marketdatastreamservice.h

#ifndef MARKETDATASTREAMSERVICE_H
#define MARKETDATASTREAMSERVICE_H
 
#include <vector>
#include <set>
#include <thread>
#include <grpcpp/grpcpp.h>
#include "customservice.h"
#include "marketdata.grpc.pb.h"
#include "servicereply.h"
#include "rpchandler.h"
 
using grpc::Channel;
using grpc::ClientAsyncReaderWriter;
using grpc::CompletionQueue;
 
using namespace tinkoff::public_::invest::api::contract::v1;
 
using CallbackFunc = std::function<void (ServiceReply)>;
 
class MarketDataStream: public CustomService
{
 
public:
    MarketDataStream(std::shared_ptr<Channel> channel, const std::string &token);
    ~MarketDataStream();
 
    void SubscribeCandles(const std::vector<std::pair<std::string, SubscriptionInterval>> &candleInstruments, CallbackFunc callback);
    void SubscribeOrderBook(const std::string &figi, int32_t depth, CallbackFunc callback);
    void SubscribeTrades(const std::vector<std::string> &figis, CallbackFunc callback);
    void SubscribeInfo(const std::vector<std::string> &figis, CallbackFunc callback);
    void SubscribeLastPrice(const std::vector<std::string> &figis, CallbackFunc callback);
 
    void SubscribeCandlesAsync(const std::vector<std::pair<std::string, SubscriptionInterval>> &candleInstruments, CallbackFunc callback);
    void SubscribeOrderBookAsync(const std::string &figi, int32_t depth, CallbackFunc callback);
    void SubscribeTradesAsync(const std::vector<std::string> &figis, CallbackFunc callback);
    void SubscribeInfoAsync(const std::vector<std::string> &figis, CallbackFunc callback);
    void SubscribeLastPriceAsync(const std::vector<std::string> &figis, CallbackFunc callback);
 
    void UnSubscribeCandles();
    void UnSubscribeOrderBook();
    void UnSubscribeTrades();
    void UnSubscribeLastPrice();
    void UnSubscribeInfo();
 
private:
    CompletionQueue m_cq;
    std::unique_ptr<MarketDataStreamService::Stub> m_marketDataStreamService;
    std::unique_ptr<std::thread> m_grpcThread;
    std::set<std::shared_ptr<MarketDataHandler>> m_currentHandlers;
 
    void SendRequest(const MarketDataRequest &request, CallbackFunc callback);
 
};
 
#endif // MARKETDATASTREAMSERVICE_H