[EN-7411] Implement ConvertTapeFile sample

CMakeLists.txt

@@ -269,6 +269,7 @@ if (DXFCXX_BUILD_SAMPLES)
     add_subdirectory(samples/cpp/PrintQuoteEvents)
     add_subdirectory(samples/cpp/DxFeedSample)
     add_subdirectory(samples/cpp/WriteTapeFile)
+    add_subdirectory(samples/cpp/ConvertTapeFile)
 endif ()
 
 if (DXFCXX_BUILD_TOOLS)

README.md

@@ -241,9 +241,9 @@ 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)

include/dxfeed_graal_cpp_api/event/EventTypeEnum.hpp

@@ -64,6 +64,8 @@ class DXFCPP_EXPORT EventTypeEnum {
     static const EventTypeEnum SERIES;
     static const EventTypeEnum OPTION_SALE;
 
+    static const std::vector<std::reference_wrapper<const EventTypeEnum>> ALL;
+
     explicit EventTypeEnum() noexcept : EventTypeEnum{static_cast<std::uint32_t>(-1), "INVALID", false} {
     }
 

samples/cpp/ConvertTapeFile/CMakeLists.txt

@@ -0,0 +1,81 @@
+# Copyright (c) 2023 Devexperts LLC.
+# SPDX-License-Identifier: MPL-2.0
+
+cmake_minimum_required(VERSION 3.21)
+
+if (POLICY CMP0092)
+    cmake_policy(SET CMP0092 NEW)
+endif ()
+
+if (POLICY CMP0135)
+    cmake_policy(SET CMP0135 NEW)
+endif ()
+
+project(ConvertTapeFile LANGUAGES CXX)
+
+set(CMAKE_CXX_STANDARD 20)
+set(CMAKE_C_STANDARD 11)
+set(CXX_EXTENSIONS OFF)
+set(C_EXTENSIONS OFF)
+
+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:$ORIGIN")
+endif ()
+
+add_executable(${PROJECT_NAME} src/main.cpp)
+
+if (DXFCXX_ENABLE_VS_ASAN)
+    target_compile_options(${PROJECT_NAME} PRIVATE "/fsanitize=address")
+    target_link_options(${PROJECT_NAME} PRIVATE "/fsanitize=address")
+
+    target_compile_definitions(${PROJECT_NAME}
+            PUBLIC
+            $<$<COMPILE_LANG_AND_ID:CXX,MSVC>:
+            _DISABLE_VECTOR_ANNOTATION
+            _DISABLE_STRING_ANNOTATION
+            >
+    )
+endif ()
+
+target_include_directories(${PROJECT_NAME} PRIVATE ../../../include)
+
+if (DXFCXX_ENABLE_ASAN_UBSAN)
+    target_compile_options(${PROJECT_NAME} PRIVATE "-fsanitize=address" "-fsanitize=undefined" "-fPIC")
+    target_link_options(${PROJECT_NAME} PRIVATE "-fsanitize=address" "-fsanitize=undefined" "-fPIC")
+
+    target_link_libraries(${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>
+            ${CMAKE_CURRENT_SOURCE_DIR}/ConvertTapeFile.in
+            $<TARGET_FILE:dxfcxx>
+            $<TARGET_FILE_DIR:${PROJECT_NAME}>)
+else ()
+    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>
+            ${CMAKE_CURRENT_SOURCE_DIR}/ConvertTapeFile.in
+            $<TARGET_FILE_DIR:${PROJECT_NAME}>)
+endif ()
+
+if (DXFCXX_INSTALL AND DXFCXX_INSTALL_SAMPLES)
+    install(TARGETS ${PROJECT_NAME})
+    install(FILES "ConvertTapeFile.in" DESTINATION ${CMAKE_INSTALL_BINDIR})
+
+    if (WIN32)
+        install(FILES $<TARGET_FILE:dxfcxx::graal> DESTINATION ${CMAKE_INSTALL_BINDIR})
+    endif ()
+endif ()

