Timestamp.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 <string>

#include <OnixS/eSpeed/MarketData/Itch/Integral.h>
#include <OnixS/eSpeed/MarketData/Itch/TimeSpan.h>

namespace OnixS { namespace HandlerCore { namespace Common { struct TimeHelper; }}}

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

/// Defines all the months in the year.
struct ONIXS_ESPEED_ITCH_API Month
{
    /// Defines all the months in the year.
    enum Enum
    {
        Undefined,
        January,
        February,
        March,
        April,
        May,
        June,
        July,
        August,
        September,
        October,
        November,
        December
    };
};

/// Year, month, day fields.
struct ONIXS_ESPEED_ITCH_API YearMonthDay
{
    /// Year
    unsigned year;

    /// Month
    Month::Enum month;

    ///Day
    unsigned day;
};

/// Collection of timestamp formats supported.
struct ONIXS_ESPEED_ITCH_API TimestampFormat
{
    enum Enum
    {
        /// Indicates timestamp in "YYYYMMDD" format.
        YYYYMMDD,

        /// Indicates timestamp in "YYYYMMDD-HH:MM:SS" format.
        YYYYMMDDHHMMSS,

        /// Indicates timestamp in "YYYYMMDD-HH:MM:SS.sss" format.
        YYYYMMDDHHMMSSMsec,

        /// Indicates timestamp in "YYYYMMDD-HH:MM:SS.sssssssss" format.
        YYYYMMDDHHMMSSNsec
    };
};

/// 4 most significant bytes – seconds since Epoch
/// 4 least significant bytes – nanoseconds within second
typedef UInt64 RawTimestamp;

/// Represents timestamp without time-zone information.
class ONIXS_ESPEED_ITCH_API Timestamp
{
    public:
        /// Initializes as Jan 1, 0001, 00:00:00.
        Timestamp();

        /// Initializes date-time from all details.
        Timestamp (
            unsigned int year, Month::Enum month, unsigned int day,
            unsigned int hour = 0, unsigned int minute = 0, unsigned int second = 0,
            unsigned int nanosecond = 0);

        /// Initializes date-time from raw presentation provided by the exchange
        /// 4 most significant bytes – seconds since Epoch
        /// 4 least significant bytes – nanoseconds within second
        explicit
        Timestamp(RawTimestamp ts);

        /// Year component of timestamp
        unsigned year() const;

        /// Month component of timestamp
        Month::Enum month() const;

        /// day of month component of timestamp
        /// Valid values are 1 through 31.
        unsigned int day() const;

        /// Returns date part of timestamp.
        void date (YearMonthDay&) const;

        /// Hour component of timestamp.
        /// Valid values are 0 through 23.
        unsigned int hour() const;

        /// Minute component of timestamp
        /// Valid values are 0 through 59.
        unsigned int minute() const;

        /// Second component of timestamp
        /// Valid values are 0 through 59.
        unsigned int second() const;

        /// Millisecond component of timestamp
        /// Valid values are 0 through 999.
        unsigned int millisecond() const;

        /// Microsecond component of timestamp
        /// Valid values are 0 through 999999.
        unsigned int microsecond() const;

        /// Nanosecond component of timestamp
        /// Valid values are 0 through 999999999.
        unsigned int nanosecond() const;

        /// Time span since Jan 1, 0001, 00:00:00.
        const TimeSpan& sinceEpoch() const;

        /// Epoch
        static Timestamp epoch();

        /// Compares instance with another one.
        bool operator == (const Timestamp&) const;

        /// Compares instance with another one.
        bool operator != (const Timestamp&) const;

        /// Tests whether instance is less than another one.
        bool operator < (const Timestamp&) const;

        /// Returns timestamp text presentation in requested
        /// format ("YYYYMMDD-HH:MM:SS.sssssssss" by default).
        std::string
        toString (
            TimestampFormat::Enum =
                TimestampFormat::YYYYMMDDHHMMSSNsec) const;

        /// Appends timestamp text presentation in requested
        /// format ("YYYYMMDD-HH:MM:SS.sssssssss" by default).
        void
        toString (
            std::string& str,
            TimestampFormat::Enum =
                TimestampFormat::YYYYMMDDHHMMSSNsec) const;

        /// Returns the current UTC time.
        ///
        /// @note Timestamp resolution depends on
        /// capabilities of an operating system.
        static Timestamp utcNow();

        /// Returns the current local time.
        ///
        /// @note Timestamp resolution depends on
        /// capabilities of an operating system.
        static Timestamp now();

        /// Parses timestamp from its text presentation assuming it's in
        /// specified format ("YYYYMMDD-HH:MM:SS.sssssssss" by default).
        static
        Timestamp
        parse (
            const std::string&,
            TimestampFormat::Enum =
                TimestampFormat::YYYYMMDDHHMMSSNsec);

        /// Parses timestamp from its numeric presentation
        static
        Timestamp
        parse (
            unsigned long long presentation,
            TimestampFormat::Enum format);

    private:
        Timestamp (long long totalSeconds, int subseconds);

        friend struct HandlerCore::Common::TimeHelper;
        TimeSpan sinceEpoch_;
};

inline
Timestamp::Timestamp (
    long long totalSeconds, int subseconds)
    : sinceEpoch_ (totalSeconds, subseconds)

{
}

inline
unsigned int
Timestamp::millisecond() const
{
    return sinceEpoch_.milliseconds();
}

inline
unsigned int
Timestamp::microsecond() const
{
    return sinceEpoch_.microseconds();
}

inline
unsigned int
Timestamp::nanosecond() const
{
    return sinceEpoch_.nanoseconds();
}

inline
const TimeSpan&
Timestamp::sinceEpoch() const
{
    return sinceEpoch_;
}

inline
std::string
Timestamp::toString (
    TimestampFormat::Enum format) const
{
    std::string str;

    toString (str, format);

    return str;
}

inline
TimeSpan
operator - (
    const Timestamp& left,
    const Timestamp& right)
{
    TimeSpan res (left.sinceEpoch() );
    return res -= right.sinceEpoch();
}

ONIXS_ESPEED_ITCH_NAMESPACE_END