tagging release 3.260

Author: dxcity

ReleaseNotes.txt

@@ -1,3 +1,12 @@
+
+QDS 3.260:
+
+* [QD-1065] Remove dependency on timetest library
+* [QD-1066] BUG FIX: default negation of custom RecordOnly filters shall produce FastRecordFilter
+* [QD-1067] dxFeed API: Use fractional sizes internally for aggregations and checks
+
+QDS 3.259:
+
 * [QD-1063] BUG FIX: TapeConnector stops working prematurely
   - DXEndpoint.Role.STREAM_PUBLISHER role is created to support tape writing at maximum speed
   - ConvertTapeFile sample is provided to demonstrate proper use of dxFeed API for tape conversion

auth/pom.xml

@@ -14,7 +14,7 @@
     <parent>
         <artifactId>QD</artifactId>
         <groupId>com.devexperts.qd</groupId>
-        <version>3.259</version>
+        <version>3.260</version>
         <relativePath>../pom.xml</relativePath>
     </parent>
     <modelVersion>4.0.0</modelVersion>

dxfeed-api/pom.xml

@@ -14,7 +14,7 @@
 	<parent>
 		<artifactId>QD</artifactId>
 		<groupId>com.devexperts.qd</groupId>
-		<version>3.259</version>
+		<version>3.260</version>
 		<relativePath>../pom.xml</relativePath>
 	</parent>
 	<modelVersion>4.0.0</modelVersion>

dxfeed-api/src/main/java/com/dxfeed/event/market/Order.java

@@ -14,6 +14,7 @@
 import java.util.Collection;
 import javax.xml.bind.annotation.XmlRootElement;
 
+import com.dxfeed.api.DXFeed;
 import com.dxfeed.api.DXPublisher;
 import com.dxfeed.model.AbstractIndexedEventModel;
 import com.dxfeed.model.market.OrderBookModel;
@@ -29,8 +30,9 @@
  * multiple sources for the same market symbol and are distinguished by their
  * {@link #getIndex index}. Index is a unique per symbol identifier of the event.
  * It is unique across all the sources of depth information for the symbol.
- * The event with {@link #getSize() size} of {@code 0} is a signal to remove
- * previously received order for the corresponding index.
+ * The event with {@link #getSizeAsDouble() sizeAsDouble} either {@code 0} or {@link Double#NaN NaN}
+ * is a signal to remove previously received order for the corresponding index.
+ * The method {@link #hasSize() hasSize} is a convenient method to test for size presence.
  *
  * <p> Events from finer-grained {@link Scope} of detail give more information and include events
  * from coarse-grained {@link Scope} of detail. For a consistent representation of the market depth
@@ -50,7 +52,7 @@
  * <li>{@link #getTimeNanoPart() timeNanoPart} - microseconds and nanoseconds time part of this order;
  * <li>{@link #getSequence() sequence} - sequence of this order;
  * <li>{@link #getPrice() price} - price of this order;
- * <li>{@link #getSize() size} - size of this order;
+ * <li>{@link #getSize() size} - size of this order as integer number (rounded toward zero);
  * <li>{@link #getSizeAsDouble() sizeAsDouble} - size of this order as floating number with fractions;
  * <li>{@link #getCount() count} - number of individual orders in this aggregate order;
  * <li>{@link #getExchangeCode() exchangeCode} - exchange code of this order;
@@ -94,7 +96,7 @@
  *
  * <h3>Limitations</h3>
  *
- * This event type cannot be used with {@link com.dxfeed.api.DXFeed#getLastEvent DXFeed.getLastEvent} method.
+ * This event type cannot be used with {@link DXFeed#getLastEvent DXFeed.getLastEvent} method.
  *
  * <h3>Implementation details</h3>
  *

