dxFeed C API
6.0.1
dxFeed C API library intended to provide market data access for DX clients
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dxFeed C API functions declarations More...
Go to the source code of this file.
Macros | |
#define | DXF_SUCCESS 1 |
Successful API call. More... | |
#define | DXF_FAILURE 0 |
Failed API call. More... | |
Typedefs | |
typedef void(* | dxf_conn_termination_notifier_t) (dxf_connection_t connection, void *user_data) |
Connection termination notification callback type. More... | |
typedef 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 More... | |
typedef 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 on the client side on the thread creation/destruction. More... | |
typedef 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 on the client side on the thread creation/destruction. More... | |
Functions | |
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. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_close_connection (dxf_connection_t connection) |
Closes a connection. More... | |
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. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_close_subscription (dxf_subscription_t subscription) |
Closes a subscription. More... | |
DXFEED_API ERRORCODE | dxf_add_symbol (dxf_subscription_t subscription, dxf_const_string_t symbol) |
Adds a single symbol to the subscription. More... | |
DXFEED_API ERRORCODE | dxf_add_symbols (dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count) |
Adds several symbols to the subscription. More... | |
DXFEED_API ERRORCODE | dxf_add_candle_symbol (dxf_subscription_t subscription, dxf_candle_attributes_t candle_attributes) |
Adds a candle symbol to the subscription. More... | |
DXFEED_API ERRORCODE | dxf_remove_candle_symbol (dxf_subscription_t subscription, dxf_candle_attributes_t candle_attributes) |
Remove a candle symbol from the subscription. More... | |
DXFEED_API ERRORCODE | dxf_remove_symbol (dxf_subscription_t subscription, dxf_const_string_t symbol) |
Removes a single symbol from the subscription. More... | |
DXFEED_API ERRORCODE | dxf_remove_symbols (dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count) |
Removes several symbols from the subscription. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_set_symbols (dxf_subscription_t subscription, dxf_const_string_t *symbols, int symbol_count) |
Sets the symbols for the subscription. More... | |
DXFEED_API ERRORCODE | dxf_clear_symbols (dxf_subscription_t subscription) |
Removes all the symbols from the subscription. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_detach_event_listener (dxf_subscription_t subscription, dxf_event_listener_t event_listener) |
Detaches a listener from the subscription. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_get_subscription_event_types (dxf_subscription_t subscription, OUT int *event_types) |
Retrieves the subscription event types. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_get_last_error (OUT int *error_code, OUT dxf_const_string_t *error_descr) |
Retrieves the last error info. More... | |
DXFEED_API ERRORCODE | dxf_initialize_logger (const char *file_name, int rewrite_file, int show_timezone_info, int verbose) |
Initializes the internal logger. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_set_order_source (dxf_subscription_t subscription, const char *source) |
Clear current sources and add new one to subscription. More... | |
DXFEED_API ERRORCODE | dxf_add_order_source (dxf_subscription_t subscription, const char *source) |
Add a new source to subscription. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_delete_candle_symbol_attributes (dxf_candle_attributes_t candle_attributes) |
Free memory allocated by dxf_initialize_candle_symbol_attributes(...) function. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_close_snapshot (dxf_snapshot_t snapshot) |
Closes a snapshot. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_detach_snapshot_listener (dxf_snapshot_t snapshot, dxf_snapshot_listener_t snapshot_listener) |
Detaches a listener from the snapshot. More... | |
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. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_close_price_level_book (dxf_price_level_book_t book) |
Closes a price level book. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_close_regional_book (dxf_regional_book_t book) |
Closes a regional book. More... | |
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. More... | |
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. More... | |
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. More... | |
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. More... | |
DXFEED_API ERRORCODE | dxf_write_raw_data (dxf_connection_t connection, const char *raw_file_name) |
Add dumping of incoming traffic into specific file. More... | |
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. More... | |
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. More... | |
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> . More... | |
DXFEED_API ERRORCODE | dxf_get_current_connection_status (dxf_connection_t connection, OUT dxf_connection_status_t *status) |
Retrieves the current connection status. More... | |
DXFEED_API ERRORCODE | dxf_free (void *pointer) |
Frees memory allocated in API functions from this module. More... | |
dxFeed C API functions declarations