feat: marketDepth(fix calutation error)

DXFeedFramework/Extra/IndexedTxModel.swift

@@ -157,17 +157,20 @@ fileprivate class SourceTx {
 
     public func notifyListener(_ isSnapshot: Bool) {
         if processedEvents.isEmpty {
-            return
-        }
+            print("notifyListener: nothing")
 
-        if listener == nil {
             return
         }
         defer {
             processedEvents.removeAll()
             //                if (isSnapshot)
             //                    pendingEvents.trimToSize();
         }
+        if listener == nil {
+            return
+        }
+
+        print("notifyListener: \(processedEvents.count) \(isSnapshot)")
         listener?.modelChanged(changes: IndexedTxModel.Changes(isSnapshot: isSnapshot,
                                                                source: source, 
                                                                events: processedEvents))

DXFeedFramework/Extra/OrderSet.swift

@@ -8,10 +8,10 @@
 import Foundation
 
 class OrderSet {
-    var snapshot = Array<Order>()
+    var snapshot = NSMutableArray()
     let comparator: (Order, Order) -> ComparisonResult
-    ///add using comparator in orders
-    var orders = Set<Order>()
+    /// add using comparator in orders
+    var orders = NSMutableOrderedSet()
     var depthLimit: Int = 0 {
         willSet {
             if newValue != depthLimit {
@@ -32,13 +32,15 @@ class OrderSet {
     }
 
     func clearBySource(_ source: IndexedEventSource) {
-        _isChanged = orders.removeIf { order in
-            order.eventSource == source
+        let predicate = NSPredicate { order, _ in
+            (order as? Order)?.eventSource == source
         }
+        _isChanged = orders.removeIf(using: predicate)
     }
 
     func remove(_ order: Order) {
-        if orders.remove(order) != nil {
+        if orders.contains(order) {
+            orders.remove(order)
             markAsChangedIfNeeded(order)
         }
     }
@@ -53,7 +55,8 @@ class OrderSet {
     }
 
     func add(_ order: Order) {
-        if orders.insert(order).inserted == true {
+        if !orders.contains(order) {
+            orders.add(order)
             markAsChangedIfNeeded(order)
         }
     }
@@ -67,10 +70,10 @@ class OrderSet {
     }
 
     func isOrderWithinDepthLimit(_ order: Order) -> Bool {
-        if (snapshot.isEmpty) {
+        if snapshot.count == 0 {
             return true
         }
-        if let last = snapshot.last {
+        if let last = snapshot.lastObject as? Order {
             let compareResult = comparator(last, order)
             return compareResult == .orderedSame || compareResult == .orderedDescending
         }
@@ -81,54 +84,26 @@ class OrderSet {
         if _isChanged {
             updateSnapshot()
         }
-        return Array(snapshot)
+        if let list = snapshot as? [Order] {
+            return list
+        } else {
+            fatalError("failed casting to array")
+        }
     }
 
     func updateSnapshot() {
         _isChanged = false
-        snapshot.removeAll()
+        snapshot.removeAllObjects()
         let limit = isDepthLimitUnbounded() ? .max : depthLimit
-
-        if #available(iOS 15.0, *) {
-            if #available(macOS 12.0, *) {
-                let sortComparator = OrderSortComparator(comparator: comparator)
-                let sorted = orders.sorted(using: sortComparator)
-                for (index, element) in sorted.enumerated() {
-                    if index < limit {
-                        snapshot.append(element)
-                    }
-                }
-            }        
-        } else {
-            for (index, element) in orders.enumerated() {
-                if index < limit {
-                    snapshot.append(element)
-                }
+        let sorted = orders.sortedArray { obj1, obj2 in
+            if let order1 = obj1 as? Order,
+               let order2 = obj2 as? Order {
+                return self.comparator(order1, order2)
             }
+            return .orderedSame
+        }
+        for (index, element) in sorted.enumerated() where index < limit {
+            snapshot.add(element)
         }
-    }
-}
-
-@available(macOS 12.0, *)
-@available(iOS 15.0, *)
-class OrderSortComparator: SortComparator {
-    typealias Compared = Order
-    let comparator: (Order, Order) -> ComparisonResult
-    var order: SortOrder = .forward
-
-    init(comparator: @escaping (Order, Order) -> ComparisonResult) {
-        self.comparator = comparator
-    }
-
-    static func == (lhs: OrderSortComparator, rhs: OrderSortComparator) -> Bool {
-        return lhs === rhs
-    }
-
-    func hash(into hasher: inout Hasher) {
-        hasher.combine(stringReference(self))
-    }
-
-    func compare(_ lhs: Order, _ rhs: Order) -> ComparisonResult {
-        return self.comparator(lhs, rhs)
     }
 }

