[EN-7021] Add *Order events (#18)

.clang-format

@@ -7,3 +7,8 @@ IndentPPDirectives: AfterHash
 TabWidth: 4
 IndentWidth: 4
 UseTab: Never
+AllowShortBlocksOnASingleLine: Never
+AllowShortFunctionsOnASingleLine: None
+AllowShortIfStatementsOnASingleLine: Never
+AllowShortLambdasOnASingleLine: None
+AllowShortLoopsOnASingleLine: false

CMakeLists.txt

@@ -129,20 +129,29 @@ set(dxFeedNativeAPIEventSources
         )
 
 set(dxFeedNativeAPIEventMarketSources
+        src/event/market/AnalyticOrder.cpp
+        src/event/market/Direction.cpp
+        src/event/market/IcebergType.cpp
+        src/event/market/MarketEvent.cpp
+        src/event/market/OptionSale.cpp
+        src/event/market/Order.cpp
+        src/event/market/OrderAction.cpp
+        src/event/market/OrderBase.cpp
+        src/event/market/OrderSource.cpp
+        src/event/market/PriceType.cpp
+        src/event/market/Profile.cpp
         src/event/market/Quote.cpp
+        src/event/market/Scope.cpp
         src/event/market/ShortSaleRestriction.cpp
-        src/event/market/TradingStatus.cpp
-        src/event/market/Profile.cpp
-        src/event/market/PriceType.cpp
+        src/event/market/Side.cpp
+        src/event/market/SpreadOrder.cpp
         src/event/market/Summary.cpp
-        src/event/market/Direction.cpp
-        src/event/market/TradeBase.cpp
+        src/event/market/TimeAndSale.cpp
+        src/event/market/TimeAndSaleType.cpp
         src/event/market/Trade.cpp
+        src/event/market/TradeBase.cpp
         src/event/market/TradeETH.cpp
-        src/event/market/Side.cpp
-        src/event/market/TimeAndSaleType.cpp
-        src/event/market/TimeAndSale.cpp
-        src/event/market/OptionSale.cpp
+        src/event/market/TradingStatus.cpp
         )
 
 set(dxFeedNativeAPIEventOptionSources

include/dxfeed_graal_cpp_api/api/DXEndpoint.hpp

@@ -589,7 +589,9 @@ struct DXFCPP_EXPORT DXEndpoint : SharedEntity {
      *
      * @see DXEndpoint
      */
-    Role getRole() const { return role_; }
+    Role getRole() const {
+        return role_;
+    }
 
     /**
      * Returns the state of this endpoint.
@@ -601,12 +603,16 @@ struct DXFCPP_EXPORT DXEndpoint : SharedEntity {
     State getState() const;
 
     /// @return `true` if the endpoint is closed
-    bool isClosed() const { return getState() == State::CLOSED; }
+    bool isClosed() const {
+        return getState() == State::CLOSED;
+    }
 
     /**
      * @return The user defined endpoint's name
      */
-    const std::string &getName() const & { return name_; }
+    const std::string &getName() const & {
+        return name_;
+    }
 
     /**
      * Adds listener that is notified about changes in @ref ::getState() "state" property.
@@ -635,18 +641,23 @@ struct DXFCPP_EXPORT DXEndpoint : SharedEntity {
      *
      * @param listenerId The listener id to remove
      */
-    void removeStateChangeListener(std::size_t listenerId) noexcept { onStateChange_ -= listenerId; }
+    void removeStateChangeListener(std::size_t listenerId) noexcept {
+        onStateChange_ -= listenerId;
+    }
 
     /**
      * Returns the onStateChange @ref Handler<void(ArgTypes...)> "handler" that can be used to add or remove
      * listeners.
      *
      * @return onStateChange handler with `void(State, State)` signature
      */
-    auto &onStateChange() noexcept { return onStateChange_; }
+    auto &onStateChange() noexcept {
+        return onStateChange_;
+    }
 
     // TODO: implement
-    template <typename Executor> void executor(Executor &&) {}
+    template <typename Executor> void executor(Executor &&) {
+    }
 
