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dxcity
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tagging release 3.292
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‎ReleaseNotes.txt‎

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QDS 3.292:
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* [QD-1251] New order source for cboe C2 options
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* [QD-1241] dxFeed API: Extend Order event for Full Order Book
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- JVM parameter "-Ddxscheme.fob=true" will add Full Order Book fields to Order record
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- List of Order sources that support Full Order Book can be customized by
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"-Dcom.dxfeed.event.market.impl.Order.fob.suffixes" parameter (default value="|#NTV")
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* [QD-1244] QDS: Add support for long and timestamp fields in QD schema
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- Added support for long values and time in millis to com.dxfeed.annotation.EventFieldType
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(to enable long use @EventFieldMapping(type = EventFieldType.LONG) annotation)
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- Changed ordering of constants in com.dxfeed.annotation.EventFieldType
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* [QD-1235] QD Core: Disable conflation for Order events
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- JVM parameter "-Dcom.devexperts.qd.impl.matrix.History.conflateFilter" manages which records are conflated;
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if "-Ddxscheme.fob=true" is specified, then default value is "!:Order*", else it is "*"
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QDS 3.291:
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‎auth/pom.xml‎

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.291</version>
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<version>3.292</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

‎dxfeed-api/pom.xml‎

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<parent>
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<artifactId>QD</artifactId>
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<groupId>com.devexperts.qd</groupId>
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<version>3.291</version>
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<version>3.292</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
2020
<modelVersion>4.0.0</modelVersion>

‎dxfeed-api/src/main/java/com/dxfeed/annotation/EventFieldType.java‎

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@@ -25,11 +25,21 @@ public enum EventFieldType {
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*/
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TRANSIENT,
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/** @deprecated Use {@link #TIME_SECONDS} instead. */
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@Deprecated
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TIME,
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/**
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* This type can be used for {@code long} properties that store time in milliseconds since Java Epoch.
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* It will be mapped to a QD field that keeps <b>seconds</b> since Java Epoch (milliseconds will be lost).
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*/
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TIME,
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TIME_SECONDS,
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/**
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* This type can be used for {@code long} properties that store time in milliseconds since Java Epoch.
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* It will be mapped to a time millis QD field.
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*/
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TIME_MILLIS,
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/**
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* This type can be used for {@code int} properties that store number of days since Java Epoch.
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*/
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INT,
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/**
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* This type can be used for {@code long} properties.
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* By default primitive longs are mapped to {@link #DECIMAL} - use this type with {@link EventFieldMapping}
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* annotation to map to a long QD field.
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*/
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LONG,
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/**
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* This type can be used for all primitive properties.
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* It will be mapped to a decimal QD field.
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* This type can be used for all reference properties.
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* It will be mapped to a serial object QD field.
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*/
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MARSHALLED
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MARSHALLED,
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}

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

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* <p>
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* This event type cannot be used with {@link DXFeed#getLastEvent DXFeed.getLastEvent} method.
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*
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* <h3><a name="fobSection">Full Order Book Support</a></h3>
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*
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* Some feeds provide support for "Full Order Book" (FOB) where additional fields will be available:
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* <ul>
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* <li>{@link #getAction() action} - event business meaning (see {@link OrderAction} for more details)</li>
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* <li>{@link #getActionTime() actionTime} - time of the last action</li>
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* <li>{@link #getOrderId() orderId} - ID of this order</li>
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* <li>{@link #getAuxOrderId() auxOrderId} - additional ID for this order</li>
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* <li>{@link #getTradeId() tradeId} - trade (order execution) ID</li>
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* <li>{@link #getTradePrice() tradePrice} - price of the trade</li>
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* <li>{@link #getTradeSize() tradeSize} - size of the trade</li>
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* </ul>
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*
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* <h3>Implementation details</h3>
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* <p>
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* This event is implemented on top of QDS records {@code AnalyticOrder#<source-id>},

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

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*
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* This event type cannot be used with {@link DXFeed#getLastEvent DXFeed.getLastEvent} method.
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*
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* <h3><a name="fobSection">Full Order Book Support</a></h3>
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*
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* Some feeds provide support for "Full Order Book" (FOB) where additional fields will be available:
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* <ul>
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* <li>{@link #getAction() action} - event business meaning (see {@link OrderAction} for more details)</li>
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* <li>{@link #getActionTime() actionTime} - time of the last action</li>
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* <li>{@link #getOrderId() orderId} - ID of this order</li>
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* <li>{@link #getAuxOrderId() auxOrderId} - additional ID for this order</li>
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* <li>{@link #getTradeId() tradeId} - trade (order execution) ID</li>
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* <li>{@link #getTradePrice() tradePrice} - price of the trade</li>
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* <li>{@link #getTradeSize() tradeSize} - size of the trade</li>
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* </ul>
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*
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* <h3>Implementation details</h3>
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*
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* This event is implemented on top of QDS record {@code Quote} for composite quotes with {@link Scope#COMPOSITE},