dxfeed-api/src/main/java/com/dxfeed/event/market/OrderBase.java

@@ -41,8 +41,9 @@
  * multiple sources for the same market symbol and are distinguished by their
  * {@link #getIndex index}. Index is a unique per symbol identifier of the event.
  * It is unique across all the sources of depth information for the symbol.
- * The event with {@link #getSize() size} of {@code 0} is a signal to remove
- * previously received order for the corresponding index.
+ * The event with {@link #getSizeAsDouble() sizeAsDouble} either {@code 0} or {@link Double#NaN NaN}
+ * is a signal to remove previously received order for the corresponding index.
+ * The method {@link #hasSize() hasSize} is a convenient method to test for size presence.
  *
  * <h3><a name="eventFlagsSection">Event flags, transactions and snapshots</a></h3>
  *
@@ -57,12 +58,12 @@
  * {@link #getIndex() index} contain source-specific event index which is always zero in
  * an event that is marked with {@link #SNAPSHOT_END} bit in {@link #getEventFlags() eventFlags}.
  *
- * <p> Note, that it is always the case that {@link #getSize() size} is {@code 0}
- * for an order with {@link #REMOVE_EVENT} bit in {@link #getEventFlags() eventFlags},
+ * <p> Note that for an order with {@link #REMOVE_EVENT} bit in {@link #getEventFlags() eventFlags}
+ * it is always the case that {@link #getSizeAsDouble() sizeAsDouble} is either {@code 0} or {@link Double#NaN NaN},
  * so no additional logic to process this bit is required for orders.
- * Transactions and snapshots may include orders with {@link #getSize() size} of {@code 0}. The filtering that
- * distinguishes those events as removals of orders shall be performed after all the transactions and snapshot
- * processing.
+ * Transactions and snapshots may include orders with {@link #getSizeAsDouble() sizeAsDouble} of {@code 0}.
+ * The filtering that distinguishes those events as removals of orders shall be performed after
+ * all transactions and snapshot processing.
  *
  * <p> Some aggregated feeds (like CME market depth) are mapped into two distinct source ids (one for
  * buy orders and one for sell orders), but updates and transactions may span both. It is important to keep a
@@ -390,17 +391,17 @@ public void setPrice(double price) {
 	}
 
 	/**
-	 * Returns size of this order.
-	 * @return size of this order.
+	 * Returns size of this order as integer number (rounded toward zero).
+	 * @return size of this order as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getSize() {
 		return (long)size;
 	}
 
 	/**
-	 * Changes size of this order.
-	 * @param size size of this order.
+	 * Changes size of this order as integer number (rounded toward zero).
+	 * @param size size of this order as integer number (rounded toward zero).
 	 */
 	public void setSize(long size) {
 		this.size = size;
@@ -423,6 +424,14 @@ public void setSizeAsDouble(double size) {
 		this.size = size;
 	}
 
+	/**
+	 * Returns {@code true} if this order has some size (sizeAsDouble is neither {@code 0} nor {@link Double#NaN NaN}).
+	 * @return {@code true} if this order has some size (sizeAsDouble is neither {@code 0} nor {@link Double#NaN NaN}).
+	 */
+	public boolean hasSize() {
+		return size != 0 && !Double.isNaN(size);
+	}
+
 	/**
 	 * Returns number of individual orders in this aggregate order.
 	 * @return number of individual orders in this aggregate order.

dxfeed-api/src/main/java/com/dxfeed/event/market/Quote.java

@@ -21,10 +21,9 @@
 import com.dxfeed.impl.XmlTimeAdapter;
 
