29 #ifndef EVENT_DATA_H_INCLUDED 30 #define EVENT_DATA_H_INCLUDED 50 dx_eid_trade = dx_eid_begin,
72 #define DXF_ET_TRADE (1u << (unsigned)dx_eid_trade) 73 #define DXF_ET_QUOTE (1u << (unsigned)dx_eid_quote) 75 #define DXF_ET_SUMMARY (1u << (unsigned)dx_eid_summary) 77 #define DXF_ET_PROFILE (1u << (unsigned)dx_eid_profile) 79 #define DXF_ET_ORDER (1u << (unsigned)dx_eid_order) 81 #define DXF_ET_TIME_AND_SALE (1u << (unsigned)dx_eid_time_and_sale) 83 #define DXF_ET_CANDLE (1u << (unsigned)dx_eid_candle) 85 #define DXF_ET_TRADE_ETH (1u << (unsigned)dx_eid_trade_eth) 87 #define DXF_ET_SPREAD_ORDER (1u << (unsigned)dx_eid_spread_order) 89 #define DXF_ET_GREEKS (1u << (unsigned)dx_eid_greeks) 91 #define DXF_ET_THEO_PRICE (1u << (unsigned)dx_eid_theo_price) 93 #define DXF_ET_UNDERLYING (1u << (unsigned)dx_eid_underlying) 95 #define DXF_ET_SERIES (1u << (unsigned)dx_eid_series) 97 #define DXF_ET_CONFIGURATION (1u << (unsigned)dx_eid_configuration) 99 #define DXF_ET_UNUSED (~((1u << (unsigned)dx_eid_count) - 1u)) 102 #define DX_EVENT_BIT_MASK(event_id) (1u << (unsigned)event_id) 127 dx_esf_force_enum_unsigned = UINT_MAX
131 #define DXF_RECORD_SUFFIX_SIZE 5 162 typedef const void* dxf_const_event_data_t;
166 dxf_osc_composite = 0,
167 dxf_osc_regional = 1,
168 dxf_osc_aggregate = 2,
176 dxf_dir_undefined = 0,
178 dxf_dir_zero_down = 2,
227 dxf_pt_indicative = 1,
228 dxf_pt_preliminary = 2,
254 dxf_ts_undefined = 0,
261 dxf_ssr_undefined = 0,
292 dxf_osd_undefined = 0,
322 dxf_tnst_correction = 1,
422 #pragma GCC diagnostic push 423 #pragma GCC diagnostic ignored "-Wunused-variable" 430 #pragma GCC diagnostic pop 439 #define DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE L'\0' 440 #define DXF_CANDLE_EXCHANGE_CODE_ATTRIBUTE_DEFAULT DXF_CANDLE_EXCHANGE_CODE_COMPOSITE_ATTRIBUTE 441 #define DXF_CANDLE_PERIOD_VALUE_ATTRIBUTE_DEFAULT 1.0 442 #define DXF_CANDLE_PRICE_LEVEL_ATTRIBUTE_DEFAULT (NAN) 454 dxf_cpa_default = dxf_cpa_last
464 dxf_csa_default = dxf_csa_any
480 dxf_ctpa_price_momentum,
481 dxf_ctpa_price_renko,
485 dxf_ctpa_default = dxf_ctpa_tick
495 dxf_caa_default = dxf_caa_midnight
506 dxf_ef_tx_pending = 0x01,
507 dxf_ef_remove_event = 0x02,
508 dxf_ef_snapshot_begin = 0x04,
509 dxf_ef_snapshot_end = 0x08,
510 dxf_ef_snapshot_snip = 0x10,
511 dxf_ef_remove_symbol = 0x20
525 dxf_time_int_field_t time_int_field;
598 dx_st_ticker = dx_st_begin,
647 size_t records_count;
664 #define DXF_IS_CANDLE_REMOVAL(c) (((c)->event_flags & dxf_ef_remove_event) != 0) 665 #define DXF_IS_ORDER_REMOVAL(o) ((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0)) 666 #define DXF_IS_SPREAD_ORDER_REMOVAL(o) ((((o)->event_flags & dxf_ef_remove_event) != 0) || ((o)->size == 0)) 667 #define DXF_IS_TIME_AND_SALE_REMOVAL(t) (((t)->event_flags & dxf_ef_remove_event) != 0) 668 #define DXF_IS_GREEKS_REMOVAL(g) (((g)->event_flags & dxf_ef_remove_event) != 0) 669 #define DXF_IS_SERIES_REMOVAL(s) (((s)->event_flags & dxf_ef_remove_event) != 0) const dxf_event_data_t dx_get_event_data_item(int event_mask, dxf_const_event_data_t data, size_t index)
Get event data item from event data.
dxf_tns_type_t
Time & sale type.
