90 #ifndef DXFEED_API_H_INCLUDED 91 #define DXFEED_API_H_INCLUDED 93 #ifndef DOXYGEN_SHOULD_SKIP_THIS 95 #define DXFEED_API __declspec(dllexport) 97 #define DXFEED_API __declspec(dllimport) 99 #define DXFEED_API extern "C" 103 #endif // DOXYGEN_SHOULD_SKIP_THIS 106 #ifndef DOXYGEN_SHOULD_SKIP_THIS 108 #endif // DOXYGEN_SHOULD_SKIP_THIS 125 #define DXF_SUCCESS 1 131 #define DXF_FAILURE 0 266 const char* password,
350 const char* authscheme,
351 const char* authdata,
DXFEED_API ERRORCODE dxf_write_raw_data(dxf_connection_t connection, const char *raw_file_name)
Add dumping of incoming traffic into specific file.
DXFEED_API ERRORCODE dxf_create_connection_auth_custom(const char *address, const char *authscheme, const char *authdata, dxf_conn_termination_notifier_t notifier, dxf_conn_status_notifier_t conn_status_notifier, dxf_socket_thread_creation_notifier_t stcn, dxf_socket_thread_destruction_notifier_t stdn, void *user_data, OUT dxf_connection_t *connection)
Creates connection with the specified parameters and custom described authorization.
DXFEED_API ERRORCODE dxf_close_subscription(dxf_subscription_t subscription)
Closes a subscription.
DXFEED_API ERRORCODE dxf_attach_event_listener_v2(dxf_subscription_t subscription, dxf_event_listener_v2_t event_listener, void *user_data)
Attaches a extended listener callback to the subscription.
DXFEED_API ERRORCODE dxf_initialize_logger(const char *file_name, int rewrite_file, int show_timezone_info, int verbose)
Initializes the internal logger.
DXFEED_API ERRORCODE dxf_detach_regional_book_listener(dxf_regional_book_t book, dxf_price_level_book_listener_t book_listener)
Detaches a listener from the regional book.
DXFEED_API ERRORCODE dxf_detach_regional_book_listener_v2(dxf_regional_book_t book, dxf_regional_quote_listener_t listener)
Detaches a listener from the regional book.
DXFEED_API ERRORCODE dxf_create_connection_auth_basic(const char *address, const char *user, const char *password, dxf_conn_termination_notifier_t notifier, dxf_conn_status_notifier_t conn_status_notifier, dxf_socket_thread_creation_notifier_t stcn, dxf_socket_thread_destruction_notifier_t stdn, void *user_data, OUT dxf_connection_t *connection)
Creates connection with the specified parameters and basic authorization.
DXFEED_API ERRORCODE dxf_get_last_error(OUT int *error_code, OUT dxf_const_string_t *error_descr)
Retrieves the last error info.
void * dxf_candle_attributes_t
Candle attributes.
Definition: DXTypes.h:38
DXFEED_API ERRORCODE dxf_detach_snapshot_inc_listener(dxf_snapshot_t snapshot, dxf_snapshot_inc_listener_t snapshot_listener)
Detaches a listener from the snapshot.
DXFEED_API ERRORCODE dxf_detach_price_level_book_listener(dxf_price_level_book_t book, dxf_price_level_book_listener_t book_listener)
Detaches a listener from the snapshot.
DXFEED_API ERRORCODE dxf_create_subscription_timed_with_flags(dxf_connection_t connection, int event_types, dxf_long_t time, dx_event_subscr_flag subscr_flags, OUT dxf_subscription_t *subscription)
Creates a timed subscription with the specified parameters and the subscription flags.
dxf_connection_status_t
Connection status.
Definition: DXTypes.h:144
DXFEED_API ERRORCODE dxf_close_regional_book(dxf_regional_book_t book)
Closes a regional book.
void * dxf_connection_t
Connection.
Definition: DXTypes.h:35
DXFEED_API ERRORCODE dxf_attach_event_listener(dxf_subscription_t subscription, dxf_event_listener_t event_listener, void *user_data)
Attaches a listener callback to the subscription.
