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userFRMclaude
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fix(ffi): add unified exports + SnapshotTradeTick plumbing to Go/C++ headers (#216, #227) (#239)
Add all 19 tdx_unified_* C declarations (connect, start/stop streaming, subscribe/unsubscribe quotes/trades/open_interest/full_trades/full_open_interest, is_streaming, contract_lookup, active_subscriptions, next_event, historical, free) plus the TdxUnified opaque type to both sdks/go/ffi_bridge.h and sdks/cpp/include/thetadx.h. Add missing cOptionContract size assertion to Go init() checks. Note: TdxSnapshotTradeTickArray and tdx_free_snapshot_trade_tick_array are NOT added because the Rust FFI does not export them -- SnapshotTradeTick was intentionally removed from the FFI layer in v5.4.0 (snapshot trade endpoints return TdxTradeTickArray). The C struct definition remains for documentation but has no array/free plumbing. Co-authored-by: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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‎sdks/cpp/include/thetadx.h‎

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@@ -37,6 +37,7 @@ typedef struct TdxCredentials TdxCredentials;
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typedef struct TdxClient TdxClient;
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typedef struct TdxConfig TdxConfig;
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typedef struct TdxFpssHandle TdxFpssHandle;
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typedef struct TdxUnified TdxUnified;
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/* ═══════════════════════════════════════════════════════════════════════ */
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/* #[repr(C)] tick types — layout-compatible with Rust tdbe structs */
@@ -890,6 +891,69 @@ void tdx_fpss_shutdown(const TdxFpssHandle* h);
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/** Free the FPSS handle. Must be called after tdx_fpss_shutdown. */
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void tdx_fpss_free(TdxFpssHandle* h);
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/* ======================================================================= */
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/* Unified client -- historical + streaming through one handle */
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/* ======================================================================= */
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/** Connect to ThetaData (historical only -- FPSS streaming is NOT started).
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* Returns NULL on connection/auth failure (check tdx_last_error()). */
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TdxUnified* tdx_unified_connect(const TdxCredentials* creds, const TdxConfig* config);
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/** Start FPSS streaming on the unified client. Returns 0 on success, -1 on error. */
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int tdx_unified_start_streaming(const TdxUnified* handle);
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/** Subscribe to quote data for a stock symbol. Returns 0 on success, -1 on error. */
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int tdx_unified_subscribe_quotes(const TdxUnified* handle, const char* symbol);
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/** Subscribe to trade data for a stock symbol. Returns 0 on success, -1 on error. */
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int tdx_unified_subscribe_trades(const TdxUnified* handle, const char* symbol);
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/** Unsubscribe from quote data. Returns 0 on success, -1 on error. */
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int tdx_unified_unsubscribe_quotes(const TdxUnified* handle, const char* symbol);
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/** Unsubscribe from trade data. Returns 0 on success, -1 on error. */
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int tdx_unified_unsubscribe_trades(const TdxUnified* handle, const char* symbol);
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/** Subscribe to open interest data. Returns 0 on success, -1 on error. */
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int tdx_unified_subscribe_open_interest(const TdxUnified* handle, const char* symbol);
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/** Unsubscribe from open interest data. Returns 0 on success, -1 on error. */
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int tdx_unified_unsubscribe_open_interest(const TdxUnified* handle, const char* symbol);
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/** Subscribe to all trades for a security type ("STOCK", "OPTION", "INDEX"). Returns 0 or -1. */
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int tdx_unified_subscribe_full_trades(const TdxUnified* handle, const char* sec_type);
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/** Subscribe to all open interest for a security type. Returns 0 or -1. */
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int tdx_unified_subscribe_full_open_interest(const TdxUnified* handle, const char* sec_type);
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/** Unsubscribe from all trades for a security type. Returns 0 or -1. */
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int tdx_unified_unsubscribe_full_trades(const TdxUnified* handle, const char* sec_type);
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/** Unsubscribe from all open interest for a security type. Returns 0 or -1. */
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int tdx_unified_unsubscribe_full_open_interest(const TdxUnified* handle, const char* sec_type);
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/** Check if streaming is active. Returns 1 if streaming, 0 otherwise. */
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int tdx_unified_is_streaming(const TdxUnified* handle);
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/** Look up a contract by ID. Returns string or NULL. Caller must free with tdx_string_free. */
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char* tdx_unified_contract_lookup(const TdxUnified* handle, int id);
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/** Get active subscriptions as typed array. Caller must free with tdx_subscription_array_free. */
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TdxSubscriptionArray* tdx_unified_active_subscriptions(const TdxUnified* handle);
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/** Poll for next streaming event. Returns TdxFpssEvent* or NULL on timeout.
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* Caller MUST free with tdx_fpss_event_free. */
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TdxFpssEvent* tdx_unified_next_event(const TdxUnified* handle, uint64_t timeout_ms);
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/** Borrow the historical client from a unified handle. Do NOT free the returned pointer. */
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const TdxClient* tdx_unified_historical(const TdxUnified* handle);
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/** Stop streaming on the unified client. Historical remains available. */
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void tdx_unified_stop_streaming(const TdxUnified* handle);
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/** Free a unified client handle. */
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void tdx_unified_free(TdxUnified* handle);
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#ifdef __cplusplus
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}
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#endif

