MFClient.h

/*
 * Copyright (C) 2017 MarketFactory, Inc. All rights reserved.
 * Use in source and binary forms, with or without modification, is permitted
 * provided that the following conditions are met:
 * 1. You may only use this software for internal evaluation and testing
 * purposes and may not use the software for engaging
 * in live trades, unless and until you have entered into a separate agreement
 * with MarketFactory governing the use of
 * MarketFactory software in a production environment.
 * 2. You may not distribute the software (in either source or binary forms) to
 * third parties.
 * 3. All copies of source code must retain the above copyright notice, this
 * list of conditions and the following disclaimer.
 *    THIS SOFTWARE IS PROVIDED BY MARKETFACTORY AND ITS LICENSORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING,
 *    BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
 * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
 *    NO EVENT SHALL MARKETFACTORY OR ITS LICENSORS BE LIABLE FOR ANY DIRECT,
 * INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
 *    CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
 * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA,
 *    OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
 * LIABILITY, WHETHER IN CONTRACT, STRICT
 *    LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
 * OUT OF THE USE OF THIS SOFTWARE, EVEN IF
 *    ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 */
#ifndef _MF_MFCLIENT_H
#define _MF_MFCLIENT_H

#include <MFTradingSession.h>
#include <MFStpBookingSession.h>
#include <MFMarketDataSession.h>
#include <MFTradeDateRollOverSession.h>

#include <MFProto.h>

#include <EASTL/vector_map.h>

#include <boost/asio.hpp>
#include <boost/noncopyable.hpp>

#include <string>

class MFTradingHandler;
class MFMarketDataHandler;
class MFStpBookingHandler;
class MFTradeDateRollOverHandler;

//-------------------------------------------------------------------------------------------
class MFClient : private boost::noncopyable {
 public:
  static const uint16_t AUTO_CALCULATE_PORT_VALUE = 0;

  MFClient();

  MFClient(uint16_t baseport);
  ~MFClient();

  size_t run();

  void stop();

  size_t runStpBooking();

  void stopStpBooking();

  size_t runTradeDateRollOver();

  void stopTradeDateRollOver();

  MFTradingSession* newTcpTradingSession
  (
    MFTradingHandler&   handler,
    const std::string& username,
    const std::string& password,
    const std::string& hostname,
    uint16_t               port,
    bool    relogonOnDisconnect
  );

  MFStpBookingSession* newTcpStpBookingSession
  (
    MFStpBookingHandler& handler,
    const std::string&  username,
    const std::string&  password,
    const std::string&  hostname,
    uint16_t                port,
    bool     relogonOnDisconnect
  );

  MFTradeDateRollOverSession* newTcpTradeDateRollOverSession
  (
    MFTradeDateRollOverHandler& handler, 
    const std::string&         username,
    const std::string&         password, 
    const std::string&         hostname,
    MFProto::VenueID            venueID,
    uint16_t                       port,
    bool            relogonOnDisconnect
  );

  MFMarketDataSession* newTcpMarketDataSession
  (
    MFMarketDataHandler& handler, 
    const std::string& venueName,
    MFProto::VenueID     venueID, 
    const std::string&  username,
    const std::string&  password, 
    const std::string&  hostname, 
    uint16_t                port,
    bool     relogonOnDisconnect
  );

  bool isMarketDataSessionRegistered(MFProto::VenueID venueID);

 private:
  void onTimer(const boost::system::error_code& ec);

  typedef eastl::vector_map<MFProto::VenueID, MFMarketDataSession*>
      MarketDataSessionMap;

  std::auto_ptr<MFTradingSession>            _tradingSession;
  std::auto_ptr<MFStpBookingSession>         _stpBookingSession;
  std::auto_ptr <MFTradeDateRollOverSession> _tradeDateRollOverSession;
  
  MarketDataSessionMap                       _marketDataSessions;
  boost::asio::io_service                    _ioService;
  uint16_t                                   _baseport;
  bool                                       _isRunning;
  boost::asio::deadline_timer                _timer;
};

#endif