DXFEED_API ERRORCODE dxf_get_connection_properties_snapshot(dxf_connection_t connection, OUT dxf_property_item_t **properties, OUT int *count)
Retrieves the array of key-value pairs (properties) for specified connection.
void(* dxf_snapshot_inc_listener_t)(const dxf_snapshot_data_ptr_t snapshot_data, int new_snapshot, void *user_data)
Incremental Snapshot listener prototype.
Definition: EventData.h:677
DXFEED_API ERRORCODE dxf_set_order_source(dxf_subscription_t subscription, const char *source)
Clear current sources and add new one to subscription.
int ERRORCODE
Error code.
Definition: DXTypes.h:29
int64_t dxf_long_t
Long.
Definition: DXTypes.h:108
DXFEED_API ERRORCODE dxf_create_candle_snapshot(dxf_connection_t connection, dxf_candle_attributes_t candle_attributes, dxf_long_t time, OUT dxf_snapshot_t *snapshot)
Creates Candle snapshot with the specified parameters.
DXFEED_API ERRORCODE dxf_get_last_event(dxf_connection_t connection, int event_type, dxf_const_string_t symbol, OUT dxf_event_data_t *event_data)
Retrieves the last event data of the specified symbol and type for the connection.
void * dxf_event_data_t
Event data.
Definition: EventData.h:161
void(* dxf_snapshot_listener_t)(const dxf_snapshot_data_ptr_t snapshot_data, void *user_data)
Snapshot listener prototype.
Definition: EventData.h:661
DXFEED_API ERRORCODE dxf_add_order_source(dxf_subscription_t subscription, const char *source)
Add a new source to subscription.
DXFEED_API ERRORCODE dxf_remove_symbols(dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count)
Removes several symbols from the subscription.
DXFEED_API ERRORCODE dxf_create_subscription_with_flags(dxf_connection_t connection, int event_types, dx_event_subscr_flag subscr_flags, OUT dxf_subscription_t *subscription)
Creates a subscription with the specified parameters and the subscription flags.
DXFEED_API ERRORCODE dxf_clear_symbols(dxf_subscription_t subscription)
Removes all the symbols from the subscription.
DXFEED_API ERRORCODE dxf_create_regional_book(dxf_connection_t connection, dxf_const_string_t symbol, OUT dxf_regional_book_t *book)
Creates Regional book with the specified parameters.
DXFEED_API ERRORCODE dxf_attach_snapshot_listener(dxf_snapshot_t snapshot, dxf_snapshot_listener_t snapshot_listener, void *user_data)
Attaches a listener callback to the snapshot.
DXFEED_API ERRORCODE dxf_create_snapshot(dxf_connection_t connection, dx_event_id_t event_id, dxf_const_string_t symbol, const char *source, dxf_long_t time, OUT dxf_snapshot_t *snapshot)
Creates snapshot with the specified parameters.
DXFEED_API ERRORCODE dxf_detach_event_listener(dxf_subscription_t subscription, dxf_event_listener_t event_listener)
Detaches a listener from the subscription.
DXFEED_API ERRORCODE dxf_free_connection_properties_snapshot(dxf_property_item_t *properties, int count)
Frees memory allocated during dxf_get_connection_properties_snapshot function execution.
DXFEED_API ERRORCODE dxf_attach_price_level_book_listener(dxf_price_level_book_t book, dxf_price_level_book_listener_t book_listener, void *user_data)
Attaches a listener callback to the price level book.
void * dxf_price_level_book_t
Price level book.
Definition: DXTypes.h:44
dxf_candle_session_attribute_t
Candle session attribute.
Definition: EventData.h:458
DXFEED_API ERRORCODE dxf_create_connection_auth_bearer(const char *address, const char *token, dxf_conn_termination_notifier_t notifier, dxf_conn_status_notifier_t conn_status_notifier, dxf_socket_thread_creation_notifier_t stcn, dxf_socket_thread_destruction_notifier_t stdn, void *user_data, OUT dxf_connection_t *connection)
Creates connection with the specified parameters and token authorization.
