Release 6

build.gradle

@@ -70,14 +70,16 @@ configure(leafProjects) {
             dependency group: 'com.epam.deltix', name: 'dfp', version: dfpVersion
             dependency group: 'com.epam.deltix', name: 'hd-date-time', version: hdTimeVersion
 
-            dependency 'org.apache.commons:commons-lang3:3.4'
+            dependency 'org.apache.commons:commons-lang3:3.7'
             dependency 'javax.mail:mail:1.4.7'
             dependency 'com.google.code.findbugs:jsr305:3.0.2'
             dependency 'com.google.code.findbugs:annotations:3.0.1'
 
+            dependency 'com.epam.deltix:containers:3.1.2'
+
             // dependency 'org.mockito:mockito-core:1.10.19'
 
-            dependencySet (group: 'com.epam.deltix', version: '3.0.0') {
+            dependencySet (group: 'com.epam.deltix', version: gflogVersion) {
                 entry 'gflog-api'
                 entry 'gflog-core'
                 entry 'gflog-jul'
@@ -98,6 +100,11 @@ configure(leafProjects) {
         isReleaseVersion = !version.endsWith("SNAPSHOT")
     }
 
+    java {
+        withJavadocJar()
+        withSourcesJar()
+    }
+
 //    archivesBaseName = 'timebase-commons' + project.path.replaceAll(':', '-')
 
     repositories {

collections/build.gradle

@@ -11,11 +11,11 @@ buildscript {
 apply plugin: 'velocity'
 
 dependencies {
-    implementation 'com.epam.deltix:dfp'
-    implementation 'com.epam.deltix:hd-date-time'
-    implementation 'com.epam.deltix:gflog-api'
+    api project(':timebase-lang')
 
-    implementation project(':timebase-lang')
+    implementation group: 'com.epam.deltix', name: 'hd-date-time', version: hdTimeVersion
+    implementation group: 'com.epam.deltix', name: 'dfp', version: dfpVersion
+    implementation group: 'com.epam.deltix', name: 'gflog-api', version: gflogVersion
 
     testImplementation 'commons-collections:commons-collections:3.2.1'
 }

gradle.properties

@@ -1,6 +1,7 @@
 #Thu Feb 11 09:31:42 UTC 2021
-version=6.0.58-SNAPSHOT
-dfpVersion=0.11.01
-hdTimeVersion=0.2.4
+version=6.0.63-SNAPSHOT
+dfpVersion=0.11.25
+hdTimeVersion=0.2.11
+gflogVersion=3.0.1
 group=com.epam.deltix
-vendor=EPAM
+vendor=EPAM

lang/build.gradle

@@ -5,13 +5,11 @@ plugins {
 description = 'Timebase commons-lang set of utilities'
 
 dependencies {
-    //implementation 'com.epam.deltix:dfp'
-    //implementation 'com.epam.deltix:hd-date-time'
-
+
     implementation group: 'com.epam.deltix', name: 'dfp', version: dfpVersion
     implementation group: 'com.epam.deltix', name: 'hd-date-time', version: hdTimeVersion
-    implementation 'com.epam.deltix:gflog-api'
-    implementation 'com.epam.deltix:gflog-core'
+    implementation group: 'com.epam.deltix', name: 'gflog-api', version: gflogVersion
+    implementation group: 'com.epam.deltix', name: 'gflog-core', version: gflogVersion
 
     // For JMH-based tests
     testImplementation 'org.openjdk.jmh:jmh-core'

lang/src/main/java/com/epam/deltix/util/annotations/Alphanumeric.java

@@ -0,0 +1,31 @@
+/*
+ * Copyright 2021 EPAM Systems, Inc
+ *
+ * See the NOTICE file distributed with this work for additional information
+ * regarding copyright ownership. Licensed under the Apache License,
+ * Version 2.0 (the "License"); you may not use this file except in compliance
+ * with the License.  You may obtain a copy of the License at
+ *
+ *   http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+ * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+ * License for the specific language governing permissions and limitations under
+ * the License.
+ */
+package com.epam.deltix.util.annotations;
+
+import java.lang.annotation.*;
+
+/**
+ * Marks field/parameter/local-variable/method-return-type of long type which should be considered as Alphanumeric type.
+ */
+@Documented
+@Retention(RetentionPolicy.RUNTIME)
+@Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
+public @interface Alphanumeric {
+
+    int value() default 10;
+
+}

messages/src/main/java/com/epam/deltix/timebase/messages/schema/IntegerDataTypeInfo.java → lang/src/main/java/com/epam/deltix/util/annotations/Bool.java

@@ -14,17 +14,15 @@
  * License for the specific language governing permissions and limitations under
  * the License.
  */
-package com.epam.deltix.timebase.messages.schema;
+package com.epam.deltix.util.annotations;
 
-import java.lang.Override;
+import java.lang.annotation.*;
 
