OrderBase: WIP

DXFeedFramework.xcodeproj/project.pbxproj

@@ -212,6 +212,7 @@
 		648BD56F2AC582AB004A3A95 /* DateTimeParserTest.swift in Sources */ = {isa = PBXBuildFile; fileRef = 648BD56E2AC582AB004A3A95 /* DateTimeParserTest.swift */; };
 		648BD5712AC583AC004A3A95 /* TimeFormat.swift in Sources */ = {isa = PBXBuildFile; fileRef = 648BD5702AC583AC004A3A95 /* TimeFormat.swift */; };
 		648E98AA2AAF625800BFD219 /* IIndexedEvent+Ext.swift in Sources */ = {isa = PBXBuildFile; fileRef = 648E98A92AAF625800BFD219 /* IIndexedEvent+Ext.swift */; };
+		649282ED2AD593F3008F0F04 /* OrderSourceTest.swift in Sources */ = {isa = PBXBuildFile; fileRef = 649282EC2AD593F3008F0F04 /* OrderSourceTest.swift */; };
 		64963B6A2A8E545C001E40F7 /* IEventType.swift in Sources */ = {isa = PBXBuildFile; fileRef = 64963B692A8E545C001E40F7 /* IEventType.swift */; };
 		6498E6B22AB1D41A0093A065 /* DXSchedule.swift in Sources */ = {isa = PBXBuildFile; fileRef = 6498E6B12AB1D41A0093A065 /* DXSchedule.swift */; };
 		6498E6B52AB1D4480093A065 /* NativeSchedule.swift in Sources */ = {isa = PBXBuildFile; fileRef = 6498E6B42AB1D4480093A065 /* NativeSchedule.swift */; };
@@ -648,6 +649,7 @@
 		648BD56E2AC582AB004A3A95 /* DateTimeParserTest.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = DateTimeParserTest.swift; sourceTree = "<group>"; };
 		648BD5702AC583AC004A3A95 /* TimeFormat.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = TimeFormat.swift; sourceTree = "<group>"; };
 		648E98A92AAF625800BFD219 /* IIndexedEvent+Ext.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = "IIndexedEvent+Ext.swift"; sourceTree = "<group>"; };
+		649282EC2AD593F3008F0F04 /* OrderSourceTest.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = OrderSourceTest.swift; sourceTree = "<group>"; };
 		64963B692A8E545C001E40F7 /* IEventType.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = IEventType.swift; sourceTree = "<group>"; };
 		6498E6B12AB1D41A0093A065 /* DXSchedule.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = DXSchedule.swift; sourceTree = "<group>"; };
 		6498E6B42AB1D4480093A065 /* NativeSchedule.swift */ = {isa = PBXFileReference; lastKnownFileType = sourcecode.swift; path = NativeSchedule.swift; sourceTree = "<group>"; };
@@ -1373,6 +1375,7 @@
 				648BD56E2AC582AB004A3A95 /* DateTimeParserTest.swift */,
 				64098F662ACEB6F70020D741 /* DXConnectionStateTests.swift */,
 				6486B95C2AD0287E00D8D5FA /* DateTests.swift */,
+				649282EC2AD593F3008F0F04 /* OrderSourceTest.swift */,
 			);
 			path = DXFeedFrameworkTests;
 			sourceTree = "<group>";
@@ -2211,6 +2214,7 @@
 				6447A5ED2A8FCC2200739CCF /* UtilsTest.swift in Sources */,
 				64278C6C2A602CA20074B5AA /* CandleTests.swift in Sources */,
 				6498E6B72AB1DACE0093A065 /* ScheduleTest.swift in Sources */,
+				649282ED2AD593F3008F0F04 /* OrderSourceTest.swift in Sources */,
 				6426C8932A531AB500236784 /* ThreadsTest.swift in Sources */,
 			);
 			runOnlyForDeploymentPostprocessing = 0;

DXFeedFramework/Events/Market/Extra/OrderBase.swift

@@ -8,9 +8,19 @@
 import Foundation
 
 class OrderBase: MarketEvent, IIndexedEvent, CustomStringConvertible {
+    var eventSource: IndexedEventSource = .defaultSource
+
     var type: EventCode = .orderBase
 
