dxFeed .Net API
5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
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Protected Member Functions | |
C () | |
Package Functions | |
delegate void | dxf_event_listener_t (EventType event_type, IntPtr symbol, IntPtr data, int data_count, IntPtr user_data) |
delegate void | dxf_event_listener_v2_t (EventType event_type, IntPtr symbol, IntPtr data, int data_count, IntPtr event_params, IntPtr user_data) |
delegate void | dxf_conn_termination_notifier_t (IntPtr connection, IntPtr user_data) |
delegate void | dxf_conn_status_notifier_t (IntPtr connection, ConnectionStatus old_status, ConnectionStatus new_status, IntPtr user_data) |
delegate int | dxf_socket_thread_creation_notifier_t (IntPtr connection, IntPtr user_data) |
delegate void | dxf_socket_thread_destruction_notifier_t (IntPtr connection, IntPtr user_data) |
delegate void | dxf_snapshot_listener_t (IntPtr snapshotData, IntPtr userData) |
Snapshot listener prototype More... | |
delegate void | dxf_price_level_book_listener_t (IntPtr price_level_book, IntPtr user_data) |
delegate void | dxf_regional_quote_listener_t (IntPtr symbol, IntPtr quote, int count, IntPtr user_data) |
abstract int | dxf_initialize_logger (string file_name, bool rewrite_file, bool show_time_zone_info, bool verbose) |
Initializes the internal logger. More... | |
abstract int | dxf_initialize_logger_v2 (string file_name, bool rewrite_file, bool show_time_zone_info, bool verbose, bool log_data_transfer) |
Initializes the internal logger with data transfer logging. More... | |
abstract int | dxf_create_connection (string 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, IntPtr user_data, out IntPtr connection) |
abstract int | dxf_create_connection_auth_basic (string address, string user, string 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, IntPtr user_data, out IntPtr connection) |
abstract int | dxf_create_connection_auth_bearer (string address, string 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, IntPtr user_data, out IntPtr connection) |
abstract int | dxf_create_connection_auth_custom (string address, string authscheme, string 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, IntPtr user_data, out IntPtr connection) |
abstract int | dxf_close_connection (IntPtr connection) |
abstract int | dxf_create_subscription (IntPtr connection, EventType event_types, out IntPtr subscription) |
abstract int | dxf_create_subscription_with_flags (IntPtr connection, EventType event_types, EventSubscriptionFlag subscr_flags, out IntPtr subscription) |
Creates a subscription with the specified parameters and the subscription flags. More... | |
abstract int | dxf_create_subscription_timed (IntPtr connection, EventType event_types, Int64 time, out IntPtr subscription) |
abstract int | dxf_create_subscription_timed_with_flags (IntPtr connection, EventType event_types, Int64 time, EventSubscriptionFlag subscr_flags, out IntPtr subscription) |
Creates a timed subscription with the specified parameters and the subscription flags. More... | |
abstract int | dxf_close_subscription (IntPtr subscription) |
abstract int | dxf_add_symbol (IntPtr subscription, String symbol) |
abstract int | dxf_add_symbols (IntPtr subscription, string[] symbols, int count) |
abstract int | dxf_add_candle_symbol (IntPtr subscription, IntPtr candle_attributes) |
abstract int | dxf_remove_candle_symbol (IntPtr subscription, IntPtr candle_attributes) |
abstract int | dxf_remove_symbol (IntPtr subcription, string symbol) |
abstract int | dxf_remove_symbols (IntPtr subscription, string[] symbols, int count) |
abstract int | dxf_get_symbols (IntPtr subscription, out IntPtr symbols, out int count) |
abstract int | dxf_set_symbols (IntPtr subscription, string[] symbols, int count) |
abstract int | dxf_clear_symbols (IntPtr subscription) |
abstract int | dxf_attach_event_listener (IntPtr subscription, dxf_event_listener_t event_listener, IntPtr user_data) |
abstract int | dxf_detach_event_listener (IntPtr subscription, dxf_event_listener_t listener) |
abstract int | dxf_attach_event_listener_v2 (IntPtr subscription, dxf_event_listener_v2_t event_listener, IntPtr user_data) |
abstract int | dxf_detach_event_listener_v2 (IntPtr subscription, dxf_event_listener_v2_t listener) |
abstract int | dxf_get_subscription_event_types (IntPtr subscription, out int event_types) |
abstract int | dxf_get_last_event (IntPtr connection, int event_type, string symbol, IntPtr event_data) |
abstract int | dxf_get_last_error (out int error_code, out IntPtr error_descr) |
abstract int | dxf_set_order_source (IntPtr subscription, byte[] source) |
abstract int | dxf_add_order_source (IntPtr subscription, byte[] source) |
abstract int | dxf_create_candle_symbol_attributes (string base_symbol, char exchange_code, double period_value, int period_type, int price, int session, int alignment, double price_level, out IntPtr candle_attributes) |
API that allows user to create candle symbol attributes More... | |
abstract int | dxf_delete_candle_symbol_attributes (IntPtr candle_attributes) |
abstract int | dxf_create_snapshot (IntPtr connection, int event_id, string symbol, byte[] source, Int64 time, out IntPtr snapshot) |
abstract int | dxf_create_order_snapshot (IntPtr connection, string symbol, byte[] source, Int64 time, out IntPtr snapshot) |
abstract int | dxf_create_candle_snapshot (IntPtr connection, IntPtr candle_attributes, Int64 time, out IntPtr snapshot) |
abstract int | dxf_close_snapshot (IntPtr snapshot) |
abstract int | dxf_attach_snapshot_listener (IntPtr snapshot, dxf_snapshot_listener_t snapshotListener, IntPtr userData) |
abstract int | dxf_detach_snapshot_listener (IntPtr snapshot, dxf_snapshot_listener_t snapshotListener) |
abstract int | dxf_get_snapshot_symbol (IntPtr snapshot, out IntPtr symbol) |
abstract int | dxf_write_raw_data (IntPtr connection, byte[] raw_file_name) |
abstract int | dxf_get_connection_properties_snapshot (IntPtr connection, out IntPtr properties, out int count) |
abstract int | dxf_free_connection_properties_snapshot (IntPtr properties, int count) |