     /**
      * Changes user name for this endpoint.
@@ -794,15 +805,19 @@ struct DXFCPP_EXPORT DXEndpoint : SharedEntity {
     void closeAndAwaitTermination();
 
     // TODO: implement
-    std::unordered_set<EventTypeEnum> getEventTypes() { return {}; }
+    std::unordered_set<EventTypeEnum> getEventTypes() {
+        return {};
+    }
 
     /**
      * @return The feed that is associated with this endpoint.
      */
     std::shared_ptr<DXFeed> getFeed();
 
     // TODO: implement
-    std::shared_ptr<DXPublisher> getPublisher() { return {}; }
+    std::shared_ptr<DXPublisher> getPublisher() {
+        return {};
+    }
 
     /**
      * Builder class for DXEndpoint that supports additional configuration properties.

include/dxfeed_graal_cpp_api/api/DXFeedSubscription.hpp

@@ -66,7 +66,8 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
     }
 
     DXFeedSubscription(std::initializer_list<EventTypeEnum> eventTypes) noexcept
-        : DXFeedSubscription(eventTypes.begin(), eventTypes.end()) {}
+        : DXFeedSubscription(eventTypes.begin(), eventTypes.end()) {
+    }
 
     template <typename EventTypesCollection>
     explicit DXFeedSubscription(EventTypesCollection &&eventTypes) noexcept
@@ -106,7 +107,9 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
             Debugger::debug("DXFeedSubscription{" + handler_.toString() + "}::~DXFeedSubscription()");
         }
 
-        tryCallWithLock(mtx_, [this] { closeImpl(); });
+        tryCallWithLock(mtx_, [this] {
+            closeImpl();
+        });
     }
 
     /**
@@ -328,7 +331,8 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
 #endif
     {
         if (!containsEventType(EventT::TYPE)) {
-            return onEvent_ += [](auto) {};
+            return onEvent_ += [](auto) {
+            };
         }
 
         return onEvent_ += [l = listener](auto &&events) {
@@ -358,7 +362,9 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
      *
      * @param listenerId The listener id
      */
-    void removeEventListener(std::size_t listenerId) noexcept { onEvent_ -= listenerId; }
+    void removeEventListener(std::size_t listenerId) noexcept {
+        onEvent_ -= listenerId;
+    }
 
     /**
      * Returns a reference to an incoming events' handler (delegate), to which listeners can be added and removed.
@@ -383,7 +389,9 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
      *
      * @return The incoming events' handler (delegate)
      */
-    auto &onEvent() noexcept { return onEvent_; }
+    auto &onEvent() noexcept {
+        return onEvent_;
+    }
 
     /**
      * Adds the specified symbol to the set of subscribed symbols.
@@ -454,7 +462,7 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
             Debugger::debug(toString() + "::addSymbols(symbols = " + elementsToString(begin, end) + ")");
         }
 
-        auto* list = SymbolWrapper::toGraalList(begin, end);
+        auto *list = SymbolWrapper::toGraalList(begin, end);
 
         addSymbolsImpl(list);
         SymbolWrapper::freeGraalList(list);
@@ -512,7 +520,7 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
             Debugger::debug(toString() + "::removeSymbols(symbols = " + elementsToString(begin, end) + ")");
         }
 
-        auto* list = SymbolWrapper::toGraalList(begin, end);
+        auto *list = SymbolWrapper::toGraalList(begin, end);
 
         removeSymbolsImpl(list);
         SymbolWrapper::freeGraalList(list);
@@ -571,7 +579,7 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
             Debugger::debug(toString() + "::setSymbols(symbols = " + elementsToString(begin, end) + ")");
         }
 
-        auto* list = SymbolWrapper::toGraalList(begin, end);
+        auto *list = SymbolWrapper::toGraalList(begin, end);
 
         setSymbolsImpl(list);
         SymbolWrapper::freeGraalList(list);
@@ -642,7 +650,9 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
      *
      * @return A set of subscribed event types.
      */
-    const std::unordered_set<EventTypeEnum> &getEventTypes() const noexcept { return eventTypes_; }
+    const std::unordered_set<EventTypeEnum> &getEventTypes() const noexcept {
+        return eventTypes_;
+    }
 
