[EN-7314] Implement the DXPublisher: Quote

dxFeed · Aug 21, 2023 · 66fc51a · 66fc51a
1 parent e24643a
commit 66fc51a
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Showing 2 changed files with 70 additions and 51 deletions.
diff --git a/include/dxfeed_graal_cpp_api/event/market/Quote.hpp b/include/dxfeed_graal_cpp_api/event/market/Quote.hpp
@@ -53,6 +53,9 @@ class DXFCPP_EXPORT Quote final : public MarketEvent, public LastingEvent {
                  getSequence());
     }
 
+    void fillData(void *graalNative) noexcept override;
+    void fillGraalData(void *graalNative) const noexcept override;
+
     static std::shared_ptr<Quote> fromGraal(void *graalNative) noexcept;
     void* toGraal() const noexcept;
     static void freeGraal(void* graalNative) noexcept;

diff --git a/src/event/market/Quote.cpp b/src/event/market/Quote.cpp
@@ -43,41 +43,48 @@ void Quote::setAskExchangeCode(std::int16_t askExchangeCode) noexcept {
     data_.askExchangeCode = askExchangeCode;
 }
 
-std::shared_ptr<Quote> Quote::fromGraal(void *graalNative) noexcept {
-    if (!graalNative) {
-        return {};
+void Quote::fillData(void *graalNative) noexcept {
+    if (graalNative == nullptr) {
+        return;
     }
 
-    auto eventType = dxfcpp::bit_cast<dxfg_event_type_t *>(graalNative);
+    MarketEvent::fillData(graalNative);
+
+    auto graalQuote = static_cast<dxfg_quote_t *>(graalNative);
+
+    data_ = {
+        .timeMillisSequence = graalQuote->time_millis_sequence,
+        .timeNanoPart = graalQuote->time_nano_part,
+        .bidTime = graalQuote->bid_time,
+        .bidExchangeCode = graalQuote->bid_exchange_code,
+        .bidPrice = graalQuote->bid_price,
+        .bidSize = graalQuote->bid_size,
+        .askTime = graalQuote->ask_time,
+        .askExchangeCode = graalQuote->ask_exchange_code,
+        .askPrice = graalQuote->ask_price,
+        .askSize = graalQuote->ask_size,
+    };
+}
 
-    if (eventType->clazz != dxfg_event_clazz_t::DXFG_EVENT_QUOTE) {
-        return {};
+void Quote::fillGraalData(void *graalNative) const noexcept {
+    if (graalNative == nullptr) {
+        return;
     }
 
-    try {
-        auto graalQuote = dxfcpp::bit_cast<dxfg_quote_t *>(graalNative);
-        auto quote = std::make_shared<Quote>(dxfcpp::toString(graalQuote->market_event.event_symbol));
-
-        quote->setEventTime(graalQuote->market_event.event_time);
-
-        quote->data_ = {
-            .timeMillisSequence = graalQuote->time_millis_sequence,
-            .timeNanoPart = graalQuote->time_nano_part,
-            .bidTime = graalQuote->bid_time,
-            .bidExchangeCode = graalQuote->bid_exchange_code,
-            .bidPrice = graalQuote->bid_price,
-            .bidSize = graalQuote->bid_size,
-            .askTime = graalQuote->ask_time,
-            .askExchangeCode = graalQuote->ask_exchange_code,
-            .askPrice = graalQuote->ask_price,
-            .askSize = graalQuote->ask_size,
-        };
+    MarketEvent::fillGraalData(graalNative);
 
-        return quote;
-    } catch (...) {
-        // TODO: error handling
-        return {};
-    }
+    auto graalQuote = static_cast<dxfg_quote_t *>(graalNative);
+
+    graalQuote->time_millis_sequence = data_.timeMillisSequence;
+    graalQuote->time_nano_part = data_.timeNanoPart;
+    graalQuote->bid_time = data_.bidTime;
+    graalQuote->bid_exchange_code = data_.bidExchangeCode;
+    graalQuote->bid_price = data_.bidPrice;
+    graalQuote->bid_size = data_.bidSize;
+    graalQuote->ask_time = data_.askTime;
+    graalQuote->ask_exchange_code = data_.askExchangeCode;
+    graalQuote->ask_price = data_.askPrice;
+    graalQuote->ask_size = data_.askSize;
 }
 
 std::string Quote::toString() const noexcept {
@@ -91,33 +98,43 @@ std::string Quote::toString() const noexcept {
         dxfcpp::toString(getAskSize()));
 }
 
+std::shared_ptr<Quote> Quote::fromGraal(void *graalNative) noexcept {
+    if (!graalNative) {
+        return {};
+    }
+
+    auto eventType = static_cast<dxfg_event_type_t *>(graalNative);
+
+    if (eventType->clazz != dxfg_event_clazz_t::DXFG_EVENT_QUOTE) {
+        return {};
+    }
+
+    try {
+        auto quote = std::make_shared<Quote>();
+
+        quote->fillData(graalNative);
+
+        return quote;
+    } catch (...) {
+        // TODO: error handling
+        return {};
+    }
+}
+
 void *Quote::toGraal() const noexcept {
     if constexpr (Debugger::isDebug) {
         Debugger::debug(toString() + "::toGraal()");
     }
 
-    auto *graalQuote = new (std::nothrow) dxfg_quote_t{
-        .market_event = {.event_type = {.clazz = dxfg_event_clazz_t::DXFG_EVENT_QUOTE},
-                         .event_symbol = createCString(MarketEvent::getEventSymbol()),
-                         .event_time = MarketEvent::getEventTime()},
-        .time_millis_sequence = data_.timeMillisSequence,
-        .time_nano_part = data_.timeNanoPart,
-        .bid_time = data_.bidTime,
-        .bid_exchange_code = data_.bidExchangeCode,
-        .bid_price = data_.bidPrice,
-        .bid_size = data_.bidSize,
-        .ask_time = data_.askTime,
-        .ask_exchange_code = data_.askExchangeCode,
-        .ask_price = data_.askPrice,
-        .ask_size = data_.askSize,
-    };
-
-    MarketEvent::fillGraalData(static_cast<void*>(graalQuote));
+    auto *graalQuote = new (std::nothrow)
+        dxfg_quote_t{.market_event = {.event_type = {.clazz = dxfg_event_clazz_t::DXFG_EVENT_QUOTE}}};
 
     if (!graalQuote) {
         // TODO: error handling
     }
 
+    fillGraalData(static_cast<void *>(graalQuote));
+
     return static_cast<void *>(graalQuote);
 }
 
@@ -126,15 +143,14 @@ void Quote::freeGraal(void *graalNative) noexcept {
         return;
     }
 
-    auto eventType = dxfcpp::bit_cast<dxfg_event_type_t *>(graalNative);
-
-    if (eventType->clazz != dxfg_event_clazz_t::DXFG_EVENT_QUOTE) {
+    if (static_cast<dxfg_event_type_t *>(graalNative)->clazz != dxfg_event_clazz_t::DXFG_EVENT_QUOTE) {
         return;
     }
 
-    auto graalQuote = dxfcpp::bit_cast<dxfg_quote_t *>(graalNative);
+    auto graalQuote = static_cast<dxfg_quote_t *>(graalNative);
+
+    MarketEvent::freeGraalData(graalNative);
 
-    delete[] graalQuote->market_event.event_symbol;
     delete graalQuote;
 }