[MDAPI-96] [.NET] Retrieve latest events from feed

ReleaseNotes.txt

@@ -1,3 +1,5 @@
+* [MDAPI-96] [.NET] Retrieve latest events from feed
+
 ## Version 2.5.2
 
 * [MDAPI-165] [.NET] DxFeed.Graal.Net.Schedules.GetNextSession does not return null if no session exists

src/DxFeed.Graal.Net/Api/DXFeed.cs

@@ -9,6 +9,7 @@
 using System.Linq;
 using System.Threading;
 using System.Threading.Tasks;
+using DxFeed.Graal.Net.Api.Osub;
 using DxFeed.Graal.Net.Events;
 using DxFeed.Graal.Net.Native.Feed;
 using DxFeed.Graal.Net.Utils;
@@ -78,10 +79,89 @@ public DXFeedSubscription CreateSubscription(params Type[] eventTypes)
     public DXFeedSubscription CreateSubscription(IEnumerable<Type> eventTypes) =>
         CreateSubscription(eventTypes.ToArray());
 
+    /// <summary>
+    /// Returns the last event for the specified event instance.
+    /// This method works only for event types that implement <see cref="ILastingEvent"/> marker interface.
+    /// This method <b>does not</b> make any remote calls to the uplink data provider.
+    /// It just retrieves last received event from the local cache of this feed.
+    /// The events are stored in the cache only if there is some
+    /// attached <see cref="DXFeedSubscription"/> that is subscribed to the corresponding symbol and event type.
+    /// <see cref="WildcardSymbol.All"/> subscription does not count for that purpose.
+    ///
+    /// <p>Use <see cref="GetLastEventAsync{T}"/> method
+    /// if an event needs to be requested in the absence of subscription.</p>
+    ///
+    /// <p>This method fills in the values for the last event into the <c>event</c> argument.
+    /// If the last event is not available for any reason (no subscription, no connection to uplink, etc).
+    /// then the event object is not changed.
+    /// This method always returns the same <c>event</c> instance that is passed to it as an argument.</p>
+    ///
+    /// <p>This method provides no way to distinguish a case when there is no subscription from the case when
+    /// there is a subscription, but the event data have not arrived yet. It is recommended to use
+    /// <see cref="GetLasEventIfSubscribed{TE}"/> method
+    /// instead of this <c>GetLastEvent</c> method to fail-fast in case when the subscription was supposed to be
+    /// set by the logic of the code, since <see cref="GetLasEventIfSubscribed{TE}"/>
+    /// method returns null when there is no subscription.</p>
+    ///
+    /// <p>Note, that this method does not work when <see cref="DXEndpoint"/> was created with
+    /// <see cref="DXEndpoint.Role.StreamFeed"/> role (never fills in the event).</p>
+    ///
+    /// </summary>
+    /// <param name="e">The event.</param>
+    /// <typeparam name="TE">The type of event.</typeparam>
+    /// <returns>The same event.</returns>
+    public TE GetLastEvent<TE>(TE e)
+        where TE : ILastingEvent =>
+        _feedNative.GetLastEvent(e);
+
+    /// <summary>
+    /// Returns the last events for the specified list of event instances.
+    /// This is a bulk version of <see cref="GetLastEvent{TE}"/> method.
+    ///
+    /// <p>Note, that this method does not work when <see cref="DXEndpoint"/> was created with
+    /// <see cref="DXEndpoint.Role.StreamFeed"/> role (never fills in the event).</p>
+    ///
+    /// </summary>
+    /// <param name="events">The collection of events.</param>
+    /// <typeparam name="TE">The type of event.</typeparam>
+    /// <returns>The same collection of events.</returns>
+    public IList<TE> GetLastEvents<TE>(IList<TE> events)
+        where TE : ILastingEvent =>
+        _feedNative.GetLastEvents(events);
+
+    /// <summary>
+    /// Returns the last event for the specified event type and symbol if there is a subscription for it.
+    /// This method works only for event types that implement <see cref="ILastingEvent"/> marker interface.
+    /// This method <b>does not</b> make any remote calls to the uplink data provider.
+    /// It just retrieves last received event from the local cache of this feed.
+    /// The events are stored in the cache only if there is some
+    /// attached <see cref="DXFeedSubscription"/> that is subscribed to the corresponding event type and symbol.
+    /// The subscription can also be permanently defined using <see cref="DXEndpoint"/> properties.
+    /// <see cref="WildcardSymbol.All"/> subscription does not count for that purpose.
+    /// If there is no subscription, then this method returns null.
+    ///
+    /// <p>If there is a subscription, but the event has not arrived from the uplink data provider,
+    /// this method returns an non-initialized event object: its <see cref="GetLastEvent{TE}"/>
+    /// property is set to the requested symbol, but all the other properties have their default values.</p>
+    ///
+    /// <p>Use <see cref="GetLastEventAsync{T}"/> method
+    /// if an event needs to be requested in the absence of subscription.</p>
+    ///
+    /// <p>Note, that this method does not work when <see cref="DXEndpoint"/> was created with
+    /// <see cref="DXEndpoint.Role.StreamFeed"/> role (never fills in the event).</p>
+    ///
+    /// </summary>
+    /// <param name="symbol">The symbol.</param>
+    /// <typeparam name="TE">The event type.</typeparam>
+    /// <returns>The event or null if there is no subscription for the specified event type and symbol.</returns>
+    public TE? GetLasEventIfSubscribed<TE>(object symbol)
+        where TE : ILastingEvent =>
+        _feedNative.GetLastEventIfSubscribed<TE>(symbol);
+
     /// <summary>
     /// Requests the last event for the specified event type and symbol.
     /// This method works only for event types that implement  <see cref="ILastingEvent"/>  marker interface.
-    /// This method requests the data from the the uplink data provider,
+    /// This method requests the data from the uplink data provider,
     /// creates new event of the specified event type,
     /// and <see cref="Task{TResult}.Result"/> the resulting task with this event.
     /// </summary>