DXFEED_API ERRORCODE dxf_get_symbols(dxf_subscription_t subscription, OUT dxf_const_string_t **symbols, OUT int *symbol_count)
Retrieves the list of symbols currently added to the subscription.
dxf_char_t * dxf_string_t
String.
Definition: DXTypes.h:120
void(* dxf_conn_termination_notifier_t)(dxf_connection_t connection, void *user_data)
Connection termination notification callback type.
Definition: DXFeed.h:146
DXFEED_API ERRORCODE dxf_create_connection(const char *address, dxf_conn_termination_notifier_t notifier, dxf_conn_status_notifier_t conn_status_notifier, dxf_socket_thread_creation_notifier_t stcn, dxf_socket_thread_destruction_notifier_t stdn, void *user_data, OUT dxf_connection_t *connection)
Creates connection with the specified parameters.
void * dxf_snapshot_t
Snapshot.
Definition: DXTypes.h:41
void * dxf_subscription_t
Subscription.
Definition: DXTypes.h:32
DXFEED_API ERRORCODE dxf_create_price_level_book(dxf_connection_t connection, dxf_const_string_t symbol, const char **sources, OUT dxf_price_level_book_t *book)
Creates Price Level book with the specified parameters.
DXFEED_API ERRORCODE dxf_create_subscription(dxf_connection_t connection, int event_types, OUT dxf_subscription_t *subscription)
Creates a subscription with the specified parameters.
dx_event_subscr_flag
Definition: EventData.h:107
DXFEED_API ERRORCODE dxf_close_connection(dxf_connection_t connection)
Closes a connection.
dx_event_id_t
Event ID.
Definition: EventData.h:48
dxf_candle_price_attribute_t
Candle price attribute.
Definition: EventData.h:445
DXFEED_API ERRORCODE dxf_attach_snapshot_inc_listener(dxf_snapshot_t snapshot, dxf_snapshot_inc_listener_t snapshot_listener, void *user_data)
Attaches an incremental listener callback to the snapshot.
DXFEED_API ERRORCODE dxf_attach_regional_book_listener_v2(dxf_regional_book_t book, dxf_regional_quote_listener_t listener, void *user_data)
Attaches a listener callback to regional book.
DXFEED_API ERRORCODE dxf_close_snapshot(dxf_snapshot_t snapshot)
Closes a snapshot.
Property item.
Definition: DXTypes.h:138
DXFEED_API ERRORCODE dxf_delete_candle_symbol_attributes(dxf_candle_attributes_t candle_attributes)
Free memory allocated by dxf_initialize_candle_symbol_attributes(...) function.
DXFEED_API ERRORCODE dxf_detach_event_listener_v2(dxf_subscription_t subscription, dxf_event_listener_v2_t event_listener)
Detaches a extended listener from the subscription.
DXFEED_API ERRORCODE dxf_add_candle_symbol(dxf_subscription_t subscription, dxf_candle_attributes_t candle_attributes)
Adds a candle symbol to the subscription.
DXFEED_API ERRORCODE dxf_create_order_snapshot(dxf_connection_t connection, dxf_const_string_t symbol, const char *source, dxf_long_t time, OUT dxf_snapshot_t *snapshot)
Creates Order snapshot with the specified parameters.
wchar_t dxf_char_t
Char.
Definition: DXTypes.h:89
DXFEED_API ERRORCODE dxf_get_current_connection_status(dxf_connection_t connection, OUT dxf_connection_status_t *status)
Retrieves the current connection status.
DXFEED_API ERRORCODE dxf_free(void *pointer)
Frees memory allocated in API functions from this module.
DXFEED_API ERRORCODE dxf_create_candle_symbol_attributes(dxf_const_string_t base_symbol, dxf_char_t exchange_code, dxf_double_t period_value, dxf_candle_type_period_attribute_t period_type, dxf_candle_price_attribute_t price, dxf_candle_session_attribute_t session, dxf_candle_alignment_attribute_t alignment, dxf_double_t price_level, OUT dxf_candle_attributes_t *candle_attributes)
API that allows user to create candle symbol attributes.