Definition: EventData.h:320
Used for default subscription.
Definition: EventData.h:109
Used with dx_esf_single_record flag and for dx_eid_order (Order) event.
Definition: EventData.h:113
Trade.
Definition: EventData.h:185
Event params.
Definition: EventData.h:523
Time & sale.
Definition: EventData.h:327
Used for forcing subscription to ticker data.
Definition: EventData.h:121
dx_theo_price_t dxf_theo_price_t
Theo price.
Definition: EventData.h:387
Event subscription param.
Definition: EventData.h:608
void * dxf_connection_t
Connection.
Definition: DXTypes.h:35
dxf_const_string_t dx_event_type_to_string(int event_type)
Converts event type code to its string representation.
dxf_price_type_t
Price type.
Definition: EventData.h:225
dx_underlying_t dxf_underlying_t
Underlying.
Definition: EventData.h:392
int32_t dxf_int_t
Int.
Definition: DXTypes.h:99
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
Series.
Definition: EventData.h:396
Used for wildcard ("*") subscription.
Definition: EventData.h:119
int64_t dxf_long_t
Long.
Definition: DXTypes.h:108
Used for regional quotes.
Definition: EventData.h:117
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
dxf_event_flag
Event flag.
Definition: EventData.h:505
unsigned char dxf_bool_t
Boolean.
Definition: DXTypes.h:80
Used for forcing subscription to history data.
Definition: EventData.h:125
int dx_get_event_data_struct_size(int event_id)
Get event data structure size for given event id.
dx_order_source_array_t * dx_order_source_array_ptr_t
Order source array.
Definition: EventData.h:152
dxf_int_t dx_record_id_t
Record ID.
Definition: RecordData.h:66
dx_event_id_t dx_get_event_id_by_bitmask(int event_bitmask)
Get event id by event bitmask.
Event subscription param list.
Definition: EventData.h:614
dxf_candle_session_attribute_t
Candle session attribute.
Definition: EventData.h:458
Used for forcing subscription to stream data.
Definition: EventData.h:123
dxf_char_t * dxf_string_t
String.
Definition: DXTypes.h:120
Underlying.
Definition: RecordData.h:241
dx_event_subscr_flag
Definition: EventData.h:107
dx_event_id_t
Event ID.
Definition: EventData.h:48
dxf_candle_price_attribute_t
Candle price attribute.
Definition: EventData.h:445
Theo price.
Definition: RecordData.h:229
dxf_order_side_t
Order side.
Definition: EventData.h:291
Profile.
Definition: EventData.h:267
Order source.
Definition: EventData.h:145
Suffix.
Definition: EventData.h:140
Summary.
Definition: EventData.h:233
Used for subscribing on one record only in case of snapshots.
Definition: EventData.h:111
dxf_uint_t dxf_event_flags_t
Event flags.
Definition: DXTypes.h:128
dxf_direction_t
Direction.
Definition: EventData.h:175
Order.
Definition: EventData.h:298
dxf_order_scope_t
Order scope.
Definition: EventData.h:165
dx_subscription_type_t
Subscription type.
Definition: EventData.h:595
wchar_t dxf_char_t
Char.
Definition: DXTypes.h:89
dxf_short_sale_restriction_t
Short sale restriction.
Definition: EventData.h:260
uint64_t dxf_ulong_t
Unsigned long.
Definition: DXTypes.h:111
Candle.
Definition: EventData.h:351
dxf_candle_alignment_attribute_t
Candle alignment attribute.
Definition: EventData.h:489
Quote.
Definition: EventData.h:207
size_t dx_get_event_subscription_params(dxf_connection_t connection, dx_order_source_array_ptr_t order_source, dx_event_id_t event_id, dx_event_subscr_flag subscr_flags, OUT dx_event_subscription_param_list_t *params)
Returns the list of subscription params. Fills records list according to event_id.
dxf_trading_status_t
Trading status.
Definition: EventData.h:253
int32_t dxf_dayid_t
DayId.
Definition: DXTypes.h:117
Price level element.
Definition: EventData.h:685
dxFeed C API types declarations
Greeks.
Definition: EventData.h:371
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
Price level book data.
Definition: EventData.h:692
const dxf_char_t * dxf_const_string_t
Const String.
Definition: DXTypes.h:123
Used for time series subscription.
Definition: EventData.h:115
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 C API domain types declarations
Snapshot.
Definition: EventData.h:643
Configuration.
Definition: EventData.h:410
dxf_candle_type_period_attribute_t
Candle type period attribute.
Definition: EventData.h:468