[MDAPI-254][C++] Migrate to dxFeed Graal Native SDK 2.5.0 (#80)

Author: ttldtor

CMakeLists.txt

@@ -21,7 +21,7 @@ set(DXFCXX_VERSION "v4.2.0" CACHE STRING "The dxFeed Graal CXX API package versi
 
 dxfcxx_ParseVersion(${DXFCXX_VERSION} DXFCXX_MAJOR_VERSION DXFCXX_MINOR_VERSION DXFCXX_PATCH_VERSION DXFCXX_SUFFIX_VERSION)
 
-set(DXFEED_GRAAL_NATIVE_SDK_VERSION "2.2.1" CACHE STRING "")
+set(DXFEED_GRAAL_NATIVE_SDK_VERSION "2.5.0" CACHE STRING "")
 set(FMTLIB_VERSION "11.0.2")
 set(BOOST_VERSION "1.84.0")
 set(UTFCPP_VERSION "3.2.3")
@@ -63,7 +63,7 @@ option(DXFCXX_INSTALL_SAMPLES "Prepare install the samples" ${DXFCXX_IS_ROOT_PRO
 option(DXFCXX_INSTALL_TOOLS "Prepare install the tools" ${DXFCXX_IS_ROOT_PROJECT})
 
 option(DXFCXX_LINK_STATIC_RUNTIME "Compile and link with -MT/-MTd or equivalent flag(s) to use a multi-threaded statically-linked runtime library. Visual Studio only." OFF)
-option(DXFCXX_NODEFAULTLIB_LIBCMT "Ignore libcmt/libcmtd. Use if DXFCXX_LINK_STATIC_RUNTIME == ON." ${DXFCXX_LINK_STATIC_RUNTIME})
+option(DXFCXX_NODEFAULTLIB "Ignore libcmt/libcmtd/msvcrt/msvcrtd. Use if DXFCXX_LINK_STATIC_RUNTIME == ON." ${DXFCXX_LINK_STATIC_RUNTIME})
 
 option(DXFCXX_ENABLE_METRICS "Enable metrics collection" OFF)
 
@@ -93,6 +93,7 @@ set(DXFCXX_GRAAL_TARGET_CPU "unknown" CACHE STRING "")
 include(cmake/ParseAndDetectPlatforms.cmake)
 include(cmake/LinkStacktrace.cmake)
 include(cmake/LinkAsanUbsan.cmake)
+include(cmake/SetupStaticRuntimeMSVC.cmake)
 
 if (EXISTS "${CMAKE_CURRENT_SOURCE_DIR}/third_party/graal-native-sdk-${DXFEED_GRAAL_NATIVE_SDK_VERSION}-${DXFCXX_GRAAL_TARGET_PLATFORM}/CMakeLists.txt")
     add_subdirectory(third_party/graal-native-sdk-${DXFEED_GRAAL_NATIVE_SDK_VERSION}-${DXFCXX_GRAAL_TARGET_PLATFORM})
@@ -146,17 +147,8 @@ else ()
     CPMAddPackage("gh:ttldtor/Process#v${PROCESS_VERSION}")
 endif ()
 
-if (DXFCXX_LINK_STATIC_RUNTIME)
-    set_target_properties(process PROPERTIES
-            MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>"
-    )
-
-    if (DXFCXX_NODEFAULTLIB_LIBCMT)
-        target_link_options(process PRIVATE
-                "/NODEFAULTLIB:LIBCMT"
-                "/NODEFAULTLIB:LIBCMTD"
-        )
-    endif ()
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC" OR (CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_CXX_SIMULATE_ID STREQUAL "MSVC"))
+    SetupStaticRuntimeMSVC(process ${DXFCXX_LINK_STATIC_RUNTIME} ${DXFCXX_NODEFAULTLIB})
 endif ()
 
 if (EXISTS "${CMAKE_CURRENT_SOURCE_DIR}/third_party/Console-${CONSOLE_VERSION}/CMakeLists.txt")
@@ -165,12 +157,20 @@ else ()
     CPMAddPackage("gh:ttldtor/Console#v${CONSOLE_VERSION}")
 endif ()
 