‎sdks/go/client.go‎

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@@ -299,6 +299,7 @@ func init() {
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{"cMarketValueTick", unsafe.Sizeof(cMarketValueTick{}), 128},
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{"cGreeksTick", unsafe.Sizeof(cGreeksTick{}), 256},
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{"cTradeQuoteTick", unsafe.Sizeof(cTradeQuoteTick{}), 192},
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{"cOptionContract", unsafe.Sizeof(cOptionContract{}), 32},
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}
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for _, c := range checks {
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if c.got != c.want {

‎sdks/go/ffi_bridge.h‎

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@@ -10,6 +10,7 @@ typedef struct TdxCredentials TdxCredentials;
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typedef struct TdxClient TdxClient;
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typedef struct TdxConfig TdxConfig;
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typedef struct TdxFpssHandle TdxFpssHandle;
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typedef struct TdxUnified TdxUnified;
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/* Generic array layouts used by the Go bindings. */
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typedef struct { const void* data; size_t len; } TdxTickArray;
@@ -268,4 +269,25 @@ extern void tdx_fpss_event_free(TdxFpssEvent* event);
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extern void tdx_fpss_shutdown(const TdxFpssHandle* h);
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extern void tdx_fpss_free(TdxFpssHandle* h);
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/* Unified client -- historical + streaming through one handle */
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extern TdxUnified* tdx_unified_connect(const TdxCredentials* creds, const TdxConfig* config);
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extern int tdx_unified_start_streaming(const TdxUnified* handle);
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extern int tdx_unified_subscribe_quotes(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_subscribe_trades(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_unsubscribe_quotes(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_unsubscribe_trades(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_subscribe_open_interest(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_unsubscribe_open_interest(const TdxUnified* handle, const char* symbol);
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extern int tdx_unified_subscribe_full_trades(const TdxUnified* handle, const char* sec_type);
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extern int tdx_unified_subscribe_full_open_interest(const TdxUnified* handle, const char* sec_type);
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extern int tdx_unified_unsubscribe_full_trades(const TdxUnified* handle, const char* sec_type);
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extern int tdx_unified_unsubscribe_full_open_interest(const TdxUnified* handle, const char* sec_type);
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extern int tdx_unified_is_streaming(const TdxUnified* handle);
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extern char* tdx_unified_contract_lookup(const TdxUnified* handle, int id);
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extern TdxSubscriptionArray* tdx_unified_active_subscriptions(const TdxUnified* handle);
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extern TdxFpssEvent* tdx_unified_next_event(const TdxUnified* handle, uint64_t timeout_ms);
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extern const TdxClient* tdx_unified_historical(const TdxUnified* handle);
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extern void tdx_unified_stop_streaming(const TdxUnified* handle);
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extern void tdx_unified_free(TdxUnified* handle);
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#endif

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