src/DxFeed.Graal.Net/Native/Events/Candles/CandleMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="CandleMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -17,25 +17,16 @@ public override unsafe IEventType FromNative(EventTypeNative* eventType) =>
     public override unsafe EventTypeNative* ToNative(IEventType eventType) =>
         (EventTypeNative*)Convert((Candle)eventType);
 
+    public override unsafe IEventType FillFromNative(EventTypeNative* nativeEventType, IEventType eventType) =>
+        Fill((CandleNative*)nativeEventType, (Candle)eventType);
+
     public override unsafe void Release(EventTypeNative* eventType) =>
         ReleaseEventType(eventType);
 
     protected override unsafe Candle Convert(CandleNative* eventType)
     {
-        var candle = CreateEventType(eventType);
-        candle.EventFlags = eventType->EventFlags;
-        candle.Index = eventType->Index;
-        candle.Count = eventType->Count;
-        candle.Open = eventType->Open;
-        candle.High = eventType->High;
-        candle.Low = eventType->Low;
-        candle.Close = eventType->Close;
-        candle.Volume = eventType->Volume;
-        candle.VWAP = eventType->VWAP;
-        candle.BidVolume = eventType->BidVolume;
-        candle.AskVolume = eventType->AskVolume;
-        candle.ImpVolatility = eventType->ImpVolatility;
-        candle.OpenInterest = eventType->OpenInterest;
+        var candle = new Candle();
+        Fill(eventType, candle);
         return candle;
     }
 
@@ -61,4 +52,23 @@ protected override unsafe Candle Convert(CandleNative* eventType)
         };
         return ptr;
     }
+
+    private static unsafe Candle Fill(CandleNative* eventType, Candle candle)
+    {
+        AssignEventType((EventTypeNative*)eventType, candle);
+        candle.EventFlags = eventType->EventFlags;
+        candle.Index = eventType->Index;
+        candle.Count = eventType->Count;
+        candle.Open = eventType->Open;
+        candle.High = eventType->High;
+        candle.Low = eventType->Low;
+        candle.Close = eventType->Close;
+        candle.Volume = eventType->Volume;
+        candle.VWAP = eventType->VWAP;
+        candle.BidVolume = eventType->BidVolume;
+        candle.AskVolume = eventType->AskVolume;
+        candle.ImpVolatility = eventType->ImpVolatility;
+        candle.OpenInterest = eventType->OpenInterest;
+        return candle;
+    }
 }

src/DxFeed.Graal.Net/Native/Events/EventMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="EventMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -80,6 +80,9 @@ public static unsafe ICollection<IEventType> FromNative(EventTypeNative** eventT
     public static unsafe IEventType FromNative(EventTypeNative* eventTypeNative) =>
         GetEventMapperByEventCode(eventTypeNative->EventCode).FromNative(eventTypeNative);
 
