Documentation for native wrappers and MarketEvents,

for IPF Reader

DXFeedFramework/Api/DXFeed.swift

@@ -30,7 +30,7 @@ public class DXFeed {
     /// - Parameters:
     ///     - events: The list of event codes.
     /// - Returns: ``DXFeedSubcription``
-    /// - Throws: GraalException. Rethrows exception from Java.
+    /// - Throws: ``GraalException``. Rethrows exception from Java., ``NativeException/nilValue``
     public func createSubscription(_ events: [EventCode]) throws -> DXFeedSubcription {
         return try DXFeedSubcription(native: native.createSubscription(events), events: events)
     }

DXFeedFramework/Api/DXFeedSubcription.swift

@@ -34,7 +34,7 @@ public class DXFeedSubcription {
     /// This method does nothing if this subscription is closed.
     ///
     /// [Javadoc](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeedSubscription.html#addEventListener-com.dxfeed.api.DXFeedEventListener)
-    /// - Throws: GraalException. Rethrows exception from Java.
+    /// - Throws: ``GraalException`` Rethrows exception from Java, ``NativeException.nilValue``
     public func add<O>(observer: O) throws
     where O: DXEventListener,
           O: Hashable {

DXFeedFramework/Events/EventCode.swift

@@ -7,19 +7,27 @@
 
 import Foundation
 
+/// A list of all events, that can be passed to/from native code, represented as a numeric code.
+///
+/// In a particular case, these are implementations ``IEventType``
 public enum EventCode: CaseIterable {
+    /// See ``Quote``
     case quote
+    /// See ``Profile``
     case profile
     case summary
     case greeks
+    /// See ``Candle``
     case candle
     case dailyCandle
     case underlying
     case theoPrice
+    /// See ``Trade``
     case trade
     case tradeETH
     case configuration
     case message
+    /// See ``TimeAndSale``
     case timeAndSale
     case orderBase
     case order

DXFeedFramework/Events/Market/Candles/CandleAlignment.swift

@@ -42,8 +42,8 @@ public enum CandleAlignment: DXCandleAlignment, CaseIterable {
     case midnight = "Midnight"
     case session = "Session"
 
-    static let attributeKey = "a"
-
+    public static let attributeKey = "a"
+    /// Default alignment is ``midnight``
     public static let defaultAlignment =  midnight
 
     /// A dictionary containing the matching string representation

DXFeedFramework/Events/Market/Candles/CandlePriceLevel.swift

@@ -12,7 +12,7 @@ import Foundation
 ///
 /// Price interval may be equal to zero. It means every unique price creates a particular candle
 /// to aggregate all events with this price for the chosen ``CandlePeriod``
-/// <li>Non-zero price level creates sequence of intervals starting from 0:
+/// Non-zero price level creates sequence of intervals starting from 0:
 /// ...,[-pl;0),[0;pl),[pl;2*pl),...,[n*pl,n*pl+pl).
 /// Events aggregated by chosen ``CandlePeriod`` and price intervals.
 ///

DXFeedFramework/Events/Market/Direction.swift

@@ -6,23 +6,35 @@
 //
 
 import Foundation
-
+/// Direction of the price movement. For example tick direction for last trade price.
+///
+/// [For more details see](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/Direction.html)
 public enum Direction: Int32, CaseIterable {
     // swiftlint:disable identifier_name
-
+    /// Direction is undefined, unknown or inapplicable.
+    /// It includes cases with undefined price value or when direction computation was not performed.
     case undefined = 0
+    /// Current price is lower than previous price.
     case down
+    /// Current price is the same as previous price and is lower than the last known price of different value.
     case zeroDown
+    /// Current price is equal to the only known price value suitable for price direction computation.
+    /// Unlike ``undefined`` the ``zero`` direction implies that current price is defined and
+    /// direction computation was duly performed but has failed to detect any upward or downward price movement.
+    /// It is also reported for cases when price sequence was broken and direction computation was restarted anew.
     case zero
+    /// Current price is the same as previous price and is higher than the last known price of different value.
     case zeroUp
+    /// Current price is higher than previous price.
     case up
     // swiftlint:enable identifier_name
 
     static let values: [Direction] = {
         EnumUtil.createEnumBitMaskArrayByValue(defaultValue: .undefined, allCases: Direction.allCases)
     }()
 
-    static func valueOf(_ value: Int) -> Direction {
+    /// Returns an enum constant of the ``Direction`` by integer code bit pattern.
+    public static func valueOf(_ value: Int) -> Direction {
         return Direction.values[value]
     }
 }

DXFeedFramework/Events/Market/Profile.swift

@@ -6,28 +6,61 @@
 //
 
 import Foundation
-
+/// Profile information snapshot that contains security instrument description.
+///
+/// It represents the most recent information that is available about the traded security
+/// on the market at any given moment of time.
+/// 
+/// [For more details see](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/Profile.html)
 public class Profile: MarketEvent, ILastingEvent, CustomStringConvertible {
     public let type: EventCode = .profile
     public var eventSymbol: String
     public var eventTime: Int64 = 0
 
