BarHistory.h

/************************************************************************
 * Copyright(c) 2021, One Unified. All rights reserved.                 *
 *                                                                      *
 * This file is provided as is WITHOUT ANY WARRANTY                     *
 *  without even the implied warranty of                                *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.                *
 *                                                                      *
 * This software may not be used nor distributed without proper license *
 * agreement.                                                           *
 *                                                                      *
 * See the file LICENSE.txt for redistribution information.             *
 ************************************************************************/

/*
 * File:    BarHistory.h
 * Author:  raymond@burkholder.net
 * Project: lib/TFIQFeed
 * Created: August 7, 2021, 19:06
 */

#pragma once

#include <string>
#include <functional>

#include <TFIQFeed/HistoryQuery.h>

#include <TFTimeSeries/DatedDatum.h>

namespace ou {
namespace tf {
namespace iqfeed {

class BarHistory: HistoryQuery<BarHistory> {
  friend HistoryQuery<BarHistory>;
public:

  using fConnected_t = std::function<void()>;
  using fBar_t = std::function<void(const ou::tf::Bar&)>;
  using fDone_t = std::function<void()>;

  using pBarHistory_t = std::unique_ptr<BarHistory>;
  static pBarHistory_t Construct( fConnected_t&& fConnected ) {
    return std::make_unique<BarHistory>( std::move( fConnected ) );
  }

  BarHistory();
  BarHistory( fConnected_t&& ); // multiple requests
  BarHistory( fConnected_t&&, fBar_t&&, fDone_t&& ); // single request
  virtual ~BarHistory();

  void Set( fBar_t&&, fDone_t&& );
  void Set( fConnected_t&&, fBar_t&&, fDone_t&& );

  void Connect();
  void RequestNBars( const std::string& sSymbol, unsigned int nSeconds, unsigned int nBars );
  void RequestNDaysOfBars( const std::string& sSymbol, unsigned int nSeconds, unsigned int nDays );
  void RequestNEndOfDay( const std::string& sSymbol, unsigned int nDays );
  void Disconnect();

protected:

  void OnHistoryConnected();
  void OnHistoryDisconnected();
  void OnHistoryIntervalData( Interval* pDP );
  void OnHistoryEndOfDayData( EndOfDay* pDP );
  void OnHistoryRequestDone( bool );
  void OnHistorySendDone();
  void OnHistoryError( size_t e );

private:
  bool m_bConnected;
  fConnected_t m_fConnected;
  fBar_t m_fBar;
  fDone_t m_fDone;
};

} // namespace iqfeed
} // namespace tf
} // namespace ou