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
        {
            /// Product information
            struct ProductInfo
            {
                /// Constructor
                ProductInfo()
                    : marketSegmentId()
                    , partitionId()
                    , marketDepth()
                    , mdiMarketDepth()
                {
                }

                /// Market segment (product name).
                MarketSegment marketSegment;

                /// Market segment id.
                MarketSegmentId marketSegmentId;

                /// Partition id.
                PartitionId partitionId;

                /// Maximum number of price levels for the product in EMDI.
                UInt32 marketDepth;

                /// Maximum number of price levels for the product in MDI.
                UInt32 mdiMarketDepth;

                typedef std::vector<ProductInfo> Collection;
            };

            typedef ProductInfo::Collection ProductInfos;

            /// Export/Import template instantiations.
            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;

            /// Export/Import template instantiations.
            struct MarketDepthTraits
            {
                typedef std::map<MarketSegmentId, MarketDepth> MarketSegmentId2Depth;
            };

            typedef MarketDepthTraits::MarketSegmentId2Depth MarketSegmentId2Depth;

            struct EmdiDescriptor : InterfaceDescriptor
            {
                /// Contains information about all products for the interface.
                ProductInfos productInfos;

                /// Contains market segment to maximum number of price levels for the product map
                MarketSegmentId2Depth marketSegmentId2Depth;

                /// Contains list of interface partition ids
                PartitionIdFilters partitionIdFilters;

                /// Contains list of market segment ids
                MarketSegmentIdFilters marketSegmentIdFilters;

                typedef std::vector<EmdiDescriptor> Collection;
            };

            typedef EmdiDescriptor::Collection EmdiDescriptors;

            struct MdiDescriptor : InterfaceDescriptor
            {
                /// Contains information about all products for the interface.
                ProductInfos productInfos;

                /// Contains market segment to maximum number of price levels for the product map
                MarketSegmentId2Depth marketSegmentId2Depth;

                /// Contains list of interface partition ids
                PartitionIdFilters partitionIdFilters;

                /// Contains list of market segment ids
                MarketSegmentIdFilters marketSegmentIdFilters;

                typedef std::vector<MdiDescriptor> Collection;
            };

            typedef MdiDescriptor::Collection MdiDescriptors;

            struct EobiDescriptor : InterfaceDescriptor
            {
                /// Contains information about all products for the interface.
                ProductInfos productInfos;

                /// Contains list of interface partition ids
                PartitionIdFilters partitionIdFilters;

                /// Contains list of market segment ids
                MarketSegmentIdFilters marketSegmentIdFilters;

                typedef std::vector<EobiDescriptor> Collection;
            };

            typedef EobiDescriptor::Collection EobiDescriptors;

            struct ONIXS_EUREX_EMDI_API IInterfaceDescriptorProvider
            {
                public:
                    typedef std::set<MarketSegment> MarketSegments;

                    /// Returns list of EMDI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for products specified by productNames.
                    virtual EmdiDescriptors findEmdiDescriptors (const MarketSegments& productNames) const = 0;

                    /// Returns list of EMDI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for all products.
                    virtual EmdiDescriptors findAllEmdiDescriptors () const = 0;


                    /// Returns list of MDI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for products specified by productNames.
                    virtual MdiDescriptors findMdiDescriptors(const MarketSegments& productNames) const = 0;

                    /// Returns list of MDI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for all products.
                    virtual MdiDescriptors findAllMdiDescriptors() const = 0;


                    /// Returns list of EOBI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for products specified by productNames.
                    virtual EobiDescriptors findEobiDescriptors (const MarketSegments& productNames) const = 0;

                    /// Returns list of EOBI descriptors with filled partitionIdFilters and marketSegmentIdFilters to allow user
                    /// to receive market data for all products.
                    virtual EobiDescriptors findAllEobiDescriptors () const = 0;

                protected:
                    /// Destructor.
                    virtual ~IInterfaceDescriptorProvider() {}
            };

            typedef IInterfaceDescriptorProvider::MarketSegments MarketSegments;
        }
    }
}