     /**
      * Returns `true` if this subscription contains the corresponding event type.
@@ -651,7 +661,9 @@ class DXFCPP_EXPORT DXFeedSubscription : public SharedEntity {
      *
      * @see ::getEventTypes()
      */
-    bool containsEventType(const EventTypeEnum &eventType) const noexcept { return eventTypes_.contains(eventType); }
+    bool containsEventType(const EventTypeEnum &eventType) const noexcept {
+        return eventTypes_.contains(eventType);
+    }
 
     /**
      * Returns a set of subscribed symbols (depending on the actual implementation of subscription).

include/dxfeed_graal_cpp_api/api/FilteredSubscriptionSymbol.hpp

@@ -10,8 +10,9 @@ namespace dxfcpp {
 /**
  * This marker interface marks subscription symbol classes (like TimeSeriesSubscriptionSymbol)
  * that attach "filters" to the actual symbols. Filtered subscription symbols implement their `operator ==`
- * and `std::hash<>` based on their symbol only, without considering their "filter" part (for example, a TimeSeriesSubscriptionSymbol has
- * a @ref TimeSeriesSubscriptionSymbol::getFromTime() "fromTime" filter on a time range of events).
+ * and `std::hash<>` based on their symbol only, without considering their "filter" part (for example, a
+ * TimeSeriesSubscriptionSymbol has a @ref TimeSeriesSubscriptionSymbol::getFromTime() "fromTime" filter on a time range
+ * of events).
  *
  * <p>DXFeedSubscription has the following behavior for filtered symbols. There can be only one
  * active filter per symbol. Adding new filtered symbol with the same symbol but different filter
@@ -21,8 +22,6 @@ namespace dxfcpp {
  * symbols (like StringSymbol, for example) there is no notification when replacing one symbol with the other that
  * is "equal" to the first one.
  */
-struct FilteredSubscriptionSymbol {
+struct FilteredSubscriptionSymbol {};
 
-};
-
-}
+} // namespace dxfcpp

include/dxfeed_graal_cpp_api/api/osub/IndexedEventSubscriptionSymbol.hpp

@@ -70,9 +70,9 @@ class DXFCPP_EXPORT IndexedEventSubscriptionSymbol {
 
     virtual void *toGraal() const noexcept;
 
-    static void freeGraal(void* graal) noexcept;
+    static void freeGraal(void *graal) noexcept;
 
-    static IndexedEventSubscriptionSymbol fromGraal(void* graal) noexcept;
+    static IndexedEventSubscriptionSymbol fromGraal(void *graal) noexcept;
 
     /**
      * Returns string representation of this indexed event subscription symbol.

include/dxfeed_graal_cpp_api/api/osub/WildcardSymbol.hpp

@@ -7,8 +7,8 @@
 
 #include <cstdint>
 #include <memory>
-#include <utility>
 #include <string>
+#include <utility>
 
 namespace dxfcpp {
 
@@ -31,10 +31,10 @@ struct DXFCPP_EXPORT WildcardSymbol final {
      * <p><b>NOTE:</b> Wildcard subscription can create extremely high network and CPU load for certain kinds of
      * high-frequency events like quotes. It requires a special arrangement on the side of upstream data provider and
      * is disabled by default in upstream feed configuration. Make that sure you have adequate resources and understand
-     * the impact before using it. It can be used for low-frequency events only (like Forex quotes), because each instance
-     * of DXFeedSubscription processes events in a single thread and there is no provision to load-balance wildcard
-     * subscription amongst multiple threads.
-     * Contact your data provider for the corresponding configuration arrangement if needed.
+     * the impact before using it. It can be used for low-frequency events only (like Forex quotes), because each
+     * instance of DXFeedSubscription processes events in a single thread and there is no provision to load-balance
+     * wildcard subscription amongst multiple threads. Contact your data provider for the corresponding configuration
+     * arrangement if needed.
      *
      * @see WildcardSymbol
      */
@@ -43,7 +43,8 @@ struct DXFCPP_EXPORT WildcardSymbol final {
   private:
     std::string symbol_;
 