+    public static unsafe IEventType FillFromNative(EventTypeNative* eventTypeNative, IEventType eventType) =>
+        GetEventMapperByEventCode(eventTypeNative->EventCode).FillFromNative(eventTypeNative, eventType);
+
     public static unsafe EventTypeNative* ToNative(IEventType eventType) =>
         GetEventMapperByEventCode(eventType).ToNative(eventType);
 

src/DxFeed.Graal.Net/Native/Events/EventTypeMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="EventTypeMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -28,6 +28,9 @@ internal abstract class EventTypeMapper<TEventType, TEventTypeNative> : IEventMa
     /// <inheritdoc/>
     public abstract unsafe EventTypeNative* ToNative(IEventType eventType);
 
+    /// <inheritdoc/>
+    public abstract unsafe IEventType FillFromNative(EventTypeNative* nativeEventType, IEventType eventType);
+
     /// <inheritdoc/>
     public abstract unsafe void Release(EventTypeNative* eventType);
 
@@ -50,18 +53,12 @@ protected static EventTypeNative CreateEventType(TEventType eventType) =>
     protected static EventTypeNative CreateEventType(EventCodeNative eventCode, TEventType eventType) =>
         new() { EventCode = eventCode, EventSymbol = eventType.EventSymbol, EventTime = eventType.EventTime, };
 
-    /// <inheritdoc cref="CreateEventType(EventTypeNative*)"/>
-    protected static unsafe TEventType CreateEventType(TEventTypeNative* eventType) =>
-        CreateEventType((EventTypeNative*)eventType);
-
-    /// <summary>
-    /// Creates the specified TEventType from <see cref="EventTypeNative"/>.
-    /// Populates only the fields contained in <see cref="IEventType"/>.
-    /// </summary>
-    /// <param name="eventType">The <see cref="EventTypeNative"/>.</param>
-    /// <returns>The created TEventType.</returns>
-    protected static unsafe TEventType CreateEventType(EventTypeNative* eventType) =>
-        new() { EventSymbol = eventType->EventSymbol, EventTime = eventType->EventTime, };
+    protected static unsafe TEventType AssignEventType(EventTypeNative* eventTypeNative, TEventType eventType)
+    {
+        eventType.EventSymbol = eventTypeNative->EventSymbol;
+        eventType.EventTime = eventTypeNative->EventTime;
+        return eventType;
+    }
 
     /// <summary>
     /// Allocates an unmanaged pointer with type and size TEventTypeNative.

src/DxFeed.Graal.Net/Native/Events/IEventMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="IEventMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -35,6 +35,14 @@ internal interface IEventMapper
     /// </returns>
     unsafe EventTypeNative* ToNative(IEventType eventType);
 
+    /// <summary>
+    /// Populates an existing managed event type instance with data from a native event type.
+    /// </summary>
+    /// <param name="nativeEventType">An unsafe pointer to a native <see cref="EventTypeNative"/> instance.</param>
+    /// <param name="eventType">The managed <see cref="IEventType"/> instance to populate.</param>
+    /// <returns>The populated <see cref="IEventType"/> instance.</returns>
+    public unsafe IEventType FillFromNative(EventTypeNative* nativeEventType, IEventType eventType);
+
     /// <summary>
     /// Releases all associated resources.
     /// This method released unmanaged memory allocated by <see cref="ToNative"/>.

src/DxFeed.Graal.Net/Native/Events/Market/AnalyticOrderMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="AnalyticOrderMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -19,17 +19,16 @@ public override unsafe IEventType FromNative(EventTypeNative* eventType) =>
     public override unsafe EventTypeNative* ToNative(IEventType eventType) =>
         (EventTypeNative*)Convert((AnalyticOrder)eventType);
 
+    public override unsafe IEventType FillFromNative(EventTypeNative* nativeEventType, IEventType eventType) =>
+        Fill((AnalyticOrderNative*)nativeEventType, (AnalyticOrder)eventType);
+
     public override unsafe void Release(EventTypeNative* eventType) =>
         OrderMapper.Release(eventType);
 
     protected override unsafe AnalyticOrder Convert(AnalyticOrderNative* eventType)
     {
-        var analyticOrder = CreateOrderBase((OrderBaseNative*)eventType);
-        analyticOrder.MarketMaker = eventType->Order.MarketMaker;
-        analyticOrder.IcebergPeakSize = eventType->IcebergPeakSize;
-        analyticOrder.IcebergHiddenSize = eventType->IcebergHiddenSize;
-        analyticOrder.IcebergExecutedSize = eventType->IcebergExecutedSize;
-        analyticOrder.IcebergFlags = eventType->IcebergFlags;
+        var analyticOrder = new AnalyticOrder();
+        Fill(eventType, analyticOrder);
         return analyticOrder;
     }
 