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC" OR (CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_CXX_SIMULATE_ID STREQUAL "MSVC"))
+    SetupStaticRuntimeMSVC(console ${DXFCXX_LINK_STATIC_RUNTIME} ${DXFCXX_NODEFAULTLIB})
+endif ()
+
 if (EXISTS "${CMAKE_CURRENT_SOURCE_DIR}/third_party/portals/CMakeLists.txt")
     add_subdirectory(third_party/portals)
 else ()
     CPMAddPackage("gh:ttldtor/portals#default")
 endif ()
 
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC" OR (CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_CXX_SIMULATE_ID STREQUAL "MSVC"))
+    SetupStaticRuntimeMSVC(portals ${DXFCXX_LINK_STATIC_RUNTIME} ${DXFCXX_NODEFAULTLIB})
+endif ()
+
 add_subdirectory(third_party/utfcpp-${UTFCPP_VERSION})
 
 set(FMT_INSTALL OFF)
@@ -189,6 +189,10 @@ else ()
     FetchContent_MakeAvailable(fmt)
 endif ()
 
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC" OR (CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_CXX_SIMULATE_ID STREQUAL "MSVC"))
+    SetupStaticRuntimeMSVC(fmt ${DXFCXX_LINK_STATIC_RUNTIME} ${DXFCXX_NODEFAULTLIB})
+endif ()
+
 #set(BUILD_TZ_LIB ON)
 #set(USE_SYSTEM_TZ_DB ON)
 add_subdirectory(third_party/date-${DATE_VERSION})
@@ -469,20 +473,9 @@ add_library(dxfcxx ALIAS ${PROJECT_NAME})
 add_library(dxfcxx::static ALIAS ${PROJECT_NAME}_static)
 add_library(dxfcxx::graal ALIAS DxFeedGraalNativeSdk)
 
-if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC")
-    set_target_properties(${PROJECT_NAME} PROPERTIES CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS ON)
-    if (DXFCXX_LINK_STATIC_RUNTIME)
-        set_target_properties(${PROJECT_NAME}_static PROPERTIES
-                MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>"
-        )
-
-        if (DXFCXX_NODEFAULTLIB_LIBCMT)
-            target_link_options(${PROJECT_NAME}_static PRIVATE
-                    "/NODEFAULTLIB:LIBCMT"
-                    "/NODEFAULTLIB:LIBCMTD"
-            )
-        endif ()
-    endif ()
+if (CMAKE_CXX_COMPILER_ID STREQUAL "MSVC" OR (CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_CXX_SIMULATE_ID STREQUAL "MSVC"))
+    # set_target_properties(${PROJECT_NAME} PROPERTIES WINDOWS_EXPORT_ALL_SYMBOLS ON)
+    SetupStaticRuntimeMSVC(${PROJECT_NAME}_static ${DXFCXX_LINK_STATIC_RUNTIME} ${DXFCXX_NODEFAULTLIB})
 endif ()
 
 target_include_directories(${PROJECT_NAME} PUBLIC include)

ReleaseNotes.md

@@ -1,3 +1,19 @@
+## v4.3.0
+
+* Renamed `DXFCXX_NODEFAULTLIB_LIBCMT` to `DXFCXX_NODEFAULTLIB` CMake project option for clearer purposes and added support for additional libraries in `/NODEFAULTLIB` configuration.
+* **\[MDAPI-254]\[C++]** Migrated to Graal SDK v2.5.0
+    * Added `AGGREGATE`, `COMPOSITE`, `REGIONAL` OrderSource. The new system property `dxscheme.unitaryOrderSource=true|false` has been added.
+      It controls whether a single or unitary source is used when subscribing to all sources. It is set to 'false' by default.
+      All separate sources, such as `COMPOSITE_ASK`, `COMPOSITE_BID`, `REGIONAL_ASK`, `REGIONAL_BID`, `AGGREGATE_ASK` and `AGGREGATE_BID` have been
+      declared deprecated.
+    * Added new Order source for BlueOcean ATS: ocea.
+    * Added new Order sources for IG CFDs Gate: IGC, igc.
+    * Added new Order sources for EDX Gate: EDX, edx.
+    * Added new Order sources for Nuam Exchange Gate: NUAM, nuam.
+* Added the ability to automatically generate the DXEndpoint name.
+  If the user does not explicitly specify the endpoint name, it will be generated using the template `qdcxx{Id}`,  
+  where `{Id}` will be an empty string for the first instance of the endpoint and "-2", "-3", etc. for subsequent instances.
+
 ## v4.2.0 
 
