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ReleaseNotes.md

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v3.2.0

  • [MDAPI-315][GRAAL] Added dxfg_CList_IndexedEventSource_release function.
  • Improved the reflection and serialization.

v3.1.0

  • [MDAPI-71][GRAAL] Added new alternatives to the getAggregationPeriod and setAggregationPeriod methods for subscription.
    • Added int32_t dxfg_DXFeedSubscription_getAggregationPeriodMillis(graal_isolatethread_t *thread, dxfg_subscription_t *sub, DXFG_OUT int64_t *aggregationPeriod) function.
    • Added int32_t dxfg_DXFeedSubscription_setAggregationPeriodMillis(graal_isolatethread_t *thread, dxfg_subscription_t *sub, int64_t aggregationPeriod) function.

v3.0.0

  • [MDAPI-243][GRAAL] Added NuamOrder, NuamTimeAndSale, NuamTrade, and OrderImbalance events.
    • Added all necessary structs, mappers, wrappers.
    • Impoved the DxfgClient tool.
    • Added reflection info for the NuamOrder, NuamTimeAndSale, NuamTrade, and OrderImbalance events.
    • Added dxfg_IndexedEventSource_new2(graal_isolatethread_t *thread, int32_t sourceId, DXFG_OUT dxfg_indexed_event_source_t** source) function.
  • [MDAPI-296][GRAAL] TimeAndSale, Trade and TradeETH events extended with new field tradeId.
  • Migrated to QDS 3.347 and MDD 525
  • [MDAPI-298] dxFeed Graal Native SDK + ORCS API.
    • Added dxfg_orcs.h header
    • Added PriceLevelServiceHolder class.
    • Added all mappers, wrappers, headers, and handlers for ORCS API.
  • [MDAPI-282][GRAAL] Fixed build with new CMake.
  • [MDAPI-244][GRAAL] Added IndexedEventTxModel.
    • DxfgExecutor renamed to DxfgExecutorHandle. Added DxfgExecutorHandlePointer.
    • DxfgTimePeriod renamed to DxfgTimePeriodHandle. Added DxfgTimePeriodHandlePointer.
    • Added dxfg_subscription_controller.h header.
    • Added DxfgSubscriptionControllerHandle (dxfg_subscription_controller_t struct), DxfgSubscriptionControllerHandlePointer, mapper and native wrappers.
    • Added functions to SubscriptionControllerNative (dxfg_subscription_controller.h):
      • dxfg_SubscriptionController_*.
    • Added functions to SubscriptionNative (dxfg_subscription.h):
      • dxfg_DXFeedSubscription_getSubscriptionController
    • Added dxfg_indexed_event_tx_model.h header.
    • Added DxfgIndexedEventTxModelHandle (dxfg_indexed_event_tx_model_t struct), DxfgIndexedEventTxModelHandlePointer, mapper and native wrappers.
    • Added DxfgIndexedEventTxModelListenerHandle (dxfg_indexed_event_tx_model_listener_t struct), DxfgIndexedEventTxModelListenerHandlePointer, mapper and native wrappers.
    • Added DxfgIndexedEventTxModelBuilderHandle (dxfg_indexed_event_tx_model_builder_t struct), DxfgIndexedEventTxModelBuilderHandlePointer, mapper and native wrappers.
    • Added DxfgIndexedEventTxModelListenerEventsReceivedFunctionPointer (dxfg_IndexedEventTxModel_Listener_eventsReceived_f define).
    • Added functions to IndexedEventTxModelNative (dxfg_indexed_event_tx_model.h):
      • dxfg_IndexedEventTxModel_*
      • dxfg_IndexedEventTxModel_Listener_new
      • dxfg_IndexedEventTxModel_Builder_*
    • Added DxfgClient's cases:
      • IndexedEventTxModelCase.

