Handler.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 <memory>

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

ONIXS_CMEMDH_EXPORTED_CLASS_DECL(FeedEngine);
ONIXS_CMEMDH_EXPORTED_CLASS_DECL(TcpRecoveryService);
ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Logger);

ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(HandlerListener);
ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(FeedListener);

ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(MarketDataListener);
ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(SecurityListener);

ONIXS_CMEMDH_LTWT_CLASS_DECL(HandlerSettings);

ONIXS_CMEMDH_LTWT_CLASS_DECL(SessionSettings);
ONIXS_CMEMDH_LTWT_CLASS_DECL(ReplaySettings);

ONIXS_CMEMDH_LTWT_CLASS_DECL(InstrumentSelection);

ONIXS_CMEMDH_INTERNAL_CLASS_DECL(ChannelModel);

/// Encapsulates all the machinery related with market 
/// data processing from CME Market Data Platform.
ONIXS_CMEMDH_EXPORTED_CLASS Handler
{
    // Data processing workhorse. 
    ChannelModel* model_;

public:
    /// Initializes instance according to given settings.
    explicit Handler(
        const HandlerSettings&);

    /// Finalizes instance usage.
    ~Handler();

    /// Configuration settings of given instance. 
    const HandlerSettings& settings() const;

    /// Logger currently used by the Handler. 
    Logger& logger();

    /// Filters instruments whose market data 
    /// is to be processed and events are to be 
    /// fired by the Handler.
    ///
    /// @warning Instrument selection can be updated 
    /// only when market data processing is not performed 
    /// by the Handler or upon successful instrument 
    /// recovery completion. 
    void 
    selectInstruments(
        const InstrumentSelection&);

    /// Registers Handler events listener.
    ///
    /// Only single instance of listener can be associated with
    /// the Handler. Registering new listener removes previous one.
    /// Listener instance lifetime shall be not less than Handler's one.
    ///
    /// Listeners are to be associated before starting market data
    /// processing - Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    registerListener(
        HandlerListener& listener);

    /// Registers feed event listener.
    ///
    /// Only single instance of listener can be associated with
    /// the Handler. Registering new listener removes previous one.
    /// Listener instance lifetime shall be not less than Handler's one.
    ///
    /// Listeners are to be associated before starting market data
    /// processing - Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    registerFeedListener(
        FeedListener& listener);

    /// Registers market data processing listener.
    ///
    /// Only single instance of listener can be associated with
    /// the Handler. Registering new listener removes previous one.
    /// Listener instance lifetime shall be not less than Handler's one.
    ///
    /// Listeners are to be associated before starting market data
    /// processing - Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    registerMarketDataListener(
        MarketDataListener& listener);

    /// Registers security events listener.
    ///
    /// Only single instance of listener can be associated with
    /// the Handler. Registering new listener removes previous one.
    /// Listener instance lifetime shall be not less than Handler's one.
    ///
    /// Listeners are to be associated before starting market data
    /// processing - Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    registerSecurityListener(
        SecurityListener& listener);

    /// Binds Feed Engine to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    bindFeedEngine(
        FeedEngine& feedEngine);

    /// Binds TCP Recovery Service to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void
    bindTcpRecovery(
        TcpRecoveryService& tcpRecovery);

    /// Binds Logging Service to the Handler.
    ///
    /// Handler must be in stopped state.
    ///
    /// @throw std::exception in case when handler is not in configurable state.
    void 
    bindLogger(
        Logger& logger);

    /// Erases instrument definitions cache if used. 
    /// Handler will produce a new cache at next start.
    void clearInstrumentCache();

    /// Starts market data processing according to given parameters. 
    void 
    start(
        const SessionSettings&);

    /// Stops the Handler.
    void stop();

    /// Processes market data stored in log 
    /// files according to specified settings. 
    void 
    replay(
        const ReplaySettings&);
};

ONIXS_CMEMDH_NAMESPACE_END