 * **\[MDAPI-249]\[C++]** Transitive dependencies are hidden.

cmake/LinkAsanUbsan.cmake

@@ -8,7 +8,7 @@ function(LinkAsan targetName)
             target_link_options(${targetName} PRIVATE "-fsanitize=address")
         else ()
             target_compile_options(${targetName} PRIVATE "/fsanitize=address")
-            target_link_options(${targetName} PRIVATE "/fsanitize=address")
+            # target_link_options(${targetName} PRIVATE "/fsanitize=address")
 
             target_compile_definitions(${targetName}
                     PUBLIC

cmake/SetupStaticRuntimeMSVC.cmake

@@ -0,0 +1,20 @@
+# Copyright (c) 2025 Devexperts LLC.
+# SPDX-License-Identifier: MPL-2.0
+
+function(SetupStaticRuntimeMSVC targetName linkStaticRuntime noDefaultLib)
+    if (${linkStaticRuntime})
+        set_target_properties(${targetName} PROPERTIES
+                MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>"
+        )
+
+        if (${noDefaultLib})
+            target_link_options(${targetName} PRIVATE
+                    /NODEFAULTLIB:libcmt
+                    /NODEFAULTLIB:libcmtd
+                    /NODEFAULTLIB:msvcrt
+                    /NODEFAULTLIB:msvcrtd
+                    /VERBOSE
+            )
+        endif ()
+    endif ()
+endfunction()

include/dxfeed_graal_cpp_api/event/market/OrderSource.hpp

@@ -42,8 +42,9 @@ class DXFCPP_EXPORT OrderSource final : public IndexedEventSource {
     static constexpr std::uint32_t PUB_OTC_MARKETS_ORDER = 0x0004;
     static constexpr std::uint32_t PUB_SPREAD_ORDER = 0x0008U;
     static constexpr std::uint32_t FULL_ORDER_BOOK = 0x0010U;
+    static constexpr std::uint32_t PUB_NUAM_ORDER  = 0x0020U;
 
-    static constexpr std::uint32_t FLAGS_SIZE = 5U;
+    static constexpr std::uint32_t FLAGS_SIZE = 6U;
 
     public:
     static const std::unordered_map<std::variant<std::int32_t, std::string>, std::reference_wrapper<const OrderSource>>
@@ -85,43 +86,87 @@ class DXFCPP_EXPORT OrderSource final : public IndexedEventSource {
     /**
      * Bid side of a composite Quote.
      * It is a <em>synthetic</em> source.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
      * The subscription on composite Quote event is observed when this source is subscribed to.
+     * @deprecated Use the OrderSource::COMPOSITE source.
      */
     static const OrderSource COMPOSITE_BID;
 
     /**
      * Ask side of a composite Quote.
-     * It is a <em>synthetic</em> source.
+     * It is a <em>synthetic</em> and <em>separate</em> source.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
      * The subscription on composite Quote event is observed when this source is subscribed to.
+     * @deprecated Use the OrderSource::COMPOSITE source.
      */
     static const OrderSource COMPOSITE_ASK;
 
     /**
      * Bid side of a regional Quote.
-     * It is a <em>synthetic</em> source.
+     * It is a <em>synthetic</em> and <em>separate</em> source.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
      * The subscription on regional Quote event is observed when this source is subscribed to.
+     * @deprecated Use the OrderSource::REGIONAL source.
      */
     static const OrderSource REGIONAL_BID;
 
