srfm::stream::TickSource Class Reference

Abstract source of raw OHLCVTick values. More...

#include <tick_source.hpp>

Inheritance diagram for srfm::stream::TickSource:

Public Member Functions
virtual	~TickSource () noexcept=default
virtual std::optional< OHLCVTick >	read () noexcept=0
	Read the next OHLCVTick from the source.
virtual bool	is_open () const noexcept=0
	Whether the source is still usable.
virtual void	close () noexcept=0
	Close the source and release any OS resources.

Detailed Description

Abstract source of raw OHLCVTick values.

TickIngester calls read() in its hot loop. Implementors must be thread-safe if called from the ingestion thread while other threads interact with the underlying resource (this is not required by the default implementations).

Definition at line 58 of file tick_source.hpp.

Constructor & Destructor Documentation

~TickSource()

virtual srfm::stream::TickSource::~TickSource ( )

virtualdefaultnoexcept

Member Function Documentation

close()

virtual void srfm::stream::TickSource::close ( )

pure virtualnoexcept

Close the source and release any OS resources.

Safe to call multiple times.

Implemented in srfm::stream::PipeTickSource.

is_open()

virtual bool srfm::stream::TickSource::is_open ( ) const

pure virtualnoexcept

Whether the source is still usable.

Returns false after a permanent error or after close() is called.

Implemented in srfm::stream::PipeTickSource.

read()

virtual std::optional< OHLCVTick > srfm::stream::TickSource::read ( )

pure virtualnoexcept

Read the next OHLCVTick from the source.

Returns

std::optional<OHLCVTick>:

• has_value() → a tick was read; it may or may not pass validation.
• nullopt → no data available right now (transient) or source closed (permanent — caller checks is_open()).

Note

Implementations must not throw.

Implemented in srfm::stream::PipeTickSource.

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The documentation for this class was generated from the following file:

• include/srfm/stream/tick_source.hpp