[EN-7164] Add candle events

.github/workflows/build.yml

@@ -10,18 +10,30 @@ on:
 env:
   # Customize the CMake build type here (Release, Debug, RelWithDebInfo, etc.)
   BUILD_TYPE: 'Release'
+  XCODE_VERSION: '15.0'
+  GCC_VERSION: '12'
 
 jobs:
   build:
     strategy:
       matrix:
         #        os: [windows-latest, macos-latest, ubuntu-latest]
-        os: [ windows-latest, macos-latest, ubuntu-22.04 ]
+        os: [ windows-latest, macos-13, ubuntu-22.04 ]
     runs-on: ${{ matrix.os }}
 
     steps:
       - uses: actions/checkout@v3
 
+      - name: Select Xcode version
+        if: ${{ contains(matrix.os, 'macos') }}
+        run: sudo xcode-select -s '/Applications/Xcode_${{env.XCODE_VERSION}}.app/Contents/Developer'
+
+      - name: Select gcc version
+        if: ${{ contains(matrix.os, 'ubuntu') }}
+        run: |
+          export CC=gcc-${{env.GCC_VERSION}}
+          export CXX=g++-${{env.GCC_VERSION}}        
+
       - name: Prepare build
         run: |
           ls

.github/workflows/release.yml

@@ -50,15 +50,28 @@ jobs:
     strategy:
       matrix:
         #        os: [windows-latest, macos-latest, ubuntu-latest]
-        os: [ windows-latest, macos-latest, ubuntu-22.04 ]
+        os: [ windows-latest, macos-13, ubuntu-22.04 ]
         #os: [ ubuntu-22.04 ]
         buildType: [ Release, Debug ]
         #buildType: [ Release ]
     runs-on: ${{ matrix.os }}
+    env:
+      XCODE_VERSION: '15.0'
+      GCC_VERSION: '12'
 
     steps:
       - uses: actions/checkout@v3
 
+      - name: Select Xcode version
+        if: ${{ contains(matrix.os, 'macos') }}
+        run: sudo xcode-select -s '/Applications/Xcode_${{env.XCODE_VERSION}}.app/Contents/Developer'
+
+      - name: Select gcc version
+        if: ${{ contains(matrix.os, 'ubuntu') }}
+        run: |
+          export CC=gcc-${{env.GCC_VERSION}}
+          export CXX=g++-${{env.GCC_VERSION}}
+
       - name: Prepare build
         run: |
           ls

CMakeLists.txt

@@ -16,7 +16,9 @@ project(dxFeedGraalCxxApi)
 set(DXFCXX_VERSION "0.0.0" CACHE STRING "The dxFeed Graal CXX API package version")
 
 set(CMAKE_CXX_STANDARD 20)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
 set(CMAKE_C_STANDARD 11)
+set(CMAKE_C_STANDARD_REQUIRED ON)
 set(CXX_EXTENSIONS OFF)
 set(C_EXTENSIONS OFF)
 
@@ -128,6 +130,18 @@ set(dxFeedNativeAPIEventSources
         src/event/EventMapper.cpp
         )
 
+set(dxFeedNativeAPIEventCandleSources
+        src/event/candle/Candle.cpp
+        src/event/candle/CandleAlignment.cpp
+        src/event/candle/CandleExchange.cpp
+        src/event/candle/CandlePeriod.cpp
+        src/event/candle/CandlePrice.cpp
+        src/event/candle/CandlePriceLevel.cpp
+        src/event/candle/CandleType.cpp
+        src/event/candle/CandleSession.cpp
+        src/event/candle/CandleSymbol.cpp
+        )
+
 set(dxFeedNativeAPIEventMarketSources
         src/event/market/AnalyticOrder.cpp
         src/event/market/Direction.cpp
@@ -161,6 +175,11 @@ set(dxFeedNativeAPIEventOptionSources
         src/event/option/Series.cpp
         )
 
+set(dxFeedNativeAPIScheduleSources
+        src/schedule/SessionFilter.cpp
+        src/schedule/SessionType.cpp
+        )
+
 if (${CMAKE_SYSTEM_NAME} MATCHES "Darwin")
     set(CMAKE_MACOSX_RPATH ON)
     set(CMAKE_SKIP_BUILD_RPATH ON)
@@ -185,8 +204,10 @@ add_library(${PROJECT_NAME}_static STATIC
         ${dxFeedNativeAPISymbolsSources}
         ${dxFeedNativeAPISystemSources}
         ${dxFeedNativeAPIEventSources}
+        ${dxFeedNativeAPIEventCandleSources}
         ${dxFeedNativeAPIEventMarketSources}
         ${dxFeedNativeAPIEventOptionSources}
+        ${dxFeedNativeAPIScheduleSources}
         src/api.cpp
         )
 
@@ -199,8 +220,10 @@ add_library(${PROJECT_NAME} SHARED
         ${dxFeedNativeAPISymbolsSources}
         ${dxFeedNativeAPISystemSources}
         ${dxFeedNativeAPIEventSources}
+        ${dxFeedNativeAPIEventCandleSources}
         ${dxFeedNativeAPIEventMarketSources}
         ${dxFeedNativeAPIEventOptionSources}
+        ${dxFeedNativeAPIScheduleSources}
         src/api.cpp
         )
 

README.md

@@ -161,12 +161,20 @@ Find useful information in our self-service dxFeed Knowledge Base or .NET API do
 
 [Visual C++ Redistributable 2015](https://www.microsoft.com/en-us/download/details.aspx?id=52685)
 
+### Linux
+
+gcc 12.1+
+
+### MacOS
+
+Xcode 14.3+
+
 ## Installation
 
 Examples of how to install the library can be found [here](https://github.com/dxFeed/dxfeed-graal-cxx-api-samples).
 
