MarketDataListener.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 <OnixS/CME/MDH/Packet.h>
#include <OnixS/CME/MDH/Messages.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Handler);

/// Collection of market data supplied 
/// via message processing callbacks. 
template
<
    class MessageType
>
class MessageArgs
{
public:
    /// Type of message whose instance 
    /// is referenced by given arguments.
    typedef MessageType Message;

    /// Initializes instance with given message 
    /// instance and packet containing that message. 
    MessageArgs(
        const NetPacket& packet, 
        const Message& message)
        : packet_(packet)
        , message_(message)
    {
    }

    /// Instance of packet containing the message. 
    const NetPacket& packet() const
    {
        return packet_;
    }

    /// Instance of message being processed. 
    const Message& message() const
    {
        return message_;
    }

private:
    const NetPacket& packet_;
    const Message& message_;

    // Coping/cloning is not supposed. 

    MessageArgs(
        const MessageArgs&);

    MessageArgs& 
    operator =(
        const MessageArgs&);
};

/// MessageArgs template instantiation
/// for InstrumentDefinitionFuture27 message type.
typedef 
MessageArgs<InstrumentDefinitionFuture27> 
InstrumentDefinitionFuture27Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionSpread29 message type.
typedef 
MessageArgs<InstrumentDefinitionSpread29> 
InstrumentDefinitionSpread29Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshBook32 message type.
typedef 
MessageArgs<IncrementalRefreshBook32> 
IncrementalRefreshBook32Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshDailyStatistics33 message type.
typedef 
MessageArgs<IncrementalRefreshDailyStatistics33> 
IncrementalRefreshDailyStatistics33Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshLimitsBanding34 message type.
typedef 
MessageArgs<IncrementalRefreshLimitsBanding34> 
IncrementalRefreshLimitsBanding34Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshSessionStatistics35 message type.
typedef 
MessageArgs<IncrementalRefreshSessionStatistics35> 
IncrementalRefreshSessionStatistics35Args;

/// MessageArgs template instantiation
/// for SnapshotFullRefresh38 message type.
typedef 
MessageArgs<SnapshotFullRefresh38> 
SnapshotFullRefresh38Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionOption41 message type.
typedef 
MessageArgs<InstrumentDefinitionOption41> 
InstrumentDefinitionOption41Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeSummary42 message type.
typedef 
MessageArgs<IncrementalRefreshTradeSummary42> 
IncrementalRefreshTradeSummary42Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshOrderBook43 message type.
typedef 
MessageArgs<IncrementalRefreshOrderBook43> 
IncrementalRefreshOrderBook43Args;

/// MessageArgs template instantiation
/// for SnapshotFullRefreshOrderBook44 message type.
typedef 
MessageArgs<SnapshotFullRefreshOrderBook44> 
SnapshotFullRefreshOrderBook44Args;

/// MessageArgs template instantiation
/// for ChannelReset4 message type.
typedef 
MessageArgs<ChannelReset4> 
ChannelReset4Args;

/// MessageArgs template instantiation
/// for AdminHeartbeat12 message type.
typedef 
MessageArgs<AdminHeartbeat12> 
AdminHeartbeat12Args;

/// MessageArgs template instantiation
/// for AdminLogin15 message type.
typedef 
MessageArgs<AdminLogin15> 
AdminLogin15Args;

/// MessageArgs template instantiation
/// for AdminLogout16 message type.
typedef 
MessageArgs<AdminLogout16> 
AdminLogout16Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionFuture54 message type.
typedef 
MessageArgs<InstrumentDefinitionFuture54> 
InstrumentDefinitionFuture54Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionSpread56 message type.
typedef 
MessageArgs<InstrumentDefinitionSpread56> 
InstrumentDefinitionSpread56Args;

/// MessageArgs template instantiation
/// for SecurityStatus30 message type.
typedef 
MessageArgs<SecurityStatus30> 
SecurityStatus30Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshBook46 message type.
typedef 
MessageArgs<IncrementalRefreshBook46> 
IncrementalRefreshBook46Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshDailyStatistics49 message type.
typedef 
MessageArgs<IncrementalRefreshDailyStatistics49> 
IncrementalRefreshDailyStatistics49Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshLimitsBanding50 message type.
typedef 
MessageArgs<IncrementalRefreshLimitsBanding50> 
IncrementalRefreshLimitsBanding50Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshSessionStatistics51 message type.
typedef 
MessageArgs<IncrementalRefreshSessionStatistics51> 
IncrementalRefreshSessionStatistics51Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshVolume37 message type.
typedef 
MessageArgs<IncrementalRefreshVolume37> 
IncrementalRefreshVolume37Args;

