FeedEngine.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/eSpeed/MarketData/Itch/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Bootstrap.h>
#include <OnixS/eSpeed/MarketData/Itch/Compiler.h>
#include <OnixS/eSpeed/MarketData/Itch/Integral.h>

#include <string>
#include <set>

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

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

/// Represents set of CPU indices.
class ONIXS_ESPEED_ITCH_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_;
};

/// Collection of settings affecting Feed Engine behavior.
class ONIXS_ESPEED_ITCH_API FeedEngineSettings
{
    ThreadAffinity threadAffinity_;

    UInt32 threadCount_;

    UInt32 dataWaitTime_;
    UInt32 spinBeforeIdleTime_;

    UInt32 socketBufferSize_;

public:
    /// Initializes options with default values.
    FeedEngineSettings();


    /// Cleans everything up.
    ~FeedEngineSettings();


    /// Defines set of CPUs allowed for each working thread
    /// to be executed on while processing market data by Handlers
    /// bound to Feed Engine instance which is configured by given
    /// settings.
    ///
    /// @note By default set is empty thus allowing threads
    /// to be executed on any CPU available in the system.
    const ThreadAffinity& threadAffinity() const
    {
        return threadAffinity_;
    }

    /// Defines set of CPUs allowed for each working thread
    /// to be executed on while processing market data by Handlers
    /// bound to Feed Engine instance which is configured by given
    /// settings.
    ///
    /// @note By default set is empty thus allowing threads
    /// to be executed on any CPU available in the system.
    ThreadAffinity& threadAffinity()
    {
        return threadAffinity_;
    }

    /// Number of working threads to be used by feed engine.
    ///
    /// @note Default value is '1'.
    UInt32 threadCount() const
    {
        return threadCount_;
    }

    /// Sets threadsCount. @see threadsCount.
    void threadCount(UInt32 value)
    {
        threadCount_ = value;
    }

    /// Defines amount of time Feed Engine spends on socket
    /// waiting for I/O while running master processing loop.
    ///
    /// Time is measured in milliseconds.
    ///
    /// @note Default value is '10'.
    ///
    /// @warning Given parameter significantly affects
    /// Handler's responsiveness and load onto CPU!
    UInt32 dataWaitTime() const
    {
        return dataWaitTime_;
    }

    /// Sets dataWaitTime. @see dataWaitTime.
    void dataWaitTime(UInt32 value)
    {
        dataWaitTime_ = value;
    }

    /// Defines amount of time Feed Engine keeps cycling before
    /// going to sleep when no useful activity can be done.
    ///
    /// Time is measured in milliseconds.
    ///
    /// @note Default value is '1'.
    ///
    /// @warning Given parameter has direct influence onto CPU load!
    UInt32 spinBeforeIdleTime() const
    {
        return spinBeforeIdleTime_;
    }

    /// Sets redundancySpinTime. @see redundancySpinTime.
    void spinBeforeIdleTime(UInt32 value)
    {
        spinBeforeIdleTime_ = value;
    }

    /// Defines size of receiving buffer in bytes for sockets.
    ///
    /// @note Default value is 8 MiB.
    UInt32 socketBufferSize() const
    {
        return socketBufferSize_;
    }

    /// Sets udpSocketBufferSize. @see udpSocketBufferSize.
    void socketBufferSize(UInt32 value)
    {
        socketBufferSize_ = value;
    }

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

ONIXS_ESPEED_ITCH_API std::ostream& operator << (std::ostream& stream, const FeedEngineSettings& settings);

/// Identifies reasons feed engine threads becomes idle.
struct FeedEngineThreadIdle
{
    enum Reason
    {
        /// Thread waited for incoming data using corresponding
        /// I/O operations (like 'select') and exited waiting with
        /// no data availability signs.
        DataWaitTimeout,

        /// Thread entered idle state due to absence of any data and
        /// while other threads are waiting for new incoming data.
        Redundant
    };
};

//
ONIXS_ESPEED_ITCH_API_DECL(class, FeedEngine);

/// Listener for thread-related events.
///
/// Members of this classes are invoked to reflect
/// various life-time events of threads spawned and
/// used by the feed engine while processing market data.
struct ONIXS_ESPEED_ITCH_API FeedEngineListener
{
    /// Member invoked by feed engine when
    /// a new processing thread is spawned.
    ///
    /// @note Invocation is done within newly
    /// started thread.
    virtual void onFeedEngineThreadBegin(const FeedEngine&) {}

    /// Member is invoked by feed engine when
    /// processing thread is about to end.
    ///
    /// @note Invocation is done within the
    /// thread that is about to end.
    virtual void onFeedEngineThreadEnd(const FeedEngine&) {}

    /// Is called when feed engine's thread is idle.
    ///
    /// Thread becomes idle when either no data is received within
    /// time interval defined by FeedEngineSettings::dataWaitTime
    /// parameter or no pending data is available for processing.
    /// In the first case, callback is invoked with 'DataWaitTimeout'
    /// reason. In the second case, thread is considered as redundant
    /// and thus callback is invoked with 'Redundant' reason.
    /// After callback invocation threads may sleep in kernel to reduce
    /// load onto CPU and racing between feed engine working threads.
    ///
    /// Integer parameter-variable defines amount of time feed engine
    /// suggest for thread to sleep in kernel after invoking given member.
    virtual void onFeedEngineThreadIdle(const FeedEngine&, FeedEngineThreadIdle::Reason, UInt32&) {}
};

class FeedEngineImpl;

/// Manages processing machinery for market data received from feeds.
class ONIXS_ESPEED_ITCH_API FeedEngine
{
public:
    /// Initializes engine with given configuration.
    FeedEngine(const FeedEngineSettings&, FeedEngineListener* = ONIXS_ESPEED_ITCH_NULLPTR);

    /// Destructs given instance.
    ~FeedEngine();

    /// Settings used define behavior of given instance.
    const FeedEngineSettings& settings() const;

private:
    // Copying is not supposed for given class.
    FeedEngine(const FeedEngine&);
    FeedEngine& operator =(const FeedEngine&);

    friend class FeedEngineImpl;

    FeedEngineImpl* impl_;
};

ONIXS_ESPEED_ITCH_NAMESPACE_END