HandlerListener.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/MDH/Bootstrap.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Collection of statuses of recovery completion.
struct ONIXS_CMEMDH_LTWT RecoveryCompletionStatus
{
    enum Enum
    {
        /// Recovery accomplished successfully.
        Succeeded,

        /// Recovery failed and no further
        /// attempts to recover will be made.
        Failed,

        /// Identifies incomplete recovery.
        /// Used to identify restart of recovery,
        /// when new loop of recovery data is detected
        /// and thus recovery must be done from scratch.
        Incomplete
    };
};

/// Gathers information about the recovery completion.
class ONIXS_CMEMDH_LTWT RecoveryCompletionArgs
{
public:
    /// Initializes as blank instance.
    RecoveryCompletionArgs() {}

    /// Initializes with given details.
    RecoveryCompletionArgs(RecoveryCompletionStatus::Enum status, const std::string& message = std::string())
        : status_(status)
        , message_(message)
    {
    }

    /// Indicates completion status of the recovery.
    RecoveryCompletionStatus::Enum status() const
    {
        return status_;
    }

    /// Human readable description of recovery completion.
    /// In case of failure may include failure reason.
    const std::string& details() const
    {
        return message_;
    }

    /// Associates human readable message
    /// with recover completion event.
    void details(const std::string& message)
    {
        message_ = message;
    }

private:
    RecoveryCompletionStatus::Enum status_;
    std::string message_;
};

/// Collection of issues Handler may
/// report during market data processing.
struct ONIXS_CMEMDH_LTWT Issue
{
    enum Enum
    {
        /// Identifies network connection failure.
        ConnectionFailure,

        /// Source reported this issue will
        /// function in reduced capacity.
        ///
        /// For example, if feed engine fails to
        /// configure feed to use socket buffer as
        /// specified by Handler settings, feed will
        /// continue functioning but in reduced capacity.
        ReducedCapacity,

        /// Indicates data reception failure.
        ReceiveFailure,

        /// Indicates data receive timeout.
        ReceiveTimeout,

        /// Indicates data processing failure.
        ProcessingFailure,

        /// Indicates internal queue overflow.
        QueueOverflow,

        /// Indicates error in data sequence.
        SequenceError,

        /// Operation performed by the Handler failed.
        OperationFailure,

        /// Operation performed by the Handler did not
        /// accomplish within the time allocated for it.
        OperationTimeout,

        /// Market data replay failed.
        ReplayFailure
    };
};

/// Gathers information about the issue Handler
/// may experience while processing market data.
class ONIXS_CMEMDH_LTWT IssueArgs
{
public:
    /// Initializes issue with provided attributes.
    IssueArgs(Issue::Enum id, const std::string& source, const std::string& description)
        : id_(id)
        , source_(source)
        , description_(description)
    {
    }

    /// Issue identifier.
    Issue::Enum id() const
    {
        return id_;
    }

    /// Source of the issue.
    const std::string& source() const
    {
        return source_;
    }

    /// Human readable description of the issue.
    const std::string& description() const
    {
        return description_;
    }

private:
    Issue::Enum id_;
    const std::string& source_;
    const std::string& description_;

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

/// Warning arguments.
typedef IssueArgs WarningArgs;

/// Error arguments.
typedef IssueArgs ErrorArgs;

ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Handler);

/// Events raised by Handler while processing market data.
struct ONIXS_CMEMDH_EXPORTED HandlerListener
{
    /// Handler is has started to process market data.
    virtual void onStarted(Handler&) {}

    /// Invoked when Handler has stopped market data processing.
    virtual void onStopped(Handler&) {}

    /// Download or replay of Security Definition(d) messages is started.
    virtual void onInstrumentRecovery(Handler&) {}

    /// Download or replay of Security Definition(d) messages is finished.
    virtual void onEndOfInstrumentRecovery(Handler&, const RecoveryCompletionArgs&) {}

    /// Handler started recovering order books from snapshots.
    ///
    /// Handler switches to this state when it joins the market and the
    /// initial books state is built from MarketDataSnapshotFullRefresh
    /// (MsgType=W) messages or when the TCP Recovery is not used and the
    /// message sequence number gap is detected, so the book state should
    /// be re-built from MarketDataSnapshotFullRefresh (MsgType=W) messages
    /// again.
    ///
    /// It should be assumed at this point that all books maintained
    /// in the Handler may no longer have the correct, latest state
    /// maintained by CME, so they are cleared.
    virtual void onMarketRecovery(Handler&) {}

    /// Handler accomplished recovering order books from snapshots.
    ///
    /// Handler switches to this state when the latest books state is
    /// restored from  MarketDataSnapshotFullRefresh (MsgType=W) messages
    /// (all snapshot data is retrieved).
    ///
    /// It should be assumed at this point that all books maintained in
    /// the Handler have the correct, latest state maintained by CME.
    virtual void onEndOfMarketRecovery(Handler&, const RecoveryCompletionArgs&) {}

    /// Handler spawned recovery of lost packets over TCP feed.
    virtual void onTcpRecovery(Handler&) {}

    /// Handler accomplished recovery of lost packets over TCP feed.
    virtual void onEndOfTcpRecovery(Handler&, const RecoveryCompletionArgs&) {}

    /// Handler resumed real-time processing of
    /// market data received over incremental feeds.
    virtual void onRealtimeProcessing(Handler&) {}

    /// Handler suspended real-time processing of
    /// market data received over incremental feeds.
    virtual void onEndOfRealtimeProcessing(Handler&) {}

    /// Non-critical issue occurred while Handler is
    /// processing market data. Handler will handle
    /// an issue by itself, thus no special handling
    /// is required for the case. Supplied parameters
    /// exposes details information on the issue.
    virtual void onWarning(Handler&, const WarningArgs&) {}

    /// Error occurred while Handler is processing market
    /// data. In contrast to warnings, given issue indicates
    /// the fact Handler fell into a conditions which are not
    /// supposed to take place (for example, book update failed
    /// due to corrupted data). Handler will handle an issue by
    /// itself, thus no special handling is required for the case.
    virtual void onError(Handler&, const ErrorArgs&) {}
};

inline std::ostream& operator<<(std::ostream& stream, const IssueArgs& args)
{
    return stream << args.description();
}

ONIXS_CMEMDH_NAMESPACE_END