DLL sample

README.md

@@ -6,6 +6,8 @@
   add [dxfeed-graal-cxx-api](https://github.com/dxFeed/dxfeed-graal-cxx-api) as a **CMake** subproject.
 * [vs-project-sample](vs-project-sample/README.md) - demonstrates how to
   add [dxfeed-graal-cxx-api](https://github.com/dxFeed/dxfeed-graal-cxx-api) to **Visual Studio** solution.
+* [dll-sample](dll-sample/README.md) - demonstrates how to add [dxfeed-graal-cxx-api](https://github.com/dxFeed/dxfeed-graal-cxx-api) to DLL plugin.
+
 
 ## Usage
 

dll-sample/.gitignore

@@ -0,0 +1,49 @@
+# Copyright (c) 2023 Devexperts LLC.
+# SPDX-License-Identifier: MPL-2.0
+
+# Prerequisites
+*.d
+
+# Compiled Object files
+*.slo
+*.lo
+*.o
+*.obj
+
+# Precompiled Headers
+*.gch
+*.pch
+
+# Compiled Dynamic libraries
+*.so
+*.dylib
+*.dll
+
+# Fortran module files
+*.mod
+*.smod
+
+# Compiled Static libraries
+*.lai
+*.la
+*.a
+*.lib
+
+# Executables
+*.exe
+*.out
+*.app
+
+build/
+cmake-build-*/
+.idea/
+/doc/html/
+/doc/latex/
+
+.PVS-Studio/
+*.PVS-Studio.*
+
+x64/
+.vs/
+third_party/dxfeed-graal-cxx-api/**
+out/

dll-sample/CMakeLists.txt

@@ -0,0 +1,15 @@
+cmake_minimum_required(VERSION 3.25)
+project(dllsample)
+
+set(CMAKE_CXX_STANDARD 20)
+
+add_subdirectory(plugin-api)
+add_subdirectory(dxfeed-plugin)
+add_subdirectory(sample)
+
+add_dependencies(dllsample-dxfeed-plugin dllsample-plugin-api)
+add_dependencies(dllsample-sample dllsample-plugin-api dllsample-dxfeed-plugin)
+
+
+
+

dll-sample/README.md

@@ -0,0 +1,20 @@
+# dxFeed Graal CXX API DLL Sample
+
+## Prerequisites
+
+- Visual Studio 2019 and higher
+- CMake
+
+## Installation
+
+- Open Visual Studio
+- File -> Open -> CMake
+- dll-sample/CMakeLists.txt
+
+
+## Build
+
+- Select Startup Project `dllsample-sample.exe`
+- Build
+
+

dll-sample/dxfeed-plugin/CMakeLists.txt

@@ -0,0 +1,18 @@
+cmake_minimum_required(VERSION 3.25)
+
+add_library(dllsample-dxfeed-plugin SHARED plugin.cpp)
+
+target_link_libraries(dllsample-dxfeed-plugin dllsample-plugin-api)
+
+include(FetchContent)
+
+FetchContent_Declare(dxFeedGraalCxxApi GIT_REPOSITORY "https://github.com/dxFeed/dxfeed-graal-cxx-api.git" GIT_TAG v0.0.1-alpha)
+FetchContent_MakeAvailable(dxFeedGraalCxxApi)
+
+target_link_libraries(dllsample-dxfeed-plugin dxfcxx)
+target_compile_definitions(dllsample-dxfeed-plugin PRIVATE DXFCPP_USE_DLLS DLLSAMPLE_EXPORTS)
+
+add_custom_command(TARGET dllsample-dxfeed-plugin POST_BUILD COMMAND ${CMAKE_COMMAND} -E copy_if_different
+        $<TARGET_FILE:dxfcxx::graal>
+        $<TARGET_FILE:dxfcxx>
+        $<TARGET_FILE_DIR:dllsample-dxfeed-plugin>)