samples/cpp/ConvertTapeFile/ConvertTapeFile.in

@@ -0,0 +1,23 @@
+==DXP3	type=tape	version=QDS-3.315	time=field	+STREAM_DATA
+==STREAM_DATA
+=Quote	EventSymbol	EventTime	BidTime	BidExchangeCode	BidPrice	BidSize	AskTime	AskExchangeCode	AskPrice	AskSize
+Quote	AAPL	20230216-180402.785+0300	20230216-180402+0300	Q	153.94	2	20230216-180402+0300	Q	153.95	1
+Quote	AAPL	20230216-180402.805+0300	20230216-180402+0300	Q	153.94	2	20230216-180402+0300	Z	153.96	2
+Quote	AAPL	20230216-180402.871+0300	20230216-180402+0300	Q	153.94	2	20230216-180402+0300	Q	153.95	1
+Quote	AAPL	20230216-180402.878+0300	20230216-180402+0300	Q	153.94	2	20230216-180402+0300	Q	153.96	3
+Quote	AAPL	20230216-180402.922+0300	20230216-180402+0300	P	153.94	2	20230216-180402+0300	Q	153.96	4
+Quote	AAPL	20230216-180402.945+0300	20230216-180402+0300	P	153.94	2	20230216-180402+0300	Q	153.96	3
+Quote	AAPL	20230216-180402.954+0300	20230216-180402+0300	P	153.94	2	20230216-180402+0300	Q	153.96	2
+Quote	AAPL	20230216-180402.969+0300	20230216-180402+0300	P	153.94	2	20230216-180402+0300	Q	153.96	3
+Quote	AAPL	20230216-180402.989+0300	20230216-180402+0300	P	153.94	2	20230216-180402+0300	Q	153.95	1
+Quote	AAPL	20230216-180403.005+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.96	3
+Quote	AAPL	20230216-180403.010+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.96	4
+Quote	AAPL	20230216-180403.121+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.96	3
+Quote	AAPL	20230216-180403.149+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.95	1
+Quote	AAPL	20230216-180403.182+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.96	3
+Quote	AAPL	20230216-180403.245+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.96	4
+Quote	AAPL	20230216-180403.309+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Q	153.95	1
+Quote	AAPL	20230216-180403.353+0300	20230216-180402+0300	P	153.94	2	20230216-180403+0300	Z	153.96	3
+Quote	AAPL	20230216-180403.507+0300	20230216-180403+0300	Q	153.94	2	20230216-180403+0300	Q	153.96	3
+Quote	AAPL	20230216-180403.516+0300	20230216-180403+0300	Q	153.95	1	20230216-180403+0300	Z	153.96	1
+Quote	AAPL	20230216-180403.523+0300	20230216-180403+0300	Q	153.95	1	20230216-180403+0300	Q	153.96	1

