DXFC-329

.github/workflows/codeql-analysis.yml

@@ -44,7 +44,7 @@ jobs:
 
     # Initializes the CodeQL tools for scanning.
     - name: Initialize CodeQL
-      uses: github/codeql-action/init@v1
+      uses: github/codeql-action/init@v2
       with:
         languages: ${{ matrix.language }}
         # If you wish to specify custom queries, you can do so here or in a config file.
@@ -57,4 +57,4 @@ jobs:
        make all
 
     - name: Perform CodeQL Analysis
-      uses: github/codeql-action/analyze@v1
+      uses: github/codeql-action/analyze@v2

.github/workflows/github-ci-pull-req.yml

@@ -24,7 +24,7 @@ jobs:
           cd build-test
           cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 -DDXFC_BUILD_UNIT_TESTS=ON ..
           cmake --build . --config Release
-          ctest -C Release
+          ctest -VV -C Release
         env:
           CTEST_OUTPUT_ON_FAILURE: True
 

.gitignore

@@ -23,4 +23,6 @@ cmake-build-release*/**
 /**/*.*~
 /docs/dxfeed*/
 **/*.swp
+CMakeSettings.json
+linux-build/**
 

DXFeed.vcxproj

@@ -143,7 +143,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='DebugNoTLS|Win32'">
     <ClCompile>
       <Optimization>Disabled</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;_DEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -174,7 +174,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|Win32'">
     <ClCompile>
       <Optimization>Disabled</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;_DEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;DXFEED_CODEC_TLS_ENABLED;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -208,7 +208,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='DebugNoTLS|x64'">
     <ClCompile>
       <Optimization>Disabled</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;_DEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -238,7 +238,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Debug|x64'">
     <ClCompile>
       <Optimization>Disabled</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;_DEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;DXFEED_CODEC_TLS_ENABLED;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -271,7 +271,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='ReleaseNoTLS|Win32'">
     <ClCompile>
       <Optimization>MaxSpeed</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;NDEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -296,7 +296,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|Win32'">
     <ClCompile>
       <Optimization>MaxSpeed</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;NDEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;DXFEED_CODEC_TLS_ENABLED;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -324,7 +324,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='ReleaseNoTLS|x64'">
     <ClCompile>
       <Optimization>MaxSpeed</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;NDEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>
@@ -348,7 +348,7 @@
   <ItemDefinitionGroup Condition="'$(Configuration)|$(Platform)'=='Release|x64'">
     <ClCompile>
       <Optimization>MaxSpeed</Optimization>
-      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_75;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>$(SolutionDir)include;$(SolutionDir)thirdparty\toml11;$(SolutionDir)thirdparty\boost-1_79;$(SolutionDir)src;$(SolutionDir)lib\libressl\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
       <PreprocessorDefinitions>_CRT_SECURE_NO_WARNINGS;_CRT_NONSTDC_NO_DEPRECATE;WIN32;NDEBUG;_WINDOWS;_USRDLL;DXFEED_EXPORTS;DXFEED_CODEC_TLS_ENABLED;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ExceptionHandling>
       </ExceptionHandling>

README.md

@@ -59,16 +59,19 @@ Find useful information in self-service dxFeed Knowledge Base, or C API framewor
 ## Dependencies
 
 - API
-  - Boost.Locale.EncodingUtf (1.75)
+  - Boost.Locale.EncodingUtf (1.79)
+  - Boost.MultiIndex (1.79)
   - [TOML11](https://github.com/ToruNiina/toml11) (3.6.0)
+  - [optional-lite](https://github.com/martinmoene/optional-lite) (3.5.0)
+  - [variant-lite](https://github.com/martinmoene/variant-lite) (2.0.0)
 - Tests
   - [Catch2](https://github.com/catchorg/Catch2) (2.13.8)
 - C++ Wrappers
-  - [Args](https://github.com/Taywee/args) (6.2.2)
-  - [fmt](https://github.com/fmtlib/fmt) (8.0.0)
-  - [optional-lite](https://github.com/martinmoene/optional-lite) (3.1.1)
-  - [string-view-lite](https://github.com/martinmoene/string-view-lite) (1.1.0)
-  - [variant-lite](https://github.com/martinmoene/variant-lite) (1.1.0)
+  - [Args](https://github.com/Taywee/args) (6.3.0)
+  - [fmt](https://github.com/fmtlib/fmt) (8.1.1)
+  - [optional-lite](https://github.com/martinmoene/optional-lite) (3.5.0)
+  - [string-view-lite](https://github.com/martinmoene/string-view-lite) (1.6.0)
+  - [variant-lite](https://github.com/martinmoene/variant-lite) (2.0.0)
 
 
 

include/DXErrorCodes.h

@@ -27,11 +27,9 @@
  * @brief dxFeed C API errors declarations
  */
 
-/* -------------------------------------------------------------------------- */
 /*
  *	Error codes
  */
-/* -------------------------------------------------------------------------- */
 
 /// Error level
 typedef enum dx_log_level_t {
@@ -217,7 +215,6 @@ typedef enum {
 	dx_ec_count
 } dx_error_code_t;
 
-/* -------------------------------------------------------------------------- */
 /**
  * @ingroup c-api-common
  *
@@ -228,10 +225,8 @@ typedef enum {
  * @returns Error description string
  *
  */
-/* -------------------------------------------------------------------------- */
 dxf_const_string_t dx_get_error_description(dx_error_code_t code);
 
-/* -------------------------------------------------------------------------- */
 /**
  * @ingroup c-api-common
  *
@@ -242,7 +237,6 @@ dxf_const_string_t dx_get_error_description(dx_error_code_t code);
  * @returns Error level
  *
  */
-/* -------------------------------------------------------------------------- */
 dx_log_level_t dx_get_log_level(dx_error_code_t code);
 
 #endif /* DX_ERROR_CODES_H_INCLUDED */

include/DXFeed.h

@@ -98,11 +98,9 @@
 #include "DXTypes.h"
 #include "EventData.h"
 
-/* -------------------------------------------------------------------------- */
 /*
  *	DXFeed API function return value codes
  */
-/* -------------------------------------------------------------------------- */
 
 /**
  * @ingroup  functions-macros
@@ -117,11 +115,9 @@
  */
 #define DXF_FAILURE 0
 
-/* -------------------------------------------------------------------------- */
 /*
  *	DXFeed API generic types
  */
-/* -------------------------------------------------------------------------- */
 
 /**
  * @ingroup callback-types
@@ -193,15 +189,13 @@ typedef int (*dxf_socket_thread_creation_notifier_t)(dxf_connection_t connection
  */
 typedef void (*dxf_socket_thread_destruction_notifier_t)(dxf_connection_t connection, void* user_data);
 
-/* -------------------------------------------------------------------------- */
 /*
  *	DXFeed C API functions
 
  *  All functions return DXF_SUCCESS on success and DXF_FAILURE if some error
  *  has occurred. Use 'dxf_get_last_error' to retrieve the error code
  *  and description.
  */
-/* -------------------------------------------------------------------------- */
 
 /**
  * @ingroup c-api-connection-functions

include/DXTypes.h

@@ -76,6 +76,7 @@ typedef void* dxf_candle_attributes_t;
 
 /// Snapshot
 typedef void* dxf_snapshot_t;
+typedef long long dxf_snapshot_v2_t;
 
 /// Price level book
 typedef void* dxf_price_level_book_t;