processing_rules.hpp

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#ifndef ISIMUD_EXCHANGES_COMMON_MIT_PROCESSING_RULES_HPP
#define ISIMUD_EXCHANGES_COMMON_MIT_PROCESSING_RULES_HPP
 
/******************************************************************************
** Copyright © 2015 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "../../common/processing_rules.hpp"
 
#include "core/msm.hpp"
 
#include <chrono>
#include <functional>
#include <thread>
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace MIT { namespace common {
 
/// A client-to-MIT-protocol message handler.
/**
   The behaviour of this handler is derived from the specification in [1].
   [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"
*/
template<class SrcMsgDetails, class DestMsgDetails>
class client_to_exchange_transformations final
: public exchanges::common::message_responses<
   SrcMsgDetails,
   DestMsgDetails,
   client_to_exchange_transformations<SrcMsgDetails, DestMsgDetails>,
   typename SrcMsgDetails::client_to_exchange_messages_t
> {
public:
   using base_t=exchanges::common::message_responses<
      SrcMsgDetails,
      DestMsgDetails,
      client_to_exchange_transformations<SrcMsgDetails, DestMsgDetails>,
      typename SrcMsgDetails::client_to_exchange_messages_t
   >;
   using src_msg_details_t=typename base_t::src_msg_details_t;
   using dest_msg_details_t=typename base_t::dest_msg_details_t;
   using ref_data=typename dest_msg_details_t::ref_data; ///< The object containing the reference data that is used to convert the input symbol information to exchange-specific instrument identifiers.
 
   explicit constexpr client_to_exchange_transformations(ref_data const &rd) noexcept(true)
   : ref_data_(rd), msm(ref_data_, ref_data_, ref_data_, ref_data_) {
   }
   constexpr client_to_exchange_transformations(client_to_exchange_transformations const &v) noexcept(true)
   : base_t(v), ref_data_(v.ref_data_), msm(v.msm) {
   }
 
   /**
      \return False to continue processing messages, true otherwise.
   */
   template<class SktT>
   bool process_msg(typename src_msg_details_t::msg_buffer_t const &buff, SktT &exchg_skt, SktT &dest_skt);
 
   std::string to_string() const noexcept(false);
 
private:
   struct state_machine_t;
   using machine=libjmmcg::msm::unroll::machine<state_machine_t>;
 
   ref_data const &ref_data_;
   const machine msm;
};
 
template<class SrcMsgDetails, class DestMsgDetails> inline std::ostream &
operator<<(std::ostream &os, client_to_exchange_transformations<SrcMsgDetails, DestMsgDetails> const &ec) noexcept(false);
 
/// A MIT-protocol-to-client message handler.
/**
   The behaviour of this handler is derived from the specification in [1].
   [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"
*/
template<class SrcMsgDetails, class DestMsgDetails>
class exchange_to_client_transformations final
: public exchanges::common::message_responses<
   SrcMsgDetails,
   DestMsgDetails,
   exchange_to_client_transformations<SrcMsgDetails, DestMsgDetails>,
   typename SrcMsgDetails::exchange_to_client_messages_t
> {
public:
   using base_t=exchanges::common::message_responses<
      SrcMsgDetails,
      DestMsgDetails,
      exchange_to_client_transformations<SrcMsgDetails, DestMsgDetails>,
      typename SrcMsgDetails::exchange_to_client_messages_t
   >;
   using src_msg_details_t=typename base_t::src_msg_details_t;
   using dest_msg_details_t=typename base_t::dest_msg_details_t;
   using ref_data=typename src_msg_details_t::ref_data;  ///< The object containing the reference data that is used to convert the input symbol information to exchange-specific instrument identifiers.
 
   explicit constexpr exchange_to_client_transformations(ref_data const &rd) noexcept(true)
   : ref_data_(rd),
      business_msm(ref_data_, ref_data_, ref_data_, ref_data_),
      admin_msm(business_msm, business_msm, business_msm, business_msm, business_msm) {
   }
   constexpr exchange_to_client_transformations(exchange_to_client_transformations const &v) noexcept(true)
   : base_t(v), ref_data_(v.ref_data_), business_msm(v.business_msm), admin_msm(v.admin_msm) {
   }
 
   /**
      \return False to continue processing messages, true otherwise.
   */
   template<class SktT, class ClientCxn>
   bool process_msg(typename src_msg_details_t::msg_buffer_t const &buff, SktT &exchg_skt, ClientCxn &client_skt);
 
   std::string to_string() const noexcept(false);
 
private:
   struct business_state_machine_t;
   struct admin_state_machine_t;
   using business_machine=libjmmcg::msm::unroll::machine<business_state_machine_t>;
   using admin_machine=libjmmcg::msm::unroll::machine<admin_state_machine_t>;
 
   ref_data const &ref_data_;
   const business_machine business_msm;
   const admin_machine admin_msm;
};
 
template<class SrcMsgDetails, class DestMsgDetails> inline std::ostream &
operator<<(std::ostream &os, exchange_to_client_transformations<SrcMsgDetails, DestMsgDetails> const &ec) noexcept(false);
 
/// A simple, MIT-protocol exchange simulator.
/**
   The behaviour of this simulator is a simplification derived from the specification in [1].
   [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"
*/
template<class SrcMsgDetails>
class simulator_responses final : public exchanges::common::simulator_responses<SrcMsgDetails, simulator_responses<SrcMsgDetails>> {
public:
   using base_t=exchanges::common::simulator_responses<SrcMsgDetails, simulator_responses<SrcMsgDetails>>;
   using msg_details_t=typename base_t::msg_details_t;
 
   static inline constexpr Reason_t logout_reason{"snafu\0"};
   /// The only valid instrument, all others will be rejected.
   static inline constexpr typename msg_details_t::SecurityID_t instrumentID=133215;   ///< VODAFONE.
   /// An invalid instrument, that will be rejected.
   static inline constexpr typename msg_details_t::SecurityID_t invalidInstrumentID=1;
   static inline constexpr std::chrono::seconds logout_timeout{3};
 
   simulator_responses() noexcept(true)
   : base_t(), msm{std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this)} {
   }
   constexpr simulator_responses(simulator_responses const &sr) noexcept(true)
   : base_t(sr), msm{std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this), std::ref(*this)} {
   }
 
   /**
      \return False to continue processing messages, true otherwise.
   */
   template<class SktT, class ClientCxn>
   bool process_msg(typename msg_details_t::msg_buffer_t const &buff, SktT &exchg_skt, ClientCxn &client_cxn);
 
   std::string to_string() const noexcept(false);
 
private:
   struct state_machine_t;
   using machine=libjmmcg::msm::unroll::machine<state_machine_t>;
 
   const machine msm;
};
 
template<class SrcMsgDetails> inline std::ostream &
operator<<(std::ostream &os, simulator_responses<SrcMsgDetails> const &ec) noexcept(false);
 
} } } } }
 
#include "processing_rules_impl.hpp"
 
#endif