-    var eventSource: IndexedEventSource
+//    var eventSource: IndexedEventSource {
+//        get {
+//
+//          
+//        }
+//        set {
+//
+//        }
+//    }
 
     var eventFlags: Int32 = 0
 
@@ -135,7 +145,38 @@ tradeSize: \(tradeSize)
 
 
 extension OrderBase {
+    /// Gets a value indicating whether this order has some size
     func hsaSize() -> Bool {
         return size != 0 && !size.isNaN
     }
+    /// Gets exchange code of this order.
+    public func getExchangeCode() -> Character {
+        return Character(BitUtil.getBits(flags: Int(flags), mask: OrderBase.exchangeMask, shift: OrderBase.exchangeShift))
+    }
+    /// Sets exchange code of this order.
+    ///
+    ///  - Throws: ``ArgumentException/exception(_:)``
+    public func setExchangeCode(_ code: Character) throws {
+        try StringUtil.checkChar(char: code, mask: OrderBase.exchangeMask, name: "exchangeCode")
+        if let value = code.unicodeScalars.first?.value {
+            flags = Int32(BitUtil.setBits(flags: Int(flags),
+                                          mask: OrderBase.exchangeMask,
+                                          shift: OrderBase.exchangeShift,
+                                          bits: Int(value)))
+        }
+    }
+
+    /// Gets or sets side of this order.
+    public var orderSide: Side {
+        get {
+            Side.valueOf(Int(BitUtil.getBits(flags: Int(flags), mask: OrderBase.sideMask, shift: OrderBase.sideShift)))
+        }
+        set {
+            flags = Int32(BitUtil.setBits(flags: Int(flags),
+                                          mask: OrderBase.sideMask,
+                                          shift: OrderBase.sideShift,
+                                          bits: newValue.rawValue))
+        }
+    }
+
 }

DXFeedFramework/Events/Market/Extra/OrderSource.swift

@@ -7,6 +7,148 @@
 
 import Foundation
 
-public class OrderSource : IndexedEventSource
+/// Identifies source of ``Order``, ``AnalyticOrder``, ``OtcMarketsOrder`` and ``SpreadOrder`` events.
+///
+/// There are the following kinds of order sources:
+///
+/// Synthetic sources ``COMPOSITE_BID``, ``COMPOSITE_ASK``,
+///     ``REGIONAL_BID``, and ``REGIONAL_ASK`` are provided for convenience of a consolidated
+///     order book and are automatically generated based on the corresponding ``Quote`` events.
+/// Aggregate sources ``AGGREGATE_BID`` and ``AGGREGATE_ASK`` provide
+///     futures depth (aggregated by price level) and NASDAQ Level II (top of book for each market maker).
+///     These source cannot be directly published to via dxFeed API.
+/// ``isPublishable(Class) Publishable`` sources ``DEFAULT``, ``NTV``, and ``ISE``
+///     support full range of dxFeed API features.
+///
+///
+
+public class OrderSource: IndexedEventSource {
+    private static let pubOrder = 0x0001
+    private static let pubAnalyticOrder = 0x0002
+    private static let pubOtcMarketsOrder = 0x0004
+    private static let pubSpreadOrder = 0x0008
+    private static let fullOrderBook = 0x0010
+    private static let flagsSize = 5
+
+    private let pubFlags: Int
+    private let isBuiltin: Bool
+
+    static private let sourcesById = ConcurrentDict<Int, OrderSource>()
+    static private let sourcesByName = ConcurrentDict<String, OrderSource>()
+    private let sourcesByIdCache = NSCache<AnyObject, OrderSource>()
+
+    private override init(identifier: Int, name: String) {
+        self.pubFlags = 0
+        self.isBuiltin = false
+        super.init(identifier: identifier, name: name)
+    }
+
+    private init(identifier: Int, name: String, pubFlags: Int) throws {
+        self.pubFlags = pubFlags
+        self.isBuiltin = true
+        super.init(identifier: identifier, name: name)
+        switch identifier {
+        case _ where identifier < 0:
+            throw ArgumentException.exception("id is negative")
+        case _ where identifier > 0 && identifier < 0x20 && !OrderSource.isSpecialSourceId(sourceId: identifier):
+            throw ArgumentException.exception("id is not marked as special")
+        case _ where identifier > 0x20:
+            if try (identifier != OrderSource.composeId(name: name))
+                && (name != OrderSource.decodeName(identifier: identifier)) {
+                throw ArgumentException.exception("id does not match name")
+            }
+        default:
+            print("")
+        }
+        // Flag FullOrderBook requires that source must be publishable.
+        if (pubFlags & OrderSource.fullOrderBook) != 0 && (pubFlags & (OrderSource.pubOrder | OrderSource.pubAnalyticOrder | OrderSource.pubSpreadOrder)) == 0 {
+            throw ArgumentException.exception("Unpublishable full order book order")
+        }
+
+        if !OrderSource.sourcesById.tryInsert(key: identifier, value: self) {
+            throw ArgumentException.exception("duplicate id")
+        }
+        if !OrderSource.sourcesByName.tryInsert(key: name, value: self) {
+            throw ArgumentException.exception("duplicate name")
+        }
+    }
+
+    /// Determines whether specified source identifier refers to special order source.
+    ///Special order sources are used for wrapping non-order events into order events.
+    internal static func isSpecialSourceId(sourceId: Int) -> Bool {
+        return sourceId >= 1 && sourceId <= 6
+    }
+
+    internal static func composeId(name: String) throws -> Int {
+        var sourceId = 0
+        let count = name.count
+        if count == 0 || count > 4 {
+            return 0
+        }
+        for index in 0..<count {
+            let char = name[index]
+            try OrderSource.check(char: char)
+            sourceId = (sourceId << 8) | Int(char.first?.unicodeScalars.first?.value ?? 0)            
+        }
+
+        return sourceId
+    }
+
+    internal static func check(char: String) throws {
+        if char.rangeOfCharacter(from: CharacterSet.alphanumerics.inverted) == nil {
+            return
+        }
+        throw ArgumentException.exception("Source name must contain only alphanumeric characters. Current \(char)")
+    }
+
+    internal static func decodeName(identifier: Int) throws -> String {
+        if identifier == 0 {
+            throw ArgumentException.exception("Source name must contain from 1 to 4 characters. Current \(identifier)")
+        }
+        var name = String()
+        for index in stride(from: 24, through: 0, by: -8) {
+            if identifier >> index == 0 { // Skip highest contiguous zeros.
+                continue
+            }
+            var char = Character(((identifier >> index) & 0xff))
+            try check(char: String(char))
+            name.append(char)
+        }
+        return name
+    }
+    /// Gets a value indicating whether this source supports Full Order Book.
+    public func isFullOrderBook() -> Bool {
+        return (pubFlags & OrderSource.fullOrderBook) != 0
+    }
+
+    /// Returns order source for the specified source identifier.
+    /// - Throws: ``ArgumentException/exception(_:)``. Rethrows exception from Java.
+    public static func valueOf(identifier: Int) throws -> OrderSource {
+        var source: OrderSource
+        if let source = sourcesById[identifier] {
+            return source
+        } else {
+            let name = try decodeName(identifier: identifier)
+            let source = OrderSource(identifier: identifier, name: name)
+            sourcesById[identifier] = source
+            return source
+        }
+    }
+    /// Returns order source for the specified source name.
+    /// 
+    /// The name must be either predefined, or contain at most 4 alphanumeric characters.
+    /// - Throws: ``ArgumentException/exception(_:)``. Rethrows exception from Java.
+    public static func valueOf(name: String) throws -> OrderSource {
+        var source: OrderSource
+        if let source = sourcesByName[name] {
+            return source
+        } else {
+            let identifier = try composeId(name: name)
+            let source = OrderSource(identifier: identifier, name: name)
+            sourcesByName[name] = source
+            return source
+        }
+
+    }
 
