNINGS_POP()

include/dxfeed_graal_cpp_api/api/DXFeed.hpp

@@ -12,6 +12,7 @@ DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251)
 #include "../internal/Handler.hpp"
 #include "../internal/Isolate.hpp"
 #include "../internal/JavaObjectHandle.hpp"
+#include "../promise/Promise.hpp"
 
 #include "DXFeedSubscription.hpp"
 
@@ -124,6 +125,9 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
     JavaObjectHandle<DXFeed> handle_;
     static std::shared_ptr<DXFeed> create(void *feedHandle);
 
+    void *getTimeSeriesPromiseImpl(const EventTypeEnum &eventType, const SymbolWrapper &symbol, std::int64_t fromTime,
+                                   std::int64_t toTime) const;
+
   protected:
     DXFeed() noexcept : handle_{} {
         if constexpr (Debugger::isDebug) {
@@ -146,7 +150,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      *
      * @return The DXFeed instance
      */
-    static std::shared_ptr<DXFeed> getInstance() noexcept;
+    static std::shared_ptr<DXFeed> getInstance();
 
     /**
      * Attaches the given subscription to this feed. This method does nothing if the
@@ -164,7 +168,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @param subscription The subscription.
      * @see DXFeedSubscription
      */
-    void attachSubscription(std::shared_ptr<DXFeedSubscription> subscription) noexcept;
+    void attachSubscription(std::shared_ptr<DXFeedSubscription> subscription);
 
     /**
      * Detaches the given subscription from this feed. This method does nothing if the
@@ -178,7 +182,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @param subscription The subscription.
      * @see DXFeedSubscription
      */
-    void detachSubscription(std::shared_ptr<DXFeedSubscription> subscription) noexcept;
+    void detachSubscription(std::shared_ptr<DXFeedSubscription> subscription);
 
     /**
      * Detaches the given subscription from this feed and clears data delivered to this subscription
@@ -188,7 +192,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @param subscription The subscription.
      * @see DXFeed::detachSubscription()
      */
-    void detachSubscriptionAndClear(std::shared_ptr<DXFeedSubscription> subscription) noexcept;
+    void detachSubscriptionAndClear(std::shared_ptr<DXFeedSubscription> subscription);
 
     /**
      * Creates new subscription for a single event type that is <i>attached</i> to this feed.
@@ -202,7 +206,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @param eventType The type of event
      * @return The new subscription
      */
-    std::shared_ptr<DXFeedSubscription> createSubscription(const EventTypeEnum &eventType) noexcept;
+    std::shared_ptr<DXFeedSubscription> createSubscription(const EventTypeEnum &eventType);
 
     /**
      * Creates new subscription for multiple event types that is <i>attached</i> to this feed.
@@ -235,7 +239,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @return The new subscription
      */
     template <typename EventTypeIt>
-    std::shared_ptr<DXFeedSubscription> createSubscription(EventTypeIt begin, EventTypeIt end) noexcept {
+    std::shared_ptr<DXFeedSubscription> createSubscription(EventTypeIt begin, EventTypeIt end) {
         if constexpr (Debugger::isDebug) {
             Debugger::debug("{}::createSubscription(eventTypes = " + namesToString(begin, end) + ")");
         }
@@ -259,7 +263,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @param eventTypes The initializer list of event types
      * @return The new subscription
      */
-    std::shared_ptr<DXFeedSubscription> createSubscription(std::initializer_list<EventTypeEnum> eventTypes) noexcept;
+    std::shared_ptr<DXFeedSubscription> createSubscription(std::initializer_list<EventTypeEnum> eventTypes);
 
     /**
      * Creates new subscription for multiple event types that is <i>attached</i> to this feed.
@@ -281,7 +285,7 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
      * @return The new subscription
      */
     template <typename EventTypesCollection>
-    std::shared_ptr<DXFeedSubscription> createSubscription(EventTypesCollection &&eventTypes) noexcept {
+    std::shared_ptr<DXFeedSubscription> createSubscription(EventTypesCollection &&eventTypes) {
         if constexpr (Debugger::isDebug) {
             Debugger::debug(toString() + "::createSubscription(eventTypes = " +
                             namesToString(std::begin(eventTypes), std::end(eventTypes)) + ")");
@@ -294,6 +298,22 @@ struct DXFCPP_EXPORT DXFeed : SharedEntity {
         return sub;
     }
 
+    /**
+     * Requests time series of events for the specified event type, symbol, and a range of time.
+     * @tparam E The type of event.
+     * @param symbol The symbol.
+     * @param fromTime The time, inclusive, to request events from (see TimeSeriesEvent::getTime()).
+     * @param toTime The time, inclusive, to request events to (see TimeSeriesEvent::getTime()).
+     *               Use `std::numeric_limits<std::int64_t>::max()` or `LLONG_MAX` macro to retrieve events without an
+     * upper limit on time.
+     * @return The promise for the result of the request.
+     */
+    template <Derived<TimeSeriesEvent> E>
+    Promise<std::vector<std::shared_ptr<E>>> getTimeSeriesPromise(const SymbolWrapper &symbol, std::int64_t fromTime,
+                                                                  std::int64_t toTime) const {
+        return Promise<std::vector<std::shared_ptr<E>>>(getTimeSeriesPromiseImpl(E::TYPE, symbol, fromTime, toTime));
+    }
+
     std::string toString() const noexcept override;
 };