SessionSettings.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/Streamlined/Integral.h>

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN

/// Defines the way Handler has to handle 
/// gap in real-time (incremental) data. 
ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT 
GapAndErrorHandlingOptions
{
    /// Integral type serving as 
    /// basement for given enumeration. 
    typedef UInt32 Base;

    /// Defines the way Handler has to handle 
    /// gap in real-time (incremental) data. 
    enum Enum
    {
        /// Handler continues processing of real-time market data. 
        ContinueProcessing
    };
};

/// Serializes gap and error handling option. 
ONIXS_CMESTREAMLINEDMDH_EXPORTED
void
toStr(
    std::string&, 
    GapAndErrorHandlingOptions::Enum);

/// Serializes gap and error handling option. 
inline
std::string
toStr(
    GapAndErrorHandlingOptions::Enum handling)
{
    std::string str;
    
    toStr(str, handling);
    
    return str;
}

/// Set of parameters affecting Handler's behavior 
/// when market data processing session is spawned.
ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS SessionSettings
{
    GapAndErrorHandlingOptions::Enum gapAndErrorHandling_;

public:
    /// Initializes parameters with default values.
    SessionSettings()
        : gapAndErrorHandling_(
            GapAndErrorHandlingOptions::
                ContinueProcessing)
    {
    }

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

    /// Defines what Handler should do in case 
    /// of gap in real-time (incremental) data. 
    ///
    /// @note Default value is GapAndErrorHandling::RecoverMarketState.
    GapAndErrorHandlingOptions::Enum 
    gapAndErrorHandling() const
    {
        return gapAndErrorHandling_;
    }

    /// Defines what Handler should do in case 
    /// of gap in real-time (incremental) data. 
    void 
    gapAndErrorHandling(
        GapAndErrorHandlingOptions::Enum handling)
    {
        gapAndErrorHandling_ = handling;
    }
};

/// Serializes market data processing session settings. 
ONIXS_CMESTREAMLINEDMDH_EXPORTED
void
toStr(
    std::string&, 
    const SessionSettings&);

/// Serializes market data processing session settings. 
inline
std::string
toStr(
    const SessionSettings& settings)
{
    std::string str;
    
    toStr(str, settings);

    return str;
}

//

/// Configures session settings to maintain 
/// order books using natural refresh. Startup 
/// recovery is not performed and thus only 
/// real-time processing takes place. 
ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS
NaturalRefreshSession
: public SessionSettings
{
    using 
    SessionSettings::
    gapAndErrorHandling;

public:
    /// Configures session settings 
    /// according to specialization.
    NaturalRefreshSession()
    : SessionSettings()
    {
        gapAndErrorHandling(
            GapAndErrorHandlingOptions::
                ContinueProcessing);
    }
};

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END