v2.6.0

  • [MDAPI-260][GRAAL] Improved the export of HistoryEndpoint.Builder methods:
    • Removed an unnecessary newBuilder parameter from exported functions dxfg_HistoryEndpoint_Builder_withCompression and dxfg_HistoryEndpoint_Builder_withFormat.
    • Removed all error messages "The newBuilder pointer is null"
  • Migrated to QDS 3.342 and MDD 510

v2.5.0

  • [MDAPI-242][GRAAL] Migrated to QDS 3.340.
    • Migrated to QDS 3.340 and MDD 507
    • Added DxfgTextConfiguration interface and dxfg_text_configuration_t struct.
    • Added DXFG_EVENT_TEXT_CONFIGURATION to DxfgEventClazz enum and DXFG_EVENT_TEXT_CONFIGURATION to dxfg_event_clazz_t C-enum.
    • com.dxfeed.event.misc.TextConfiguration info added to the reflect-config.json.
    • The mappers are moved according to the packages in QD.
    • Added getEventClazz method to the EventMapper interface. Added implementation to all inheritors.
  • [MDAPI-241][GRAAL] Implemented HistoryEndpoint.
    • Added HistoryEndpoint.
    • Added DxfgHistoryEndpointHandle interface (dxfg_history_endpoint_t struct), mappers, etc.
    • Added DxfgHistoryEndpointBuilderHandle (dxfg_history_endpoint_builder_t), mappers, etc.
    • Added DxfgHistoryEnpointCompression enum (dxfg_history_endpoint_compression_t).
    • Added DxfgHistoryEnpointFormat enum (dxfg_history_endpoint_compression_t).
    • Added dxfg_candlewebservice.h header.
    • Added functions:
      • dxfg_HistoryEndpoint_newBuilder.
      • dxfg_HistoryEndpoint_getTimeSeries.
      • dxfg_HistoryEndpoint_Builder_withAddress.
      • dxfg_HistoryEndpoint_Builder_withUserName.
      • dxfg_HistoryEndpoint_Builder_withPassword.
      • dxfg_HistoryEndpoint_Builder_withAuthToken.
      • dxfg_HistoryEndpoint_Builder_withCompression.
      • dxfg_HistoryEndpoint_Builder_withFormat.
      • dxfg_HistoryEndpoint_Builder_build.
  • [MDAPI-233][GRAAL] Fixed an issue with setting the buffer size for the collector.
  • [MDAPI-237][GRAAL] The deprecated cached mappers and unused StringMapperCacheStore were removed.

v2.4.0

  • [MDAPI-230][GRAAL] Improved InstrumentProfileCustomFields.
    • Added dxfg_InstrumentProfileCustomFields_getNonEmptyNames function.
    • Deprecated the dxfg_InstrumentProfileCustomFields_addNonEmptyFieldNames function.