abstract int | dxf_get_current_connected_address (IntPtr connection, out IntPtr address) |
abstract int | dxf_get_current_connection_status (IntPtr connection, out ConnectionStatus status) |
abstract int | dxf_free (IntPtr pointer) |
abstract int | dxf_create_regional_book (IntPtr connection, string symbol, out IntPtr book) |
abstract int | dxf_close_regional_book (IntPtr book) |
abstract int | dxf_attach_regional_book_listener (IntPtr book, dxf_price_level_book_listener_t book_listener, IntPtr user_data) |
abstract int | dxf_detach_regional_book_listener (IntPtr book, dxf_price_level_book_listener_t book_listener) |
abstract int | dxf_attach_regional_book_listener_v2 (IntPtr book, dxf_regional_quote_listener_t listener, IntPtr user_data) |
abstract int | dxf_detach_regional_book_listener_v2 (IntPtr book, dxf_regional_quote_listener_t listener) |
Static Package Functions | |
static void | CheckOk (int returnCode) |
Helper method to check error codes Throws NativeDxException if return_code != DX_OK More... | |
Package Attributes | |
const int | DX_OK = 1 |
const int | DX_ERR = 0 |
Properties | |
static C | Instance [get] |
Static Private Attributes | |
static C | instance |
static object | syncRoot = new Object() |
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inlineprotected |
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inlinestaticpackage |
Helper method to check error codes Throws NativeDxException if return_code != DX_OK
returnCode |
NativeDxException |
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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package |
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package |
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
API that allows user to create candle symbol attributes
base_symbol | The base symbol |
exchange_code | Exchange attribute of this symbol (A-Z) |
period_value | Aggregation period value of this symbol |
period_type | Aggregation period type of this symbol |
price | Price ("price" key) type attribute of this symbol |
session | Session ("tho" key) attribute of this symbol |
alignment | Alignment ("a" key) attribute of this symbol |
price_level | Price level ("pl" key) attribute of this symbol. The candle price level defines additional axis to split candles within particular price corridor in addition to candle period attribute with the default value NAN. |
candle_attributes | Pointer to the configured candle attributes struct |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Creates a timed subscription with the specified parameters and the subscription flags.
connection | A handle of a previously created connection which the subscription will be using |
event_types | A bitmask of the subscription event types. See: EventType |
time | UTC time in the past (unix time in milliseconds) |
subscr_flags | A bitmask of the subscription event flags. See: EventSubscriptionFlag |
subscription | A handle of the created subscription |
subscription
out parameterImplemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Creates a subscription with the specified parameters and the subscription flags.
connection | A handle of a previously created connection which the subscription will be using |
event_types | A bitmask of the subscription event types. See: EventType |
subscr_flags | A bitmask of the subscription event flags. See: EventSubscriptionFlag |
subscription | A handle of the created subscription |
subscription
out parameterImplemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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package |
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package |
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Initializes the internal logger.
Various actions and events, including the errors, are being logged throughout the library. They may be stored into the file.
C-API: DXFEED_API ERRORCODE dxf_initialize_logger(const char* file_name, int rewrite_file, int show_timezone_info, int verbose);
file_name | A full path to the file where the log is to be stored |
rewrite_file | A flag defining the file open mode; if it's nonzero then the log file will be rewritten |
show_time_zone_info | A flag defining the time display option in the log file; if it's nonzero then the time will be displayed with the timezone suffix |
verbose | A flag defining the logging mode; if it's nonzero then the verbose logging will be enabled |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Initializes the internal logger with data transfer logging.
Various actions and events, including the errors, are being logged throughout the library. They may be stored into the file.
C-API: DXFEED_API ERRORCODE dxf_initialize_logger_v2(const char* file_name, int rewrite_file, int show_timezone_info, int verbose, int log_data_transfer);
file_name | A full path to the file where the log is to be stored |
rewrite_file | A flag defining the file open mode; if it's nonzero then the log file will be rewritten |
show_time_zone_info | A flag defining the time display option in the log file; if it's nonzero then the time will be displayed with the timezone suffix |
verbose | A flag defining the logging mode; if it's nonzero then the verbose logging will be enabled |
log_data_transfer | A flag defining the logging mode; if it's nonzero then the data transfer (portions of received and sent data) logging will be enabled |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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package |
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package |
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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package |
Snapshot listener prototype
snapshotData | pointer to the received snapshot data |
userData | pointer to user struct, use NULL by default |
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packagepure virtual |
Implemented in com.dxfeed.native.api.C32, and com.dxfeed.native.api.C64.
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staticprivate |
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staticprivate |
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staticgetpackage |