EmdsHandler.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/Eurex/MarketData/FeedEngine.h>
#include <OnixS/Eurex/MarketData/OpenInterestListener.h>
#include <OnixS/Eurex/MarketData/SettlementListener.h>
#include <OnixS/Eurex/MarketData/ExchangeTradeListener.h>
#include <OnixS/Eurex/MarketData/HandlerSettings.h>
#include <OnixS/Eurex/MarketData/HandlerStateListener.h>
#include <OnixS/Eurex/MarketData/InterfaceDescriptorProvider.h>
#include <OnixS/Eurex/MarketData/Replay.h>
#include <OnixS/Eurex/MarketData/ErrorListener.h>
#include <OnixS/Eurex/MarketData/WarningListener.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// Eurex Extended Market Data Service Handler.
            class ONIXS_EUREX_EMDI_API EmdsHandler
            {
                public:
                    /// Performs instance initialization.
                    /// @param settings defines values for various options
                    /// which affect handler behavior like enabling logging
                    /// during execution of the handler.
                    explicit EmdsHandler (const EmdsHandlerSettings& settings,
                              const std::string& = ONIXS_COMPILER_INFO);

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

                    /// 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 settlement 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 registerSettlementListener (SettlementListener* listener);

                    /// Assigns listener for open interest 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 registerOpenInterestListener (OpenInterestListener* listener);

                    /// Assigns listener for On-exchange trade 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 registerExchangeTradeListener (ExchangeTradeListener* listener);

                    /// Set the Market Segment Id filtering values.
                    ///
                    /// @note The filter is inclusive.
                    void setMarketSegmentIdFilters (const MarketSegmentIdFilters& filters);

                    /// Remove all filters.
                    void removeAllMarketSegmentIdFilters();

                    /// Set the Security Id filtering values.
                    ///
                    /// @note The filter is inclusive.
                    void setSecurityIdFilters (const SecurityIdFilters& filters);

                    /// Remove all filters.
                    void removeAllSecurityIdFilters();

                    /// 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 ();

                    /// 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.
                    const char* licenseExpirationDate () const;

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

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

                private:
                    struct Impl;
                    Impl* impl_;
            };

        }
    }
}