MdiHandler.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;
            struct MdiHandlerSettings;
 
            class CrossRequestListener;
            class FlexibleInstrumentUpdateListener;
            class HandlerStateListener;
            class InstrumentStateChangeListener;
            class InterfaceDescriptorProvider;
            class MassInstrumentStateChangeListener;
            class OrderBookListener;
            class TopOfBookImpliedListener;
            class ProductStateChangeListener;
            class QuoteRequestListener;
            class TradeListener;
            class WarningListener;
            class DepthListener;
            class ComplexInstrumentUpdateListener;
            class ErrorListener;
            class CachedDepthIncrementalListener;
            class ScaledSimpleInstrumentUpdateListener;
 

            class ONIXS_EUREX_EMDI_API MdiHandler
            {
                public:
                    explicit
                    MdiHandler (const MdiHandlerSettings& settings,
                        const std::string& = ONIXS_EUREX_EMDI_COMPILER_INFO);

                    virtual ~MdiHandler();

                    MdiHandler& registerErrorListener (ErrorListener* listener);

                    MdiHandler& registerWarningListener (WarningListener* listener);

                    MdiHandler& registerHandlerStateListener (HandlerStateListener* listener);

                    MdiHandler& registerDepthListener (DepthListener* listener);

                    MdiHandler& registerCachedDepthIncrementalListener (CachedDepthIncrementalListener* listener);

                    MdiHandler& registerTopOfBookImpliedListener (TopOfBookImpliedListener* listener);

                    MdiHandler& registerProductStateChangeListener (ProductStateChangeListener* listener);

                    MdiHandler& registerMassInstrumentStateChangeListener (MassInstrumentStateChangeListener* listener);

                    MdiHandler& registerInstrumentStateChangeListener (InstrumentStateChangeListener* listener);

                    MdiHandler& registerQuoteRequestListener (QuoteRequestListener* listener);

                    MdiHandler& registerCrossRequestListener (CrossRequestListener* listener);

                    MdiHandler& registerComplexInstrumentUpdateListener (ComplexInstrumentUpdateListener* listener);

                    MdiHandler& registerFlexibleInstrumentUpdateListener (FlexibleInstrumentUpdateListener* listener);

                    MdiHandler& registerScaledSimpleInstrumentUpdateListener (ScaledSimpleInstrumentUpdateListener* listener);
 

                    MdiHandler& registerOrderBookListener (OrderBookListener* listener);

                    MdiHandler& registerTradeListener (TradeListener* listener);

                    MdiHandler& setMarketSegmentId2Depth(const MarketSegmentId2Depth& map);

                    MdiHandler& setMarketSegmentIdFilters (const MarketSegmentIdFilters& filters);

                    MdiHandler& removeAllMarketSegmentIdFilters();

                    MdiHandler& setSecurityIdFilters (const SecurityIdFilters& filters);

                    MdiHandler& removeAllSecurityIdFilters();

                    MdiHandler& bindFeedEngine(FeedEngine& feedEngine);

                    void start ();

                    void start (const ReplayOptions& options, bool* stopRequest = ONIXS_EUREX_EMDI_NULLPTR);

                    void stop ();

                    void replayPcap (const ReplayOptions& options);

                    HandlerState::Enum state () const;

                    MdiHandler& log (LogLevel::Enum logLevel, const char* logMessage, size_t length);

                    MdiHandler& log (LogLevel::Enum logLevel, const char* logMessage);

                    MdiHandler& log (LogLevel::Enum logLevel, const std::string& str);

                    std::string licenseExpirationDate () const;

                    static const char* version ();
 
                private:
                    MdiHandler (const MdiHandler&); //no implementation
                    MdiHandler& operator = (const MdiHandler&); //no implementation
 
                private:
                    friend struct OnixS::Eurex::MarketData::Implementation::PcapReplayHelper;
                    struct Impl;
                    Impl* impl_;
            };

            ONIXS_EUREX_EMDI_API
            void replayPcap (const std::vector<MdiHandler*>& handlers, const ReplayOptions& options, bool* stopRequest = ONIXS_EUREX_EMDI_NULLPTR);
        }
    }
}