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Montura authored Dec 9, 2023
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Expand Up @@ -182,51 +182,27 @@ Find useful information in our self-service dxFeed Knowledge Base:
## Current State
## Tools
[Tools](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/)
is a collection of utilities that allow you to subscribe to various market events for the specified symbols. The tools
can be downloaded from [Release](https://github.com/dxFeed/dxfeed-graal-net-api/releases)
(including self-contained versions, that do not require .NET installation):
* [Connect](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/Connect/ConnectTool.cs)
connects to the specified address(es) and subscribes to the specified events with the specified symbol
* [Dump](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/Dump/DumpTool.cs)
dumps all events received from address. This was designed to retrieve data from a file
* [PerfTest](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/PerfTest/PerfTestTool.cs)
connects to the specified address(es) and calculates performance counters (events per second, memory usage, CPU usage,
etc.)
* [LatencyTest](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/LatencyTest/LatencyTestTool.cs)
connects to the specified address(es) and calculates latency
* [Qds](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/src/DxFeed.Graal.Net.Tools/Qds/QdsTool.cs)
collection of tools ported from the Java qds-tools
To run tools on macOS, it may be necessary to unquarantine them:
```
sudo /usr/bin/xattr -r -d com.apple.quarantine <directory_with_tools>
```
## Samples
- [x] [ConvertTapeFile](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/ConvertTapeFile/Program.cs)
- [ ] [ConvertTapeFile](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/ConvertTapeFile/Program.cs)
demonstrates how to convert one tape file to another tape file with optional intermediate processing or filtering
- [x] [DxFeedFileParser](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/DxFeedFileParser/Program.cs)
- [ ] [DxFeedFileParser](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/DxFeedFileParser/Program.cs)
is a simple demonstration of how events are read form a tape file
- [x] [DxFeedSample](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/DxFeedSample/Program.cs)
- [ ] [DxFeedSample](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/DxFeedSample/Program.cs)
is a simple demonstration of how to create multiple event listeners and subscribe to `Quote` and `Trade` events
- [x] [PrintQuoteEvents](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/PrintQuoteEvents/Program.cs)
- [ ] [PrintQuoteEvents](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/PrintQuoteEvents/Program.cs)
is a simple demonstration of how to subscribe to the `Quote` event, using a `DxFeed` instance singleton
and `dxfeed.properties` file
- [x] [WriteTapeFile](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/WriteTapeFile/Program.cs)
- [ ] [WriteTapeFile](https://github.com/dxFeed/dxfeed-graal-net-api/blob/main/samples/WriteTapeFile/Program.cs)
is a simple demonstration of how to write events to a tape file
- [x] [DxFeedIpfConnect](https://github.com/dxFeed/dxfeed-graal-net-api/tree/main/samples/DxFeedIpfConnect) is a simple
- [ ] [DxFeedIpfConnect](https://github.com/dxFeed/dxfeed-graal-net-api/tree/main/samples/DxFeedIpfConnect) is a simple
demonstration of how to get Instrument Profiles
- [x] [DxFeedLiveIpfSample](https://github.com/dxFeed/dxfeed-graal-net-api/tree/main/samples/DxFeedLiveIpfSample) is a
- [ ] [DxFeedLiveIpfSample](https://github.com/dxFeed/dxfeed-graal-net-api/tree/main/samples/DxFeedLiveIpfSample) is a
simple demonstration of how to get live updates for Instrument Profiles
- [ ] DxFeedPublishProfiles is a simple demonstration of how to publish market events
- [ ] ScheduleSample is a simple demonstration of how to get various scheduling information for instruments
## Current State
### Endpoint Roles
Expand Down Expand Up @@ -288,12 +264,71 @@ sudo /usr/bin/xattr -r -d com.apple.quarantine <directory_with_tools>
is a snapshot that contains the security instrument description
- [x] [Summary](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/Summary.html)
is a snapshot of the trading session, including session highs, lows, etc.
- [x] [TimeAndSale](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/TimeAndSale.html)
represents a trade or other market event with price, such as the open/close price of a market, etc.
