Defines.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

#include <OnixS/CboeCFE/MarketData/Pitch/ABI.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Memory.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Decimal.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Time.h>

#include <string>
#include <ostream>
#include <memory>
#include <set>


namespace OnixS
{
    namespace CboeCFE
    {
        namespace MarketData
        {
            namespace Pitch
            {
                /// Data source
                struct ONIXS_CBOECFE_PITCH_API DataSource
                {
                    DataSource() {}
                    DataSource(const Timestamp& ts) : packetReceptionTime(ts) {}

                    enum Origin
                    {
                        Multicast   = 0,
                        Replay      = 1,
                        Spin        = 2
                    };

                    /// Time when the packet was received by Handler from UDP, in system ticks, @see Time.h
                    Timestamp packetReceptionTime;

                    /// Message sequence number
                    UInt8 packetMessageCount;

                    /// Number of message in packet
                    UInt8 packetMessageNumber;

                    /// Message sequence number
                    UInt32 messageSeqNum;

                    /// Market data group
                    Byte marketDataGroup;

                    /// the way data received
                    Origin origin;

                    /// The packet was cached due to incorrect sequence
                    bool cached;

                    std::string toString () const;
                };

                typedef UInt8 Binary1;
                typedef UInt16 Binary2;
                typedef UInt32 Binary4;
                typedef UInt64 Binary8;

                typedef Int32 SignedBinary4;
                typedef Int64 SignedBinary8;

                /// Alias for Sequence Number type.
                typedef UInt32 SequenceNumber;

                /// Aliases message length type.
                typedef Binary2 MessageSize;

                /// Binary Price.
                typedef
                FixedPointDecimal
                <
                    Int64,
                    IntegralConstant<Int8, -4>
                >
                BinaryPrice;

                /// Binary Short Price.
                typedef
                FixedPointDecimal
                <
                    Int16,
                    IntegralConstant<Int8, -2>
                >
                BinaryShortPrice;

                typedef UInt8 BitField;

                typedef UInt32 BinaryDate;

                /// Alias for Order Id type.
                typedef Binary8 OrderId;

                /// Alias for Quantity type.
                typedef Binary4 Quantity;

                typedef Binary4 Time;

                /// Alias for Instrument Id type.
                typedef Binary8 InstrumentId;

                ONIXS_CBOECFE_PITCH_API std::ostream& operator << (std::ostream& stream, const DataSource& ds);

                /// Zero-based index of CPU.
                typedef size_t CpuIndex;

                /// Represents set of CPU indices.
                class ONIXS_CBOECFE_PITCH_API ThreadAffinity
                {
                    typedef std::set<CpuIndex> CpuIndexes;

                public:
                    /// Initializes empty set.
                    ThreadAffinity();

                    /// Initializes as copy of other set.
                    ThreadAffinity(const ThreadAffinity&);

                    /// Utilizes all the resources.
                    ~ThreadAffinity();

                    /// Indicates whether is empty.
                    bool empty() const;

                    /// Copies set into another set.
                    void copyTo(CpuIndexes&) const;

                    /// Adds CPU index into set.
                    bool insert(CpuIndex index);

                    /// Removes CPU index from the set.
                    bool erase(CpuIndex index);

                    /// Makes set empty.
                    void clear();

                    /// Re-initializes instance as copy of other set.
                    ThreadAffinity& operator = (const ThreadAffinity&);

                    /// Returns the string representation.
                    std::string toString() const;

                private:

                    /// System index.
                    CpuIndexes* indices_;
                };
            }
        }
    }
}