[EN-7412] Implement DxFeedConnect sample (#25)

dxFeed · Sep 6, 2023 · b6cb0d8 · b6cb0d8
1 parent 559056d
commit b6cb0d8
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Showing 156 changed files with 40,359 additions and 94 deletions.
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -11,6 +11,8 @@ if (POLICY CMP0135)
     cmake_policy(SET CMP0135 NEW)
 endif ()
 
+set(CMAKE_POLICY_DEFAULT_CMP0077 NEW)
+
 project(dxFeedGraalCxxApi)
 
 set(DXFCXX_VERSION "0.1.4" CACHE STRING "The dxFeed Graal CXX API package version")
@@ -89,11 +91,14 @@ FetchContent_MakeAvailable(DxFeedGraalNativeSdk)
 add_subdirectory(third_party/utfcpp-3.2.3)
 set(FMT_INSTALL OFF)
 add_subdirectory(third_party/fmt-10.0.0)
+#set(BUILD_TZ_LIB ON)
+#set(USE_SYSTEM_TZ_DB ON)
+add_subdirectory(third_party/date-3.0.1)
 
 # find_package(utf8cpp)
 # find_package(fmt)
 
-set(dxFeedNativeAPIInternalSources
+set(dxFeedGraalCxxApi_Internal_Sources
         src/internal/CEntryPointErrors.cpp
         src/internal/Isolate.cpp
         src/internal/JavaObjectHandler.cpp
@@ -102,46 +107,48 @@ set(dxFeedNativeAPIInternalSources
         src/internal/Common.cpp
 )
 
-set(dxFeedNativeAPIInternalUtilsSources
+set(dxFeedGraalCxxApi_InternalUtils_Sources
         src/internal/utils/StringUtils.cpp
+        src/internal/utils/EnumUtils.cpp
+        src/internal/utils/TimeFormat.cpp
         src/internal/utils/CmdArgsUtils.cpp
 )
 
-set(dxFeedNativeAPIInternalUtilsDebugSources
+set(dxFeedGraalCxxApi_InternalUtilsDebug_Sources
         src/internal/utils/debug/Debug.cpp
 )
 
-set(dxFeedNativeAPIAPISources
+set(dxFeedGraalCxxApi_API_Sources
         src/api/DXEndpoint.cpp
         src/api/DXFeed.cpp
         src/api/DXFeedSubscription.cpp
         src/api/DXPublisher.cpp
 )
 
-set(dxFeedNativeAPIAPIOsubSources
+set(dxFeedGraalCxxApi_APIOsub_Sources
         src/api/osub/WildcardSymbol.cpp
         src/api/osub/TimeSeriesSubscriptionSymbol.cpp
         src/api/osub/IndexedEventSubscriptionSymbol.cpp
 )
 
-set(dxFeedNativeAPISymbolsSources
+set(dxFeedGraalCxxApi_Symbols_Sources
         src/symbols/StringSymbol.cpp
         src/symbols/SymbolWrapper.cpp
 )
 
-set(dxFeedNativeAPISystemSources
+set(dxFeedGraalCxxApi_System_Sources
         src/system/System.cpp
 )
 
-set(dxFeedNativeAPIEventSources
+set(dxFeedGraalCxxApi_Event_Sources
         src/event/EventTypeEnum.cpp
         src/event/IndexedEventSource.cpp
         src/event/EventFlag.cpp
         src/event/IndexedEvent.cpp
         src/event/EventMapper.cpp
 )
 
-set(dxFeedNativeAPIEventCandleSources
+set(dxFeedGraalCxxApi_EventCandle_Sources
         src/event/candle/Candle.cpp
         src/event/candle/CandleAlignment.cpp
         src/event/candle/CandleExchange.cpp
@@ -153,7 +160,7 @@ set(dxFeedNativeAPIEventCandleSources
         src/event/candle/CandleSymbol.cpp
 )
 
-set(dxFeedNativeAPIEventMarketSources
+set(dxFeedGraalCxxApi_EventMarket_Sources
         src/event/market/AnalyticOrder.cpp
         src/event/market/Direction.cpp
         src/event/market/IcebergType.cpp
@@ -179,18 +186,34 @@ set(dxFeedNativeAPIEventMarketSources
         src/event/market/TradingStatus.cpp
 )
 
