trading_core::TradingCore Class Reference

High-level manager for partitions and command dispatch. More...

#include <TradingCore.h>

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Public Types
using	ExecutionReportCallback = std::function< void(const fix::ExecutionReport &)>

Public Member Functions
	TradingCore ()
	TradingCore (data::DatabaseWorker *dbWorker, bool autoInitPartitions=true)
	TradingCore (std::unique_ptr< data::DatabaseWorker > dbWorker, std::unique_ptr< data::AuthRepository > authRepo, std::unique_ptr< data::TradeIDRepository > tradeIDRepo, std::unique_ptr< TradeIDGenerator > tradeIDGen, std::unique_ptr< OrderIDGenerator > orderIDGen, bool autoInitPartitions=true)
virtual	~TradingCore ()
std::optional< common::Instrument >	findPartitionForOrder (common::OrderID orderId) const
data::AuthRepository *	getAuthRepository () const
data::DatabaseWorker *	getDatabaseWorker () const
const ExecutionReportCallback &	getExecutionReportCallback () const
MarketDataPublisher &	getMarketDataPublisher ()
std::optional< common::Order >	getOrder (common::OrderID orderId) const
std::optional< common::Order >	getOrderByClientOrderId (const std::string &clientOrderId) const
OrderIDGenerator *	getOrderIDGenerator ()
Partition *	getPartition (common::Instrument instrument) const
void	setPartition (common::Instrument instrument, std::unique_ptr< Partition > partition)
void	start ()
void	stop ()
void	stopAcceptingCommands ()
virtual void	submitCommand (std::unique_ptr< Command > command) const
virtual void	subscribeToExecutions (ExecutionReportCallback callback)
virtual void	subscribeToMarketData (common::Symbol symbol, common::SessionID sessionId)
virtual void	unsubscribeFromMarketData (common::SessionID sessionId)
virtual void	unsubscribeFromMarketData (common::Symbol symbol, common::SessionID sessionId)
void	waitAllQueuesIdle () const

Static Public Member Functions
static TradingCore &	getInstance ()

Private Member Functions
void	initPartitions ()

Private Attributes
std::unique_ptr< data::AuthRepository >	mAuthRepo
data::DatabaseWorker *	mDatabaseWorker = nullptr
std::mutex	mExecutionCallbackMutex
ExecutionReportCallback	mExecutionReportCallback
MarketDataPublisher	mMarketDataPublisher
std::unique_ptr< OrderIDGenerator >	mOrderIDGenerator
std::unique_ptr< data::DatabaseWorker >	mOwnedDatabaseWorker
std::unique_ptr< Partition >	mPartitions [static_cast< int >(common::Instrument::COUNT)]
std::unique_ptr< TradeIDGenerator >	mTradeIDGenerator
std::unique_ptr< data::TradeIDRepository >	mTradeIDRepo

Detailed Description

High-level manager for partitions and command dispatch.

Member Typedef Documentation

ExecutionReportCallback

using trading_core::TradingCore::ExecutionReportCallback = std::function<void(const fix::ExecutionReport&)>

Constructor & Destructor Documentation

TradingCore() [1/3]

trading_core::TradingCore::TradingCore

(

)

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TradingCore() [2/3]

trading_core::TradingCore::TradingCore ( data::DatabaseWorker *  dbWorker, bool  autoInitPartitions = true  )

explicit

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TradingCore() [3/3]

trading_core::TradingCore::TradingCore	(	std::unique_ptr< data::DatabaseWorker >	dbWorker,
		std::unique_ptr< data::AuthRepository >	authRepo,
		std::unique_ptr< data::TradeIDRepository >	tradeIDRepo,
		std::unique_ptr< TradeIDGenerator >	tradeIDGen,
		std::unique_ptr< OrderIDGenerator >	orderIDGen,
		bool	autoInitPartitions = true
	)

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~TradingCore()

trading_core::TradingCore::~TradingCore ( )

virtual

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Member Function Documentation

findPartitionForOrder()

std::optional< common::Instrument > trading_core::TradingCore::findPartitionForOrder

