InterfaceDescriptorProvider.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 <set>
#include <vector>
#include <map>
 
#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/HandlerSettings.h>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct ProductInfo
            {
                ProductInfo()
                    : marketSegmentId()
                    , partitionId()
                    , marketDepth()
                    , mdiMarketDepth()
                {
                }

                MarketSegment marketSegment;

                MarketSegmentId marketSegmentId;

                PartitionId partitionId;

                UInt32 marketDepth;

                UInt32 mdiMarketDepth;
 
                typedef std::vector<ProductInfo> Collection;
            };
 
            typedef ProductInfo::Collection ProductInfos;

            struct FilteringTraits
            {
                typedef std::set<PartitionId> PartitionIdFilters;
                typedef std::set<MarketSegmentId> MarketSegmentIdFilters;
                typedef std::set<SecurityId> SecurityIdFilters;
            };
 
            typedef FilteringTraits::PartitionIdFilters PartitionIdFilters;
            typedef FilteringTraits::MarketSegmentIdFilters MarketSegmentIdFilters;
            typedef FilteringTraits::SecurityIdFilters SecurityIdFilters;

            struct MarketDepthTraits
            {
                typedef std::map<MarketSegmentId, MarketDepth> MarketSegmentId2Depth;
            };
 
            typedef MarketDepthTraits::MarketSegmentId2Depth MarketSegmentId2Depth;
 
            struct EmdiDescriptor : InterfaceDescriptor
            {
                ProductInfos productInfos;

                MarketSegmentId2Depth marketSegmentId2Depth;

                PartitionIdFilters partitionIdFilters;

                MarketSegmentIdFilters marketSegmentIdFilters;
 
                typedef std::vector<EmdiDescriptor> Collection;
            };
 
            typedef EmdiDescriptor::Collection EmdiDescriptors;
 
            struct MdiDescriptor : InterfaceDescriptor
            {
                ProductInfos productInfos;

                MarketSegmentId2Depth marketSegmentId2Depth;

                PartitionIdFilters partitionIdFilters;

                MarketSegmentIdFilters marketSegmentIdFilters;
 
                typedef std::vector<MdiDescriptor> Collection;
            };
 
            typedef MdiDescriptor::Collection MdiDescriptors;
 
            struct EobiDescriptor : InterfaceDescriptor
            {
                ProductInfos productInfos;

                PartitionIdFilters partitionIdFilters;

                MarketSegmentIdFilters marketSegmentIdFilters;
 
                typedef std::vector<EobiDescriptor> Collection;
            };
 
            typedef EobiDescriptor::Collection EobiDescriptors;
 
            struct ONIXS_EUREX_EMDI_API IInterfaceDescriptorProvider
            {
                public:
                    typedef std::set<MarketSegment> MarketSegments;

                    virtual EmdiDescriptors findEmdiDescriptors (const MarketSegments& productNames) const = 0;

                    virtual EmdiDescriptors findAllEmdiDescriptors () const = 0;
 

                    virtual MdiDescriptors findMdiDescriptors(const MarketSegments& productNames) const = 0;

                    virtual MdiDescriptors findAllMdiDescriptors() const = 0;
 

                    virtual EobiDescriptors findEobiDescriptors (const MarketSegments& productNames) const = 0;

                    virtual EobiDescriptors findAllEobiDescriptors () const = 0;
 
                protected:
                    virtual ~IInterfaceDescriptorProvider() {}
            };
 
            typedef IInterfaceDescriptorProvider::MarketSegments MarketSegments;
        }
    }
}