MarketDataPublisher.h

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#pragma once
 
#include "common/Types.h"
#include "common_fix/MarketDataIncrementalRefresh.h"
#include "common_fix/MarketDataSnapshotFullRefresh.h"
#include <functional>
#include <map>
#include <vector>
#include <shared_mutex>
 
namespace trading_core {
 
    class MarketDataPublisher {
    public:
        using SnapshotCallback = std::function<void(const fix::MarketDataSnapshotFullRefresh&)>;
        using IncrementalCallback = std::function<void(const fix::MarketDataIncrementalRefresh&)>;
 
        void addSubscription(common::Symbol symbol, common::SessionID sessionId);
        void removeSubscription(common::Symbol symbol, common::SessionID sessionId);
        void removeSubscription(common::SessionID sessionId);
 
        virtual void publishSnapshot(const fix::MarketDataSnapshotFullRefresh& snapshot);
        virtual void publishIncremental(const fix::MarketDataIncrementalRefresh& refresh);
 
        void subscribeToSnapshots(SnapshotCallback callback);
        void subscribeToIncrementals(IncrementalCallback callback);
        
        void addGeneralIncrementalSubscriber(IncrementalCallback callback);
        void addGeneralSnapshotSubscriber(SnapshotCallback callback);
 
    private:
        mutable std::shared_mutex mMutex;
        std::map<common::Symbol, std::vector<common::SessionID>> mSubscriptions;
        std::vector<SnapshotCallback> mSessionSnapshotCallbacks;
        std::vector<IncrementalCallback> mSessionIncrementalCallbacks;
        std::vector<SnapshotCallback> mGeneralSnapshotCallbacks;
        std::vector<IncrementalCallback> mGeneralIncrementalCallbacks;
    };
 
} // namespace trading_core