OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
PcapDataAnalyser.h
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19 
20 #pragma once
21 
22 #include "Export.h"
23 #include "MarketSubscription.h"
24 #include "PcapDataProviderId.h"
25 
26 #include <string>
27 
28 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
29 
30 /// PCAP data analyser interface.
32 {
33 public:
34  /// Returns available market subscriptions.
35  virtual const MarketSubscriptions& marketSubscriptions() const = 0;
36 
37  /// For a give market type returns a set of market IDs which
38  /// is present in TCP data but missing in UDP snapshot data.
39  ///
40  /// \param marketType Requested market type.
41  /// \param securityType Requested security type.
42  virtual const MarketIds& missingMarketSnapshotIds(
43  MarketType marketType
44  , SecurityType::Enum securityType
45  ) const = 0;
46 
47  virtual ~PcapDataAnalyser() {}
48 };
49 
50 /// PCAP data analyser factory.
51 class ONIXS_ICEMDH_EXPORT PcapDataAnalyserFactory
52 {
53 public:
54  /// Create an instance of PCAP data analyser.
55  ///
56  /// \param id Data provider unique ID.
57  /// \param path Path to a location where data is stored.
58  /// \param c10y Path to a connectivity configuration file.
59  static PcapDataAnalyser* create(
61  , const std::string& path
62  , const std::string& c10y
63  );
64 };
65 
66 }}}} // namespace MarketData, iMpact, ICE, OnixS
std::set< MarketId > MarketIds
List of market ID&#39;s.
Definition: Types.h:48
short MarketType
Alias for market types.
Definition: Types.h:36
virtual const MarketIds & missingMarketSnapshotIds(MarketType marketType, SecurityType::Enum securityType) const =0
std::set< MarketSubscription > MarketSubscriptions
Collection of market subscriptions.
virtual const MarketSubscriptions & marketSubscriptions() const =0
Returns available market subscriptions.