dxFeed .Net API 7.5.0

• [DXFC-223] The new price level order source was added: iex.

dxFeed .Net API 7.4.0

• [DXFC-221] Added the ability to receive incremental snapshot changes
  • Added IDxIncOrderSnapshotListener interface for subscribing to incremental snapshot changes
  • Added the additional NativeSnapshotSubscription constructor and the NativeConnection.CrateIncOrderSnapshotSubscription method for creating of subscriptions with incremental snapshot changes
  • Added the dxf_inc_order_snapshot_sample to demostrate how to use this feature

dxFeed .Net API 7.3.0

• [DXFC-219] Fixed a bug with broken parsing of negative values
• [DXFC-202] Added the ability to filter log messages by level
  The logger.level config property was added. This property describes a minimum logging level.
  Possible values: "error", "warn", "info", "debug", "trace". Default value = "info"
  An example of limiting the output of logs:

  NativeTools.LoadConfigFromString("logger.level = \"error\"\n");

  See the config file sample: Sample

dxFeed .Net API 7.2.0

• [DXFC-212] Extended the Order event for Full Order Book
  • the Action, ActionTime, OrderId, AuxOrderId, TradeId, TradePrice, TradeSize fields were added to the Order event See the OrderAction enum description (documentation) where it is indicated in which cases which fields will be filled.
• [DXFC-211] Fixed a bug with broken construction of order snapshots (books), based on Quote (order scope = Composite|Regional) & MarketMaker (order scope = Aggregate) events

dxFeed .Net API 7.1.0

Version 7.1.0

• [DXFC-209] Implemented the heartbeat semantics with payload

  • Added the new method NativeConnection.SetOnServerHeartbeatHandler(OnServerHeartbeatHandler handler)
    that sets a handler that will be called when a server heartbeat arrives and contains non empty payload

  • Added the new delegate type delegate void OnServerHeartbeatHandler(IDxConnection connection, DateTime serverDateTime, int serverLagMark, int connectionRtt)
    which is describes the handler type of a connection's incoming heartbeat notification
    Passed parameters:

    • connection - The current connection object
    • serverDateTime - The server UTC time (from the incoming heartbeat payload)
    • serverLagMark - The server's messages composing lag time in microseconds (from the incoming heartbeat payload)
    • connectionRtt - The calculated connection RTT in microseconds

    An example of usage:

    connection.SetOnServerHeartbeatHandler((connection, time, lagMark, rtt) => {
        Console.Error.WriteLine($"##### Server time (UTC) = {time}, Server lag = {lagMark} us, RTT = {rtt} us #####");
    });

dxFeed .Net API 7.0.0

• [DXFC-175] [Breaking changes] Extended Trade and Profile events to support additional fields from QD records
  • the _52HighPrice & _52LowPrice IDxProfile (and NativeProfile) properties were renamed to High52WeekPrice & Low52WeekPrice respectively
  • the Change property was added to the IDxTradeETH and NativeTradeETH classes
• [DXFC-207] Extended the Trade and TradeETH events with new field dayId
  • the DayId property was added to the IDxTrade, IDxTradeETH interfaces and NativeTrade, NativeTradeETH classes. DayId - identifier of the day that Trade or TradeETH represents. Identifier of the day is the number of days passed since January 1, 1970.
• [DXFC-181] Extended the Underlying and Series events with putVolume and callVolume fields
  • the CallVolume, PutVolume and OptionVolume properties were added to the IDxUnderlying, IDxSeries interfaces and NativeUnderlying, NativeSeries classes.
    • CallVolume - call options traded volume for a day.
    • PutVolume - put options traded volume for a day
    • OptionVolume - options traded volume for a day.
• [DXFC-208] Added the ability to configure clientserver heartbeat parameters
  • The default heartbeat period is set to 10 seconds. Which corresponds to the defaults of Java API. The default heartbeat timeout remains the same (120 seconds).
  • Added the ability to load a configuration from a file or a string:
    The config file sample: Sample
    The config file properties:
    • network.heartbeatPeriod -- The period between sending heartbeat messages (default value = 10 seconds)
    • network.heartbeatTimeout -- Timeout for receiving messages from the server, after which the api tries to change the server and/or reconnect (default value = 120 seconds)
  • Added the new function NativeTools.LoadConfigFromFile(string fileName) that initializes the C\C#-API configuration and loads a config (in TOML format) from a file.
    • fileName -- The config (in TOML format) file name
  • Added the new function NativeTools.LoadConfigFromString(string config) that initializes the C\C#-API configuration and loads a config (in TOML format) from a string.
    • config -- The config (in TOML format) string

For the successful application of the configuration, these functions must be called before creating any connection.
Examples of using functions can be found in their descriptions and in the generated documentation.

dxFeed .Net API 6.2.0

• [DXFC-205] Fixed a bug with disconnecting (by server side) when removing symbols if no symbols have been added
• [DXFC-203] Fixed segfaults and debug assertion failings when clearing symbols in a subscription's event listener
• [DXFC-201] Added the ability to call logging initialization again without any effect
• [DXFC-204] Added the support for token-based authentication to InstrumentProfileReader & InstrumentProfileConnection
  • Added functions:
    InstrumentProfileReader.ReadFromFile(string address, string token),
    URLInputStream.OpenConnection(string url, string token),
    URLInputStream.OpenConnection(Uri url, string token)
  • Added constructors:
    InstrumentProfileConnection(string address, string token)
  • Added the support for basic authentication to InstrumentProfileConnection:
    • Added functions:
      URLInputStream.OpenConnection(string url, string login, string password),
      URLInputStream.OpenConnection(Uri url, string login, string password)
    • Added constructors:
      InstrumentProfileConnection(string address, string login, string password)
  • [Samples] Added an additional command line parameter to pass a bearer token. Samples that were affected: dxf_instrument_profile_sample, dxf_instrument_profile_live_sample
• [DXFC-206] Fixed a minor memory leak related to incomplete deinitialization of the server message processor context.

dxFeed .Net API 6.1.0

• Migrated to C-API 6.1.0

dxFeed .Net API 6.0.1

• [DXFC-194] Fixed bug with System.AccessViolationException while closing connection

dxFeed .Net API 6.0.0

• [DXFC-191] Fixed bug where crashes and memory corruption occurred when adding and removing symbols
• [DXFC-190] Fixed bug with memory corruption during connection restoration and changing the list of subscription symbols
• [DXFC-184] [Breaking changes] The order source for subscribing to aggregated data (MarketMaker) was changed from COMPOSITE_ASK|BID to AGGREGATE_ASK|BID. This is now compliant with Java API
• [DXFC-192] Fixed a bug with C-API SEGFAULT in TLS mode when sending data on reconnection
• [DXFC-193] Fixed a bug with excess memory consumption when retrieving Option symbols
• [DXFC-171] Added descriptions to all C-API error codes
• [DXFC-187] Fixed a bug with a second addition o the same symbols