 /**
- * Quote event is a snapshot of the best bid and ask prices,
- * and other fields that change with each quote.
- * It represents the most recent information that is available about the best quote on
- * the market at any given moment of time.
+ * Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.
+ * It represents the most recent information that is available about the best quote on the market
+ * at any given moment of time.
  *
  * <h3>Properties</h3>
  *
@@ -37,16 +36,16 @@
  * <li>{@link #getBidTime() bidTime} - time of the last bid change;
  * <li>{@link #getBidExchangeCode() bidExchangeCode} -  bid exchange code;
  * <li>{@link #getBidPrice() bidPrice} - bid price;
- * <li>{@link #getBidSize() bidSize} - bid size;
+ * <li>{@link #getBidSize() bidSize} - bid size as integer number (rounded toward zero);
  * <li>{@link #getBidSizeAsDouble() bidSizeAsDouble} - bid size as floating number with fractions;
  * <li>{@link #getAskTime() askTime} - time of the last ask change;
  * <li>{@link #getAskExchangeCode() askExchangeCode} -  ask exchange code;
  * <li>{@link #getAskPrice() askPrice} - ask price;
- * <li>{@link #getAskSize() askSize} - ask size;
+ * <li>{@link #getAskSize() askSize} - ask size as integer number (rounded toward zero);
  * <li>{@link #getAskSizeAsDouble() askSizeAsDouble} - ask size as floating number with fractions.
  * </ul>
  *
- * Bid corresponds to the best (maximal price) order to buy, while
+ * Bid corresponds to the best (maximal price) order to buy,
  * ask corresponds to the best (minimal price) order to sell.
  *
  * <h3>Implementation details</h3>
@@ -218,17 +217,17 @@ public void setBidPrice(double bidPrice) {
 	}
 
 	/**
-	 * Returns bid size.
-	 * @return bid size.
+	 * Returns bid size as integer number (rounded toward zero).
+	 * @return bid size as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getBidSize() {
 		return (long)bidSize;
 	}
 
 	/**
-	 * Changes bid size.
-	 * @param bidSize bid size.
+	 * Changes bid size as integer number (rounded toward zero).
+	 * @param bidSize bid size as integer number (rounded toward zero).
 	 */
 	public void setBidSize(long bidSize) {
 		this.bidSize = bidSize;
@@ -312,17 +311,17 @@ public void setAskPrice(double askPrice) {
 	}
 
 	/**
-	 * Returns ask size.
-	 * @return ask size.
+	 * Returns ask size as integer number (rounded toward zero).
+	 * @return ask size as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getAskSize() {
 		return (long)askSize;
 	}
 
 	/**
-	 * Changes ask size.
-	 * @param askSize ask size.
+	 * Changes ask size as integer number (rounded toward zero).
+	 * @param askSize ask size as integer number (rounded toward zero).
 	 */
 	public void setAskSize(long askSize) {
 		this.askSize = askSize;

dxfeed-api/src/main/java/com/dxfeed/event/market/SpreadOrder.java

@@ -14,6 +14,7 @@
 import java.util.Collection;
 import javax.xml.bind.annotation.XmlRootElement;
 
+import com.dxfeed.api.DXFeed;
 import com.dxfeed.api.DXPublisher;
 import com.dxfeed.model.AbstractIndexedEventModel;
 import com.dxfeed.model.IndexedEventModel;
@@ -34,8 +35,9 @@
  * multiple sources for the same market symbol and are distinguished by their
  * {@link #getIndex index}.
  * It is unique across all the sources of depth information for the symbol.
- * The event with {@link #getSize() size} of {@code 0} is a signal to remove
- * previously received order for the corresponding index.
+ * The event with {@link #getSizeAsDouble() sizeAsDouble} either {@code 0} or {@link Double#NaN NaN}
+ * is a signal to remove previously received order for the corresponding index.
+ * The method {@link #hasSize() hasSize} is a convenient method to test for size presence.
  *
  * <h3>Properties</h3>
  *
@@ -50,7 +52,7 @@
  * <li>{@link #getTimeNanoPart() timeNanoPart} - microseconds and nanoseconds time part of this order;
  * <li>{@link #getSequence() sequence} - sequence of this order;
  * <li>{@link #getPrice() price} - price of this order;
- * <li>{@link #getSize() size} - size of this order;
+ * <li>{@link #getSize() size} - size of this order as integer number (rounded toward zero);
  * <li>{@link #getSizeAsDouble() sizeAsDouble} - size of this order as floating number with fractions;
  * <li>{@link #getCount() count} - number of individual orders in this aggregate order;
  * <li>{@link #getExchangeCode() exchangeCode} - exchange code of this order;
@@ -89,7 +91,7 @@
  *
  * <h3>Limitations</h3>
  *
- * This event type cannot be used with {@link com.dxfeed.api.DXFeed#getLastEvent DXFeed.getLastEvent} method.
+ * This event type cannot be used with {@link DXFeed#getLastEvent DXFeed.getLastEvent} method.
  *
  * <h3>Implementation details</h3>
  *