 The API is delivered as a dynamic library (`dxFeedGraalCxxApi.so|dll|dylib`) and a static one (`dxFeedGraalCxxApi.a|lib`).
-Also it depends on `DxFeedGraalNativeSdk.so|dll|dylib`. Please place it nearby or available on `PATH`.
+Also, it depends on `DxFeedGraalNativeSdk.so|dll|dylib`. Please place it nearby or available on `PATH`.
 
 ## Usage
 
@@ -281,7 +289,7 @@ be downloaded from [Release](https://github.com/dxFeed/dxfeed-graal-cxx-api/rele
 - [Candle](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/candle/Candle.html) - event with open, high, low, and
   close prices and other information for a specific period
   - [ ] dxFeed Graal C API
-  - [ ] dxFeed Graal C++ API
+  - [x] dxFeed Graal C++ API
 - [Quote](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/Quote.html) is a snapshot of the best bid and
   ask prices and other fields that change with each quote
   - [ ] dxFeed Graal C API
@@ -344,7 +352,7 @@ be downloaded from [Release](https://github.com/dxFeed/dxfeed-graal-cxx-api/rele
   with [DXFeedSubscription](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeedSubscription.html) class to
   subscribe for [Candle](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/candle/Candle.html) events
   - [ ] dxFeed Graal C API
-  - [ ] dxFeed Graal C++ API
+  - [x] dxFeed Graal C++ API
 
 ### Subscriptions & Models
 

include/dxfeed_graal_cpp_api/api.hpp

@@ -23,14 +23,10 @@
 #include "internal/utils/StringUtils.hpp"
 #include "internal/utils/debug/Debug.hpp"
 
-#include "api/DXEndpoint.hpp"
-#include "api/DXFeed.hpp"
-#include "api/DXFeedSubscription.hpp"
-#include "api/FilteredSubscriptionSymbol.hpp"
-#include "api/osub/IndexedEventSubscriptionSymbol.hpp"
-#include "api/osub/TimeSeriesSubscriptionSymbol.hpp"
-#include "api/osub/WildcardSymbol.hpp"
-#include "event/DXEvent.hpp"
+#include "api/ApiModule.hpp"
+#include "entity/EntityModule.hpp"
+#include "event/EventModule.hpp"
+#include "schedule/ScheduleModule.hpp"
 #include "symbols/StringSymbol.hpp"
 #include "symbols/SymbolWrapper.hpp"
 #include "system/System.hpp"

include/dxfeed_graal_cpp_api/api/ApiModule.hpp

@@ -0,0 +1,12 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#pragma once
+
+#include "../internal/Conf.hpp"
+
+#include "osub/OsubModule.hpp"
+#include "DXEndpoint.hpp"
+#include "DXFeed.hpp"
+#include "DXFeedSubscription.hpp"
+#include "FilteredSubscriptionSymbol.hpp"

include/dxfeed_graal_cpp_api/api/DXFeed.hpp

@@ -11,7 +11,6 @@
 #include "../internal/Isolate.hpp"
 #include "../internal/JavaObjectHandler.hpp"
 
-#include "../event/DXEvent.hpp"
 #include "DXFeedSubscription.hpp"
 
 #include <memory>

include/dxfeed_graal_cpp_api/api/DXFeedSubscription.hpp

@@ -5,13 +5,15 @@
 
 #include "../internal/Conf.hpp"
 
-#include "../event/DXEvent.hpp"
+#include "../entity/EntityModule.hpp"
+#include "../event/EventType.hpp"
+#include "../event/EventTypeEnum.hpp"
 #include "../internal/Common.hpp"
 #include "../internal/Handler.hpp"
 #include "../internal/JavaObjectHandler.hpp"
 #include "../symbols/StringSymbol.hpp"
 #include "../symbols/SymbolWrapper.hpp"
-#include "dxfeed_graal_cpp_api/api/osub/WildcardSymbol.hpp"
+#include "osub/WildcardSymbol.hpp"
 
 #if __cpp_lib_parallel_algorithm
 #    include <execution>

include/dxfeed_graal_cpp_api/api/osub/OsubModule.hpp

@@ -0,0 +1,10 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#pragma once
+
+#include "../../internal/Conf.hpp"
+
+#include "IndexedEventSubscriptionSymbol.hpp"
+#include "TimeSeriesSubscriptionSymbol.hpp"
+#include "WildcardSymbol.hpp"

include/dxfeed_graal_cpp_api/entity/EntityModule.hpp

@@ -0,0 +1,9 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#pragma once
+
+#include "../internal/Conf.hpp"
+
+#include "Entity.hpp"
+#include "SharedEntity.hpp"

include/dxfeed_graal_cpp_api/event/EventModule.hpp

@@ -0,0 +1,19 @@
+// Copyright (c) 2023 Devexperts LLC.
+// SPDX-License-Identifier: MPL-2.0
+
+#pragma once
+
+#include "../internal/Conf.hpp"
+
+#include "candle/CandleModule.hpp"
+#include "market/MarketModule.hpp"
+#include "misc/MiscModule.hpp"
+#include "option/OptionModule.hpp"
+#include "EventFlag.hpp"
+#include "EventMapper.hpp"
+#include "EventType.hpp"
+#include "EventTypeEnum.hpp"
+#include "IndexedEvent.hpp"
+#include "IndexedEventSource.hpp"
+#include "LastingEvent.hpp"
+#include "TimeSeriesEvent.hpp"

include/dxfeed_graal_cpp_api/event/EventType.hpp

@@ -9,7 +9,7 @@
 #include <memory>
 #include <string>
 
-#include "../entity/SharedEntity.hpp"
+#include "../entity/EntityModule.hpp"
 
 namespace dxfcpp {