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

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/*
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* !++
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* QDS - Quick Data Signalling Library
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* !-
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* Copyright (C) 2002 - 2020 Devexperts LLC
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* !-
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* This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0.
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* If a copy of the MPL was not distributed with this file, You can obtain one at
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* http://mozilla.org/MPL/2.0/.
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* !__
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*/
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package com.dxfeed.event.market;
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/**
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* Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the {@link Order} event:
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* whether order was added or replaced, partially or fully executed, etc.
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*/
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public enum OrderAction {
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/**
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* Default enum value for orders that do not support "Full Order Book" and for backward compatibility -
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* action must be derived from other {@link Order} fields.
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*
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* <p>All Full Order Book related fields for this action will be empty.
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*/
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UNDEFINED(0),
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/**
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* New Order is added to Order Book.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>{@link Order#getAuxOrderId() auxOrderId} - ID of the order replaced by this new order - if available.</li>
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* <li>Trade fields will be empty</li>
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* </ul>
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*/
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NEW(1),
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/**
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* Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book).
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* Order {@link Order#getEventSymbol() symbol} and {@link Order#getOrderSide() side} will remain the same.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>Trade fields will be empty</li>
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* </ul>
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*/
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REPLACE(2),
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/**
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* Order is modified without changing its price-time-priority (usually due to partial cancel by user).
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* Order's {@link Order#getSize() size} will contain new updated size.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>Trade fields will be empty</li>
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* </ul>
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*/
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MODIFY(3),
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/**
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* Order is fully canceled and removed from Order Book.
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* Order's {@link Order#getSize() size} will be equal to 0.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>{@link Order#getAuxOrderId() auxOrderId} - ID of the new order replacing this order - if available.</li>
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* <li>Trade fields will be empty</li>
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* </ul>
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*/
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DELETE(4),
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/**
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* Size is changed (usually reduced) due to partial order execution.
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* Order's {@link Order#getSize() size} will be updated to show current outstanding size.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>{@link Order#getAuxOrderId()} auxOrderId} - aggressor order ID, if available</li>
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* <li>{@link Order#getTradeId() tradeId} - if available</li>
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* <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} -
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* contain size and price of this execution</li>
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* </ul>
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*/
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PARTIAL(5),
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/**
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* Order is fully executed and removed from Order Book.
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* Order's {@link Order#getSize() size} will be equals to 0.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always present</li>
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* <li>{@link Order#getAuxOrderId()} auxOrderId} - aggressor order ID, if available</li>
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* <li>{@link Order#getTradeId() tradeId} - if available</li>
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* <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} -
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* contain size and price of this execution - always present</li>
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* </ul>
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*/
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EXECUTE(6),
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/**
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* Non-Book Trade - this Trade not refers to any entry in Order Book.
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* Order's {@link Order#getSize() size} and {@link Order#getPrice() price} will be equals to 0.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always empty</li>
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* <li>{@link Order#getTradeId()} tradeId} - if available</li>
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* <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} -
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* contain size and price of this trade - always present</li>
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* </ul>
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*/
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TRADE(7),
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/**
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* Prior Trade/Order Execution bust.
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* Order's {@link Order#getSize() size} and {@link Order#getPrice() price} will be equals to 0.
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*
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* <p>Full Order Book fields:
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* <ul>
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* <li>{@link Order#getOrderId() orderId} - always empty</li>
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* <li>{@link Order#getTradeId() tradeId} - always present</li>
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* <li>{@link Order#getTradeSize() tradeSize} and {@link Order#getTradePrice() tradePrice} - always empty</li>
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* </ul>
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*/
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BUST(8);
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private static final OrderAction[] ACTIONS = Util.buildEnumArrayByOrdinal(UNDEFINED, 9);
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/**
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* Returns side by integer code bit pattern.
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* @param code integer code.
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* @return side.
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* @throws ArrayIndexOutOfBoundsException if code is invalid.
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*/
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public static OrderAction valueOf(int code) {
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return ACTIONS[code];
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}
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private final int code;
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private OrderAction(int code) {
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this.code = code;
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if (code != ordinal())
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throw new IllegalArgumentException("code differs from ordinal");
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}
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/**
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* Returns integer code that is used in flag bits.
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* @return integer code.
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*/
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public int getCode() {
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return code;
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}
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}

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