OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
Replay.h
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1 // Copyright 2005-2012 Onix Solutions Limited [OnixS]. All rights reserved.
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18 #pragma once
19 
23 
24 #include <vector>
25 #include <string>
26 
28 
29 /// Ordered list of logs to be replayed.
30 typedef std::vector<std::string> HandlerLogs;
31 
32 /// Read-write iterator over ordered list of logs to be replayed.
33 typedef std::vector<std::string>::iterator HandlerLogsEntry;
34 
35 /// Listening interface for log replay-related events.
36 class ONIXS_ESPEED_ITCH_API ReplayListener
37 {
38  public:
39  /// Is called once error occurs while replaying logs.
40  virtual void onReplayError (const std::string& errorDescription) = 0;
41 
42  /// Is called once all the logs are replayed.
43  virtual void onReplayFinished() = 0;
44 
45  protected:
46  /// Deletion is not supposed
47  /// through interface of this class.
48  virtual ~ReplayListener();
49 };
50 
51 /// Gathers log files logs which are stored in a given folder.
52 void ONIXS_ESPEED_ITCH_API gatherLogs(HandlerLogs* gatheredLogs, const std::string& root);
53 
54 /// Defines options which affect logs replay.
56 {
57  /// List of instruments logs to be replayed.
58  /// Must be stored in 'oldest to recent' order.
60 
61  /// Instance to notify about replay events.
63 
64  /// Specifies the time delay (milliseconds) between replayed packets.
65  ///
66  /// @note Ability to control log replay rate. The default value is 0 milliseconds.
67  unsigned int packetReplayDelay;
68 
69  /// Initializes instance with default values.
71  : listener(ONIXS_ESPEED_ITCH_NULLPTR)
72  , packetReplayDelay(0)
73  {
74  }
75 
76  /// Initializes with all the logs which are available
77  /// and are stored in a given folder.
78  explicit
79  ReplayOptions(const std::string& logsRoot)
80  : listener(ONIXS_ESPEED_ITCH_NULLPTR)
81  , packetReplayDelay(0)
82  {
83  gatherLogs(&logs, logsRoot);
84  }
85 };
86 
ReplayOptions(const std::string &logsRoot)
Definition: Replay.h:79
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
unsigned int packetReplayDelay
Definition: Replay.h:67
ReplayOptions()
Initializes instance with default values.
Definition: Replay.h:70
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef std::vector< std::string > HandlerLogs
Ordered list of logs to be replayed.
Definition: Replay.h:30
Defines options which affect logs replay.
Definition: Replay.h:55
void ONIXS_ESPEED_ITCH_API gatherLogs(HandlerLogs *gatheredLogs, const std::string &root)
Gathers log files logs which are stored in a given folder.
Listening interface for log replay-related events.
Definition: Replay.h:36
HandlerLogs logs
Definition: Replay.h:59
std::vector< std::string >::iterator HandlerLogsEntry
Read-write iterator over ordered list of logs to be replayed.
Definition: Replay.h:33
ReplayListener * listener
Instance to notify about replay events.
Definition: Replay.h:62