Samples/QuoteTableApp/MarketDepthViewController.swift

@@ -13,7 +13,9 @@ class MarketDepthViewController: UIViewController {
         case buy = 0
         case sell = 1
     }
-    var feed: DXFeed!
+
+    private var endpoint: DXEndpoint!
+    private var feed: DXFeed!
     var symbol: String!
 
     var model: MarketDepthModel?
@@ -29,6 +31,10 @@ class MarketDepthViewController: UIViewController {
 
     override func viewDidLoad() {
         super.viewDidLoad()
+
+        endpoint = try? DXEndpoint.create().connect("demo.dxfeed.com:7300")
+        feed = endpoint?.getFeed()!
+
         self.ordersTableView.backgroundColor = .clear
         self.ordersTableView.separatorStyle = .none
         self.ordersTableView.register(UINib(nibName: "MarketDepthHeaderView", bundle: nil), forHeaderFooterViewReuseIdentifier: "MarketDepthHeaderView")
@@ -78,11 +84,11 @@ extension MarketDepthViewController: MarketDepthListener {
             maxSell = max(maxSell, order.size)
 //            print(order.orderSide, order.price, order.size)
         }
-        print("")
+//        print("")
         print("Bid[\(changes.buyOrders.count)]")
-        changes.buyOrders.forEach { order in
-            print(order.toString())
-        }
+//        changes.buyOrders.forEach { order in
+//            print(order.toString())
+//        }
         DispatchQueue.main.async {
             self.maxBuy = maxBuy
             self.maxSell = maxSell

Samples/QuoteTableApp/OrderCell.swift

@@ -23,7 +23,7 @@ class OrderCell: UITableViewCell {
     {
         let formatter = NumberFormatter()
         formatter.minimumFractionDigits = 0
-        formatter.maximumFractionDigits = 4
+        formatter.maximumFractionDigits = 8
         return formatter
     }()
 

Samples/QuoteTableApp/QuoteTableViewController.swift

@@ -67,9 +67,9 @@ class QuoteTableViewController: UIViewController {
             try? SystemProperty.setProperty(DXEndpoint.ExtraProperty.heartBeatTimeout.rawValue, "15s")
 
             let builder = try? DXEndpoint.builder().withRole(.feed)
-            if !unlimited {
-                _ = try? builder?.withProperty(DXEndpoint.Property.aggregationPeriod.rawValue, "1")
-            }
+//            if !unlimited {
+//                _ = try? builder?.withProperty(DXEndpoint.Property.aggregationPeriod.rawValue, "1")
+//            }
             endpoint = try? builder?.build()
             endpoint?.add(listener: self)
             _ = try? endpoint?.connect("demo.dxfeed.com:7300")
@@ -171,7 +171,6 @@ extension QuoteTableViewController: UITableViewDelegate {
             UIAlertAction in
             let storyboard = UIStoryboard(name: "Main", bundle: nil)
             if let viewController = storyboard.instantiateViewController(withIdentifier: "MarketDepthViewController") as? MarketDepthViewController {
-                viewController.feed = self.endpoint?.getFeed()
                 viewController.symbol = symbol
                 viewController.title = symbol
                 self.navigationController?.pushViewController(viewController, animated: true)