HandlerListener.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 <string>

#include <OnixS/CME/MDH/Bootstrap.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Collection of statuses of recovery completion. 
ONIXS_CMEMDH_LTWT_STRUCT RecoveryCompletionStatus
{
    enum Enum
    {
        /// Recovery accomplished successfully. 
        Succeeded,

        /// Recovery failed and no further 
        /// attempts to recover will be made. 
        Failed, 

        /// Identifies incomplete recovery. 
        /// Used to identify restart of recovery, 
        /// when new loop of recovery data is detected 
        /// and thus recovery must be done from scratch. 
        Incomplete
    };
};

/// Gathers information about the recovery completion.
ONIXS_CMEMDH_LTWT_CLASS RecoveryCompletionArgs
{
public:
    /// Initializes as blank instance. 
    RecoveryCompletionArgs()
    {
    }

    /// Initializes with given details.
    RecoveryCompletionArgs(
        RecoveryCompletionStatus::Enum status,
        const std::string& message = std::string())
        : status_(status), message_(message)
    {
    }

    /// Indicates completion status of the recovery.
    RecoveryCompletionStatus::Enum status() const
    {
        return status_;
    }

    /// Assigns completion status of the recovery.
    void 
    status(
        RecoveryCompletionStatus::Enum status)
    {
        status_ = status;
    }

    /// Human readable description of recovery completion. 
    /// In case of failure may include failure reason. 
    const std::string& details() const
    {
        return message_;
    }

    /// Associates human readable message 
    /// with recover completion event. 
    void 
    details(
        const std::string& message) 
    {
        message_ = message;
    }

private:
    RecoveryCompletionStatus::Enum status_;
    std::string message_;
};

/// Collection of issues Handler may 
/// report during market data processing. 
ONIXS_CMEMDH_LTWT_STRUCT
Issue
{
    enum Enum
    {
        /// Identifies network connection failure. 
        ConnectionFailure, 

        /// Source reported this issue will 
        /// function in reduced capacity. 
        ///
        /// For example, if feed engine fails to 
        /// configure feed to use socket buffer as 
        /// specified by Handler settings, feed will 
        /// continue functioning but in reduced capacity. 
        ReducedCapacity,

        /// Indicates data reception failure. 
        ReceiveFailure, 

        /// Indicates data receive timeout. 
        ReceiveTimeout,

        /// Indicates data processing failure. 
        ProcessingFailure, 

        /// Indicates internal queue overflow.
        QueueOverflow,

        /// Indicates error in data sequence.
        SequenceError,

        /// Operation performed by the Handler failed. 
        OperationFailure,

        /// Market data replay failed. 
        ReplayFailure
    };
};

/// Gathers information about the issue Handler 
/// may experience while processing market data.
ONIXS_CMEMDH_LTWT_CLASS 
IssueArgs
{
    Issue::Enum id_;
    const std::string& source_;
    const std::string& description_;

    IssueArgs(const IssueArgs&);
    IssueArgs& operator =(const IssueArgs&);

public:
    /// Initializes issue with provided attributes.
    IssueArgs(
        Issue::Enum id,
        const std::string& source,
        const std::string& description)
        : id_(id)
        , source_(source)
        , description_(description)
    {
    }

    /// Issue identifier.
    Issue::Enum id() const
    {
        return id_;
    }

    /// Source of the issue.
    const std::string& source() const
    {
        return source_;
    }

    /// Human readable description of the issue. 
    const std::string& description() const
    {
        return description_;
    }
};

/// Warning arguments.
typedef 
IssueArgs
WarningArgs;

/// Error arguments.
typedef 
IssueArgs
ErrorArgs;

ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Handler);

/// Events raised by Handler while processing market data.
ONIXS_CMEMDH_EXPORTED_STRUCT 
HandlerListener
{
    /// Handler is has started to process market data.
    virtual 
    void 
    onStarted(Handler&) 
    {
    }

    /// Invoked when Handler has stopped market data processing.
    virtual 
    void 
    onStopped(Handler&)
    {
    }

    /// Download or replay of Security Definition(d) messages is started.
    virtual 
    void 
    onInstrumentRecovery(Handler&)
    {
    }

    /// Download or replay of Security Definition(d) messages is finished.
    virtual 
    void 
    onEndOfInstrumentRecovery(
        Handler&, 
        const RecoveryCompletionArgs&)
    {
    }

    /// Handler started recovering order books from snapshots.
    /// 
    /// Handler switches to this state when it joins the market and the 
    /// initial books state is built from MarketDataSnapshotFullRefresh 
    /// (MsgType=W) messages or when the TCP Recovery is not used and the 
    /// message sequence number gap is detected, so the book state should 
    /// be re-built from MarketDataSnapshotFullRefresh (MsgType=W) messages 
    /// again.
    /// 
    /// It should be assumed at this point that all books maintained 
    /// in the Handler may no longer have the correct, latest state 
    /// maintained by CME, so they are cleared.
    virtual 
    void 
    onMarketRecovery(Handler&)
    {
    }

    /// Handler accomplished recovering order books from snapshots. 
    /// 
    /// Handler switches to this state when the latest books state is 
    /// restored from  MarketDataSnapshotFullRefresh (MsgType=W) messages 
    /// (all snapshot data is retrieved).
    /// 
    /// It should be assumed at this point that all books maintained in 
    /// the Handler have the correct, latest state maintained by CME. 
    virtual 
    void 
    onEndOfMarketRecovery(
        Handler&,
        const RecoveryCompletionArgs&)
    {
    }

    /// Handler spawned recovery of lost packets over TCP feed.
    virtual 
    void 
    onTcpRecovery(Handler&)
    {
    }

    /// Handler accomplished recovery of lost packets over TCP feed.
    virtual 
    void 
    onEndOfTcpRecovery(
        Handler&,
        const RecoveryCompletionArgs&)
    {
    }

    /// Handler resumed real-time processing of 
    /// market data received over incremental feeds. 
    virtual 
    void 
    onRealtimeProcessing(Handler&)
    {
    }

    /// Handler suspended real-time processing of 
    /// market data received over incremental feeds. 
    virtual 
    void 
    onEndOfRealtimeProcessing(Handler&)
    {
    }

    /// Non-critical issue occurred while Handler is 
    /// processing market data. Handler will handle 
    /// an issue by itself, thus no special handling 
    /// is required for the case. Supplied parameters
    /// exposes details information on the issue. 
    virtual 
    void 
    onWarning(
        Handler&, 
        const WarningArgs&)
    {
    }

    /// Error occurred while Handler is processing market 
    /// data. In contrast to warnings, given issue indicates
    /// the fact Handler fell into a conditions which are not 
    /// supposed to take place (for example, book update failed
    /// due to corrupted data). Handler will handle an issue by 
    /// itself, thus no special handling is required for the case. 
    virtual 
    void 
    onError(
        Handler&, 
        const ErrorArgs&)
    {
    }
};

ONIXS_CMEMDH_NAMESPACE_END