MamdaOptionChain.h

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/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * 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., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */
 
#ifndef MamdaOptionChainH
#define MamdaOptionChainH
 
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOptionAtTheMoneyCompareType.h>
#include <set>
 
using std::set;
 
namespace Wombat
{
 
    class MamdaOptionContract;
    class MamdaOptionExpirationDateSet;
    class MamdaQuoteListener;
    class MamdaTradeListener;
 
    typedef set<double>   StrikeSet;
 
    class MAMDAOPTExpDLL MamdaOptionChain
    {
        MamdaOptionChain (const MamdaOptionChain&);
 
        MamdaOptionChain& operator= (const MamdaOptionChain&);
 
    public:
 
        MamdaOptionChain (const char*  symbol);
 
        ~MamdaOptionChain ();
 
        void setSymbol (const char*  symbol);
 
        const char*  getSymbol () const;
 
        void setUnderlyingQuoteListener (
            const MamdaQuoteListener*  quoteListener);
 
        void setUnderlyingTradeListener (
            const MamdaTradeListener*  tradeListener);
 
        const MamdaQuoteListener*  getUnderlyingQuoteListener () const;
 
        const MamdaTradeListener*  getUnderlyingTradeListener () const;
 
        void addContract (
            const char*           contractSymbol,
            MamdaOptionContract*  contract);
 
        void processNewContractDetails (
            const char*           contractSymbol,
            MamdaOptionContract*  contract);   
 
        void removeContract (
            const char*  contractSymbol);
 
        double getAtTheMoney (
            MamdaOptionAtTheMoneyCompareType  compareType);
 
        void getStrikesWithinPercent (
            StrikeSet&                        strikeSet,
            double                            percentage,
            MamdaOptionAtTheMoneyCompareType  compareType);
 
        void getStrikesWithinRangeSize (
            StrikeSet&                        strikeSet,
            int                               rangeLength,
            MamdaOptionAtTheMoneyCompareType  compareType);
 
        bool getIsPriceWithinPercentOfMoney (
            double                            price,
            double                            percentage,
            MamdaOptionAtTheMoneyCompareType  compareType);
 
        class MAMDAOPTExpDLL iterator
        {
        public:
            ~iterator ();
 
            iterator (const iterator&);
            iterator&             operator= (const iterator&);
            bool                  hasNext();
            MamdaOptionContract*  next();
 
        protected:
            friend class MamdaOptionChain;
            struct iteratorImpl;
            iterator (void*);
            iteratorImpl* mIterImpl;
        };
 
        class MAMDAOPTExpDLL const_iterator
        {
        public:
            ~const_iterator ();
            const_iterator  (const const_iterator&);
            const_iterator&             operator= (const const_iterator&);
            bool                        hasNext();
            const MamdaOptionContract*  next();
 
        protected:
            friend class MamdaOptionChain;
            struct constIteratorImpl;
            const_iterator (void*);
            constIteratorImpl* mIterImpl;
        };
 
        iterator       callIterator();
 
        iterator       putIterator();
 
        const_iterator callIterator() const;
 
        const_iterator putIterator() const;
 
        const MamdaOptionExpirationDateSet&  getAllExpirations () const;
 
        void  dump ();
 
    private:
        struct MamdaOptionChainImpl;
        MamdaOptionChainImpl& mImpl;
    };
 
} // namespace
 
#endif // MamdaOptionChainH