     /**
      * Ask side of a regional Quote.
-     * It is a <em>synthetic</em> source.
+     * It is a <em>synthetic</em> and <em>separate</em> source.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
      * The subscription on regional Quote event is observed when this source is subscribed to.
+     * @deprecated Use the OrderSource::REGIONAL source.
      */
     static const OrderSource REGIONAL_ASK;
 
     /**
      * Bid side of an aggregate order book (futures depth and NASDAQ Level II).
+     * It is a <em>aggregate</em> and <em>separate</em> source.
      * This source cannot be directly published via dxFeed API, but otherwise it is fully operational.
+     * @deprecated Use the OrderSource::AGGREGATE source.
      */
     static const OrderSource AGGREGATE_BID;
 
     /**
      * Ask side of an aggregate order book (futures depth and NASDAQ Level II).
+     * It is a <em>aggregate</em> and <em>separate</em> source.
      * This source cannot be directly published via dxFeed API, but otherwise it is fully operational.
+     * @deprecated Use the OrderSource::AGGREGATE source.
      */
     static const OrderSource AGGREGATE_ASK;
 
+    /**
+     * Composite Quote.
+     * It is a <em>synthetic</em> and <em>unitary</em> source, that represents both bid and ask side.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
+     * The subscription on composite Quote event is observed when this source is subscribed to.
+     * To use this source when subscribing to all sources (e.g., when subscribing to an order without specifying a
+     * source), instead of OrderSource::COMPOSITE_ASK and OrderSource::COMPOSITE_BID, set the system property
+     * <b>`dxscheme.unitaryOrderSource`</b> to `true`.
+     */
+    static const OrderSource COMPOSITE;
+
+    /**
+     * Regional Quote.
+     * It is a <em>synthetic</em> and <em>unitary</em> source, that represents both bid and ask side.
+     * It cannot be used with DXFeed::getIndexedEventsPromise method and it cannot be published directly to.
+     * The subscription on regional Quote event is observed when this source is subscribed to.
+     * To use this source when subscribing to all sources (e.g., when subscribing to an order without specifying a
+     * source), instead of OrderSource::REGIONAL_ASK and OrderSource::REGIONAL_BID, set the system property
+     * <b>`dxscheme.unitaryOrderSource`</b> to `true`.
+     */
+    static const OrderSource REGIONAL;
+
+    /**
+     * Aggregate order book (futures depth and NASDAQ Level II).
+     * It is a <em>aggregate</em> and <em>unitary</em> source, that represents both bid and ask side.
+     * This source cannot be directly published via dxFeed API, but otherwise it is fully operational.
+     * To use this source when subscribing to all sources (e.g., when subscribing to an order without specifying a
+     * source), instead of OrderSource::AGGREGATE_ASK and OrderSource::AGGREGATE_BID, set the system property
+     * <b>`dxscheme.unitaryOrderSource`</b> to `true`.
+     */
+    static const OrderSource AGGREGATE;
+
     /**
      * Default source for publishing custom order books.
      * Order, AnalyticOrder, OtcMarketsOrder and SpreadOrder events are @ref ::isPublishable() "publishable"
@@ -402,6 +447,13 @@ class DXFCPP_EXPORT OrderSource final : public IndexedEventSource {
      */
     static const OrderSource OCEA;
 
+    /**
+     * Blue Ocean Technologies Alternative Trading System. Record for price level book.
+     * Order events are @ref ::isPublishable() "publishable" on this source and the corresponding subscription can be
+     * observed via DXPublisher.
+     */
+    static const OrderSource ocea;
+
     /**
      * Pink Sheets. Record for price level book.
      * Pink sheets are listings for stocks that trade over-the-counter (OTC).
@@ -443,6 +495,54 @@ class DXFCPP_EXPORT OrderSource final : public IndexedEventSource {
      */
     static const OrderSource cedx;
 
