HandlerSettings.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/Domain.h>

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

#include <OnixS/CME/MDH/BookManagement.h>
#include <OnixS/CME/MDH/TradeProcessing.h>

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

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Handler's configuration settings.
ONIXS_CMEMDH_LTWT_CLASS HandlerSettings
{
    ChannelId channel_;

    FeedSettings feeds_;

    TradeProcessing::Enum tradeProcessing_;
    BookManagement bookManagement_;

    UInt32 recoveryQueueMaxSize_;
    std::string instrumentCache_;

    HandlerDebugLoggingSettings debugLogging_;

    MemoryPoolSettings memoryPool_;

public:
    /// Initializes parameters with default values.
    HandlerSettings()
        : channel_(0)
        , tradeProcessing_(
            TradeProcessing::SummaryLevel)
        , recoveryQueueMaxSize_(1000000)
    {
    }

    /// Cleans everything up.
    ~HandlerSettings()
    {
    }

    /// Identifies CME market data channel.
    ChannelId channel() const
    {
        return channel_;
    }

    /// Identifies CME market data channel.
    void channel(ChannelId value)
    {
        channel_ = value;
    }

    /// Reference to parameters related with feeds.
    const 
    FeedSettings& 
    feeds() const
    {
        return feeds_;
    }

    /// Reference to parameters related with feeds.
    FeedSettings& 
    feeds()
    {
        return feeds_;
    }

    /// Indicates how trades are processed.
    TradeProcessing::Enum 
    tradeProcessing() const
    {
        return tradeProcessing_;
    }

    /// Defines how trades are processed.
    void 
    tradeProcessing(
        TradeProcessing::Enum strategy)
    {
        tradeProcessing_ = strategy;
    }

    /// Reference to parameters affecting book management. 
    const 
    BookManagement& 
    bookManagement() const
    {
        return bookManagement_;
    }

    /// Reference to parameters affecting book management. 
    BookManagement& 
    bookManagement()
    {
        return bookManagement_;
    }

    /// Maximum number of packets transmitted via 
    /// incremental feed to be hold in internal queue 
    /// while market state is recovered from snapshots.
    ///
    /// When Handler recovers order books from snapshots, 
    /// the given parameter limits the size of the internal 
    /// queue used by the Handler to keep packets coming from 
    /// incremental feeds. Upon reaching limit, newer packets
    /// substitute older ones.
    ///
    /// @note The default value is 1000000.
    UInt32 
    recoveryQueueMaxSize() const
    {
        return recoveryQueueMaxSize_;
    }

    /// Maximum number of packets to be hold in the internal 
    /// queue used by the Handler while processing incoming data.
    void 
    recoveryQueueMaxSize(
        UInt32 queueMaxSize)
    {
        recoveryQueueMaxSize_ = queueMaxSize;
    }

    /// Path to the file where the Handler 
    /// must store security definitions for
    /// further use instead of a live instrument
    /// feed while recovering definitions due
    /// to late join.
    /// 
    /// If path is not defined, the Handler
    /// will not cache instrument definitions. 
    ///
    /// @note The default value is empty string.
    ///
    /// @warning If this option is activated, then 
    /// it is recommended to remove the cache file 
    /// weekly to start the trading week with the 
    /// fresh copy of security definitions.
    const 
    std::string& 
    instrumentCache() const
    {
        return instrumentCache_;
    }

    /// Updates option to use file-based 
    /// caching of the security definitions.
    void 
    instrumentCache(
        const std::string& filename)
    {
        instrumentCache_ = filename;
    }

    /// Parameters affecting logging at debug level.
    HandlerDebugLoggingSettings&
    debugLogging()
    {
        return debugLogging_;
    }

    /// Parameters affecting logging at debug level.
    const
    HandlerDebugLoggingSettings&
    debugLogging() const
    {
        return debugLogging_;
    }

    /// Parameters affecting behavior of memory pool 
    /// used by Handler while processing market data. 
    MemoryPoolSettings&
    memoryPool()
    {
        return memoryPool_;
    }

    /// Parameters affecting behavior of memory pool 
    /// used by Handler while processing market data. 
    const
    MemoryPoolSettings&
    memoryPool() const
    {
        return memoryPool_;
    }
};

/// Serializes BBA tracking parameters into string. 
ONIXS_CMEMDH_EXPORTED
void
toStr(
    std::string&, 
    const HandlerSettings&);

/// Serializes BBA tracking parameters into string. 
inline
std::string
toStr(
    const HandlerSettings& settings)
{
    std::string str;

    toStr(str, settings);

    return str;
}

/// Makes filename for instrument cache for the given channel. 
ONIXS_CMEMDH_EXPORTED
std::string
makeInstrumentCacheFilename(ChannelId);

ONIXS_CMEMDH_NAMESPACE_END