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DxFeedFileParser ConvertTapeFile
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96 changes: 96 additions & 0 deletions
96
Samples/Playgrounds/ConvertTapeFile.playground/Contents.swift
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,96 @@ | ||
| import Foundation | ||
| import DXFeedFramework | ||
|
|
||
| //Empty Listener with handler | ||
| class Listener: DXEventListener, Hashable { | ||
|
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| static func == (lhs: Listener, rhs: Listener) -> Bool { | ||
| lhs === rhs | ||
| } | ||
|
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| func hash(into hasher: inout Hasher) { | ||
| hasher.combine("\(self):\(stringReference(self))") | ||
| } | ||
| var callback: ([MarketEvent]) -> Void = { _ in } | ||
|
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| func receiveEvents(_ events: [MarketEvent]) { | ||
| self.callback(events) | ||
| } | ||
|
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| init(overrides: (Listener) -> Listener) { | ||
| _ = overrides(self) | ||
| } | ||
| } | ||
|
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|
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| let paths = Bundle.main.path(forResource: "ConvertTapeFile.in", ofType: nil) | ||
| let tempDirectory = NSTemporaryDirectory() | ||
| let fullURL = NSURL.fileURL(withPathComponents: [tempDirectory, "ConvertTapeFile.out"])?.path | ||
|
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| // Determine input and output tapes and specify appropriate configuration parameters. | ||
| let inputAddress = "file:\(paths ?? "")[readAs=stream_data,speed=max]" | ||
| let outputAddress = "tape:\(fullURL ?? "" )[saveAs=stream_data,format=text]" | ||
|
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| // Create input endpoint configured for tape reading. | ||
| let inputEndpoint = try DXEndpoint.builder() | ||
| .withRole(.streamFeed) // Prevents event conflation and loss due to buffer overflow. | ||
| .withProperty(DXEndpoint.Property.wildcardEnable.rawValue, "true") // Enables wildcard subscription. | ||
| .withProperty(DXEndpoint.Property.eventTime.rawValue, "true") // Use provided event times. | ||
| .build() | ||
|
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| // Create output endpoint configured for tape writing. | ||
| var outputEndpoint = try DXEndpoint.builder() | ||
| .withRole(.streamPublisher) // Prevents event conflation and loss due to buffer overflow. | ||
| .withProperty(DXEndpoint.Property.wildcardEnable.rawValue, "true") // Enables wildcard subscription. | ||
| .withProperty(DXEndpoint.Property.eventTime.rawValue, "true") // Use provided event times. | ||
| .build() | ||
|
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| // Create and link event processor for all types of events. | ||
| // Note: Set of processed event types could be limited if needed. | ||
| let eventTypes: [EventCode] = EventCode.allCases.compactMap { eventCode in | ||
| if EventCode.unsupported().contains(eventCode) { | ||
| return nil | ||
| } else { | ||
| return eventCode | ||
| } | ||
| } | ||
|
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| let feed = inputEndpoint.getFeed() | ||
| let subscription = try feed?.createSubscription(eventTypes) | ||
|
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| let listener = Listener { anonymCl in | ||
| anonymCl.callback = { events in | ||
| // Here event processing occurs. Events could be modified, removed, or new events added. | ||
| // For example, the below code adds 1 hour to event times: | ||
| // foreach (var e in events) | ||
| // { | ||
| // e.EventTime += 3600_000 | ||
| // } | ||
|
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| // Publish processed events | ||
| let publisher = outputEndpoint.getPublisher() | ||
| try? publisher?.publish(events: events) | ||
| } | ||
| return anonymCl | ||
| } | ||
|
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| try subscription?.add(listener: listener) | ||
|
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| // Subscribe to all symbols. | ||
| // Note: Set of processed symbols could be limited if needed. | ||
| try subscription?.addSymbols(WildcardSymbol.all) | ||
|
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| // Connect output endpoint and start output tape writing BEFORE starting input tape reading. | ||
| try outputEndpoint.connect(outputAddress) | ||
| // Connect input endpoint and start input tape reading AFTER starting output tape writing. | ||
| try inputEndpoint.connect(inputAddress) | ||
|
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| // Wait until all data is read and processed, and then gracefully close input endpoint. | ||
| try inputEndpoint.awaitNotConnected() | ||
| try inputEndpoint.closeAndAWaitTermination() | ||
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| // Wait until all data is processed and written, and then gracefully close output endpoint. | ||
| try outputEndpoint.awaitProcessed() | ||
| try outputEndpoint.closeAndAWaitTermination() | ||
|
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| print("ConvertTapeFile: \(inputAddress) has been successfully tapped to \(outputAddress)") |
23 changes: 23 additions & 0 deletions
23
Samples/Playgrounds/ConvertTapeFile.playground/Resources/ConvertTapeFile.in
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,23 @@ | ||