dxfeed-api/src/main/java/com/dxfeed/event/market/TimeAndSale.java

@@ -44,7 +44,7 @@
  *                                       {@link #getTime() time};
  * <li>{@link #getExchangeCode() exchangeCode} - exchange code of this time and sale event;
  * <li>{@link #getPrice() price} - price of this time and sale event;
- * <li>{@link #getSize() size} - size of this time and sale event;
+ * <li>{@link #getSize() size} - size of this time and sale event as integer number (rounded toward zero);
  * <li>{@link #getSizeAsDouble() sizeAsDouble} - size of this time and sale event as floating number with fractions;
  * <li>{@link #getBidPrice() bidPrice} - the current bid price on the market when this time and sale event had occurred;
  * <li>{@link #getAskPrice() askPrice} - the current ask price on the market when this time and sale event had occurred;
@@ -328,17 +328,17 @@ public void setPrice(double price) {
 	}
 
 	/**
-	 * Returns size of this time and sale event.
-	 * @return size of this time and sale event.
+	 * Returns size of this time and sale event as integer number (rounded toward zero).
+	 * @return size of this time and sale event as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getSize() {
 		return (long)size;
 	}
 
 	/**
-	 * Changes size of this time and sale event.
-	 * @param size size of this time and sale event.
+	 * Changes size of this time and sale event as integer number (rounded toward zero).
+	 * @param size size of this time and sale event as integer number (rounded toward zero).
 	 */
 	public void setSize(long size) {
 		this.size = size;

dxfeed-api/src/main/java/com/dxfeed/event/market/Trade.java

@@ -16,8 +16,8 @@
 /**
  * Trade event is a snapshot of the price and size of the last trade during regular trading hours
  * and an overall day volume and day turnover.
- * It represents the most recent information that is available about the regular last trade price on
- * the market at any given moment of time.
+ * It represents the most recent information that is available about the regular last trade on the market
+ * at any given moment of time.
  *
  * <h3>Properties</h3>
  *
@@ -30,9 +30,9 @@
  * <li>{@link #getSequence() sequence} - sequence of the last trade;
  * <li>{@link #getExchangeCode() exchangeCode} - exchange code of the last trade;
  * <li>{@link #getPrice() price} - price of the last trade;
- * <li>{@link #getSize() size} - size of the last trade;
+ * <li>{@link #getSize() size} - size of the last trade as integer number (rounded toward zero);
  * <li>{@link #getSizeAsDouble() sizeAsDouble} - size of the last trade as floating number with fractions;
- * <li>{@link #getDayVolume() dayVolume} - total volume traded for a day;
+ * <li>{@link #getDayVolume() dayVolume} - total volume traded for a day as integer number (rounded toward zero);
  * <li>{@link #getDayVolumeAsDouble() dayVolumeAsDouble} - total volume traded for a day as floating number with fractions;
  * <li>{@link #getDayTurnover() dayTurnover} - total turnover traded for a day;
  * <li>{@link #getTickDirection() tickDirection} - tick direction of the last trade;
@@ -43,15 +43,15 @@
  *
  * The {@code Trade} event defines last trade {@link #getPrice() price} as officially defined
  * by the corresponding exchange for its <b>regular trading hours</b> (RTH).
- * It also include an official exchange {@link #getDayVolume() dayVolume} and {@link #getDayTurnover() dayTurnover}
+ * It also include an official exchange {@link #getDayVolumeAsDouble() dayVolumeAsDouble} and {@link #getDayTurnover() dayTurnover}
  * <b>for the whole trading day</b>. So, {@code Trade} event captures all the official numbers
  * that are typically reported by exchange.
  *
  * <p>Trades that happen in <b>extended trading hours</b> (ETH, pre-market and post-market trading sessions),
  * which are typically defined for stocks and ETFs, do not update last trade {@link #getTime() time},
- * {@link #getExchangeCode() exchangeCode}, {@link #getPrice() price}, {@link #getSize() size},
+ * {@link #getExchangeCode() exchangeCode}, {@link #getPrice() price}, {@link #getSizeAsDouble() sizeAsDouble},
  * and {@link #getTickDirection() tickDirection} in the {@code Trade} event, but they do update
- * {@link #getDayVolume() dayVolume} and {@link #getDayTurnover() dayTurnover}.
+ * {@link #getDayVolumeAsDouble() dayVolumeAsDouble} and {@link #getDayTurnover() dayTurnover}.
  *
  * <p>During extended trading hours a {@link TradeETH} event is generated on each trade with its
  * {@link TradeETH#isExtendedTradingHours() extendedTradingHours} property set to {@code true}.</p>
@@ -65,12 +65,12 @@
  * or lows are reached or other properties change.
  *
  * <p>Note that one can compute volume-weighted average price (VWAP) for a day by this formula:
- * <br><code>vwap = {@link #getDayTurnover() dayTurnover} / {@link #getDayVolume() dayVolume};</code>
+ * <br><code>vwap = {@link #getDayTurnover() dayTurnover} / {@link #getDayVolumeAsDouble() dayVolumeAsDouble};</code>
  *
  * <h3>Daily reset</h3>
  *
  * Daily reset procedure that happens on a schedule during non-trading hours resets {@code Trade}
- * {@link #getDayVolume() dayVolume} to zero and {@link #getDayTurnover() dayTurnover} to {@link Double#NaN NaN}
+ * {@link #getDayVolumeAsDouble() dayVolumeAsDouble} and {@link #getDayTurnover() dayTurnover} to {@link Double#NaN NaN}
  * in preparation to the next day's pre-market trading session
  * (or for regular trading if there is no pre-market) while leaving all other properties intact.
  * They reflect information about the last known RTH trade until the next RTH trade happens.