- [x] [Greeks](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/option/Greeks.html)
is a snapshot of the option price, Black-Scholes volatility, and greeks
- [x] [Series](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/option/Series.html)
is a snapshot of computed values available for all options series for a given underlying symbol based on options
market prices
- [x] [TheoPrice](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/option/TheoPrice.html)
is a snapshot of the theoretical option price computation that is periodically performed
by [dxPrice](http://www.devexperts.com/en/products/price.html) model-free computation
- [x] [Underlying](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/option/Underlying.html)
is a snapshot of computed values available for an option underlying symbol based on the market’s option prices
- [x] [OptionSale](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/market/OptionSale.html)
represents a trade or another market event with the price (for example, market open/close price, etc.) for each option
symbol listed under the specified `Underlying`
- [x] [Configuration](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/misc/Configuration.html)
is an event with an application-specific attachment
- [x] [Message](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/misc/Message.html)
is an event with an application-specific attachment
### Subscription Symbols
- [x] [String](https://learn.microsoft.com/en-us/dotnet/api/system.string?view=net-6.0)
is a string representation of the symbol
- [x] [TimeSeriesSubscriptionSymbol](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/osub/TimeSeriesSubscriptionSymbol.html)
represents subscription to time-series events
- [x] [IndexedEventSubscriptionSymbol](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/osub/IndexedEventSubscriptionSymbol.html)
represents subscription to a specific source of indexed events
- [x] [WildcardSymbol.ALL](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/osub/WildcardSymbol.html)
represents a *wildcard* subscription to all events of the specific event type
- [x] [CandleSymbol](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/event/candle/CandleSymbol.html)
is a symbol used 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
### Subscriptions & Models
- [x] [DXFeedSubscription](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeedSubscription.html)
is a subscription for a set of symbols and event types
- [x] [DXFeedTimeSeriesSubscription](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeedTimeSeriesSubscription.html)
extends `DXFeedSubscription` to conveniently subscribe to time series events for a set of symbols and event types
([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/api/DXFeedConnect.java))
- [ ] [ObservableSubscription](https://github.com/devexperts/QD/blob/master/dxfeed-api/src/main/java/com/dxfeed/api/osub/ObservableSubscription.java)
is an observable set of subscription symbols for the specific event
type ([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/_simple_/PublishProfiles.java))
- [ ] [GetLastEvent](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEvent-E-)
- [x] [GetLastEvent](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEvent-E-)
returns the last event for the specified event instance
([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/api/DXFeedSample.java))
- [ ] [GetLastEvents](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEvents-java.util.Collection-)
- [x] [GetLastEvents](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEvents-java.util.Collection-)
returns the last events for the specified event instances list
- [ ] [GetLastEventPromise](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEventPromise-java.lang.Class-java.lang.Object-)
Expand All @@ -303,20 +338,20 @@ sudo /usr/bin/xattr -r -d com.apple.quarantine <directory_with_tools>
- [ ] [GetLastEventsPromises](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEventsPromises-java.lang.Class-java.util.Collection-)
requests the last events for the specified event type and symbol collection
- [ ] [GetLastEventIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEventIfSubscribed-java.lang.Class-java.lang.Object-)
- [x] [GetLastEventIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getLastEventIfSubscribed-java.lang.Class-java.lang.Object-)
returns the last event for the specified event type and symbol if there’s a subscription for it
- [ ] [GetIndexedEventsPromise](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getIndexedEventsPromise-java.lang.Class-java.lang.Object-com.dxfeed.event.IndexedEventSource-)
requests an indexed events list for the specified event type, symbol, and source
- [ ] [GetIndexedEventsIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getIndexedEventsIfSubscribed-java.lang.Class-java.lang.Object-com.dxfeed.event.IndexedEventSource-)
- [x] [GetIndexedEventsIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getIndexedEventsIfSubscribed-java.lang.Class-java.lang.Object-com.dxfeed.event.IndexedEventSource-)
returns a list of indexed events for the specified event type, symbol, and source, if there’s a subscription for it
- [ ] [GetTimeSeriesPromise](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getTimeSeriesPromise-java.lang.Class-java.lang.Object-long-long-)
requests time series events for the specified event type, symbol, and time range
([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/_simple_/FetchDailyCandles.java))
- [ ] [GetTimeSeriesIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getTimeSeriesIfSubscribed-java.lang.Class-java.lang.Object-long-long-)
- [x] [GetTimeSeriesIfSubscribed](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/api/DXFeed.html#getTimeSeriesIfSubscribed-java.lang.Class-java.lang.Object-long-long-)
requests time series events for the specified event type, symbol, and time range if there’s a subscription for it
- [ ] [TimeSeriesEventModel](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/model/TimeSeriesEventModel.html)
Expand All @@ -333,14 +368,14 @@ sudo /usr/bin/xattr -r -d com.apple.quarantine <directory_with_tools>
### IPF & Schedule
- [x] [InstrumentProfile](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/InstrumentProfile.html)
- [ ] [InstrumentProfile](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/InstrumentProfile.html)
represents basic profile information about a market instrument
([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/ipf/DXFeedIpfConnect.java))
- [x] [InstrumentProfileReader](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/InstrumentProfileReader.html) reads
- [ ] [InstrumentProfileReader](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/InstrumentProfileReader.html) reads
instrument profiles from the stream using Instrument Profile Format (IPF)
- [x] [InstrumentProfileCollector](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/live/InstrumentProfileCollector.html)
- [ ] [InstrumentProfileCollector](https://docs.dxfeed.com/dxfeed/api/com/dxfeed/ipf/live/InstrumentProfileCollector.html)
collects instrument profile updates and provides the live instrument profiles list
([Java API sample](https://github.com/devexperts/QD/blob/master/dxfeed-samples/src/main/java/com/dxfeed/sample/ipf/DXFeedLiveIpfSample.java))
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