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connection.md

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Connection class

Creating Connection

To create connection you need first initialize a communicator and get an authentication token

The simply create a connection.

If communicator is connect, the connection will try to connect immediately. Otherwise, it will wait until communicator is started.

The communicator connector will keep connection on using heartbeat message and will try to reconnect if the server responds that connection is expired.

However the current implementation will not try to reconnect the communicator. If a websocket connection is closed, the connection will remain disconnected.

Connection and Listeners

The connection notifies about errors, state changes, and data received using listeners. Multiple listeners can be attached to one connection.

Note: The listeners are executed in a separate task, so they won't affect the connection state machine or processing, but if one action executes for a long time, it will affect other actions.

Note: It is safe to subscribe or unsubscribe from inside of the listener.

classDiagram

class DXFeedConnection {
    + SubscribeListener()
    + UnsubscribeListener()
}

class IDXFeedConnectionListener
<<interface>>IDXFeedConnectionListener

DXFeedConnection *--> "*" IDXFeedConnectionListener : "invokes"
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Establishing Connection

The connection is established after the following exchange:

sequenceDiagram
    Client ->> Application : state: connecting
    Client -) Server : handshake(token)
    Server --) Client : handshake response (clientid)
    Client -) Server : heartbit (clientid)
    Server --) Client : response (success)
    Client ->> Application : state: ready to subscribe
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The connection state machine is

stateDiagram-v2
  [*] --> readyToConnect 
  readyToConnect --> connecting : automatically
  connecting --> connecting : authorization response
  connecting --> readyToConnect : first heartbeat
  connecting --> disconnected : close socket
  connecting --> readyToSubscribe : first heartbeat response
  readyToSubscribe --> readyToSubscribe : heartbeat
  readyToSubscribe --> readyToConnect : failed heartbeat
  disconnected --> readyToConnect : restart communicator
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Subscription

Classes

See also dxFeed Symbol Guide

The candle symbol format is symbol{=aggregationPeriod} Examples of aggregation period are d, 4h, 1h, 15m, 1m.

The candle history is always received from the date requested up to now.

classDiagram

class IDXFeedConnectionListener {
  <<interface>>
  +OnQuoteReceived(connection, quote : DXFeedResponseQuote)
  +OnCandleReceived(connection, quote : DXFeedResponseCandle)
}

class IDXFeedConnection {
  <<interface>>
  + SubscribeForQuotes(symbols : string[])
  + UnsubscribeFromQuotes(symbols : string[])
  + SubscribeForCandles(requests : DXFeedCandleRequest[])
  + UnsubscribeFromCandles(requests : DXFeedCandleRequest[])
}

 IDXFeedConnection ..> IDXFeedConnectionListener : notifies
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Interaction on quotes

sequenceDiagram
  Connection -) Application : status(readyToSubscribe)
  Application -) Connection : subscribe(symbol)
  Connection -) Application : *quoteReceived(quote)
  Application -) Connection : unsubscribe(symbol)
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Interaction on candles

sequenceDiagram
  Connection -) Application : status(readyToSubscribe)
  Application -) Connection : subscribe(candleRequest)
  Connection -) Application : candleReceived(currentCandle)
  Connection -) Application : candleReceived(candle)
  Connection -) Application : candleReceived(firstCandle)
  Connection -) Application : candleReceived(candle w NaN values)
  Connection -) Application : *candleReceived(currentCandle)
  Application -) Connection : unsubscribe(symbol)
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