+    /**
+     * IG CFDs Gate.
+     *
+     * Order events are @ref ::isPublishable() "publishable" on this source and the corresponding subscription can be
+     * observed via DXPublisher.
+     */
+    static const OrderSource IGC;
+
+    /**
+     * IG CFDs Gate. Record for price level book.
+     *
+     * Order events are @ref ::isPublishable() "publishable" on this source and the corresponding subscription can be
+     * observed via DXPublisher.
+     */
+    static const OrderSource igc;
+
+    /**
+     * EDX Exchange.
+     *
+     * Order events are @ref ::isPublishable() "publishable" on this source and the corresponding subscription can be
+     * observed via DXPublisher.
+     */
+    static const OrderSource EDX;
+
+    /**
+     * EDX Exchange. Record for price level book.
+     *
+     * Order events are @ref ::isPublishable() "publishable" on this source and the corresponding subscription can be
+     * observed via DXPublisher.
+     */
+    static const OrderSource edx;
+
+    /**
+     * Nuam Exchange Gate.
+     *
+     * Order and NuamOrder events are @ref ::isPublishable() "publishable" on this source and the corresponding
+     * subscription can be observed via DXPublisher.
+     */
+    static const OrderSource NUAM;
+
+    /**
+     * Nuam Exchange Gate. Record for price level book.
+     *
+     * Order and NuamOrder events are @ref ::isPublishable() "publishable" on this source and the corresponding
+     * subscription can be observed via DXPublisher.
+     */
+    static const OrderSource nuam;
+
     /**
      * Determines whether specified source identifier refers to special order source.
      * Special order sources are used for wrapping non-order events into order events.

src/api/DXEndpoint.cpp

@@ -125,16 +125,9 @@ std::shared_ptr<DXEndpoint> DXEndpoint::create(void *endpointHandle, DXEndpoint:
                         ", role = " + roleToString(role) + ", properties[" + std::to_string(properties.size()) + "])");
     }
 
-    auto name = properties.contains(NAME_PROPERTY) ? properties.at(NAME_PROPERTY) : std::string{};
-
-    if (name.empty()) {
-        std::size_t id = ApiContext::getInstance()->getManager<EntityManager<DXEndpoint>>()->getLastId();
-
-        name = fmt::format("qdcxx{}", (id <= 1) ? "" : fmt::format("-{}", id));
-    }
-
-    auto endpoint = DXEndpoint::createShared(JavaObjectHandle<DXEndpoint>(endpointHandle), role, name);
-    auto id = ApiContext::getInstance()->getManager<EntityManager<DXEndpoint>>()->registerEntity(endpoint);
+    auto endpoint =
+        DXEndpoint::createShared(JavaObjectHandle<DXEndpoint>(endpointHandle), role, properties.at(NAME_PROPERTY));
+    const auto id = ApiContext::getInstance()->getManager<EntityManager<DXEndpoint>>()->registerEntity(endpoint);
 
     endpoint->stateChangeListenerHandle_ = isolated::api::IsolatedDXEndpoint::StateChangeListener::create(
         dxfcpp::bit_cast<void *>(&Impl::onPropertyChange), dxfcpp::bit_cast<void *>(id.getValue()));
@@ -336,6 +329,16 @@ std::shared_ptr<DXEndpoint> DXEndpoint::Builder::build() {
 
     loadDefaultPropertiesImpl();
 
+    if (auto name = properties_.contains(NAME_PROPERTY) ? properties_.at(NAME_PROPERTY) : std::string{}; name.empty()) {
+        std::size_t id = ApiContext::getInstance()->getManager<EntityManager<DXEndpoint>>()->getLastId();
+
+        name = fmt::format("qdcxx{}", (id <= 1) ? "" : fmt::format("-{}", id));
+
+        const auto newBuilder = withProperty(NAME_PROPERTY, name);
+
+        return newBuilder->build();
+    }
+
     return DXEndpoint::create(isolated::api::IsolatedDXEndpoint::Builder::build(handle_), role_, properties_);
 }