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dxcity
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tagging release 3.262
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‎ReleaseNotes.txt‎

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@@ -1,3 +1,33 @@
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QDS 3.262:
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* [QD-1081] Agent can loss data after resubscription
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* [QD-1085] Endless reading of corrupted file
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* [QD-1084] dxFeed API: CandlePeriod.toString is not parsable
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* [QD-1083] dxFeed webservice: Invalid fields in Json serialization
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- Serialization format for XML and Json fixed: removed redundant fields, fields in Json are reordered
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according to XML format, refer to XML Schema (dxfeed-event.xsd) for changes.
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* [QD-1074] dxFeed API: Add Time and Index fields to Series event, do not represent Expiration as time field
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- Index field isn't compatible with previous version (saved Series events shall be generated from scratch)
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- Index field contains internal information to distinguish events in series flow
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* [QD-1072] dxFeed API: Add Time and Sequence fields to Underlying, TheoPrice events
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* [QD-1038] QD shall limit number of historical data by default for missing Indexed and TimeSeries events
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- Introduced system properties in format com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.+'recordName'
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.Candle=8000
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.TimeAndSale=1000
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- Introduced system properties for event categories:
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.candle=8000
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.timeSeries=1000
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.maxRecordCount.indexed=Integer.MAX_VALUE
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- 'candle category' - Candle, Trade.*
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- 'timeSeries category' - Underlying, TheoPrice, Greeks, TimeAndSale, TradeHistory
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- 'indexed category' - records with QD time not in candle & timeSeries categories (Order* events, MarketMaker, Series)
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- In order to leave max record count for 'Candle' events back-compatible this record wasn't included in timeSeries category
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- Event max record count will be chosen in the next priority: 'event property' has bigger priority than 'category property',
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'category property' has bigger priority than 'old-fashioned property'
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- Old-fashioned system properties have lowest priority:
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.candleMaxRecordCount=8000
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com.dxfeed.api.impl.HistorySubscriptionFilterImpl.tradeMaxRecordCount=1000
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QDS 3.261:
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333
* [QD-1079] Fix flaky FileWriterTest.testFilesAreReleasedAsTimePasses

‎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>3.261</version>
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<version>3.262</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
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<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>3.261</version>
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<version>3.262</version>
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<relativePath>../pom.xml</relativePath>
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</parent>
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<modelVersion>4.0.0</modelVersion>
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</execution>
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</executions>
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<configuration>
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<createJavaDocAnnotations>false</createJavaDocAnnotations>
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<transformSchemas>
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<transformSchema>
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<uri>http://schema.dxfeed.com/event</uri>
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<toPrefix>e</toPrefix>
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<toFile>dxfeed-event.xsd</toFile>
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</transformSchema>
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</transformSchemas>
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<includes>
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<include>com/dxfeed/event/market/package-info.java</include>
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<include>com/dxfeed/event/market/Quote.java</include>
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<include>com/dxfeed/event/market/Trade.java</include>
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<include>com/dxfeed/event/market/TradeETH.java</include>
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<include>com/dxfeed/event/market/Summary.java</include>
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<include>com/dxfeed/event/market/Profile.java</include>
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<include>com/dxfeed/event/market/TimeAndSale.java</include>
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<include>com/dxfeed/event/market/Order.java</include>
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<include>com/dxfeed/event/market/SpreadOrder.java</include>
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<include>com/dxfeed/event/candle/package-info.java</include>
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<include>com/dxfeed/event/candle/Candle.java</include>
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<include>com/dxfeed/event/misc/package-info.java</include>
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<include>com/dxfeed/event/misc/Configuration.java</include>
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<include>com/dxfeed/event/misc/Message.java</include>
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<include>com/dxfeed/event/option/package-info.java</include>
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<include>com/dxfeed/event/option/Greeks.java</include>
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<include>com/dxfeed/event/option/Series.java</include>
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<include>com/dxfeed/event/option/TheoPrice.java</include>
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<include>com/dxfeed/event/option/Underlying.java</include>
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</includes>
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<sources>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/package-info.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/Quote.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/Trade.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/TradeETH.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/Summary.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/Profile.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/TimeAndSale.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/Order.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/market/SpreadOrder.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/candle/package-info.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/candle/Candle.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/misc/package-info.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/misc/Configuration.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/misc/Message.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/option/package-info.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/option/Greeks.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/option/Series.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/option/TheoPrice.java</source>
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<source>${project.build.sourceDirectory}/com/dxfeed/event/option/Underlying.java</source>
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</sources>
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</configuration>
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</plugin>
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<plugin>

