Replay.h

Go to the documentation of this file.

// Copyright 2005-2012 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 <string>
#include <vector>

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/Compiler.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// @typedef HandlerLogs
            /// Ordered list of logs to be replayed.
            typedef std::vector<std::string> HandlerLogs;

            /// @typedef HandlerLogsEntry
            /// Read-write iterator over ordered list of logs to be replayed.
            typedef std::vector<std::string>::iterator HandlerLogsEntry;

            /// Listening interface for log replay-related events.
            class ONIXS_EUREX_EMDI_API ReplayListener
            {
                public:
                    /// Is called once error occurs while replaying logs.
                    virtual void onReplayError (const std::string& errorDescription) = 0;

                    /// Is called once all the logs are replayed.
                    virtual void onReplayFinished() = 0;

                protected:
                    /// Deletion is not supposed
                    /// through interface of this class.
                    virtual ~ReplayListener();
            };

            /// Logging options.
            struct ONIXS_EUREX_EMDI_API ReplayMode
            {
                enum Enum
                {
                    /// The packets are replayed with constant delay, defined by ReplayOptions::packetReplayDelay
                    /// Timestamps from the log file are ignored
                    /// ReplayOptions::playSpeedMultiplier is ignored
                    ConstantPacketReplayDelay = 1,

                    /// The packets are replayed with delays as it come from the logs.
                    /// FinalDelay = LogFileDelay * ReplayOptions::playSpeedMultiplier + ReplayOptions::packetReplayDelay
                    NaturalPacketReplayDelay = 2
                };
            };

            /// Gathers log files logs which are stored in a given folder.
            void ONIXS_EUREX_EMDI_API gatherLogs(HandlerLogs* gatheredLogs, const std::string& root);

            /// Defines params which affect logs replay.
            struct ReplayOptions
            {
                /// List of instruments logs to be replayed.
                /// Must be stored in 'oldest to recent' order.
                HandlerLogs logs;

                /// Instance to notify about replay events.
                ReplayListener* listener;

                /// Specifies the time delay (milliseconds) between replayed packets.
                ///
                /// @note Ability to control log replay rate. The default value is 0 milliseconds.
                unsigned int packetReplayDelay;

                /// Replay multiplier. Used only in ReplayMode::NaturalPacketReplayDelay
                /// The default value is 1
                float playSpeedMultiplier;

                /// Replay mode. The default value is ReplayMode::ConstantPacketReplayDelay
                ReplayMode::Enum replayMode;

                /// Initializes instance with default values.
                ReplayOptions()
                    : listener(ONIXS_EUREX_EMDI_NULLPTR)
                    , packetReplayDelay(0)
                    , playSpeedMultiplier(1)
                    , replayMode(ReplayMode::ConstantPacketReplayDelay)
                {
                }

                /// Initializes with all the logs which are available
                /// and are stored in a given folder.
                explicit
                ReplayOptions (const std::string& logsRoot)
                    : listener(ONIXS_EUREX_EMDI_NULLPTR)
                    , packetReplayDelay(0)
                    , playSpeedMultiplier(1)
                    , replayMode(ReplayMode::ConstantPacketReplayDelay)
                {
                    gatherLogs(&logs, logsRoot);
                }
            };
        }
    }
}