dll-sample/dxfeed-plugin/plugin.cpp

@@ -0,0 +1,70 @@
+#include <plugin-api.h>
+
+#include <dxfeed_graal_cpp_api/api.hpp>
+
+#include <memory>
+
+using namespace dxfcpp;
+
+struct Plugin {
+    std::shared_ptr<DXEndpoint> endpoint = DXEndpoint::create();
+    std::shared_ptr<DXFeedSubscription> subscription = endpoint->getFeed()->createSubscription(
+            {Quote::TYPE, Trade::TYPE});
+};
+
+Plugin plugin{};
+
+extern "C" {
+
+DLLSAMPLE_API void dsp_init() {
+
+}
+
+DLLSAMPLE_API void dsp_connect(const char *address) {
+    plugin.endpoint->connect(address);
+}
+
+DLLSAMPLE_API void dsp_subscribe(const char *symbol, dsp_events_listener events_listener, void *user_data) {
+    plugin.subscription->addEventListener([user_data, events_listener](const auto &events) {
+        auto size = events.size();
+
+        if (size == 0) {
+            return;
+        }
+
+        auto *eventsToListener = new dsp_event_t *[size];
+
+        std::size_t index = 0;
+
+        for (const auto &e: events) {
+            if (const auto &q = e->template sharedAs<Quote>(); q) {
+                eventsToListener[index++] = dxfcpp::bit_cast<dsp_event_t *>(
+                        new dsp_quote_t{{DSP_ET_QUOTE}, q->getBidPrice(), q->getBidSize(), q->getAskPrice(),
+                                        q->getAskSize()});
+            } else if (const auto &tr = e->template sharedAs<Trade>(); tr) {
+                eventsToListener[index++] = dxfcpp::bit_cast<dsp_event_t *>(
+                        new dsp_trade_t{{DSP_ET_TRADE}, tr->getPrice(), tr->getSize()});
+            }
+        };
+
+        events_listener(eventsToListener, index, user_data);
+
+        for (std::size_t i = 0; i < index; i++) {
+            if (eventsToListener[i]->type == DSP_ET_QUOTE) {
+                delete dxfcpp::bit_cast<dsp_quote_t *>(eventsToListener[i]);
+            } else if (eventsToListener[i]->type == DSP_ET_TRADE) {
+                delete dxfcpp::bit_cast<dsp_trade_t *>(eventsToListener[i]);
+            }
+        }
+
+        delete[] eventsToListener;
+    });
+
+    plugin.subscription->addSymbols(symbol);
+}
+
+DLLSAMPLE_API void dsp_deinit() {
+
+}
+
+}

dll-sample/plugin-api/CMakeLists.txt

@@ -0,0 +1,5 @@
+cmake_minimum_required(VERSION 3.25)
+
+add_library(dllsample-plugin-api INTERFACE)
+
+target_sources(dllsample-plugin-api PUBLIC FILE_SET HEADERS BASE_DIRS . FILES plugin-api.h)

dll-sample/plugin-api/plugin-api.h

@@ -0,0 +1,74 @@
+#pragma once
+
+#	ifdef DLLSAMPLE_EXPORTS
+#		define DLLSAMPLE_API __declspec(dllexport)
+#	elif DLLSAMPLE_IMPORTS
+#		define DLLSAMPLE_API __declspec(dllimport)
+#	elif __cplusplus
+#		define DLLSAMPLE_API extern "C"
+#	else
+#		define DLLSAMPLE_API
+#	endif
+
+#ifdef __cplusplus
+#    include <cstddef>
+#    include <cstdint>
+
+extern "C" {
+#else
+
+#    include <stddef.h>
+#    include <stdint.h>
+
+#endif
+
+typedef enum dsp_event_type_t {
+    DSP_ET_QUOTE,
+    DSP_ET_TRADE,
+} dsp_event_type_t;
+
+#pragma pack(push, 1)
+
+typedef struct dsp_event_t {
+    dsp_event_type_t type;
+} dsp_event_t;
+
+typedef struct dsp_quote_t {
+    dsp_event_t event;
+
+    double bid_price;
+    double bid_size;
+    double ask_price;
+    double ask_size;
+} dsp_quote_t;
+
+typedef struct dsp_trade_t {
+    dsp_event_t event;
+
+    double price;
+    double size;
+} dsp_trade_t;
+
+#pragma pack(pop)
+
+typedef void (*dsp_events_listener)(dsp_event_t **events, size_t size, void *user_data);
+
+typedef void (*dsp_init_t)();
+
+DLLSAMPLE_API void dsp_init();
+
+typedef void (*dsp_connect_t)(const char *);
+
+DLLSAMPLE_API void dsp_connect(const char *address);
+
+typedef void (*dsp_subscribe_t)(const char *, dsp_events_listener, void *);
+
+DLLSAMPLE_API void dsp_subscribe(const char *symbol, dsp_events_listener events_listener, void *user_data);
+
+typedef void (*dsp_deinit_t)();
+
+DLLSAMPLE_API void dsp_deinit();
+
+#ifdef __cplusplus
+}
+#endif