-    WildcardSymbol(const std::string &symbol) noexcept : symbol_{symbol} {}
+    WildcardSymbol(const std::string &symbol) noexcept : symbol_{symbol} {
+    }
 
   public:
     WildcardSymbol(const WildcardSymbol &) noexcept = default;
@@ -53,7 +54,9 @@ struct DXFCPP_EXPORT WildcardSymbol final {
     WildcardSymbol() noexcept = default;
     virtual ~WildcardSymbol() noexcept = default;
 
-    const std::string &getSymbol() const noexcept { return symbol_; }
+    const std::string &getSymbol() const noexcept {
+        return symbol_;
+    }
 
     void *toGraal() const noexcept;
 
@@ -74,16 +77,24 @@ struct DXFCPP_EXPORT WildcardSymbol final {
         }
     }
 
-    bool operator==(const WildcardSymbol &wildcardSymbol) const { return symbol_ == wildcardSymbol.symbol_; }
+    bool operator==(const WildcardSymbol &wildcardSymbol) const {
+        return symbol_ == wildcardSymbol.symbol_;
+    }
 
-    bool operator<(const WildcardSymbol &wildcardSymbol) const { return symbol_ < wildcardSymbol.symbol_; }
+    bool operator<(const WildcardSymbol &wildcardSymbol) const {
+        return symbol_ < wildcardSymbol.symbol_;
+    }
 };
 
 inline namespace literals {
 
-inline WildcardSymbol operator""_ws(const char *, size_t) noexcept { return WildcardSymbol::ALL; }
+inline WildcardSymbol operator""_ws(const char *, size_t) noexcept {
+    return WildcardSymbol::ALL;
+}
 
-inline WildcardSymbol operator""_wcs(const char *, size_t) noexcept { return WildcardSymbol::ALL; }
+inline WildcardSymbol operator""_wcs(const char *, size_t) noexcept {
+    return WildcardSymbol::ALL;
+}
 
 } // namespace literals
 

include/dxfeed_graal_cpp_api/entity/SharedEntity.hpp

@@ -58,7 +58,9 @@ struct DXFCPP_EXPORT SharedEntity : public Entity, std::enable_shared_from_this<
      *
      * @return a string representation
      */
-    virtual std::string toString() const noexcept { return "SharedEntity{}"; }
+    virtual std::string toString() const noexcept {
+        return "SharedEntity{}";
+    }
 };
 
 } // namespace dxfcpp

include/dxfeed_graal_cpp_api/event/DXEvent.hpp

@@ -22,24 +22,29 @@
 #include "TimeSeriesEvent.hpp"
 #include "candle/Candle.hpp"
 #include "candle/CandleSymbol.hpp"
+#include "market/AnalyticOrder.hpp"
 #include "market/Direction.hpp"
+#include "market/IcebergType.hpp"
 #include "market/MarketEvent.hpp"
+#include "market/OptionSale.hpp"
+#include "market/OrderAction.hpp"
+#include "market/OrderBase.hpp"
+#include "market/OrderSource.hpp"
 #include "market/PriceType.hpp"
 #include "market/Profile.hpp"
 #include "market/Quote.hpp"
+#include "market/Scope.hpp"
 #include "market/ShortSaleRestriction.hpp"
+#include "market/Side.hpp"
+#include "market/SpreadOrder.hpp"
 #include "market/Summary.hpp"
+#include "market/TimeAndSale.hpp"
+#include "market/TimeAndSaleType.hpp"
+#include "market/Trade.hpp"
 #include "market/TradeBase.hpp"
+#include "market/TradeETH.hpp"
 #include "market/TradingStatus.hpp"
 #include "option/Greeks.hpp"
+#include "option/Series.hpp"
 #include "option/TheoPrice.hpp"
 #include "option/Underlying.hpp"
-#include "market/Trade.hpp"
-#include "market/TradeETH.hpp"
-#include "market/Side.hpp"
-#include "market/TimeAndSaleType.hpp"
-#include "market/TimeAndSale.hpp"
-#include "option/Series.hpp"
-#include "market/OptionSale.hpp"
-#include "market/OrderSource.hpp"
-#include "market/OrderBase.hpp"