-set(dxFeedNativeAPIEventOptionSources
+set(dxFeedGraalCxxApi_EventOption_Sources
         src/event/option/Greeks.cpp
         src/event/option/Underlying.cpp
         src/event/option/TheoPrice.cpp
         src/event/option/Series.cpp
 )
 
-set(dxFeedNativeAPIScheduleSources
+set(dxFeedGraalCxxApi_Schedule_Sources
         src/schedule/SessionFilter.cpp
         src/schedule/SessionType.cpp
 )
 
+set(dxFeedGraalCxxApi_Sources
+        ${dxFeedGraalCxxApi_Internal_Sources}
+        ${dxFeedGraalCxxApi_InternalUtils_Sources}
+        ${dxFeedGraalCxxApi_InternalUtilsDebug_Sources}
+        ${dxFeedGraalCxxApi_API_Sources}
+        ${dxFeedGraalCxxApi_APIOsub_Sources}
+        ${dxFeedGraalCxxApi_Symbols_Sources}
+        ${dxFeedGraalCxxApi_System_Sources}
+        ${dxFeedGraalCxxApi_Event_Sources}
+        ${dxFeedGraalCxxApi_EventCandle_Sources}
+        ${dxFeedGraalCxxApi_EventMarket_Sources}
+        ${dxFeedGraalCxxApi_EventOption_Sources}
+        ${dxFeedGraalCxxApi_EventOption_Sources}
+        ${dxFeedGraalCxxApi_Schedule_Sources}
+)
+
 if (${CMAKE_SYSTEM_NAME} MATCHES "Darwin")
     set(CMAKE_MACOSX_RPATH ON)
     set(CMAKE_SKIP_BUILD_RPATH ON)
@@ -207,34 +230,12 @@ elseif (UNIX)
 endif ()
 
 add_library(${PROJECT_NAME}_static STATIC
-        ${dxFeedNativeAPIInternalSources}
-        ${dxFeedNativeAPIInternalUtilsSources}
-        ${dxFeedNativeAPIInternalUtilsDebugSources}
-        ${dxFeedNativeAPIAPISources}
-        ${dxFeedNativeAPIAPIOsubSources}
-        ${dxFeedNativeAPISymbolsSources}
-        ${dxFeedNativeAPISystemSources}
-        ${dxFeedNativeAPIEventSources}
-        ${dxFeedNativeAPIEventCandleSources}
-        ${dxFeedNativeAPIEventMarketSources}
-        ${dxFeedNativeAPIEventOptionSources}
-        ${dxFeedNativeAPIScheduleSources}
+        ${dxFeedGraalCxxApi_Sources}
         src/api.cpp
 )
 
 add_library(${PROJECT_NAME} SHARED
-        ${dxFeedNativeAPIInternalSources}
-        ${dxFeedNativeAPIInternalUtilsSources}
-        ${dxFeedNativeAPIInternalUtilsDebugSources}
-        ${dxFeedNativeAPIAPISources}
-        ${dxFeedNativeAPIAPIOsubSources}
-        ${dxFeedNativeAPISymbolsSources}
-        ${dxFeedNativeAPISystemSources}
-        ${dxFeedNativeAPIEventSources}
-        ${dxFeedNativeAPIEventCandleSources}
-        ${dxFeedNativeAPIEventMarketSources}
-        ${dxFeedNativeAPIEventOptionSources}
-        ${dxFeedNativeAPIScheduleSources}
+        ${dxFeedGraalCxxApi_Sources}
         src/api.cpp
 )
 
@@ -304,8 +305,8 @@ if (DXFCXX_USE_PRECOMPILED_HEADERS)
     target_precompile_headers(${PROJECT_NAME}_static PRIVATE include/dxfeed_graal_cpp_api/internal/PrecompiledHeaders.hpp)
 endif ()
 
