SecurityListener.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/DirectBook.h>
 
#include <OnixS/CME/ConflatedUDP/TradeOrderIds.h>
 
#include <OnixS/CME/ConflatedUDP/MarketDataListener.h>
#include <OnixS/CME/ConflatedUDP/Security.h>
 
ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
 
ONIXS_CONFLATEDUDP_EXPORTED_CLASS_DECL(Handler);
ONIXS_CONFLATEDUDP_EXPORTED_CLASS_DECL(Security);

template
<
    class Container,
    class Data = typename Container::Entry
>
class SecurityDataArgs
{
    Data entry_;
    Container message_;
    const NetPacket& packet_;

    SecurityDataArgs& 
    operator =(
        const SecurityDataArgs&);
 
public:
    typedef Container Message;

    typedef Data Entry;

    SecurityDataArgs(
        const NetPacket& packet,
        const Message& message,
        const Entry& entry)
        : entry_(entry)
        , message_(message)
        , packet_(packet)
    {
    }

    SecurityDataArgs(
        const SecurityDataArgs& other)
        : entry_(other.entry_)
        , message_(other.message_)
        , packet_(other.packet_)
    {
    }

    const NetPacket& packet() const
    {
        return packet_;
    }

    const Message& message() const
    {
        return message_;
    }

    const Entry& entry() const
    {
        return entry_;
    }
};
 
namespace
{
    inline 
    const 
    TradeOrderIds&
    nullOrders() 
    {
        static 
        const 
        TradeOrderIds 
        theNull;
 
        return theNull;
    }
}

template
<
    class Summary,
    class Data = typename Summary::Entry
>
class TradeSummaryArgs 
: public SecurityDataArgs
<
    Summary,
    Data
> 
{
    const TradeOrderIds& orderIds_;
 
    TradeSummaryArgs&
    operator =(
        const TradeSummaryArgs&);
 
public:
    typedef 
    SecurityDataArgs
    <
        Summary,
        Data
    > 
    Base;

    typedef 
    typename 
    Base::Message 
    Message;

    typedef 
    typename 
    Base::Entry 
    Entry;

    typedef 
    TradeOrderIds
    OrderIds;

    TradeSummaryArgs(
        const NetPacket& packet, 
        const Message& message,
        const Entry& entry,
        const OrderIds& ids = nullOrders())
        : Base(packet, message, entry)
        , orderIds_(ids)
    {
    }

    TradeSummaryArgs(
        const TradeSummaryArgs& other)
        : Base(static_cast<const Base&>(other))
        , orderIds_(other.orderIds_)
    {
    }

    const 
    OrderIds& 
    orderIds() const
    {
        return orderIds_;
    }
}; 
 
typedef
TradeSummaryArgs
<
    IncrementalRefreshTradeSummaryLongQty65
>
TradeSummary65Args;

typedef
SecurityDataArgs
<
    IncrementalRefreshBookLongQty64
>
MbpBook64AtomicUpdateArgs;

typedef 
SecurityDataArgs
<
    IncrementalRefreshLimitsBanding50
> 
LimitsAndBanding50Args; 
 
//

typedef
SecurityDataArgs
<
    SnapshotFullRefreshLongQty69
>
Recovery69EntryArgs;
 
//

template
<
    class Book
>
class
BookUpdateErrorArgs
{
public:
    BookUpdateErrorArgs(
        const Book& book, 
        const std::string& description)
        : book_(book)
        , description_(description)
    {
    }

    const Book& book() const
    {
        return book_;
    }

    const std::string& description() const
    {
        return description_;
    }
 
private:
    const Book& book_;
    const std::string& description_;
 
    BookUpdateErrorArgs(
        const BookUpdateErrorArgs&);
 
    BookUpdateErrorArgs& 
    operator =(
        const BookUpdateErrorArgs&);
};

typedef 
BookUpdateErrorArgs<DirectBook>
DirectBookUpdateErrorArgs;

ONIXS_CONFLATEDUDP_EXPORTED_STRUCT SecurityListener
{
    virtual
    void
    onReset(
        Handler&)
    {
    }

    virtual 
    void 
    onDefinition(
        Handler&, 
        const Security&, 
        const InstrumentDefinitionFX63Args&)
    {
    }

    virtual 
    void 
    onDefinition(
        Handler&, 
        const Security&, 
        const FIX::MultiContainerArgs&)
    {
    }

    virtual 
    void
    onUndefined(
        Handler&,
        Security&)
    {
    }

    virtual
    void
    onRecovery(
        Handler&,
        const Security&,
        const SnapshotFullRefreshLongQty69Args&)
    {
    }

    virtual
    void
    onTrade(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onTrade(
        Handler&,
        const Security&, 
        const TradeSummary65Args&)
    {
    }

    virtual
    void
    onElectronicVolume(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    // the security is recovered from snapshot. 
virtual
    void
    onBookAtomicUpdate(
        Handler&,
        const Security&,
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onBookAtomicUpdate(
        Handler&,
        const Security&, 
        const MbpBook64AtomicUpdateArgs&)
    {
    }

    virtual
    void
    onBookUpdate(
        Handler&,
        const Security&,
        const DirectBook&)
    {
    }

    virtual
    void
    onBookUpdateError(
        Handler&,
        const Security&,
        const DirectBookUpdateErrorArgs&)
    {
    }

    virtual
    void
    onSettlementPrice(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onClearedVolume(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onOpenInterest(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onFixingPrice(
        Handler&,
        const Security&,
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onOpeningPrice(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onHighTradePrice(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onLowTradePrice(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onHighestBid(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onLowestOffer(
        Handler&,
        const Security&, 
        const Recovery69EntryArgs&)
    {
    }

    virtual
    void
    onLimitsAndBanding(
        Handler&,
        const Security&, 
        const LimitsAndBanding50Args&)
    {
    }

    virtual
    void
    onStatus(
        Handler&, 
        const Security&, 
        const SnapshotFullRefreshLongQty69Args&)
    {
    }

    virtual
    void
    onStatus(
        Handler&, 
        const Security&, 
        const SecurityStatus30Args&)
    {
    }

    virtual
    void
    onGroupStatus(
        Handler&, 
        const SecurityStatus30Args&)
    {
    }

    virtual
    void
    onGap(
        Handler&,
        const Security&,
        UInt32)
    {
    }
};
 
ONIXS_CONFLATEDUDP_NAMESPACE_END