‎dxfeed-api/src/main/java/com/dxfeed/event/candle/Candle.java‎

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* candle symbol attributes like {@link CandlePrice} for an efficient support of bid-ask charting.
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*/
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@XmlRootElement(name = "Candle")
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@XmlType(propOrder = {
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"eventSymbol", "eventTime", "eventFlags", "index", "time", "sequence",
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"count", "open", "high", "low", "close", "volumeAsDouble", "VWAP", "bidVolumeAsDouble", "askVolumeAsDouble"
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})
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public class Candle implements TimeSeriesEvent<CandleSymbol>, LastingEvent<CandleSymbol> {
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private static final long serialVersionUID = 3;
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‎dxfeed-api/src/main/java/com/dxfeed/event/candle/CandlePeriod.java‎

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int i = 0;
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for (; i < s.length(); i++) {
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char c = s.charAt(i);
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if ((c < '0' || c > '9') && c != '.' && c != '-')
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if ((c < '0' || c > '9') && c != '.' && c != '-' && c != '+' && c != 'e' && c != 'E')
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break;
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}
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String value = s.substring(0, i);

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

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*/
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package com.dxfeed.event.market;
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import javax.xml.bind.annotation.XmlType;
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import com.dxfeed.event.EventType;
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/**
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* <p>Event symbol for a market event is a market symbol {@link String}.
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* See {@link MarketEventSymbols} class for a description of market event symbology.
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*/
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@XmlType(propOrder = {"eventSymbol", "eventTime"})
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public abstract class MarketEvent implements EventType<String> {
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private static final long serialVersionUID = 0;
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‎dxfeed-api/src/main/java/com/dxfeed/event/market/Order.java‎

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import java.util.Collection;
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import javax.xml.bind.annotation.XmlRootElement;
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import javax.xml.bind.annotation.XmlType;
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import com.dxfeed.api.DXFeed;
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import com.dxfeed.api.DXPublisher;
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* where {@code <source-id>} is up to 3 ASCII characters with a mnemonic for the source like "NTV".
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*/
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@XmlRootElement(name = "Order")
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@XmlType(propOrder = { "marketMaker" })
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public class Order extends OrderBase {
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private static final long serialVersionUID = 0;
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‎dxfeed-api/src/main/java/com/dxfeed/event/market/OrderBase.java‎

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* It relies on the code of {@link AbstractIndexedEventModel} to handle this logic.
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* Use the source code of {@link AbstractIndexedEventModel} for clarification on transactions and snapshot logic.
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*/
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@XmlType(propOrder = {
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"eventFlags", "index", "time", "timeNanoPart", "sequence", "source",
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"price", "sizeAsDouble", "count", "exchangeCode", "orderSide", "scope"
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})
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public class OrderBase extends MarketEvent implements IndexedEvent<String> {
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private static final long serialVersionUID = 3;
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‎dxfeed-api/src/main/java/com/dxfeed/event/market/Profile.java‎

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*/
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package com.dxfeed.event.market;
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import javax.xml.bind.annotation.XmlRootElement;
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import javax.xml.bind.annotation.*;
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import com.devexperts.util.TimeFormat;
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import com.dxfeed.event.LastingEvent;
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* This event is implemented on top of QDS record {@code Profile}.
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*/
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@XmlRootElement(name = "Profile")
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@XmlType(propOrder = {
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"description", "shortSaleRestriction", "tradingStatus", "statusReason",
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"haltStartTime", "haltEndTime", "highLimitPrice", "lowLimitPrice"
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})
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public class Profile extends MarketEvent implements LastingEvent<String> {
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private static final long serialVersionUID = 0;
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* Returns short sale restriction status of the security instrument.
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* @return {@code true} if short sale of the security instrument is restricted.
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*/
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@XmlTransient
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public boolean isShortSaleRestricted() {
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return getShortSaleRestriction() == ShortSaleRestriction.ACTIVE;
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}
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* Returns trading halt status of the security instrument.
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* @return {@code true} if trading of the security instrument is halted.
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*/
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@XmlTransient
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public boolean isTradingHalted() {
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return getTradingStatus() == TradingStatus.HALTED;
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}

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

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* for regional exchange best quotes.
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*/
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@XmlRootElement(name = "Quote")
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@XmlType(propOrder = {
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"sequence", "timeNanoPart", "bidTime", "bidExchangeCode", "bidPrice", "bidSizeAsDouble",
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"askTime", "askExchangeCode", "askPrice", "askSizeAsDouble"
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})
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public class Quote extends MarketEvent implements LastingEvent<String> {
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private static final long serialVersionUID = 1;
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