HandlerSettings.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is 
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable 
// OnixS Software Services Agreement (the Agreement) and Customer end user license 
// agreements granting a non-assignable, non-transferable and non-exclusive license 
// to use the software for it's own data processing purposes under the terms defined 
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or 
// reproduction of any part of this source code or associated reference material 
// to any other location for further reproduction or redistribution, and any 
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in 
// accordance with the terms of the Agreement is a violation of copyright law.
//

#pragma once

#include <string>

#include <OnixS/CME/ConflatedUDP/Domain.h>

#include <OnixS/CME/ConflatedUDP/FeedSettings.h>
#include <OnixS/CME/ConflatedUDP/SessionSettings.h>
#include <OnixS/CME/ConflatedUDP/BookManagement.h>
#include <OnixS/CME/ConflatedUDP/TradeProcessing.h>
#include <OnixS/CME/ConflatedUDP/LoggingSettings.h>
#include <OnixS/CME/ConflatedUDP/HandlerListeners.h>

#include <OnixS/CME/ConflatedUDP/SettingGroup.h>

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Handler's configuration settings.
ONIXS_CONFLATEDUDP_LTWT_CLASS 
HandlerSettings 
    : public SettingGroup
{
    ChannelId channel_;

    FeedSettings feeds_;

    AdvancedSessionSettings session_;

    TradeProcessing::Enum tradeProcessing_;
    BookManagement bookManagement_;

    UInt32 recoveryQueueMaxSize_;
    std::string instrumentCache_;

    LoggingSettings logging_;

    HandlerListeners listeners_;

    void
    assignNoControl(
        const HandlerSettings& other)
    {
        channel_ = 
            other.channel_;

        feeds_.
            assignNoControl(
                other.feeds_);

        session_.
            assignNoControl(
                other.session_);

        tradeProcessing_ = 
            other.tradeProcessing_;

        bookManagement_.
            assignNoControl(
                other.bookManagement_);

        recoveryQueueMaxSize_ = 
            other.recoveryQueueMaxSize_;

        instrumentCache_ = 
            other.instrumentCache_;

        logging_.
            assignNoControl(
                other.logging_);

        listeners_.
            assignNoControl(
                other.listeners_);
    }

public:
    /// Initializes parameters with default values.
    HandlerSettings(
        SettingAssignController* 
        controller = NULL)
        : SettingGroup(controller)
        , channel_(0)
        , feeds_(controller)
        , session_(controller)
        , tradeProcessing_(
            TradeProcessing::SummaryLevel)
        , bookManagement_(controller)
        , recoveryQueueMaxSize_(1000000)
        , instrumentCache_()
        , logging_(controller)
        , listeners_(controller)
    {
    }

    /// Initializes the instance 
    /// as a copy of the other one.
    HandlerSettings(
        const HandlerSettings& other)
        : SettingGroup()
        , channel_(
            other.channel_)
        , feeds_(
            other.feeds_)
        , session_(
            other.session_)
        , tradeProcessing_(
            other.tradeProcessing_)
        , bookManagement_(
            other.bookManagement_)
        , recoveryQueueMaxSize_(
            other.recoveryQueueMaxSize_)
        , instrumentCache_(
            other.instrumentCache_)
        , logging_(
            other.logging_)
        , listeners_(
            other.listeners_)
    {
    }

    /// Cleans everything up.
    ~HandlerSettings()
    {
    }

    /// Identifies CME market data channel.
    ChannelId channel() const
    {
        return channel_;
    }

    /// Identifies CME market data channel.
    void 
    channel(
        ChannelId value)
    {
        controlAssignment
        (
            "Channel Id",
            channel_, 
            value
        );
    }

    /// Reference to parameters related with feeds.
    const 
    FeedSettings& 
    feeds() const
    {
        return feeds_;
    }

    /// Reference to parameters related with feeds.
    FeedSettings& 
    feeds()
    {
        return feeds_;
    }

    /// Settings affecting processing session.
    AdvancedSessionSettings&
    session()
    {
        return session_;
    }

    /// Settings affecting processing session.
    const
    AdvancedSessionSettings&
    session() const
    {
        return session_;
    }

    /// Listeners associated with the Handler.
    HandlerListeners&
    listeners()
    {
        return listeners_;
    }

    /// Listeners associated with the Handler.
    const
    HandlerListeners&
    listeners() const
    {
        return listeners_;
    }

    /// Indicates how trades are processed.
    TradeProcessing::Enum 
    tradeProcessing() const
    {
        return tradeProcessing_;
    }

