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MessageParserADSM.h
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MessageParserADSM.h
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#pragma once
#include "messageparser.h"
#include "ParsedMessage.h"
#include "MessageStorage.h"
#include "Constant.h"
#include "Queue.h"
struct STSectorInfo
{
std::string stName;
std::string stData;
};
class CMessageParserADSM : public IMessageParser
{
private:
bool bContinue;
int VerifyMessage(std::string);
int FindTagValueIndex (std::string tag, std::string& msg);
protected:
//CMessageStorage m_MessageStorage;
public:
CMessageParserADSM();
~CMessageParserADSM();
CParsedMessage ParseMessage(std::string _Message);
void AddSymMktMsgPair(std::string & stSymbol, std::string & stMarket, MapTagVal& mpTagVal, std::string & stExStatsMsgToForward, std::string & stIndexLastValues);
void GMTtoLocalTime (std::string& stTime);
bool TagExists (std::string tag, std::string& msg);
bool TagExists_( char * szMsg, const std::string & stTag );
bool GetNextTagVal (std::string& msg, std::string& stTag, std::string& stVal, int & nMsgCounter, int & nMsgLen);
bool GetNextTagVal ( char *& szMsg, std::string& stTag, std::string& stVal);
bool BestMarketData (std::string& stMessage);
bool MarketByOrderData (std::string& stMessage);
bool MarketByPriceData (std::string& stMessage);
bool StateChangeData (std::string& stMessage);
bool BestMarketData( char * szMsg );
bool MarketByOrderData( char * szMsg );
bool MarketByPriceData( char * szMsg );
bool StateChangeData( char * szMsg );
bool IsSectorIndexTag (int tag) ;
bool IsIndexTag (int tag) ;
bool UpdateSectorInfo( STSectorInfo *, int tag, const std::string &, const std::string & );
bool IsSector1Tag (int tag);
bool IsSector2Tag (int tag);
bool IsSector3Tag (int tag);
bool IsSector4Tag (int tag);
bool IsSector5Tag (int tag);
bool IsSector6Tag (int tag);
bool IsSector7Tag (int tag);
bool IsSector8Tag (int tag);
bool IsSector9Tag (int tag);
bool IsSector10Tag (int tag);
bool IsExStatsToForwardTag(int nTag);
bool IsExStatsAdvanceTag(int tag);
bool IsExStatsDeclineTag(int tag);
bool IsExStatsUnchangedTag(int tag);
bool IsMktStatsAdvanceTag(int tag);
bool IsMktStatsDeclineTag(int tag);
bool IsMktStatsUnchangedTag(int tag);
bool IsStateChangeMessage(char* stMdfMessage);
//void publishMBPDataToClient( std::string &stKey, std::string &stData );
//void publishMBODataToClient( std::string &stKey, std::string &stData );
//int subscribeClientforMBPMBO( std::string &stClientRequest, std::string &stAddr );
public:
std::string GetMBOBidTopTotalQtyPx( char * szMessage );
std::string GetMBOAskTopTotalQtyPx( char * szMessage );
private:
std::map<std::string, std::string> mpSectorTagIndexTag;
std::set<int> setValidTags;
std::set<int> setMBOTags;
std::set<int> setMBPTags;
std::set<int> setMktIndexTags;
std::set<int> setSector1Tags;
std::set<int> setSector2Tags;
std::set<int> setSector3Tags;
std::set<int> setSector4Tags;
std::set<int> setSector5Tags;
std::set<int> setSector6Tags;
std::set<int> setSector7Tags;
std::set<int> setSector8Tags;
std::set<int> setSector9Tags;
std::set<int> setSector10Tags;
std::vector<int> vtExStatsToForwardTags;
};