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

MarketDepthModelListener
dxFeed · Nov 26, 2024 · 992e332 · 992e332
1 parent 1546360
commit 992e332
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Showing 2 changed files with 70 additions and 1 deletion.
diff --git a/include/dxfeed_graal_cpp_api/model/MarketDepthModel.hpp b/include/dxfeed_graal_cpp_api/model/MarketDepthModel.hpp
@@ -8,18 +8,83 @@
 DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251)
 
 #include "../entity/SharedEntity.hpp"
+#include "../event/EventSourceWrapper.hpp"
+#include "../event/market/OrderBase.hpp"
 #include "../internal/JavaObjectHandle.hpp"
+#include "IndexedTxModel.hpp"
+#include "MarketDepthModelListener.hpp"
 
 #include <memory>
 #include <unordered_set>
 
 DXFCPP_BEGIN_NAMESPACE
 
+struct DXFeed;
+struct SymbolWrapper;
+
 struct DXFCPP_EXPORT MarketDepthModel : RequireMakeShared<MarketDepthModel> {
 
     struct DXFCPP_EXPORT Builder : RequireMakeShared<Builder> {
+        std::shared_ptr<IndexedTxModel::Builder> builder;
+        std::shared_ptr<MarketDepthModelListenerCommon> listener;
+        std::size_t depthLimit;
+        std::int64_t aggregationPeriodMillis;
+
+        std::shared_ptr<Builder> withFeed(std::shared_ptr<DXFeed> feed) {
+            builder = builder->withFeed(feed);
+
+            return sharedAs<Builder>();
+        }
+
+        std::shared_ptr<Builder> withSymbol(const SymbolWrapper &symbol) {
+            builder = builder->withSymbol(symbol);
+
+            return sharedAs<Builder>();
+        }
+
+        template <Derived<OrderBase> E>
+        std::shared_ptr<Builder> withListener(std::shared_ptr<MarketDepthModelListener<E>> listener) {
+            //TODO: implement
+
+            return sharedAs<Builder>();
+        }
+
+        template <typename EventSourceIt>
+        std::shared_ptr<Builder> withSources(EventSourceIt begin, EventSourceIt end) const {
+            builder = builder->withSources(begin, end);
+
+            return sharedAs<Builder>();
+        }
+
+        template <ConvertibleToEventSourceWrapperCollection EventSourceCollection>
+        std::shared_ptr<Builder> withSources(EventSourceCollection &&sources) const {
+            return withSources(std::begin(sources), std::end(sources));
+        }
+
+        std::shared_ptr<Builder> withSources(std::initializer_list<EventSourceWrapper> sources) const;
 
+        std::shared_ptr<Builder> withDepthLimit(std::size_t depthLimit) const;
+
+        std::shared_ptr<Builder> withAggregationPeriod(std::int64_t aggregationPeriodMillis) const;
+
+        std::shared_ptr<Builder> withAggregationPeriod(std::chrono::milliseconds aggregationPeriod) const;
+
+        std::shared_ptr<MarketDepthModel> build() const;
     };
+
+    static std::shared_ptr<Builder> newBuilder();
+
+    std::size_t getDepthLimit() const;
+
+    void setDepthLimit(std::size_t depthLimit);
+
+    std::int64_t getAggregationPeriod() const;
+
+    void setAggregationPeriod(std::int64_t aggregationPeriodMillis);
+
+    void setAggregationPeriod(std::chrono::milliseconds aggregationPeriod);
+
+    void close();
 };
 
 DXFCPP_END_NAMESPACE

diff --git a/include/dxfeed_graal_cpp_api/model/MarketDepthModelListener.hpp b/include/dxfeed_graal_cpp_api/model/MarketDepthModelListener.hpp
@@ -16,8 +16,12 @@ DXFCXX_DISABLE_MSC_WARNINGS_PUSH(4251)
 
 DXFCPP_BEGIN_NAMESPACE
 
+struct DXFCPP_EXPORT MarketDepthModelListenerCommon : virtual SharedEntity {
+
+};
+
 template <Derived<OrderBase> E>
-struct DXFCPP_EXPORT MarketDepthModelListener : RequireMakeShared<MarketDepthModelListener<E>> {
+struct DXFCPP_EXPORT MarketDepthModelListener : MarketDepthModelListenerCommon, RequireMakeShared<MarketDepthModelListener<E>> {
     static std::shared_ptr<MarketDepthModelListener<E>>
     create(std::function<void(const std::vector<std::shared_ptr<E>> & /* buy */,
                               const std::vector<std::shared_ptr<E>> & /* sell */)>