    /// Defines how trades are processed.
    void 
    tradeProcessing(
        TradeProcessing::Enum strategy)
    {
        controlAssignment
        (
            "Trade Processing Strategy",
            tradeProcessing_, 
            strategy
        );
    }

    /// Reference to parameters affecting book management. 
    const 
    BookManagement& 
    bookManagement() const
    {
        return bookManagement_;
    }

    /// Reference to parameters affecting book management. 
    BookManagement& 
    bookManagement()
    {
        return bookManagement_;
    }

    /// Maximum number of packets transmitted via 
    /// incremental feed to be hold in internal queue 
    /// while market state is recovered from snapshots.
    ///
    /// When Handler recovers order books from snapshots, 
    /// the given parameter limits the size of the internal 
    /// queue used by the Handler to keep packets coming from 
    /// incremental feeds. Upon reaching limit, newer packets
    /// substitute older ones.
    ///
    /// @note The default value is 1000000.
    UInt32 
    recoveryQueueMaxSize() const
    {
        return recoveryQueueMaxSize_;
    }

    /// Maximum number of packets to be hold in the internal 
    /// queue used by the Handler while processing incoming data.
    void 
    recoveryQueueMaxSize(
        UInt32 queueMaxSize)
    {
        controlAssignment
        (
            "Recovery Queue Max Size",
            recoveryQueueMaxSize_, 
            queueMaxSize
        );
    }

    /// Path to the file where the Handler 
    /// must store security definitions for
    /// further use instead of a live instrument
    /// feed while recovering definitions due
    /// to late join.
    /// 
    /// If path is not defined, the Handler
    /// will not cache instrument definitions. 
    ///
    /// @note The default value is empty string.
    ///
    /// @warning If this option is activated, then 
    /// it is recommended to remove the cache file 
    /// weekly to start the trading week with the 
    /// fresh copy of security definitions.
    const 
    std::string& 
    instrumentCache() const
    {
        return instrumentCache_;
    }

    /// Defines path to a file to be used as instrument definition cache. 
    /// 
    /// Instrument definition cache is used to recover instrument
    /// definitions at the begining of market data processing session
    /// without connecting to live instrument recovery feeds. Later,
    /// the Handler puts the incoming instrument definitions received
    /// via incremental feeds into the given file. 
    /// 
    /// @note The Handler may recover instrument definitions stored 
    /// in FIX (tag=value) format in a 'secdef.dat' file exposed by 
    /// the CME via public FTP. However, the file won't be updated
    /// during further market data processing. 
    void 
    instrumentCache(
        const std::string& filename)
    {
        controlAssignment
        (
            "Instrument Cache Path",
            instrumentCache_,
            filename
        );
    }

    /// Settings affecting logging.
    LoggingSettings&
    logging()
    {
        return logging_;
    }

    /// Settings affecting logging.
    const
    LoggingSettings&
    logging() const
    {
        return logging_;
    }

#if !defined (ONIXS_CONFLATEDUDP_NO_DEPRECATED)

    /// Parameters affecting logging at debug level.
    /// 
    /// @warning The given member is deprecated.
    /// Use logging().debug() member to manipulate
    /// parameters affecting the debug level output. 
    HandlerDebugLoggingSettings&
    debugLogging()
    {
        return logging_.debug();
    }

    /// Parameters affecting logging at debug level.
    /// 
    /// @warning The given member is deprecated.
    /// Use logging().debug() member to manipulate
    /// parameters affecting the debug level output. 
    const
    HandlerDebugLoggingSettings&
    debugLogging() const
    {
        return logging_.debug();
    }

#endif // ONIXS_CONFLATEDUDP_NO_DEPRECATED

    /// Re-initializes as a copy of the other one. 
    HandlerSettings&
    operator =(
        const HandlerSettings& other)
    {
        controlAssignment
        (
            "Handler Settings",
            &HandlerSettings::assignNoControl,
            *this,
            other
        );

        return *this;
    }
};

/// Serializes BBA tracking parameters into string. 
ONIXS_CONFLATEDUDP_EXPORTED
void
toStr(
    std::string&, 
    const HandlerSettings&);

/// Serializes BBA tracking parameters into string. 
inline
std::string
toStr(
    const 
    HandlerSettings& settings)
{
    std::string str;

    toStr(str, settings);

    return str;
}

/// Makes filename for instrument cache for the given channel. 
ONIXS_CONFLATEDUDP_EXPORTED
std::string
makeInstrumentCacheFilename(ChannelId);

ONIXS_CONFLATEDUDP_NAMESPACE_END