 }

DXFeedFramework/Utils/ConcurrentDict.swift

@@ -58,6 +58,17 @@ class ConcurrentDict<Key: Hashable, Value>: CustomStringConvertible {
         writer { $0.removeAll() }
     }
 
+    public func tryInsert(key: Key, value: Value) -> Bool {
+        var result = true
+        writer {
+            if $0[key] != nil {
+                result = false
+            }
+            $0[key] = value
+        }
+        return result
+    }
+
     public func reader<U>(_ block: ([Key: Value]) throws -> U) rethrows -> U {
         try accessQueue.sync { try block(set) }
     }

DXFeedFrameworkTests/OrderSourceTest.swift

@@ -0,0 +1,49 @@
+//
+//  OrderSourceTest.swift
+//  DXFeedFrameworkTests
+//
+//  Created by Aleksey Kosylo on 10.10.23.
+//
+
+import XCTest
+@testable import DXFeedFramework
+
+final class OrderSourceTest: XCTestCase {
+
+    override func setUpWithError() throws {
+        // Put setup code here. This method is called before the invocation of each test method in the class.
+    }
+
+    override func tearDownWithError() throws {
+        // Put teardown code here. This method is called after the invocation of each test method in the class.
+    }
+
+
+    func testIsSpecialSource() throws {
+        XCTAssert(OrderSource.isSpecialSourceId(sourceId: 1))
+        XCTAssert(!OrderSource.isSpecialSourceId(sourceId: 10))
+        XCTAssert(OrderSource.isSpecialSourceId(sourceId: 2))
+    }
+
+    func testCompose() throws {
+        let res = try OrderSource.composeId(name: "1234")
+        XCTAssert(res == 825373492)
+    }
+
+    func testCheckChar() throws {
+        do {
+            try OrderSource.check(char: "a")
+        } catch {
+            XCTAssert(false, "\(error)")
+        }
+    }
+
+    func testDecode() throws {
+        do {
+            let res = try OrderSource.decodeName(identifier: 1)
+            print(res)
+        } catch {
+            print("\(error)")
+        }
+    }
+}