Decimal.h

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#pragma once

#include <string>

#include <OnixS/CME/MDH/Integral.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Represents real number with constant exponent.
///
/// CME Market Data Platform currently operates prices
/// and scaling factors as real numbers with constant exponent.
/// This class implements concept of fixed point decimal and
/// lets to dramatically improve performance of book-related
/// operations.
template <class MantissaType, class ExponentType>
class FixedPointDecimal
{
public:
    /// Aliases mantissa component type.
    typedef MantissaType Mantissa;

    /// Aliases exponent component type.
    typedef ExponentType Exponent;

    /// A few traits.
    enum
    {
        /// Size of class in bytes.
        ///
        /// Instantiations of given class are used
        /// while manipulating binary messages. Regular
        /// composites expose given characteristics so
        /// as this template class does.
        Size = sizeof(Mantissa)
    };

    /// Default (zero) initialization.
    FixedPointDecimal()
        : mantissa_()
    {
    }

    /// Explicitly initializes instance from its mantissa value.
    explicit FixedPointDecimal(Mantissa mantissa)
        : mantissa_(mantissa)
    {
    }

    /// Returns mantissa of given decimal.
    Mantissa mantissa() const
    {
        return mantissa_;
    }

    /// Returns exponent of given decimal.
    Exponent exponent() const
    {
        return Exponent();
    }

private:
    // Only mantissa is stored.
    MantissaType mantissa_;
};

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator==(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() == right.mantissa());
}

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator!=(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() != right.mantissa());
}

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator<(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() < right.mantissa());
}

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator>(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() > right.mantissa());
}

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator<=(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() <= right.mantissa());
}

/// Compares two fixed-point decimals.
template <class Mantissa, class Exponent>
bool operator>=(const FixedPointDecimal<Mantissa, Exponent>& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left.mantissa() >= right.mantissa());
}

/// Aliases mantissa component type for the decimal type.
typedef Int64 DecimalMantissa;

/// Aliases exponent component type for the decimal type.
typedef Int32 DecimalExponent;

/// A real number with floating exponent.
class ONIXS_CMEMDH_LTWT Decimal
{
public:
    /// Aliases mantissa component type.
    typedef DecimalMantissa Mantissa;

    /// Aliases exponent component type.
    typedef DecimalExponent Exponent;

    /// Default (zero) initialization.
    Decimal()
        : mantissa_(0)
        , exponent_(0)
    {
    }

    /// Explicitly initializes instance from its mantissa value.
    Decimal(Mantissa mantissa, Exponent exponent)
        : mantissa_(mantissa)
        , exponent_(exponent)
    {
    }

    /// Initializes instance as copy of the other one.
    Decimal(const Decimal& other)
        : mantissa_(other.mantissa_)
        , exponent_(other.exponent_)
    {
    }

    /// Initializes instance from
    /// the fixed point decimal.
    template <class AMantissa, class AExponent>
    Decimal(const FixedPointDecimal<AMantissa, AExponent>& other)
        : mantissa_(other.mantissa())
        , exponent_(other.exponent())
    {
    }

    /// Returns mantissa of given decimal.
    Mantissa mantissa() const
    {
        return mantissa_;
    }

    /// Returns exponent of given decimal.
    Exponent exponent() const
    {
        return exponent_;
    }

    /// Re-initializes instance as copy of the other one.
    Decimal& operator=(const Decimal& other)
    {
        mantissa_ = other.mantissa_;
        exponent_ = other.exponent_;

        return *this;
    }

    /// Re-initializes instance as a
    /// copy of the fixed point value.
    template <class AMantissa, class AExponent>
    Decimal& operator=(const FixedPointDecimal<AMantissa, AExponent>& other)
    {
        mantissa_ = other.mantissa();
        exponent_ = other.exponent();

        return *this;
    }

private:
    DecimalMantissa mantissa_;
    DecimalExponent exponent_;
};