v2.3.0

  • [MDAPI-223][GRAAL] Improved InstrumentProfile
    • Migrated to QDS 3.339 and MDD 504.
    • Added structs:
      • dxfg_instrument_profile2_t struct.
      • dxfg_instrument_profile_custom_fields_t handle struct.
      • dxfg_instrument_profile2_list_t struct.
      • dxfg_java_object_t struct.
    • Added functions:
      • dxfg_free_strings.
      • dxfg_Object_new.
      • dxfg_InstrumentProfileField_formatNumber.
      • dxfg_InstrumentProfileField_parseNumber.
      • dxfg_InstrumentProfileField_formatDate.
      • dxfg_InstrumentProfileField_parseDate.
      • dxfg_InstrumentProfileCustomFields_new.
      • dxfg_InstrumentProfileCustomFields_new2.
      • dxfg_InstrumentProfileCustomFields_new3.
      • dxfg_InstrumentProfileCustomFields_new4.
      • dxfg_InstrumentProfileCustomFields_getField.
      • dxfg_InstrumentProfileCustomFields_setField.
      • dxfg_InstrumentProfileCustomFields_getNumericField.
      • dxfg_InstrumentProfileCustomFields_setNumericField.
      • dxfg_InstrumentProfileCustomFields_getDateField.
      • dxfg_InstrumentProfileCustomFields_setDateField.
      • dxfg_InstrumentProfileCustomFields_addNonEmptyFieldNames.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfile2.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfile2_cached.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfiles2.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfiles2_cached.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfiles3.
      • dxfg_InstrumentProfileCollector_updateInstrumentProfiles3_cached.
      • dxfg_Iterable_InstrumentProfile_next2.
      • dxfg_Iterable_InstrumentProfile_next2_cached.
      • dxfg_InstrumentProfileReader_readFromFile4.
      • dxfg_InstrumentProfileReader_readFromFile4_cached.
      • dxfg_InstrumentProfileReader_readFromFile5.
      • dxfg_InstrumentProfileReader_readFromFile5_cached.
      • dxfg_InstrumentProfileReader_readFromFile6.
      • dxfg_InstrumentProfileReader_readFromFile6_cached.
      • dxfg_InstrumentProfileReader_readFromFile7.
      • dxfg_InstrumentProfileReader_readFromFile7_cached.
      • dxfg_InstrumentProfileReader_readFromFile8.
      • dxfg_InstrumentProfileReader_readFromFile8_cached.
      • dxfg_InstrumentProfileReader_readFromFile9.
      • dxfg_InstrumentProfileReader_readFromFile9_cached.
      • dxfg_InstrumentProfileReader_read3.
      • dxfg_InstrumentProfileReader_read3_cached.
      • dxfg_InstrumentProfileReader_read4.
      • dxfg_InstrumentProfileReader_read4_cached.
      • dxfg_InstrumentProfileReader_read5.
      • dxfg_InstrumentProfileReader_read5_cached.
      • dxfg_InstrumentProfileReader_read6.
      • dxfg_InstrumentProfileReader_read6_cached.
      • dxfg_InstrumentProfileReader_readCompressed2.
      • dxfg_InstrumentProfileReader_readCompressed2_cached.
      • dxfg_InstrumentProfileReader_readCompressed3.
      • dxfg_InstrumentProfileReader_readCompressed3_cached.
      • dxfg_instrument_profile_free.
      • dxfg_instrument_profile_free_cached.
      • dxfg_instrument_profiles_array_free.
      • dxfg_instrument_profiles_array_free_cached.
      • dxfg_instrument_profile2_list_free.
      • dxfg_instrument_profile2_list_free_cached.
      • dxfg_Schedule_getInstance4.
      • dxfg_Schedule_getInstance4_cached.
      • dxfg_Schedule_getInstance5.
      • dxfg_Schedule_getInstance5_cached.
      • dxfg_Schedule_getTradingVenues2.
      • dxfg_Schedule_getTradingVenues2_cached.
    • Fixed functions:
      • dxfg_Object_equals.
      • dxfg_Object_hashCode.
      • dxfg_Comparable_compareTo.
    • Added DxfgClient's cases:
      • InstrumentProfileCustomFieldsCase.
      • InstrumentProfileFieldCase.
      • InstrumentProfileReaderBench to run ipf loading benchmarks.
    • All of these cached functions use an internal cache for strings when working with tool profiles. You should use cached memory release functions if you use cached functions to create instrument profiles. This reduces memory usage slightly when you have a large number of profiles.
    • Please see generated docs.
  • [MDAPI-130][GRAAL] Added MarketMaker event
    • Added DxfgMarketMaker interface (dxfg_market_maker_t struct), mappers, etc.
    • Added DXFG_EVENT_MARKET_MAKER enum value.
    • Improved the DxfgClient tool.
    • Added reflection info for the MarketMaker event for dxLink.
    • Migrated to QDS 3.338 and MDD 503

v2.2.0

  • [MDAPI-222][Graal] Implement TextMessage event
    • Added DxfgTextMessage interface (dxfg_text_message_t struct), mappers, etc.
    • Added DXFG_EVENT_TEXT_MESSAGE enum value.
    • Improved the DxfgClient tool.