DXFEED_API ERRORCODE dxf_create_subscription_timed(dxf_connection_t connection, int event_types, dxf_long_t time, OUT dxf_subscription_t *subscription)
Creates a timed subscription with the specified parameters.
DXFEED_API ERRORCODE dxf_close_price_level_book(dxf_price_level_book_t book)
Closes a price level book.
void(* dxf_conn_status_notifier_t)(dxf_connection_t connection, dxf_connection_status_t old_status, dxf_connection_status_t new_status, void *user_data)
connection Status notification callback type
Definition: DXFeed.h:155
dxFeed C API event data structures declarations
DXFEED_API ERRORCODE dxf_get_subscription_event_types(dxf_subscription_t subscription, OUT int *event_types)
Retrieves the subscription event types.
int(* dxf_socket_thread_creation_notifier_t)(dxf_connection_t connection, void *user_data)
The low level callback type, required in case some thread-specific initialization must be performed o...
Definition: DXFeed.h:170
dxf_candle_alignment_attribute_t
Candle alignment attribute.
Definition: EventData.h:489
DXFEED_API ERRORCODE dxf_get_current_connected_address(dxf_connection_t connection, OUT char **address)
Retrieves the null-terminated string with current connected address in format <host>:<port>.
DXFEED_API ERRORCODE dxf_remove_candle_symbol(dxf_subscription_t subscription, dxf_candle_attributes_t candle_attributes)
Remove a candle symbol from the subscription.
DXFEED_API ERRORCODE dxf_remove_symbol(dxf_subscription_t subscription, dxf_const_string_t symbol)
Removes a single symbol from the subscription.
dxFeed C API types declarations
DXFEED_API ERRORCODE dxf_set_symbols(dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count)
Sets the symbols for the subscription.
DXFEED_API ERRORCODE dxf_add_symbol(dxf_subscription_t subscription, dxf_const_string_t symbol)
Adds a single symbol to the subscription.
DXFEED_API ERRORCODE dxf_attach_regional_book_listener(dxf_regional_book_t book, dxf_price_level_book_listener_t book_listener, void *user_data)
Attaches a listener callback to regional book.
void(* dxf_event_listener_v2_t)(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t *data, int data_count, const dxf_event_params_t *event_params, void *user_data)
Event listener prototype v2.
Definition: EventData.h:545
void(* dxf_event_listener_t)(int event_type, dxf_const_string_t symbol_name, const dxf_event_data_t *data, int data_count, void *user_data)
Event listener prototype.
Definition: EventData.h:540
void(* dxf_price_level_book_listener_t)(const dxf_price_level_book_data_ptr_t book, void *user_data)
Price Level listener prototype.
Definition: EventData.h:716
DXFEED_API ERRORCODE dxf_detach_snapshot_listener(dxf_snapshot_t snapshot, dxf_snapshot_listener_t snapshot_listener)
Detaches a listener from the snapshot.
const dxf_char_t * dxf_const_string_t
Const String.
Definition: DXTypes.h:123
void(* dxf_regional_quote_listener_t)(dxf_const_string_t symbol, const dxf_quote_t *quotes, int count, void *user_data)
Regional quote listener prototype.
Definition: EventData.h:729
double dxf_double_t
Double.
Definition: DXTypes.h:114
DXFEED_API ERRORCODE dxf_add_symbols(dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count)
Adds several symbols to the subscription.
DXFEED_API ERRORCODE dxf_get_snapshot_symbol(dxf_snapshot_t snapshot, OUT dxf_string_t *symbol)
Retrieves the symbol currently added to the snapshot subscription.
void * dxf_regional_book_t
Regional book.
Definition: DXTypes.h:47
void(* dxf_socket_thread_destruction_notifier_t)(dxf_connection_t connection, void *user_data)
The low level callback type, required in case some thread-specific initialization must be performed o...
Definition: DXFeed.h:180
DXFEED_API ERRORCODE dxf_initialize_logger_v2(const char *file_name, int rewrite_file, int show_timezone_info, int verbose, int log_data_transfer)
Initializes the internal logger with data transfer logging.
dxf_candle_type_period_attribute_t
Candle type period attribute.
Definition: EventData.h:468