 /**
- * Schema definition of integer data type.
+ * Marks field/parameter/local-variable/method-return-type of byte type which should be considered as boolean type.
  */
-public interface IntegerDataTypeInfo extends IntegralDataTypeInfo {
-  /**
-   * Method copies state to a given instance
-   */
-  @Override
-  IntegerDataTypeInfo clone();
-}
+@Documented
+@Retention(RetentionPolicy.RUNTIME)
+@Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
+public @interface Bool {
+}

messages/src/main/java/com/epam/deltix/timebase/messages/schema/BooleanDataTypeInfo.java → lang/src/main/java/com/epam/deltix/util/annotations/TimeOfDay.java

@@ -14,17 +14,15 @@
  * License for the specific language governing permissions and limitations under
  * the License.
  */
-package com.epam.deltix.timebase.messages.schema;
+package com.epam.deltix.util.annotations;
 
-import java.lang.Override;
+import java.lang.annotation.*;
 
 /**
- * Schema definition of boolean data type.
+ * Marks field/parameter/local-variable/method-return-type of int type which should be considered as time-of-day type.
  */
-public interface BooleanDataTypeInfo extends DataTypeInfo {
-  /**
-   * Method copies state to a given instance
-   */
-  @Override
-  BooleanDataTypeInfo clone();
-}
+@Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
+@Retention(RetentionPolicy.RUNTIME)
+@Inherited
+public @interface TimeOfDay {
+}

messages/src/main/java/com/epam/deltix/timebase/messages/schema/CharDataTypeInfo.java → lang/src/main/java/com/epam/deltix/util/annotations/TimestampMs.java

@@ -14,17 +14,15 @@
  * License for the specific language governing permissions and limitations under
  * the License.
  */
-package com.epam.deltix.timebase.messages.schema;
+package com.epam.deltix.util.annotations;
 
-import java.lang.Override;
+import java.lang.annotation.*;
 
 /**
- * Schema definition of char data type.
+ * Marks field/parameter/local-variable/method-return-type of long type which should be considered as timestamp milliseconds type.
  */
-public interface CharDataTypeInfo extends DataTypeInfo {
-  /**
-   * Method copies state to a given instance
-   */
-  @Override
-  CharDataTypeInfo clone();
-}
+@Documented
+@Retention(RetentionPolicy.RUNTIME)
+@Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
+public @interface TimestampMs {
+}

messages/src/main/java/com/epam/deltix/timebase/messages/schema/DateTimeDataTypeInfo.java → lang/src/main/java/com/epam/deltix/util/annotations/TimestampNs.java

@@ -14,17 +14,15 @@
  * License for the specific language governing permissions and limitations under
  * the License.
  */
-package com.epam.deltix.timebase.messages.schema;
+package com.epam.deltix.util.annotations;
 
-import java.lang.Override;
+import java.lang.annotation.*;
 
 /**
- * Schema definition of date-time data type.
+ * Marks field/parameter/local-variable/method-return-type of long type which should be considered as timestamp nanoseconds type.
  */
-public interface DateTimeDataTypeInfo extends DataTypeInfo {
-  /**
-   * Method copies state to a given instance
-   */
-  @Override
-  DateTimeDataTypeInfo clone();
-}
+@Documented
+@Retention(RetentionPolicy.RUNTIME)
+@Target({ElementType.FIELD, ElementType.PARAMETER, ElementType.LOCAL_VARIABLE, ElementType.METHOD})
+public @interface TimestampNs {
+}

messages/build.gradle

@@ -2,9 +2,9 @@ plugins {
     id 'me.champeau.gradle.jmh' version '0.4.5' apply false
 }
 
-configurations {
-    dojoGenerator
-}
+//configurations {
+//    dojoGenerator
+//}
 
 //def generatedDirectory = file('build/generated-src/main')
 //sourceSets.main.java.srcDirs generatedDirectory
@@ -21,15 +21,15 @@ configurations {
 description = 'Timebase Messages Interfaces'
 
 dependencies {
-    //dojoGenerator group: 'deltix', name: 'dojo-generator', version: '3.0.10'
+    //dojoGenerator group: 'deltix', name: 'dojo-generator', version: '3.0.12'
 
-    implementation project(":timebase-collections")
-    implementation project(":timebase-lang")
+    api project(":timebase-collections")
+    api project(":timebase-lang")
 
-    implementation 'com.epam.deltix:dfp'
-    implementation 'com.epam.deltix:hd-date-time'
-    implementation 'com.epam.deltix:gflog-api'
+    implementation group: 'com.epam.deltix', name: 'gflog-api', version: gflogVersion
+    implementation group: 'com.epam.deltix', name: 'dfp', version: dfpVersion
+    implementation group: 'com.epam.deltix', name: 'hd-date-time', version: hdTimeVersion
 
-    implementation 'org.apache.commons:commons-lang3'
+    implementation 'org.apache.commons:commons-lang3:3.7'
     implementation 'com.epam.deltix:containers:3.1.2'
 }

messages/schema/EPAM/Deltix/Timebase/Messages/InstrumentMessage.lux

@@ -13,13 +13,12 @@
   WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
   License for the specific language governing permissions and limitations under
   the License.
- */
+*/
 namespace EPAM.Deltix.Timebase.Messages;
 option JavaPackage = "com.epam.deltix.timebase.messages";
 