v2.1.0

  • The TeamCity settings were prepared to support build on linux-aarch64.
  • Fixed the dxfg_DXEndpoint_getEventTypes function for unknown event types.
  • Added BuildForLinuxAarch64 build step to allow to check project build on linux-aarch64.
  • Added BuildAndPushDockerImageForLinuxAarch64 build step to allow to create linux-aarch64 docker images.
  • Added an ability to intercept logged data, configure the logging level, and set it on the fly
    • Added InterceptableLogging class and InterceptableLoggingListener functional interface. Use this code to enable it:
    dxfg_system_set_property(isolate_thread, "log.className", "com.devexperts.logging.InterceptableLogging")
    • Added log.level system property that allows to set the logging level to console or to listener or to log file (default = ALL).
    // Disable logging
dxfg_system_set_property(isolate_thread, "log.level", "OFF");
    • Added err.level system property that allows to set the logging level to an err file ( default = WARN).
    • Added DxfgLoggingLevel enum (dxfg_logging_level_t). See the dxfg_logging.h header.
    • Added dxfg_logging_listener_t handle of a wrapper class for a listener that allows to intercept logged messages.
    • Added dxfg_logging_listener_function_t callback type for the logging listener.
    • Added dxfg_logging_listener_new function that creates a new listener.
    • Added dxfg_logging_set_listener function that sets the logging listener. This function will toggle logging. Messages will not be logged to console and files.
    • Added dxfg_logging_set_log_level function that sets the logging level for the listener or console or log file.
    • Added dxfg_logging_set_err_level function that sets the logging level for the err file.

v2.0.0

  • [MDAPI-172][GRAAL] Added com.dxfeed.glossary package to SDK
    • Fixed URLs.
    • Optimized antrun plugin's executions.
    • Version updates:
      • QD -> 3.337
      • jackson-databind -> 2.13.4.2
      • Plugins:
        • build-helper-maven-plugin -> 3.5.0
        • exec-maven-plugin -> 3.3.0
        • maven-compiler-plugin -> 3.13.0
        • maven-antrun-plugin -> 3.1.0
        • git-changelog-maven-plugin -> 1.101.0
    • Added a Glossary package.
    • Added dxfg_glossary.h C-header.
    • The maper package renamed to mappers
    • Added DxfgRoundingMode (math.RoundingMode) enum. Added dxfg_rounding_mode_t enum to dxfg_javac.h
    • Added dxfg_additional_underlyings_t (DxfgAdditionalUnderlyingsHandle, AdditionalUnderlyings) struct.
    • Added dxfg_cfi_t (DxfgCFI, CFI) struct.
    • Added dxfg_cfi_attribute_t (DxfgCFIAttributeHandle, CFI.Attribute) struct.
    • Added dxfg_cfi_value_t (DxfgCFIValueHandle, CFI.Value) struct.
    • Added dxfg_price_increments_t (DxfgPriceIncrementsHandle, PriceIncrements) struct.
    • Added dxfg_common.h header. All headers now have Doxygen file briefs.
    • Added DxfgAdditionalUnderlyingsHandlePointer (dxfg_additional_underlyings_t**)
    • Added AdditionalUnderlyingsMapper.
    • Added dxfg_AdditionalUnderlyings_* functions with correct Doxygen documentation and standard way of declaring parameters and result. See: dxfg_glossary.h
    • Fixed DxfgClient build on Windows.
    • Added DxfgOut annotation for output parameters.
    • Added DxfgStringToDoubleMapEntryPointer (dxfg_string_to_double_map_entry_t) and DxfgStringToDoubleMapEntryPointerPointer interfaces.
    • Added dxfg_CFI_* functions.
    • Added dxfg_CFI_Value_* functions.
    • Added dxfg_CFI_Attribute_* functions.
    • Added dxfg_PriceIncrements_* functions.
    • Added dxfg_JavaObjectHandler_clone function.
    • Added dxfg_JavaObjectHandler_array_free function.
    • Added dxfg_free function.
    • Added CInt16Pointer, CInt32Pointer, CDoublePointerPointer interfaces.
    • Added CommonNative class.
    • Added dxfg_free_string_to_double_map_entries function to dxfg_common.h.