EmdiHandlerManager.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 <vector>

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/InterfaceDescriptorProvider.h>
#include <OnixS/Eurex/MarketData/Replay.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct EmdiHandlerSettings;
            class FeedEngine;
            class ErrorListener;
            class WarningListener;
            class DepthListener;
            class TopOfBookImpliedListener;
            class ProductStateChangeListener;
            class MassInstrumentStateChangeListener;
            class InstrumentStateChangeListener;
            class QuoteRequestListener;
            class CrossRequestListener;
            class ComplexInstrumentUpdateListener;
            class FlexibleInstrumentUpdateListener;
            class OrderBookListener;
            class TradeListener;

            /// EMDI Handler Manager.
            class ONIXS_EUREX_EMDI_API EmdiHandlerManager
            {
                public:
                    /// Performs instance initialization.
                    /// @param settings defines values for various options
                    /// which affect handler behavior like enabling logging
                    /// during execution of the handler.
                    explicit EmdiHandlerManager (const EmdiHandlerSettings& settings,
                        const std::string& = ONIXS_COMPILER_INFO);

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

                    /// 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 depth messages received 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 registerDepthListener (DepthListener* listener);

                    /// Assigns listener for Top Of Book Implied message received 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 registerTopOfBookImpliedListener (TopOfBookImpliedListener* listener);

                    /// Assigns listener for Product State Change message received 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 registerProductStateChangeListener (ProductStateChangeListener* listener);

                    /// Assigns listener for Mass Instrument State Change message received 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 registerMassInstrumentStateChangeListener (MassInstrumentStateChangeListener* listener);

                    /// Assigns listener for Instrument State Change message received 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 registerInstrumentStateChangeListener (InstrumentStateChangeListener* listener);

                    /// Assigns listener for Quote Request message received 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 registerQuoteRequestListener (QuoteRequestListener* listener);

                    /// Assigns listener for Cross Request message received 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 registerCrossRequestListener (CrossRequestListener* listener);

                    /// Assigns listener for Complex Instrument Update message received 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 registerComplexInstrumentUpdateListener (ComplexInstrumentUpdateListener* listener);

                    /// Assigns listener for Flexible Instrument Update message received 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 registerFlexibleInstrumentUpdateListener (FlexibleInstrumentUpdateListener* listener);

                    /// Assigns listener for Order Book updates received 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);

                    /// Assigns listener for trades received 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);

                    /// Start manager.
                    ///
                    /// @note This action is asynchronous.
                    /// @throw std::exception in case of unable to start all necessary EMDI handlers.
                    void start (const IInterfaceDescriptorProvider* provider, const MarketSegments& productNames, FeedEngine& feedEngine);

                    /// Replay pcap files.
                    void replayPcap (const IInterfaceDescriptorProvider* provider, const MarketSegments& productNames, const ReplayOptions& options);

                    /// Stop manager.
                    void stop ();

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

                    void prepareHandlers(const IInterfaceDescriptorProvider* provider, const MarketSegments& productNames);

                private:
                    struct Impl;
                    Impl* impl_;

                    ErrorListener* errorListener_;
                    WarningListener* warningListener_;
                    DepthListener* depthListener_;
                    TopOfBookImpliedListener* topOfBookImpliedListener_;
                    ProductStateChangeListener* productStateChangeListener_;
                    MassInstrumentStateChangeListener* massInstrumentStateChangeListener_;
                    InstrumentStateChangeListener* instrumentStateChangeListener_;
                    QuoteRequestListener* quoteRequestListener_;
                    CrossRequestListener* crossRequestListener_;
                    ComplexInstrumentUpdateListener* complexInstrumentUpdateListener_;
                    FlexibleInstrumentUpdateListener* flexibleInstrumentUpdateListener_;
                    OrderBookListener* orderBookListener_;
                    TradeListener* tradeListener_;
            };

        }
    }
}