EobiHandler.h

Go to the documentation of this file.

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

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            ONIXS_EUREX_EMDI_API_DECL(class, FeedEngine);
            
            struct ReplayOptions;
            class HandlerStateListener;
            class WarningListener;
            class ErrorListener;
            class PacketListener;

            namespace EOBI
            {
                struct EobiHandlerSettings;

                class OrderDataListener;
                class TradeDataListener;
                class StateChangeListener;
                class ReferenceDataListener;
                class SnapshotListener;
                class MessageListener;
                class OrderBookListener;

                /// Eurex Enhanced Order Book Interface Handler.
                class ONIXS_EUREX_EMDI_API EobiHandler
                {
                    public:
                        /// Performs instance initialization.
                        /// @param settings defines values for various options
                        /// which affect handler behavior like enabling logging
                        /// during execution of the handler.
                        explicit EobiHandler (const EobiHandlerSettings& settings,
                            const std::string& = ONIXS_COMPILER_INFO);

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

                        /// 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);

                        void registerOrderDataListener (OrderDataListener* listener);
                        void registerTradeDataListener (TradeDataListener* listener);
                        void registerStateChangeListener (StateChangeListener* listener);
                        void registerReferenceDataListener (ReferenceDataListener* listener);
                        void registerSnapshotListener (SnapshotListener* listener);
                        void registerMessageListener (MessageListener* listener);
                        void registerOrderBookListener (OrderBookListener* listener);
                        void registerPacketListener (PacketListener* listener);

                        /// Set the Partition Id filtering values.
                        ///
                        /// @note The filter is inclusive.
                        void setPartitionIdFilters (const PartitionIdFilters& filters);

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

                        /// 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 ();

                        /// Replay pcap files.
                        void replayPcap (const ReplayOptions& options);

                        /// 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:
                        EobiHandler (const EobiHandler&); //no implementation
                        EobiHandler& operator = (const EobiHandler&); //no implementation

                    private:
                        friend struct Implementation::PcapPeplayHelper;
                        struct Impl;
                        Impl* impl_;
                };

                /// Replay pcap files.
                ONIXS_EUREX_EMDI_API
                void replayPcap (const std::vector<EobiHandler*>& handlers, const ReplayOptions& options);
            }
        }
    }
}