dmitry_env/ATP/robotrader/robotrader/RoboTrader.h

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/***************************************************************************
*    
*                       Copyright (c) 2007-2010  Argo SE, Inc. All rights reserved. 
*
* The following source code, and the ideas, expressions and concepts
* incorporated therein, as well as the ideas, expressions and concepts of
* any other material (whether tangible or intangible) disclosed in
* conjunction with this source code, are the exclusive and proprietary
* property, and constitutes confidential information, of Argo SE, Inc.
* Accordingly, the user of this source code
* agrees that it shall continue to be bound by the terms and conditions of
* any and all confidentiality agreements executed with Argo SE, Inc.
* concerning the disclosure of the source code and any other materials in 
* conjunction therewith. 
*
*/

#pragma once

#include <string>
#include <list>

#include "RobotHelperInterfaces.h"

using namespace corelib; 

namespace RT {

class RoboTrader;


class RoboTrader : public IMarketDataConsumer,
                                   public IOrderConsumer,
                                   public IRiskInfoConsumer
{
        public:
                RoboTrader() {}
                virtual ~RoboTrader() {}

                virtual void onInit ()=0;
                virtual void onStart()=0; 
                virtual void onStop ()=0;
                virtual void onClose()=0;
                virtual void onParameters()=0;

                virtual void onNotification     (const char* topic, const unsigned char* payload, int length) = 0;

                virtual RTRobotStateInfo& robot_state_ref() {return robot_state_info_;}

                // IMarketDataConsumer class default implemintation 
        virtual void onMarketData (RTInstrument&) { }
                virtual void onMarketData (const inside_market_notification_t&,                 const std::string &) { }
                virtual void onMarketData (const market_depth_notification_t&,                  const std::string &) { }
                virtual void onMarketData (const implied_market_depth_notification_t&,  const std::string &) { }
                virtual void onMarketData (const outright_market_depth_notification_t&, const std::string &) { }
                virtual void onMarketData (const market_state_notification_t&,                  const std::string &) { }
                virtual void onMarketData (const last_trade_carrier_t&,                                 const std::string &) { }
                virtual void onMarketData (const rfq_notification_t&,                                   const std::string &) { }
                virtual void onMarketData (const ohlc_carrier_t&,                                               const std::string &) { }
                //virtual void on_exchange_state                 (const exchange_state_notification_t&,          const client_data_t &)=0;

                //IOrderConsumer class implemintation 
                virtual void execution_report           (const RTExecutionReport& rp)           = 0;
                virtual void order_cancel_reject        (const RTOrderCancelReject& rp)         = 0;
                virtual void business_message_reject(const RTBusinessMessageReject& rp) = 0;
                virtual void trade_report                       (const RTExecutionReport& rp)           = 0;
                virtual void order_state_report         (const RTExecutionReport& rp)           = 0;
        
                // IRiskInfoConsumer implementation
                // Account info update callback
                virtual void process_account(IAccount&) = 0;
                // Position info update callback
                virtual void process_position(IPosition&) = 0;
                virtual void process_alert(IAlert&) = 0;

                virtual  RobotHelperInterfacesProvider * api()                  {return api_;}
                virtual void api(RobotHelperInterfacesProvider* api)    { api_ = api; }
                
protected:
         RobotHelperInterfacesProvider          * api_;
         RTRobotStateInfo robot_state_info_;
};

}

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