dxfeed-api/src/main/java/com/dxfeed/event/market/TradeBase.java

@@ -22,8 +22,8 @@
 
 /**
  * Base class for common fields of {@link Trade} and {@link TradeETH} events.
- * Trade events represent the most recent information that is available about the last trade on
- * the market at any given moment of time.
+ * Trade events represent the most recent information that is available about the last trade on the market
+ * at any given moment of time.
  *
  * <p>{@link Trade} event represents last trade information for <b>regular trading hours</b>
  * (RTH) with an official volume <b>for the whole trading day</b>.
@@ -215,17 +215,17 @@ public void setPrice(double price) {
 	}
 
 	/**
-	 * Returns size of the last trade.
-	 * @return size of the last trade.
+	 * Returns size of the last trade as integer number (rounded toward zero).
+	 * @return size of the last trade as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getSize() {
 		return (long)size;
 	}
 
 	/**
-	 * Changes size of the last trade.
-	 * @param size size of the last trade.
+	 * Changes size of the last trade as integer number (rounded toward zero).
+	 * @param size size of the last trade as integer number (rounded toward zero).
 	 */
 	public void setSize(long size) {
 		this.size = size;
@@ -249,17 +249,17 @@ public void setSizeAsDouble(double size) {
 	}
 
 	/**
-	 * Returns total volume traded for a day.
-	 * @return total volume traded for a day.
+	 * Returns total volume traded for a day as integer number (rounded toward zero).
+	 * @return total volume traded for a day as integer number (rounded toward zero).
 	 */
 	@XmlTransient
 	public long getDayVolume() {
 		return (long)dayVolume;
 	}
 
 	/**
-	 * Changes total volume traded for a day.
-	 * @param dayVolume total volume traded for a day.
+	 * Changes total volume traded for a day as integer number (rounded toward zero).
+	 * @param dayVolume total volume traded for a day as integer number (rounded toward zero).
 	 */
 	public void setDayVolume(long dayVolume) {
 		this.dayVolume = dayVolume;