+    /*
+     * Flags property has several significant bits that are packed into an integer in the following way:
+     *   31..4     3    2    1    0
+     * +--------+----+----+----+----+
+     * |        |   SSR   |  Status |
+     * +--------+----+----+----+----+
+     */
+
+    /// Gets or sets description of the security instrument.
     public var descriptionStr: String?
+    /// Gets or sets description of the reason that trading was halted.
     public var statusReason: String?
+    /// Gets or sets starting time of the trading halt interval.
+    /// Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
     public var haltStartTime: Long = 0
+    // Gets or sets ending time of the trading halt interval.
+    /// Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
     public var haltEndTime: Long = 0
+    /// Gets or sets the maximal (high) allowed price.
     public var highLimitPrice: Double = .nan
+    /// Gets or sets the minimal (low) allowed price.
     public var lowLimitPrice: Double = .nan
+    /// Gets or sets the maximal (high) price in last 52 weeks.
     public var high52WeekPrice: Double = .nan
+    /// Gets or sets the minimal (low) price in last 52 weeks.
     public var low52WeekPrice: Double = .nan
+    /// Gets or sets the correlation coefficient of the instrument to the S&P500 index.
     public var beta: Double = .nan
+    /// Gets or sets the earnings per share (the company’s profits divided by the number of shares).
     public var earningsPerShare: Double = .nan
+    /// Gets or sets the frequency of cash dividends payments per year (calculated).
     public var dividendFrequency: Double = .nan
+    /// Gets or sets the amount of the last paid dividend.
     public var exDividendAmount: Double = .nan
+    /// Gets or sets the identifier of the day of the last dividend payment (ex-dividend date).
+    /// Identifier of the day is the number of days passed since January 1, 1970.
     public var exDividendDayId: Int32 = 0
+    /// Gets or sets the the number of shares outstanding.
     public var shares: Double = .nan
+    /// Gets or sets the free-float - the number of shares outstanding that are available to the public for trade.
     public var freeFloat: Double = .nan
-    public var flags: Int32 = 0
+    /// Gets or sets implementation-specific flags.
+    /// **Do not use this method directly**
+    var flags: Int32 = 0
 
     // SSR values are taken from ShortSaleRestriction enum.
     private let ssrMask = 3
@@ -37,7 +70,8 @@ public class Profile: MarketEvent, ILastingEvent, CustomStringConvertible {
     private let statusMask = 3
     private let statusShift = 0
 
-    init(_ symbol: String) {
+    /// Initializes a new instance of the ``Profile`` class.
+    public init(_ symbol: String) {
         self.eventSymbol = symbol
     }
 
@@ -67,6 +101,7 @@ flags: \(flags)
 }
 
 extension Profile {
+    /// Gets or sets short sale restriction of the security instrument.
     public var shortSaleRestriction: ShortSaleRestriction {
         get {
             ShortSaleRestriction.valueOf(Int(BitUtil.getBits(flags: Int(flags), mask: ssrMask, shift: ssrShift)))
@@ -76,10 +111,12 @@ extension Profile {
         }
     }
 
+    /// Gets a value indicating whether short sale of the security instrument is restricted.
     public var isShortSaleRestricted: Bool {
         shortSaleRestriction == .active
     }
 
+    /// Gets or sets trading status of the security instrument.
     public var tradingStatus: TradingStatus {
         get {
             TradingStatus.valueOf(BitUtil.getBits(flags: Int(flags), mask: statusMask, shift: statusShift))
@@ -92,14 +129,17 @@ extension Profile {
         }
     }
 
+    /// Gets a value indicating whether trading of the security instrument is halted.
     public var isTradingHalted: Bool {
         return tradingStatus == .halted
     }
 
+    /// Returns string representation of this profile event.
     func toString() -> String {
         return "Profile{\(baseFieldsToString())}"
     }
 
+    /// Returns string representation of this order fields.
     func baseFieldsToString() -> String {
         return """
 \(eventSymbol), \

DXFeedFramework/Events/Market/ShortSaleRestriction.swift

@@ -7,16 +7,21 @@
 
 import Foundation
 
+/// Short sale restriction on an instrument.
 public enum ShortSaleRestriction: Int, CaseIterable {
+    /// Short sale restriction is undefined, unknown or inapplicable.
     case undefined = 0
+    /// Short sale restriction is active.
     case active
+    /// Short sale restriction is inactive.
     case inactive
 
     static let values: [ShortSaleRestriction] = {
         EnumUtil.createEnumBitMaskArrayByValue(defaultValue: .undefined, allCases: ShortSaleRestriction.allCases)
     }()
 
-    static func valueOf(_ value: Int) -> ShortSaleRestriction {
+    /// Returns an enum constant of the ``ShortSaleRestriction`` by integer code bit pattern.
+    public static func valueOf(_ value: Int) -> ShortSaleRestriction {
         return ShortSaleRestriction.values[value]
     }
 }