/// MessageArgs template instantiation
/// for SnapshotFullRefresh52 message type.
typedef 
MessageArgs<SnapshotFullRefresh52> 
SnapshotFullRefresh52Args;

/// MessageArgs template instantiation
/// for QuoteRequest39 message type.
typedef 
MessageArgs<QuoteRequest39> 
QuoteRequest39Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionOption55 message type.
typedef 
MessageArgs<InstrumentDefinitionOption55> 
InstrumentDefinitionOption55Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeSummary48 message type.
typedef 
MessageArgs<IncrementalRefreshTradeSummary48> 
IncrementalRefreshTradeSummary48Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshOrderBook47 message type.
typedef 
MessageArgs<IncrementalRefreshOrderBook47> 
IncrementalRefreshOrderBook47Args;

/// MessageArgs template instantiation
/// for SnapshotFullRefreshOrderBook53 message type.
typedef 
MessageArgs<SnapshotFullRefreshOrderBook53> 
SnapshotFullRefreshOrderBook53Args;

/// Callbacks invoked by Handler during market data 
/// processing to reflect various stages of processing. 
ONIXS_CMEMDH_EXPORTED_STRUCT 
MarketDataListener
{
    /// Invoked when processing of packet has begun. 
    virtual 
    void 
    onPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of packet has ended. 
    virtual 
    void 
    onEndOfPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionFuture27 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionFuture27Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionFuture27 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionFuture27Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionSpread29 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionSpread29Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionSpread29 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionSpread29Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshBook32 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshBook32Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshBook32 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshBook32Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshDailyStatistics33 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshDailyStatistics33Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshDailyStatistics33 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshDailyStatistics33Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshLimitsBanding34 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding34Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshLimitsBanding34 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding34Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshSessionStatistics35 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshSessionStatistics35Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshSessionStatistics35 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshSessionStatistics35Args&)
    {
    }

    /// Invoked when processing of 
    /// SnapshotFullRefresh38 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SnapshotFullRefresh38Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SnapshotFullRefresh38 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SnapshotFullRefresh38Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionOption41 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionOption41Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionOption41 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionOption41Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeSummary42 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeSummary42Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeSummary42 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeSummary42Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshOrderBook43 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshOrderBook43Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshOrderBook43 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshOrderBook43Args&)
    {
    }

    /// Invoked when processing of 
    /// SnapshotFullRefreshOrderBook44 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SnapshotFullRefreshOrderBook44Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SnapshotFullRefreshOrderBook44 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SnapshotFullRefreshOrderBook44Args&)
    {
    }

    /// Invoked when processing of 
    /// ChannelReset4 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const ChannelReset4Args&)
    {
    }

    /// Invoked when processing of message of 
    /// ChannelReset4 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const ChannelReset4Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminHeartbeat12 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminHeartbeat12Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminHeartbeat12 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminHeartbeat12Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogin15 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogin15Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogin15 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogin15Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogout16 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogout16Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogout16 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogout16Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionFuture54 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionFuture54Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionFuture54 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionFuture54Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionSpread56 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionSpread56Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionSpread56 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionSpread56Args&)
    {
    }

    /// Invoked when processing of 
    /// SecurityStatus30 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SecurityStatus30Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SecurityStatus30 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SecurityStatus30Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshBook46 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshBook46Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshBook46 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshBook46Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshDailyStatistics49 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshDailyStatistics49Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshDailyStatistics49 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshDailyStatistics49Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshLimitsBanding50 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding50Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshLimitsBanding50 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshLimitsBanding50Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshSessionStatistics51 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshSessionStatistics51Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshSessionStatistics51 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshSessionStatistics51Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshVolume37 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshVolume37Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshVolume37 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshVolume37Args&)
    {
    }

    /// Invoked when processing of 
    /// SnapshotFullRefresh52 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SnapshotFullRefresh52Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SnapshotFullRefresh52 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SnapshotFullRefresh52Args&)
    {
    }

    /// Invoked when processing of 
    /// QuoteRequest39 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const QuoteRequest39Args&)
    {
    }

    /// Invoked when processing of message of 
    /// QuoteRequest39 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const QuoteRequest39Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionOption55 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionOption55Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionOption55 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionOption55Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeSummary48 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeSummary48Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeSummary48 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeSummary48Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshOrderBook47 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshOrderBook47Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshOrderBook47 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshOrderBook47Args&)
    {
    }

    /// Invoked when processing of 
    /// SnapshotFullRefreshOrderBook53 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const SnapshotFullRefreshOrderBook53Args&)
    {
    }

    /// Invoked when processing of message of 
    /// SnapshotFullRefreshOrderBook53 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const SnapshotFullRefreshOrderBook53Args&)
    {
    }

};

ONIXS_CMEMDH_NAMESPACE_END