samples/cpp/ConvertTapeFile/src/main.cpp

@@ -0,0 +1,72 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#include <dxfeed_graal_cpp_api/api.hpp>
+
+using namespace dxfcpp;
+using namespace dxfcpp::literals;
+using namespace std::literals;
+
+/**
+ * Converts one tape file into another tape file with optional intermediate processing or filtering.
+ * This project contains sample tape file ConvertTapeFile.in.
+ */
+int main(int argc, char *argv[]) {
+    // Determine input and output tapes and specify appropriate configuration parameters.
+    std::string inputAddress = argc > 1 ? argv[0] : "file:ConvertTapeFile.in[readAs=stream_data,speed=max]";
+    std::string outputAddress = argc > 2 ? argv[1] : "tape:ConvertTapeFile.out[saveAs=stream_data,format=text]";
+
+    // Create input endpoint configured for tape reading.
+    auto inputEndpoint =
+        DXEndpoint::newBuilder()
+            ->withRole(DXEndpoint::Role::STREAM_FEED) // Prevents event conflation and loss due to buffer overflow.
+            ->withProperty(DXEndpoint::DXFEED_WILDCARD_ENABLE_PROPERTY, "true") // Enables wildcard subscription.
+            ->withProperty(DXEndpoint::DXENDPOINT_EVENT_TIME_PROPERTY, "true")  // Use provided event times.
+            ->build();
+
+    // Create output endpoint configured for tape writing.
+    auto outputEndpoint =
+        DXEndpoint::newBuilder()
+            ->withRole(DXEndpoint::Role::STREAM_PUBLISHER) // Prevents event conflation and loss due to buffer overflow.
+            ->withProperty(DXEndpoint::DXFEED_WILDCARD_ENABLE_PROPERTY, "true") // Enables wildcard subscription.
+            ->withProperty(DXEndpoint::DXENDPOINT_EVENT_TIME_PROPERTY, "true")  // Use provided event times.
+            ->build();
+
+    // Create and link event processor for all types of events.
+    // Note: Set of processed event types could be limited if needed.
+    auto sub = inputEndpoint->getFeed()->createSubscription(EventTypeEnum::ALL);
+
+    sub->addEventListener([outputEndpoint](auto events) {
+        // Here event processing occurs. Events could be modified, removed, or new events added.
+        // For example, the below code adds 1 hour to event times:
+        //        for (auto &e : events) {
+        //            if (auto event = e->template sharedAs<EventType>(); event) {
+        //                event->setEventTime(event->getEventTime() + 3600'000);
+        //            }
+        //        }
+
+        // Publish processed events
+        auto publisher = outputEndpoint->getPublisher();
+
+        publisher->publishEvents(events);
+    });
+
+    // Subscribe to all symbols.
+    // Note: Set of processed symbols could be limited if needed.
+    sub->addSymbols(WildcardSymbol::ALL);
+
+    // Connect output endpoint and start output tape writing BEFORE starting input tape reading.
+    outputEndpoint->connect(outputAddress);
+    // Connect input endpoint and start input tape reading AFTER starting output tape writing.
+    inputEndpoint->connect(inputAddress);
+
+    // Wait until all data is read and processed, and then gracefully close input endpoint.
+    inputEndpoint->awaitNotConnected();
+    inputEndpoint->closeAndAwaitTermination();
+
+    // Wait until all data is processed and written, and then gracefully close output endpoint.
+    outputEndpoint->awaitProcessed();
+    outputEndpoint->closeAndAwaitTermination();
+
+    return 0;
+}

src/event/EventTypeEnum.cpp

@@ -31,4 +31,24 @@ const EventTypeEnum EventTypeEnum::SPREAD_ORDER{DXFG_EVENT_SPREAD_ORDER, "SPREAD
 const EventTypeEnum EventTypeEnum::SERIES{DXFG_EVENT_SERIES, "SERIES", false, true};
 const EventTypeEnum EventTypeEnum::OPTION_SALE{DXFG_EVENT_OPTION_SALE, "OPTION_SALE", false, true};
 
+const std::vector<std::reference_wrapper<const EventTypeEnum>> EventTypeEnum::ALL{
+    std::cref(QUOTE),
+    std::cref(PROFILE),
+    std::cref(SUMMARY),
+    std::cref(GREEKS),
+    std::cref(CANDLE),
+    std::cref(UNDERLYING),
+    std::cref(THEO_PRICE),
+    std::cref(TRADE),
+    std::cref(TRADE_ETH),
+    //std::cref(CONFIGURATION),
+    //std::cref(MESSAGE),
+    std::cref(TIME_AND_SALE),
+    std::cref(ORDER),
+    std::cref(ANALYTIC_ORDER),
+    std::cref(SPREAD_ORDER),
+    std::cref(SERIES),
+    std::cref(OPTION_SALE),
+};
+
 } // namespace dxfcpp