/// Checks two decimals for equality.
ONIXS_CMEMDH_EXPORTED
bool decimalEqual(const Decimal& left, const Decimal& right);

/// Checks two decimals for equality.
inline bool operator==(const Decimal& left, const Decimal& right)
{
    return ((left.exponent() == right.exponent()) ? (left.mantissa() == right.mantissa()) : decimalEqual(left, right));
}

/// Checks two decimals for inequality.
inline bool operator!=(const Decimal& left, const Decimal& right)
{
    return ((left.exponent() == right.exponent()) ? (left.mantissa() != right.mantissa()) : !decimalEqual(left, right));
}

/// Checks two decimals for equality.
template <class Mantissa, class Exponent>
inline bool operator==(const Decimal& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left == Decimal(right));
}

/// Checks two decimals for equality.
template <class Mantissa, class Exponent>
inline bool operator==(const FixedPointDecimal<Mantissa, Exponent>& left, const Decimal& right)
{
    return (Decimal(left) == right);
}

/// Checks two decimals for inequality.
template <class Mantissa, class Exponent>
inline bool operator!=(const Decimal& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left != Decimal(right));
}

/// Checks two decimals for inequality.
template <class Mantissa, class Exponent>
inline bool operator!=(const FixedPointDecimal<Mantissa, Exponent>& left, const Decimal& right)
{
    return (Decimal(left) != right);
}

/// Compares two decimals.
ONIXS_CMEMDH_EXPORTED
bool decimalLess(const Decimal& left, const Decimal& right);

/// Compares two decimals.
inline bool operator<(const Decimal& left, const Decimal& right)
{
    return ((left.exponent() == right.exponent()) ? (left.mantissa() < right.mantissa()) : decimalLess(left, right));
}

/// Compares two decimals.
inline bool operator>(const Decimal& left, const Decimal& right)
{
    return (right < left);
}

/// Compares two decimals.
inline bool operator<=(const Decimal& left, const Decimal& right)
{
    return !(right < left);
}

/// Compares two decimals.
inline bool operator>=(const Decimal& left, const Decimal& right)
{
    return !(right > left);
}

/// Compares two decimals.
template <class Mantissa, class Exponent>
inline bool operator<(const Decimal& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left < Decimal(right));
}

/// Compares two decimals.
template <class Mantissa, class Exponent>
inline bool operator<(const FixedPointDecimal<Mantissa, Exponent>& left, const Decimal& right)
{
    return (Decimal(left) < right);
}

/// Compares two decimals.
template <class Mantissa, class Exponent>
inline bool operator>(const Decimal& left, const FixedPointDecimal<Mantissa, Exponent>& right)
{
    return (left > Decimal(right));
}

/// Compares two decimals.
template <class Mantissa, class Exponent>
inline bool operator>(const FixedPointDecimal<Mantissa, Exponent>& left, const Decimal& right)
{
    return (Decimal(left) > right);
}

/// Deserializes a decimal number
/// from the given text presentation.
ONIXS_CMEMDH_EXPORTED
bool fromStr(Decimal&, const Char*, size_t);

/// Serializes decimal presented by
/// mantissa and exponent into a string.
ONIXS_CMEMDH_EXPORTED
void decimalToStr(std::string&, Int64, Int32);

/// Serializes decimal into a string.
inline void toStr(std::string& str, const Decimal& number)
{
    decimalToStr(str, number.mantissa(), number.exponent());
}

/// Serializes decimal into a string.
inline std::string toStr(const Decimal& number)
{
    std::string str;

    toStr(str, number);

    return str;
}

/// Serializes fixed-point decimal into a string.
template <class Mantissa, class Exponent>
inline void toStr(std::string& str, const FixedPointDecimal<Mantissa, Exponent>& number)
{
    toStr(str, Decimal(number));
}

/// Serializes fixed-point decimal into a string.
template <class Mantissa, class Exponent>
inline std::string toStr(const FixedPointDecimal<Mantissa, Exponent>& number)
{
    std::string str;

    toStr(str, number);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END