 /// Base class for all messages that could be written in Timebase.
 [Serializable]
-[OldElementName("deltix.qsrv.hf.pub.InstrumentMessage")]
 [SchemaElement(Name = "com.epam.deltix.timebase.messages.InstrumentMessage", Title = "Instrument Message")]
 [GenerateReadOnlyInterface("MessageInfo")][GenerateReadWriteInterface("MessageInterface")]
 [Ignore]

messages/schema/EPAM/Deltix/Timebase/Messages/MarketMessage.lux

@@ -0,0 +1,45 @@
+/*
+  Copyright 2021 EPAM Systems, Inc
+
+  See the NOTICE file distributed with this work for additional information
+  regarding copyright ownership. Licensed under the Apache License,
+  Version 2.0 (the "License"); you may not use this file except in compliance
+  with the License.  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+  WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+  License for the specific language governing permissions and limitations under
+  the License.
+ */
+namespace EPAM.Deltix.Timebase.Messages;
+option JavaPackage = "com.epam.deltix.timebase.messages";
+
+/// Most financial market-related messages subclass this abstract class.
+[SchemaElement(Name = "com.epam.deltix.timebase.messages.MarketMessage", Title = "Market Message")]
+[GenerateReadOnlyInterface][GenerateReadWriteInterface]
+class MarketMessage : InstrumentMessage {
+
+    /// Exchange Time is measured in milliseconds that passed since January 1, 1970 UTC
+    [SchemaType(DataType = SchemaDataType.TIMESTAMP)]
+    [SchemaElement(Description = "Original Timestamp")]
+    Timestamp? OriginalTimestamp;
+
+    /// Identifies currency in which quantity is denominated (for currencies this must be base or term currency)
+    /// using 'alphanumeric' encoding
+    [SchemaElement]
+    [SchemaType(DataType = SchemaDataType.VARCHAR, Encoding = "ALPHANUMERIC(10)")]
+    Int64? Currency;
+
+    /// Market specific identifier of the given event in a sequence of market events.
+    [SchemaElement]
+    Int64? SequenceNumber;
+
+    /// Identifies market data source. Different sessions of same connector
+    /// to a same data provider should have different id.
+    [SchemaType(DataType = SchemaDataType.VARCHAR, Encoding = "ALPHANUMERIC(10)")]
+    [SchemaElement]
+    Int64? SourceId;
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/Argument.lux

@@ -0,0 +1,36 @@
+/*
+  Copyright 2021 EPAM Systems, Inc
+
+  See the NOTICE file distributed with this work for additional information
+  regarding copyright ownership. Licensed under the Apache License,
+  Version 2.0 (the "License"); you may not use this file except in compliance
+  with the License.  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+  WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+  License for the specific language governing permissions and limitations under
+  the License.
+ */
+namespace EPAM.Deltix.Timebase.Messages.Qql;
+option JavaPackage = "com.epam.deltix.timebase.messages.qql";
+
+import EPAM.Deltix.Timebase.Messages.*;
+import EPAM.Deltix.Timebase.Messages.Schema.*;
+
+/// Describes QQL function argument
+[SchemaElement(Name = "com.epam.deltix.timebase.messages.qql.Argument", Title = "Argument")]
+class Argument {
+
+    /// Argument name
+    [SchemaElement()]
+    [SchemaType(IsNullable = false)]
+    Text Name;
+
+    /// Data type
+    [SchemaElement()]
+    [SchemaType(DataType = SchemaDataType.OBJECT, NestedTypes = { typeof(FieldType) }, IsNullable = false)]
+    FieldType DataType;
+}

messages/schema/EPAM/Deltix/Timebase/Messages/Qql/InitArgument.lux

@@ -0,0 +1,32 @@
+/*
+  Copyright 2021 EPAM Systems, Inc
+
+  See the NOTICE file distributed with this work for additional information
+  regarding copyright ownership. Licensed under the Apache License,
+  Version 2.0 (the "License"); you may not use this file except in compliance
+  with the License.  You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+  Unless required by applicable law or agreed to in writing, software
+  distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
+  WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.  See the
+  License for the specific language governing permissions and limitations under
+  the License.
+ */
+namespace EPAM.Deltix.Timebase.Messages.Qql;
+option JavaPackage = "com.epam.deltix.timebase.messages.qql";
+
+import EPAM.Deltix.Timebase.Messages.*;
+import EPAM.Deltix.Timebase.Messages.Schema.*;
+
+/// Describes QQL function init argument
+[SchemaElement(Name = "com.epam.deltix.timebase.messages.qql.InitArgument", Title = "InitArgument")]
+class InitArgument: Argument {
+
+    // Default value
+    [SchemaElement()]
+    [SchemaType()]
+    Text? DefaultValue;
+
+}