MarketDataListener.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 <OnixS/CME/ConflatedUDP/Packet.h>
#include <OnixS/CME/ConflatedUDP/Messages.h>

#include <OnixS/CME/ConflatedUDP/FIX/MultiContainer.h>

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

ONIXS_CONFLATEDUDP_EXPORTED_CLASS_DECL(Handler);

/// Collection of market data supplied 
/// via message processing callbacks. 
template
<
    class MessageType
>
class MessageArgs
{
public:
    /// Type of message whose instance 
    /// is referenced by given arguments.
    typedef MessageType Message;

    /// Initializes instance with given message 
    /// instance and packet containing that message. 
    MessageArgs(
        const NetPacket& packet, 
        const Message& message)
        : packet_(packet)
        , message_(message)
    {
    }

    /// Instance of packet containing the message. 
    const NetPacket& packet() const
    {
        return packet_;
    }

    /// Instance of message being processed. 
    const Message& message() const
    {
        return message_;
    }

private:
    const NetPacket& packet_;
    const Message& message_;

    // Coping/cloning is not supposed. 

    MessageArgs(
        const MessageArgs&);

    MessageArgs& 
    operator =(
        const MessageArgs&);
};

/// MessageArgs template instantiation
/// for AdminLogin408 message type.
typedef 
MessageArgs<AdminLogin408> 
AdminLogin408Args;

/// MessageArgs template instantiation
/// for AdminLogout409 message type.
typedef 
MessageArgs<AdminLogout409> 
AdminLogout409Args;

/// MessageArgs template instantiation
/// for AdminHeartbeat410 message type.
typedef 
MessageArgs<AdminHeartbeat410> 
AdminHeartbeat410Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionFX63 message type.
typedef 
MessageArgs<InstrumentDefinitionFX63> 
InstrumentDefinitionFX63Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshBookLongQty64 message type.
typedef 
MessageArgs<IncrementalRefreshBookLongQty64> 
IncrementalRefreshBookLongQty64Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeSummaryLongQty65 message type.
typedef 
MessageArgs<IncrementalRefreshTradeSummaryLongQty65> 
IncrementalRefreshTradeSummaryLongQty65Args;

/// MessageArgs template instantiation
/// for SnapshotFullRefreshLongQty69 message type.
typedef 
MessageArgs<SnapshotFullRefreshLongQty69> 
SnapshotFullRefreshLongQty69Args;

/// MessageArgs template instantiation
/// for ChannelReset4 message type.
typedef 
MessageArgs<ChannelReset4> 
ChannelReset4Args;

/// MessageArgs template instantiation
/// for AdminHeartbeat12 message type.
typedef 
MessageArgs<AdminHeartbeat12> 
AdminHeartbeat12Args;

/// MessageArgs template instantiation
/// for AdminLogin15 message type.
typedef 
MessageArgs<AdminLogin15> 
AdminLogin15Args;

/// MessageArgs template instantiation
/// for AdminLogout16 message type.
typedef 
MessageArgs<AdminLogout16> 
AdminLogout16Args;

/// MessageArgs template instantiation
/// for SecurityStatus30 message type.
typedef 
MessageArgs<SecurityStatus30> 
SecurityStatus30Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshLimitsBanding50 message type.
typedef 
MessageArgs<IncrementalRefreshLimitsBanding50> 
IncrementalRefreshLimitsBanding50Args;

ONIXS_CONFLATEDUDP_NAMESPACE_END
ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN

/// MessageArgs template instantiation for a FIX multi-container.
typedef 
MessageArgs<MultiContainer> 
MultiContainerArgs;

ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Callbacks invoked by Handler during market data 
/// processing to reflect various stages of processing. 
ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
MarketDataListener
{
    /// Invoked when processing of packet has begun. 
    virtual 
    void 
    onPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of packet has ended. 
    virtual 
    void 
    onEndOfPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogin408 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogin408Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogin408 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogin408Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogout409 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogout409Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogout409 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogout409Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminHeartbeat410 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminHeartbeat410Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminHeartbeat410 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminHeartbeat410Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionFX63 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionFX63Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionFX63 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionFX63Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshBookLongQty64 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshBookLongQty64Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshBookLongQty64 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshBookLongQty64Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeSummaryLongQty65 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeSummaryLongQty65Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeSummaryLongQty65 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeSummaryLongQty65Args&)
    {
    }

    /// Invoked when processing of 
    /// SnapshotFullRefreshLongQty69 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SnapshotFullRefreshLongQty69Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SnapshotFullRefreshLongQty69 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SnapshotFullRefreshLongQty69Args&)
    {
    }

    /// Invoked when processing of 
    /// ChannelReset4 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const ChannelReset4Args&)
    {
    }

    /// Invoked when processing of message of 
    /// ChannelReset4 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const ChannelReset4Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminHeartbeat12 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminHeartbeat12Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminHeartbeat12 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminHeartbeat12Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogin15 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogin15Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogin15 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogin15Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogout16 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogout16Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogout16 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogout16Args&)
    {
    }

    /// Invoked when processing of 
    /// SecurityStatus30 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SecurityStatus30Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SecurityStatus30 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SecurityStatus30Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshLimitsBanding50 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding50Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshLimitsBanding50 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding50Args&)
    {
    }

    /// Invoked when processing of the FIX message has begun. 
    ///
    /// \warning FIX messages processed by the Handler in bounds 
    /// of instrument cache replay. These messages do not belong 
    /// to any packet and thus invocation of the given callback 
    /// is not surrounded by callbacks identifing beginning and 
    /// end of packet processing. Also, as there's no packet 
    /// containing the FIX message, the packet component of 
    /// the 'args' argument refers to no data. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const FIX::MultiContainerArgs&)
    {
    }

    /// Invoked when processing of the FIX message has ended.
    ///
    /// \warning FIX messages processed by the Handler in bounds 
    /// of instrument cache replay. These messages do not belong 
    /// to any packet and thus invocation of the given callback 
    /// is not surrounded by callbacks identifing beginning and 
    /// end of packet processing. Also, as there's no packet 
    /// containing the FIX message, the packet component of 
    /// the 'args' argument refers to no data. 
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const FIX::MultiContainerArgs&)
    {
    }
};

ONIXS_CONFLATEDUDP_NAMESPACE_END