| ==DXP3 type=tape version=QDS-3.315 time=field +STREAM_DATA | ||
| ==STREAM_DATA | ||
| =Quote EventSymbol EventTime BidTime BidExchangeCode BidPrice BidSize AskTime AskExchangeCode AskPrice AskSize | ||
| Quote AAPL 20230216-180402.785+0300 20230216-180402+0300 Q 153.94 2 20230216-180402+0300 Q 153.95 1 | ||
| Quote AAPL 20230216-180402.805+0300 20230216-180402+0300 Q 153.94 2 20230216-180402+0300 Z 153.96 2 | ||
| Quote AAPL 20230216-180402.871+0300 20230216-180402+0300 Q 153.94 2 20230216-180402+0300 Q 153.95 1 | ||
| Quote AAPL 20230216-180402.878+0300 20230216-180402+0300 Q 153.94 2 20230216-180402+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180402.922+0300 20230216-180402+0300 P 153.94 2 20230216-180402+0300 Q 153.96 4 | ||
| Quote AAPL 20230216-180402.945+0300 20230216-180402+0300 P 153.94 2 20230216-180402+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180402.954+0300 20230216-180402+0300 P 153.94 2 20230216-180402+0300 Q 153.96 2 | ||
| Quote AAPL 20230216-180402.969+0300 20230216-180402+0300 P 153.94 2 20230216-180402+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180402.989+0300 20230216-180402+0300 P 153.94 2 20230216-180402+0300 Q 153.95 1 | ||
| Quote AAPL 20230216-180403.005+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180403.010+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.96 4 | ||
| Quote AAPL 20230216-180403.121+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180403.149+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.95 1 | ||
| Quote AAPL 20230216-180403.182+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180403.245+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.96 4 | ||
| Quote AAPL 20230216-180403.309+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Q 153.95 1 | ||
| Quote AAPL 20230216-180403.353+0300 20230216-180402+0300 P 153.94 2 20230216-180403+0300 Z 153.96 3 | ||
| Quote AAPL 20230216-180403.507+0300 20230216-180403+0300 Q 153.94 2 20230216-180403+0300 Q 153.96 3 | ||
| Quote AAPL 20230216-180403.516+0300 20230216-180403+0300 Q 153.95 1 20230216-180403+0300 Z 153.96 1 | ||
| Quote AAPL 20230216-180403.523+0300 20230216-180403+0300 Q 153.95 1 20230216-180403+0300 Q 153.96 1 |
4 changes: 4 additions & 0 deletions
4
Samples/Playgrounds/ConvertTapeFile.playground/contents.xcplayground
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,4 @@ | ||
| <?xml version="1.0" encoding="UTF-8" standalone="yes"?> | ||
| <playground version='5.0' target-platform='macos' buildActiveScheme='true' importAppTypes='true'> | ||
| <timeline fileName='timeline.xctimeline'/> | ||
| </playground> |
59 changes: 59 additions & 0 deletions
59
Samples/Playgrounds/DxFeedFileParser.playground/Contents.swift
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,59 @@ | ||
| import Foundation | ||
| import DXFeedFramework | ||
|
|
||
| //Empty Listener with handler | ||
| class Listener: DXEventListener, Hashable { | ||
|
|
||
| static func == (lhs: Listener, rhs: Listener) -> Bool { | ||
| lhs === rhs | ||
| } | ||
|
|
||
| func hash(into hasher: inout Hasher) { | ||
| hasher.combine("\(self):\(stringReference(self))") | ||
| } | ||
| var callback: ([MarketEvent]) -> Void = { _ in } | ||
|
|
||
| func receiveEvents(_ events: [MarketEvent]) { | ||
| self.callback(events) | ||
| } | ||
|
|
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| init(overrides: (Listener) -> Listener) { | ||
| _ = overrides(self) | ||
| } | ||
| } | ||
|
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| var file: String = "" | ||
| var types: [EventCode] = [.quote] | ||
| var symbols = "AAPL" | ||
| var eventCounter = 0 | ||
|
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| // Create endpoint specifically for file parsing. | ||
| var endpoint = try DXEndpoint.create(.streamFeed) | ||
| var feed = endpoint.getFeed() | ||
|
|
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| // Subscribe to a specified event and symbol. | ||
| var sub = try feed?.createSubscription(types) | ||
| let listener = Listener { anonymCl in | ||
| anonymCl.callback = { events in | ||
| events.forEach { event in | ||
| eventCounter += 1 | ||
| print("\(eventCounter): \(event)") | ||
| } | ||
| } | ||
| return anonymCl | ||
| } | ||
| try sub?.add(listener: listener) | ||
|
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| // Add symbols. | ||
| try sub?.addSymbols(symbols) | ||
|
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| // Connect endpoint to a file. | ||
| try endpoint.connect("file:\(file)[speed=max]") | ||
|
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| // Wait until file is completely parsed. | ||
| try endpoint.awaitNotConnected() | ||
|
|
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| // Close endpoint when we're done. | ||
| // This method will gracefully close endpoint, waiting while data processing completes. | ||
| try endpoint.closeAndAWaitTermination() |
4 changes: 4 additions & 0 deletions
4
Samples/Playgrounds/DxFeedFileParser.playground/contents.xcplayground
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,4 @@ | ||
| <?xml version="1.0" encoding="UTF-8" standalone="yes"?> | ||
| <playground version='5.0' target-platform='macos' buildActiveScheme='true' importAppTypes='true'> | ||
| <timeline fileName='timeline.xctimeline'/> | ||
| </playground> |
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