dll-sample/sample/CMakeLists.txt

@@ -0,0 +1,15 @@
+cmake_minimum_required(VERSION 3.25)
+
+project(dllsample-sample)
+
+set(CMAKE_C_STANDARD 11)
+
+add_executable(dllsample-sample main.c)
+
+target_link_libraries(dllsample-sample dllsample-plugin-api)
+
+add_custom_command(TARGET dllsample-sample POST_BUILD COMMAND ${CMAKE_COMMAND} -E copy_if_different
+        $<TARGET_FILE:dllsample-dxfeed-plugin>
+        $<TARGET_FILE:dxfcxx::graal>
+        $<TARGET_FILE:dxfcxx>
+        $<TARGET_FILE_DIR:dllsample-sample>)

dll-sample/sample/main.c

@@ -0,0 +1,53 @@
+#include <plugin-api.h>
+
+#define UNICODE
+#define WIN32_LEAN_AND_MEAN
+
+#include "Windows.h"
+#include <stdio.h>
+
+void listener(dsp_event_t **events, size_t size, void *user_data) {
+    if (size == 0 || events == NULL) {
+        return;
+    }
+
+    for (size_t i = 0; i < size; i++) {
+        if (events[i]->type == DSP_ET_QUOTE) {
+            dsp_quote_t *q = (dsp_quote_t *) (events[i]);
+
+            printf("Quote{bid_price = %.15g, bid_size = %.15g, ask_price = %.15g, ask_size = %.15g}\n", q->bid_price,
+                   q->bid_size, q->ask_price, q->ask_size);
+        } else if (events[i]->type == DSP_ET_TRADE) {
+            dsp_trade_t *tr = (dsp_trade_t *) (events[i]);
+
+            printf("Trade{price = %.15g, size = %.15g}\n", tr->price, tr->size);
+        }
+    }
+}
+
+int main() {
+    HMODULE handle = LoadLibrary(L"dllsample-dxfeed-plugin.dll");
+
+    if (handle == NULL) {
+        return 1;
+    }
+
+    dsp_init_t dsp_init = (dsp_init_t) (GetProcAddress(handle, "dsp_init"));
+    dsp_connect_t dsp_connect = (dsp_connect_t) (GetProcAddress(handle, "dsp_connect"));
+    dsp_subscribe_t dsp_subscribe = (dsp_subscribe_t) (GetProcAddress(handle, "dsp_subscribe"));
+    dsp_deinit_t dsp_deinit = (dsp_deinit_t) (GetProcAddress(handle, "dsp_deinit"));
+
+    if (dsp_init == NULL || dsp_connect == NULL || dsp_subscribe == NULL || dsp_deinit == NULL) {
+        return 2;
+    }
+
+    dsp_connect("demo.dxfeed.com:7300");
+    dsp_subscribe("AAPL", listener, NULL);
+
+    Sleep(10000);
+
+    FreeLibrary(handle);
+
+    return 0;
+
+}