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 <OnixS/eSpeed/MarketData/Itch/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Defines.h>
#include <OnixS/eSpeed/MarketData/Itch/LogSettings.h>
#include <OnixS/eSpeed/MarketData/Itch/HandlerStateListener.h>

#include <set>

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

class ErrorListener;
class FeedEngine;
class WarningListener;
class MessageListener;
class ReferenceDataListener;
class EventAndStateListener;
class OrderListener;
class TradeListener;
class InformationListener;
class BrokenTradeListener;
class OrderBookListener;
struct HandlerSettings;
struct ReplayOptions;

/// eSpeed ITCH Market Data Handler class.
class ONIXS_ESPEED_ITCH_API Handler
{
    public:
        /// Performs instance initialization.
        /// @param settings defines values for various options
        /// which affect handler behavior like enabling logging
        /// during execution of the handler.
        Handler (const HandlerSettings& settings);

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

        /// Assigns listener for errors occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected
        void registerErrorListener (ErrorListener* listener);

        /// Assigns listener for warnings occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected
        void registerWarningListener (WarningListener* listener);

        /// Assigns listener for state change events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerHandlerStateListener (HandlerStateListener* listener);

        /// Assigns listener for reference data events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerReferenceDataListener(ReferenceDataListener* listener);

        /// Assigns listener for state change events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerEventAndStateListener(EventAndStateListener* listener);

        /// Assigns listener for order events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerOrderListener(OrderListener* listener);

        /// Assigns listener for trade events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerTradeListener(TradeListener* listener);

        /// Assigns listener for indicative pricing events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerInformationListener(InformationListener* listener);

        /// Assigns listener for broken trade events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerBrokenTradeListener(BrokenTradeListener* listener);

        /// Assigns listener for state change events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerMessageListener(MessageListener* listener);

        /// Assigns listener for state change events occurred while executing handler.
        /// It's permissible to change the listener multiple times during
        /// handler's life-time, but only when handler is in disconnected state.
        /// @throw OperationException if handler not disconnected.
        void registerOrderBookListener(OrderBookListener* listener);

        /// Set up Order BookId Filter
        void setOrderBookIdFilter(const std::set<OrderBookId>& orderBookIdFilter);

        /// Binds Feed Engine to the Handler.
        ///
        /// Handler must be in stopped state.
        ///
        /// @throw OperationException in case when handler is not in configurable state.
        void bindFeedEngine(FeedEngine& feedEngine);

        /// Start handler.
        ///
        /// @note This action is asynchronous.
        /// @throw std::exception in case of unable to start.
        void start ();

        /// Starts replaying previously logged data.
        void start (const ReplayOptions& options);

        /// Stop handler.
        void stop (bool wait);

        /// Returns handler state.
        HandlerState::Enum state () const;

        /// Logs the given user-level message to the handler log.
        void log (LogLevel::Enum logLevel, const char* logMessage, size_t length);

        /// Logs the given user-level message to the handler log
        void log (LogLevel::Enum logLevel, const char* logMessage);

        /// Logs the given user-level message to the handler log.
        void log (LogLevel::Enum logLevel, const std::string& str);

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

        /// Returns Handler's version.
        static const char* version ();

    private:
        Handler (const Handler&); //no implementation
        Handler& operator = (const Handler&); //no implementation

    private:
        struct Impl;
        Impl* impl_;
};

ONIXS_ESPEED_ITCH_NAMESPACE_END