Handler.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 <memory>

#include <OnixS/CME/MDH/Bootstrap.h>
#include <OnixS/CME/MDH/CompilerInfo.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

ONIXS_CMEMDH_LTWT_CLASS_DECL(HandlerSettings);
ONIXS_CMEMDH_LTWT_CLASS_DECL(MemoryPoolSettings);
ONIXS_CMEMDH_LTWT_CLASS_DECL(InstrumentSelection);

#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)

ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(HandlerListener);
ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(ChannelFeedListener);

ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(MarketDataListener);
ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(SecurityListener);

ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Logger);
ONIXS_CMEMDH_EXPORTED_CLASS_DECL(NetFeedEngine);
ONIXS_CMEMDH_EXPORTED_CLASS_DECL(TcpRecoveryService);

ONIXS_CMEMDH_LTWT_CLASS_DECL(SessionSettings);

#endif // ONIXS_CMEMDH_NO_DEPRECATED

ONIXS_CMEMDH_INTERNAL_CLASS_DECL(ChannelModel);

/// Encapsulates all the machinery related with market
/// data processing from CME Market Data Platform.
class ONIXS_CMEMDH_EXPORTED Handler
{
public:
    /// Initializes the instance with the default settings.
    Handler(const std::string& = ONIXS_CMEMDH_COMPILER_INFO);

    /// Initializes instance with the memory pool
    /// configured according to the given settings.
    explicit Handler(const MemoryPoolSettings&, const std::string& = ONIXS_CMEMDH_COMPILER_INFO);

    /// Initializes the instance according to the given settings.
    explicit Handler(const HandlerSettings&, const std::string& = ONIXS_CMEMDH_COMPILER_INFO);

    /// Finalizes the instance.
    ~Handler();

    /// The configuration parameters of the given instance.
    HandlerSettings& settings();

    /// Immutable configuration of the given instance.
    const HandlerSettings& settings() const;

#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)

    /// Logger currently used by the Handler.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().logging().logger() member
    /// to access the Logger instance used by the
    /// Handler while logging its events.
    Logger& logger();

#endif // ONIXS_CMEMDH_NO_DEPRECATED

    /// Filters instruments whose market data
    /// is to be processed and events are to be
    /// fired by the Handler.
    ///
    /// @warning Instrument selection can be
    /// updated only when market data processing
    /// is not performed by the Handler or upon
    /// successful instrument recovery completion.
    void selectInstruments(const InstrumentSelection&);

    /// Erases instrument definitions cache if used.
    /// Handler will produce a new cache at next start.
    void clearInstrumentCache();

#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)

    /// Registers Handler events listener.
    ///
    /// Only single instance of listener can be
    /// associated with the Handler. Registering
    /// new listener removes previous one. Listener
    /// instance lifetime shall be not less than
    /// Handler's one.
    ///
    /// Listeners are to be associated before
    /// starting market data processing - Handler
    /// must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().listeners().handler() member
    /// to assign the listener for the desired events.
    void registerListener(HandlerListener& listener);

    /// Registers feed event listener.
    ///
    /// Only single instance of listener can be
    /// associated with the Handler. Registering
    /// new listener removes previous one. Listener
    /// instance lifetime shall be not less than
    /// Handler's one.
    ///
    /// Listeners are to be associated before
    /// starting market data processing - Handler
    /// must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().listeners().feeds() member
    /// to assign the listener for the desired events.
    void registerFeedListener(ChannelFeedListener& listener);

    /// Registers market data processing listener.
    ///
    /// Only single instance of listener can be
    /// associated with the Handler. Registering
    /// new listener removes previous one. Listener
    /// instance lifetime shall be not less than
    /// Handler's one.
    ///
    /// Listeners are to be associated before
    /// starting market data processing - Handler
    /// must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().listeners().marketData() member
    /// to assign the listener for the desired events.
    void registerMarketDataListener(MarketDataListener& listener);

    /// Registers security events listener.
    ///
    /// Only single instance of listener can be
    /// associated with the Handler. Registering
    /// new listener removes previous one. Listener
    /// instance lifetime shall be not less than
    /// Handler's one.
    ///
    /// Listeners are to be associated before
    /// starting market data processing - Handler
    /// must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().listeners().security() member
    /// to assign the listener for the desired events.
    void registerSecurityListener(SecurityListener& listener);

    /// Binds Feed Engine to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().feeds().engine() member to
    /// assign the feed engine used by the Handler
    /// while manipulating the feeds.
    void bindFeedEngine(NetFeedEngine& feedEngine);

    /// Binds TCP Recovery Service to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().session().tcpRecovery().service()
    /// member to assign the TCP recovery service used by
    /// the Handler to request missing packets.
    void bindTcpRecovery(TcpRecoveryService& tcpRecovery);

    /// Binds Logging Service to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when
    /// handler is not in configurable state.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().logging().logger() member
    /// to assign the Logger instance used by the
    /// Handler to log various events.
    void bindLogger(Logger& logger);

#endif // ONIXS_CMEMDH_NO_DEPRECATED

    /// Starts market data processing.
    void start();

#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)

    /// Updates the session configuration
    /// according to the given settings and
    /// starts market data processing.
    ///
    /// @warning The given member is deprecated.
    /// Use settings().session() member to update
    /// session-related configuration and start()
    /// member to launch market data processing.
    void start(const SessionSettings&);

#endif // ONIXS_CMEMDH_NO_DEPRECATED

    /// Stops market data processing.
    void stop();

    /// Returns the license expiration date.
    std::string licenseExpirationDate() const;

private:
    friend ONIXS_CMEMDH_LTWT_CLASS_DECL(PcapReplayHelper);

    // Data processing workhorse.
    ChannelModel* model_;

    // Coping is not allowed for the instances.

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

ONIXS_CMEMDH_NAMESPACE_END