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ReleaseNotes.md

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  • [MDAPI-216][C++][Console] Added PriceLevelBook sample

v4.0.0

  • [MDAPI-38][C++] Added MultipleMarketDepthSample sample
    • Added MultipleMarketDepthSample sample.
    • Added AuthSample sample.
    • Added ReconnectSample sample.
    • Added IncOrderSnapshotSample sample.
  • Migrated to Graal SDK v2.1.2
  • [MDAPI-211][C++] Implement logging management
    • Added Logging class.
  • [MDAPI-82][C++] Implement MarketDepthModel
    • Added MarketDepthModel class.
    • Added MarketDepthModelListener class.
  • [MDAPI-84][C++] Implement TimeSeriesTxModel
    • Added TimeSeriesTxModel class.
  • [MDAPI-83][C++] Implement IndexedTxModel
    • Added TxModelListener class.
    • Added IndexedTxModel class.
    • Added EventSourceWrapper class needed to pass heterogeneous event sources using a container.
  • [MDAPI-79][C++] Retrieve promise-based events from feed
    • Added PromiseList<E> class where E - event type: a list of event receiving results that will be completed normally or exceptionally in the future. It is a std::vector<Promise<std::shared_ptr<E>>> wrapper with Graal semantics.
    • Added Promise<void> class.
    • Added Promises class: utility methods to manipulate Promise<> promises.
      • Added Promises::allOf(Collection &&collection) method that returns a new promise that completes when all promises from the given collection complete normally or exceptionally.
    • Fixed the Promise<std::shared_ptr<E>> semantics.
    • Added DXFeed::getLastEventPromise method.
    • Added DXFeed::getLastEventsPromises method.
    • Added DXFeed::getIndexedEventsPromise method.
    • [BREAKING] The DXFeed::getTimeSeriesPromise now returns std::shared_ptr<Promise<std::vector<std::shared_ptr<E>>>>
    • [BREAKING] The IndexedEventSubscriptionSymbol::getSource method now returns std::unique_ptr<IndexedEventSource>

v3.0.0

  • [MDAPI-37][C++] Retrieve latest events from feed.
    • Added SymbolWrapper::toStringUnderlying method that returns a string representation of the underlying symbol object.
    • Added EventType::assign. All EventType successors can populate their fields using EventType successors of the same type.
    • Added DXFeed::getLastEventIfSubscribed method.
    • Added DXFeed::getLastEvent and DXFeed::getLastEvents methods that use the DXFeed::getLastEventIfSubscribed method.
  • [MDAPI-113][C++][Tools] Tools should report invalid event type.
    • Added classes: RuntimeException, InvalidArgumentException.
    • InvalidArgumentException, GraalException, JavaException are now descendants of the RuntimeException class, which can collect stacktrace.
    • Now an InvalidArgumentException exception is thrown instead of the std::invalid_argument exception.
    • Tools now reports incorrect event types specified by the user.
  • [MDAPI-80][C++][IPF] Implement custom fields in InstrumentProfile.
    • The API was migrated to Graal SDK v1.1.22.
    • Added methods:
      • InstrumentProfile::getField
      • InstrumentProfile::setField
      • InstrumentProfile::getNumericField
      • InstrumentProfile::setNumericField
      • InstrumentProfile::getDateField
      • InstrumentProfile::setDateField
      • InstrumentProfile::getNonEmptyCustomFieldNames
    • [BREAKING]: All toString methods can now throw exceptions.
  • [MDAPI-26][C++] Migrate to Graal SDK v1.1.21.
    • Added Day::getSessions method.
    • New order sources added: CEDX and cedx.
    • Added the ability to use dxFeed Graal SDK stub. In other words, now API can be built for any 32 and 64 platforms.
    • Added TimePeriod class.
    • Added DXFeedSubscription::getAggregationPeriod and DXFeedSubscription::setAggregationPeriod methods.
    • Added DXFeedSubscription::getEventsBatchLimit and DXFeedSubscription::setEventsBatchLimit methods.
    • Added AuthToken class.
    • Added InstrumentProfileReader::readFromFile(address, token) method.

v2.0.0