DXFeedFramework/Events/Market/Side.swift

@@ -6,17 +6,22 @@
 //
 
 import Foundation
-
+/// Side of an order or a trade.
+///
+/// [For more details see](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/Side.html)
 public enum Side: Int, CaseIterable {
+    /// Side is undefined, unknown or inapplicable.
     case undefined = 0
+    /// Buy side (bid).
     case buy
+    /// Sell side (ask or offer).
     case sell
 
     static let values: [Side] = {
         EnumUtil.createEnumBitMaskArrayByValue(defaultValue: .undefined, allCases: Side.allCases)
     }()
-
-    static func valueOf(_ value: Int) -> Side {
+    /// Returns an enum constant of the ``Side`` by integer code bit pattern.
+    public static func valueOf(_ value: Int) -> Side {
         return Side.values[value]
     }
 }

DXFeedFramework/Events/Market/TimeAndSale.swift

@@ -43,8 +43,8 @@ public class TimeAndSale: MarketEvent, ITimeSeriesEvent, CustomStringConvertible
     /// This field format is specific for every particular data feed.
     public var exchangeSaleConditions: String?
     /// Gets or sets implementation-specific flags.
-    /// Do not use this method directly.
-    public var flags: Int32 = 0
+    /// **Do not use this method directly**.
+    var flags: Int32 = 0
     /// Gets or sets buyer of this time and sale event.
     public var buyer: String?
     /// Gets or sets seller of this time and sale event.
@@ -118,6 +118,9 @@ extension TimeAndSale {
 
     }
 
+    /// Gets or sets timestamp of the original event.
+    /// 
+    /// Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.
     public var time: Int64 {
         get {
             Int64(((self.index >> 32) * 1000) + ((self.index >> 22) & 0x3ff))
@@ -127,6 +130,10 @@ extension TimeAndSale {
             Long((TimeUtil.getMillisFromTime(newValue)) << 22) | Long(getSequence())
         }
     }
+
+    /// Gets or sets timestamp of the original event in nanoseconds.
+    ///
+    /// Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.
     public var timeNanos: Int64 {
         get {
             TimeNanosUtil.getNanosFromMillisAndNanoPart(time, timeNanoPart)
@@ -181,6 +188,7 @@ extension TimeAndSale {
     }
 
     /// Gets or sets a value indicating whether this event represents a valid intraday tick.
+    ///
     /// Note, that a correction for a previously distributed valid tick represents a new valid tick itself,
     /// but a cancellation of a previous valid tick does not.
     public var isValidTick: Bool {
@@ -203,20 +211,30 @@ extension TimeAndSale {
     }
 
     /// Gets a value indicating whether this is a new event (not cancellation or correction).
+    ///
     /// It is true for newly created time and sale event.
     public var isNew: Bool {
         timeAndSaleType == .new
     }
 
+    /// Gets a value indicating whether this is a correction of a previous event.
+    ///
+    /// It is false for newly created time and sale event.
+    /// true if this is a correction of a previous event.
     public var isCorrection: Bool {
         timeAndSaleType == .correction
     }
 
+    /// Gets a value indicating whether this is a cancellation of a previous event.
+    ///
+    /// It is false for newly created time and sale event.
+    /// true if this is a cancellation of a previous event.
     public var isCancel: Bool {
         timeAndSaleType == .cancel
     }
 
-    func toString() -> String {
+    /// Returns string representation of this time and sale event.
+    public func toString() -> String {
         return """
 TimeAndSale{"\(eventSymbol), \
 eventTime=\(TimeUtil.toLocalDateString(millis: eventTime)), \

DXFeedFramework/Events/Market/TimeAndSaleType.swift

@@ -6,17 +6,22 @@
 //
 
 import Foundation
-
+/// Type of a time and sale event.
+///
+/// [For more details see](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/TimeAndSaleType.html)
 public enum TimeAndSaleType: Int, CaseIterable {
+    /// Represents new time and sale event.
     case new = 0
+    /// Represents correction time and sale event.
     case correction
+    /// Represents cancel time and sale event.
     case cancel
 
     static let values: [TimeAndSaleType] = {
         EnumUtil.createEnumBitMaskArrayByValue(defaultValue: .new, allCases: TimeAndSaleType.allCases)
     }()
-
-    static func valueOf(_ value: Int) -> TimeAndSaleType {
+    /// Returns an enum constant of the ``TimeAndSaleType`` by integer code bit pattern.
+    public static func valueOf(_ value: Int) -> TimeAndSaleType {
         return TimeAndSaleType.values[value]
     }
 }

DXFeedFramework/Events/Market/Trade.swift

@@ -15,7 +15,7 @@ import Foundation
 
 public class Trade: TradeBase {
     /// Returns string representation of this trade event.
-    override func toString() -> String {
+    public override func toString() -> String {
         return "Trade{\(baseFieldsToString())}"
     }
 }