Connectivity_MDPublisher.h

 
#ifndef _SAG_MD_PUBLISHER_INTERFACE_H_
#define _SAG_MD_PUBLISHER_INTERFACE_H_
#include "Connectivity_MDInterfaces.h"
 
namespace com {
    namespace softwareag {
        namespace marketdata {
 
 
            class SAG_MDM_API MarketDataPublisher
            {
            public:
 
                MarketDataPublisher(void* dataManagerPtr)
                    : dataManagerPtr_(dataManagerPtr)
                {
                };
 
                virtual ~MarketDataPublisher()
                {
                };
 
                void SetExtraParam(const std::string& subKey, const std::string& paramName, const std::string& type, const std::string& value, const std::string& description);
                
                void SetExtraParams(const std::string &subKey, const ExtraParamList &extraParamList);
 
                void SetExtraParamValue(const std::string& subKey, const std::string& paramName, const std::string& value);
 
                void SetExtraParamsValue(const std::string &subKey, const ExtraParamValueList &extraParamValueList);
 
                void RemoveExtraParam(const std::string& subKey, const std::string& paramName, bool permanent = false);
 
                void RemoveExtraParams(const std::string &subKey, const StringList &paramNames, bool permanent = false);
            
            //protected:
                //virtual void start() = 0;
                //virtual void stop() = 0;
 
            protected:
                void* dataManagerPtr_;
            };
 
            class SAG_MDM_API BBAPublisher : public MarketDataPublisher
            {
            public:
                BBAPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~BBAPublisher(){}
 
                void SetBBAData(const std::string& subKey, double bidPrice, int64_t bidQty, double askPrice, int64_t askQty);
                
            };
 
            class SAG_MDM_API TradePublisher : public MarketDataPublisher
            {
            public:
                TradePublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~TradePublisher() {}
 
                void SetTradeData(const std::string& subKey, double price, int64_t quantity, const std::string& taker, const std::string& receiver, const std::string& currency);
            };
 
            class SAG_MDM_API DepthPublisher : public MarketDataPublisher
            {
            public:
                DepthPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~DepthPublisher() {}
 
                void SetBidDepthData(const std::string& subKey, const std::string& depthId, double price, int64_t quantity, const StringDictionary &epValues);
                
                void SetAskDepthData(const std::string& subKey, const std::string& depthId, double price, int64_t quantity, const StringDictionary &epValues);
 
                void InsertBidDepthData(const std::string& subKey, const std::string& depthId, double price, int64_t quantity, const StringDictionary &epValues);
                
                void InsertAskDepthData(const std::string& subKey, const std::string& depthId, double price, int64_t quantity, const StringDictionary &epValues);
 
                void DeleteBidDepthData(const std::string& subKey, const std::string& depthId);
 
                void DeleteAskDepthData(const std::string& subKey, const std::string& depthId);
 
                const char* GetBidDepthIdAtLevel(const std::string& subKey, int64_t level);
 
                const char* GetAskDepthIdAtLevel(const std::string& subKey, int64_t level);
            };
 
            class SAG_MDM_API OrderPublisher : public MarketDataPublisher
            {
            public:
                OrderPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~OrderPublisher() {}
 
                void SetBidOrderBookData(const std::string& subKey, const std::string& orderId, double price, int64_t quantity, const std::string& party, const StringDictionary &epValues);
                
                void SetAskOrderBookData(const std::string& subKey, const std::string& orderId, double price, int64_t quantity, const std::string& party, const StringDictionary &epValues);
 
                void InsertBidOrderBookData(const std::string& subKey, const std::string& orderId, double price, int64_t quantity, const std::string& party, const StringDictionary &epValues);
                
                void InsertAskOrderBookData(const std::string& subKey, const std::string& orderId, double price, int64_t quantity, const std::string& party, const StringDictionary &epValues);
 
                void DeleteBidOrderBookData(const std::string& subKey, const std::string& orderId);
 
                void DeleteAskOrderBookData(const std::string& subKey, const std::string& orderId);
 
                const char* GetBidOrderIdAtLevel(const std::string& subKey, int64_t level);
 
                const char* GetAskOrderIdAtLevel(const std::string& subKey, int64_t level);
            };
 
            class SAG_MDM_API QuotebookPublisher : public MarketDataPublisher
            {
            public:
                QuotebookPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~QuotebookPublisher() {}
 
                void SetBidQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity, double price, const std::string& party,
                    const std::string& requestId, const bool tradable, const StringDictionary &epValues);
 
                void SetAskQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity, double price, const std::string& party,
                    const std::string& requestId, const bool tradable, const StringDictionary &epValues);
 
                void InsertBidQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity, double price, const std::string& party,
                    const std::string& requestId, const bool tradable, const StringDictionary &epValues);
 
                void InsertAskQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity, double price, const std::string& party,
                    const std::string& requestId, const bool tradable, const StringDictionary &epValues);
 
                void DeleteBidQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity);
 
                void DeleteAskQuotebookData(const std::string& subKey, const std::string& quoteId, int64_t quantity);
 
                void DeleteMultipleBidQuotebookData(const std::string& subKey, const std::string& quoteId);
 
                void DeleteMultipleAskQuotebookData(const std::string& subKey, const std::string& quoteId);
 
                const char* GetBidQuotebookIdAtLevel(const std::string& subKey, int64_t level);
 
                const char* GetAskQuotebookIdAtLevel(const std::string& subKey, int64_t level);
            };
 
            class SAG_MDM_API NewsDataPublisher : public MarketDataPublisher
            {
            public:
                NewsDataPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~NewsDataPublisher() {}
 
                void SetNewsData(const std::string& subKey, const std::string& newsId, const StringSet &symbolSet,
                    int64_t updateType, const std::string& headline, const std::string& story, const double sourceTimestamp, const NewsDataList &newsDataList, const double value = MDM_DEFAULT_FLOAT);
 
                void DeleteNewsData(const std::string& subKey, const std::string& newsId, const StringSet &symbolSet,
                    const double sourceTimestamp, const NewsDataList &newsDataList);
 
                void DefineNewsSchema(const std::string& subKey, const NewsDataList &newsDataList);
            };
 
            class SAG_MDM_API EPPublisher : public MarketDataPublisher
            {
            public:
                EPPublisher(void* dataManagerPtr)
                    : MarketDataPublisher(dataManagerPtr)
                {}
 
                ~EPPublisher() {}
            };
 
 
        } //marketdata
    } //softwareag
}//com
 
#endif //_SAG_MD_PUBLISHER_INTERFACE_H_