@@ -46,4 +45,15 @@ protected override unsafe AnalyticOrder Convert(AnalyticOrderNative* eventType)
         };
         return ptr;
     }
+
+    private static unsafe AnalyticOrder Fill(AnalyticOrderNative* eventType, AnalyticOrder analyticOrder)
+    {
+        AssignOrderBase((OrderBaseNative*)eventType, analyticOrder);
+        analyticOrder.MarketMaker = eventType->Order.MarketMaker;
+        analyticOrder.IcebergPeakSize = eventType->IcebergPeakSize;
+        analyticOrder.IcebergHiddenSize = eventType->IcebergHiddenSize;
+        analyticOrder.IcebergExecutedSize = eventType->IcebergExecutedSize;
+        analyticOrder.IcebergFlags = eventType->IcebergFlags;
+        return analyticOrder;
+    }
 }

src/DxFeed.Graal.Net/Native/Events/Market/OptionSaleMapper.cs

@@ -1,5 +1,5 @@
 // <copyright file="OptionSaleMapper.cs" company="Devexperts LLC">
-// Copyright © 2022 Devexperts LLC. All rights reserved.
+// Copyright © 2024 Devexperts LLC. All rights reserved.
 // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
 // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 // </copyright>
@@ -17,6 +17,9 @@ public override unsafe IEventType FromNative(EventTypeNative* eventType) =>
     public override unsafe EventTypeNative* ToNative(IEventType eventType) =>
         (EventTypeNative*)Convert((OptionSale)eventType);
 
+    public override unsafe IEventType FillFromNative(EventTypeNative* nativeEventType, IEventType eventType) =>
+        Fill((OptionSaleNative*)nativeEventType, (OptionSale)eventType);
+
     public override unsafe void Release(EventTypeNative* eventType)
     {
         if (eventType == (EventTypeNative*)0)
@@ -32,22 +35,8 @@ public override unsafe void Release(EventTypeNative* eventType)
 
     protected override unsafe OptionSale Convert(OptionSaleNative* eventType)
     {
-        var optionSale = CreateEventType(eventType);
-        optionSale.EventFlags = eventType->EventFlags;
-        optionSale.Index = eventType->Index;
-        optionSale.TimeSequence = eventType->TimeSequence;
-        optionSale.TimeNanoPart = eventType->TimeNanoPart;
-        optionSale.ExchangeCode = eventType->ExchangeCode;
-        optionSale.Price = eventType->Price;
-        optionSale.Size = eventType->Size;
-        optionSale.BidPrice = eventType->BidPrice;
-        optionSale.AskPrice = eventType->AskPrice;
-        optionSale.ExchangeSaleConditions = eventType->ExchangeSaleConditions;
-        optionSale.Flags = eventType->Flags;
-        optionSale.UnderlyingPrice = eventType->UnderlyingPrice;
-        optionSale.Volatility = eventType->Volatility;
-        optionSale.Delta = eventType->Delta;
-        optionSale.OptionSymbol = eventType->OptionSymbol;
+        var optionSale = new OptionSale();
+        Fill(eventType, optionSale);
         return optionSale;
     }
 
@@ -75,4 +64,25 @@ protected override unsafe OptionSale Convert(OptionSaleNative* eventType)
         };
         return ptr;
     }
+
+    private static unsafe OptionSale Fill(OptionSaleNative* eventType, OptionSale optionSale)
+    {
+        AssignEventType((EventTypeNative*)eventType, optionSale);
+        optionSale.EventFlags = eventType->EventFlags;
+        optionSale.Index = eventType->Index;
+        optionSale.TimeSequence = eventType->TimeSequence;
+        optionSale.TimeNanoPart = eventType->TimeNanoPart;
+        optionSale.ExchangeCode = eventType->ExchangeCode;
+        optionSale.Price = eventType->Price;
+        optionSale.Size = eventType->Size;
+        optionSale.BidPrice = eventType->BidPrice;
+        optionSale.AskPrice = eventType->AskPrice;
+        optionSale.ExchangeSaleConditions = eventType->ExchangeSaleConditions;
+        optionSale.Flags = eventType->Flags;
+        optionSale.UnderlyingPrice = eventType->UnderlyingPrice;
+        optionSale.Volatility = eventType->Volatility;
+        optionSale.Delta = eventType->Delta;
+        optionSale.OptionSymbol = eventType->OptionSymbol;
+        return optionSale;
+    }
 }