-target_link_libraries(${PROJECT_NAME}_static PUBLIC DxFeedGraalNativeSdk utf8cpp fmt::fmt-header-only)
-target_link_libraries(${PROJECT_NAME} PUBLIC DxFeedGraalNativeSdk utf8cpp fmt::fmt-header-only)
+target_link_libraries(${PROJECT_NAME}_static PUBLIC DxFeedGraalNativeSdk utf8cpp fmt::fmt-header-only date::date)
+target_link_libraries(${PROJECT_NAME} PUBLIC DxFeedGraalNativeSdk utf8cpp fmt::fmt-header-only date::date)
 
 if (DXFCXX_ENABLE_ASAN_UBSAN)
     target_compile_options(${PROJECT_NAME} PRIVATE "-fsanitize=address" "-fsanitize=undefined")
@@ -328,7 +329,8 @@ if (DXFCXX_BUILD_SAMPLES)
     add_subdirectory(samples/cpp/DxFeedSample)
     add_subdirectory(samples/cpp/WriteTapeFile)
     add_subdirectory(samples/cpp/ConvertTapeFile)
-    add_subdirectory(samples/cpp/DXFeedFileParser)
+    add_subdirectory(samples/cpp/DxFeedFileParser)
+    add_subdirectory(samples/cpp/DxFeedConnect)
 endif ()
 
 if (DXFCXX_BUILD_TOOLS)

diff --git a/DEPENDENCIES.md b/DEPENDENCIES.md
@@ -6,7 +6,8 @@
 - [utfcpp](https://github.com/nemtrif/utfcpp) v3.2.3
 - [fmt](https://github.com/fmtlib/fmt) v10.0.0
 - [doctest](https://github.com/doctest/doctest) v2.4.11 (Tests)
-- [range-v3](https://github.com/ericniebler/range-v3) v0.12 (Code & Samples)
+- [range-v3](https://github.com/ericniebler/range-v3) v0.12
+- [date] (https://github.com/HowardHinnant/date) v3.0.1
 
 ## Run-time
 

diff --git a/README.md b/README.md
@@ -243,11 +243,9 @@ be downloaded from [Release](https://github.com/dxFeed/dxfeed-graal-cxx-api/rele
 ## Samples
 * [ConvertTapeFile](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/ConvertTapeFile/src/main.cpp)
   demonstrates how to convert one tape file to another tape file with optional intermediate processing or filtering
-<!--
 * [DxFeedConnect](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/DxFeedConnect/src/main.cpp)
   demonstrates how to subscribe various market events for the specified symbols
--->
-* [DxFeedFileParser](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/DXFeedFileParser/src/main.cpp)
+* [DxFeedFileParser](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/DxFeedFileParser/src/main.cpp)
   is a simple demonstration of how events are read form a tape file
 * [DxFeedSample](https://github.com/dxFeed/dxfeed-graal-cxx-api/blob/main/samples/cpp/DxFeedSample/src/main.cpp)
   is a simple demonstration of how to create multiple event listeners and subscribe to `Quote` and `Trade` events

diff --git a/THIRD_PARTY_LICENSES.md b/THIRD_PARTY_LICENSES.md
@@ -7,4 +7,7 @@
 3. doctest - https://github.com/doctest/doctest/blob/master/LICENSE.txt  
    SPDX-License-Identifier: MIT
 4. range-v3 - https://github.com/ericniebler/range-v3/blob/master/LICENSE.txt
-   SPDX-License-Identifier: BSL-1.0
+   SPDX-License-Identifier: BSL-1.0
+5. date - https://github.com/HowardHinnant/date/blob/master/LICENSE.txt
+   SPDX-License-Identifier: MIT
+
diff --git a/include/dxfeed_graal_cpp_api/api.hpp b/include/dxfeed_graal_cpp_api/api.hpp
@@ -22,6 +22,8 @@
 #include "internal/managers/ErrorHandlingManager.hpp"
 #include "internal/utils/StringUtils.hpp"
 #include "internal/utils/CmdArgsUtils.hpp"
+#include "internal/utils/EnumUtils.hpp"
+#include "internal/utils/TimeFormat.hpp"
 #include "internal/utils/debug/Debug.hpp"
 
 #include "api/ApiModule.hpp"

diff --git a/include/dxfeed_graal_cpp_api/event/EventTypeEnum.hpp b/include/dxfeed_graal_cpp_api/event/EventTypeEnum.hpp
@@ -21,6 +21,8 @@ class DXFCPP_EXPORT EventTypeEnum {
 
     const std::string name_;
 
