Abstract base class for supplying candlestick data and symbol metadata to the VM. More...

#include <instance.hpp>

Public Member Functions
virtual	~DataProvider ()=default
virtual PartialSymbolInfo	symbolInfo (std::string_view symbol)=0
	Returns symbol metadata. Throw on failure.
virtual ffi::CandlestickStream *	candlesticksOpen (std::string_view symbol, std::string_view timeframe, int64_t from_time)=0
	Opens a candlestick stream.

Detailed Description

Abstract base class for supplying candlestick data and symbol metadata to the VM.

Implement this class and pass a pointer to CreateInstanceOptions::setDataProvider(). The C++ wrapper bridges to ffi::DataProvider internally.

Both symbolInfo and candlesticksOpen are called from the VM's execution thread. candlesticksOpen must return a ffi::CandlestickStream* created via CandlestickStream::release(). Bars may be pushed from any thread.

class MyProvider : public openpine::DataProvider {
 public:
  PartialSymbolInfo symbolInfo(std::string_view) override {
    return {};  // defaults
  }
 
  ffi::CandlestickStream* candlesticksOpen(
      std::string_view symbol, std::string_view timeframe,
      int64_t from_time) override {
    auto stream = std::make_unique<CandlestickStream>(symbol, timeframe,
                                                       from_time);
    for (auto& b : get_bars(symbol, timeframe))
      stream->push(b);
    stream->finish();
    return stream->release();
  }
};

Definition at line 154 of file instance.hpp.

Constructor & Destructor Documentation

◆ ~DataProvider()

virtual openpine::DataProvider::~DataProvider ( )

virtualdefault

Member Function Documentation

◆ candlesticksOpen()

virtual ffi::CandlestickStream * openpine::DataProvider::candlesticksOpen	(	std::string_view	symbol,
		std::string_view	timeframe,
		int64_t	from_time )

pure virtual

Opens a candlestick stream.

Create a CandlestickStream, push data (synchronously or from another thread), call finish(), and return the raw handle via release().

The VM takes ownership of the returned pointer.

◆ symbolInfo()

virtual PartialSymbolInfo openpine::DataProvider::symbolInfo ( std::string_view symbol )

pure virtual

Returns symbol metadata. Throw on failure.

Parameters

symbol Symbol string (e.g. "NASDAQ:AAPL").

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

cpp/include/instance.hpp