(

common::OrderID

orderId

)

const

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getAuthRepository()

data::AuthRepository * trading_core::TradingCore::getAuthRepository

(

)

const

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getDatabaseWorker()

data::DatabaseWorker * trading_core::TradingCore::getDatabaseWorker

(

)

const

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getExecutionReportCallback()

const TradingCore::ExecutionReportCallback & trading_core::TradingCore::getExecutionReportCallback

(

)

const

getInstance()

TradingCore & trading_core::TradingCore::getInstance ( )

static

getMarketDataPublisher()

MarketDataPublisher & trading_core::TradingCore::getMarketDataPublisher

(

)

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getOrder()

std::optional< common::Order > trading_core::TradingCore::getOrder

(

common::OrderID

orderId

)

const

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getOrderByClientOrderId()

std::optional< common::Order > trading_core::TradingCore::getOrderByClientOrderId

(

const std::string &

clientOrderId

)

const

getOrderIDGenerator()

OrderIDGenerator * trading_core::TradingCore::getOrderIDGenerator

(

)

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getPartition()

Partition * trading_core::TradingCore::getPartition

(

common::Instrument

instrument

)

const

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initPartitions()

void trading_core::TradingCore::initPartitions ( )

private

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setPartition()

void trading_core::TradingCore::setPartition	(	common::Instrument	instrument,
		std::unique_ptr< Partition >	partition
	)

start()

void trading_core::TradingCore::start

(

)

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stop()

void trading_core::TradingCore::stop

(

)

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stopAcceptingCommands()

void trading_core::TradingCore::stopAcceptingCommands

(

)

submitCommand()

void trading_core::TradingCore::submitCommand ( std::unique_ptr< Command >  command ) const

virtual

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subscribeToExecutions()

void trading_core::TradingCore::subscribeToExecutions ( ExecutionReportCallback  callback )

virtual

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subscribeToMarketData()

void trading_core::TradingCore::subscribeToMarketData ( common::Symbol  symbol, common::SessionID  sessionId  )

virtual

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unsubscribeFromMarketData() [1/2]

void trading_core::TradingCore::unsubscribeFromMarketData ( common::SessionID  sessionId )

virtual

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unsubscribeFromMarketData() [2/2]

void trading_core::TradingCore::unsubscribeFromMarketData ( common::Symbol  symbol, common::SessionID  sessionId  )

virtual

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waitAllQueuesIdle()

void trading_core::TradingCore::waitAllQueuesIdle

(

)

const

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Member Data Documentation

mAuthRepo

std::unique_ptr<data::AuthRepository> trading_core::TradingCore::mAuthRepo

private

mDatabaseWorker

data::DatabaseWorker* trading_core::TradingCore::mDatabaseWorker = nullptr

private

mExecutionCallbackMutex

std::mutex trading_core::TradingCore::mExecutionCallbackMutex

mutableprivate

mExecutionReportCallback

ExecutionReportCallback trading_core::TradingCore::mExecutionReportCallback

private

mMarketDataPublisher

MarketDataPublisher trading_core::TradingCore::mMarketDataPublisher

private

mOrderIDGenerator

std::unique_ptr<OrderIDGenerator> trading_core::TradingCore::mOrderIDGenerator

private

mOwnedDatabaseWorker

std::unique_ptr<data::DatabaseWorker> trading_core::TradingCore::mOwnedDatabaseWorker

private

mPartitions

std::unique_ptr<Partition> trading_core::TradingCore::mPartitions[static_cast< int >(common::Instrument::COUNT)]

private

mTradeIDGenerator

std::unique_ptr<TradeIDGenerator> trading_core::TradingCore::mTradeIDGenerator

private

mTradeIDRepo

std::unique_ptr<data::TradeIDRepository> trading_core::TradingCore::mTradeIDRepo

private

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The documentation for this class was generated from the following files:

• exchange/exchange_app/include/exchange_app/TradingCore.h
• exchange/exchange_app/src/TradingCore.cpp