+    const std::string className_;
+
     // A flag that indicates that the current enum element is characterizing the Lasting (TICKER) event.
     const bool isLasting_;
 
@@ -34,10 +36,11 @@ class DXFCPP_EXPORT EventTypeEnum {
     // TimeSeries) event.
     const bool isOnlyIndexed_;
 
-    EventTypeEnum(std::uint32_t id, std::string name, bool isLasting, bool isIndexed = false,
+    EventTypeEnum(std::uint32_t id, std::string name, std::string className, bool isLasting, bool isIndexed = false,
                   bool isTimeSeries = false) noexcept
-        : id_{id}, name_{std::move(name)}, isLasting_{isLasting}, isIndexed_{isIndexed || isTimeSeries},
-          isTimeSeries_{isTimeSeries}, isOnlyIndexed_{isIndexed && !isTimeSeries} {
+        : id_{id}, name_{std::move(name)}, className_{std::move(className)}, isLasting_{isLasting},
+          isIndexed_{isIndexed || isTimeSeries}, isTimeSeries_{isTimeSeries},
+          isOnlyIndexed_{isIndexed && !isTimeSeries} {
     }
 
   public:
@@ -69,7 +72,9 @@ class DXFCPP_EXPORT EventTypeEnum {
 
     static const std::unordered_map<std::string, std::reference_wrapper<const EventTypeEnum>> ALL_BY_NAME;
 
-    explicit EventTypeEnum() noexcept : EventTypeEnum{static_cast<std::uint32_t>(-1), "INVALID", false} {
+    static const std::unordered_map<std::string, std::reference_wrapper<const EventTypeEnum>> ALL_BY_CLASS_NAME;
+
+    explicit EventTypeEnum() noexcept : EventTypeEnum{static_cast<std::uint32_t>(-1), "INVALID", "Invalid", false} {
     }
 
     /**
@@ -82,10 +87,17 @@ class DXFCPP_EXPORT EventTypeEnum {
     /**
      * @return The current enum element name
      */
-    const std::string &getName() const noexcept {
+    const std::string &getName() const & noexcept {
         return name_;
     }
 
+    /**
+     * @return The current enum element class name
+     */
+    const std::string &getClassName() const & noexcept {
+        return className_;
+    }
+
     bool operator==(const EventTypeEnum &eventTypeEnum) const noexcept {
         return id_ == eventTypeEnum.id_;
     }

diff --git a/include/dxfeed_graal_cpp_api/internal/utils/CmdArgsUtils.hpp b/include/dxfeed_graal_cpp_api/internal/utils/CmdArgsUtils.hpp
@@ -32,4 +32,12 @@ struct DXFCPP_EXPORT CmdArgsUtils final {
      */
     static std::unordered_set<std::reference_wrapper<const EventTypeEnum>> parseTypes(const std::string &types);
 };
+
+/**
+ * Parses Date+Time string and converts to timestamp
+ *
+ * @param string Date+Time string
+ * @return UTC timestamp
+ */
+DXFCPP_EXPORT std::int64_t parseDateTime(const std::string& string);
 } // namespace dxfcpp
diff --git a/include/dxfeed_graal_cpp_api/internal/utils/EnumUtils.hpp b/include/dxfeed_graal_cpp_api/internal/utils/EnumUtils.hpp
@@ -0,0 +1,29 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#pragma once
+
+#include "../Conf.hpp"
+
+#include <string>
+
+namespace dxfcpp::enum_utils {
+
+/**
+ * Returns a separated list of names of EventTypeEnum elements (CANDLE, QUOTE, TIME_AND_SALE etc).
+ *
+ * @param separator The list separator
+ * @return A separated list of names
+ */
+DXFCPP_EXPORT std::string getEventTypeEnumNamesList(std::string separator = std::string(",")) noexcept;
+
+/**
+ * Returns a separated list of class names of EventTypeEnum elements (Candle, Quote, TimeAndSale etc).
+ *
+ * @param separator The list separator
+ * @return A separated list of class names
+ */
+DXFCPP_EXPORT std::string getEventTypeEnumClassNamesList(std::string separator = std::string(",")) noexcept;
+
+}
+