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 <string>
#include <set>

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/Compiler.h>
#include <OnixS/Eurex/MarketData/WatchService.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// Designed to reflect various aspects of feed engine processing flow.
            class NetFeedEngineProcessResult
            {
            public:
                /// Aliases integral type whose bits are used to indicate flag presence.
                typedef UInt32 Flags;

                ///
                explicit NetFeedEngineProcessResult(UInt32 flags) ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    value_.raw_ = flags;
                }

                /// Indicates whether feed-related events like data reception or absence have been dispatched.
                bool eventsDispatched() const ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    return 0 != value_.bits_.eventsDispatched_;
                }

                /// Indicates whether feed-related events like data reception or absence have been dispatched.
                void eventsDispatched(bool state) ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    value_.bits_.eventsDispatched_ = state ? 1 : 0;
                }

                /// Indicates whether processing had to sleep in kernel while checking data availability.
                bool ioWaited() const ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    return 0 != value_.bits_.ioWaited_;
                }

                /// Indicates whether processing had to sleep in kernel while checking data availability.
                void ioWaited(bool state) ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    value_.bits_.ioWaited_ = state ? 1 : 0;
                }

                /// Reserved (unused) flags.
                Flags reserved() const ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    return value_.bits_.reserved_;
                }

                /// Reserved (unused) flags.
                void reserved(Flags flags) ONIXS_EUREX_EMDI_NOEXCEPT
                {
                    value_.bits_.reserved_ = flags;
                }

            private:
                struct Bitset
                {
                    Flags eventsDispatched_ : 1;
                    Flags ioWaited_         : 1;
                    Flags reserved_         : 30;
                };

                union Value
                {
                    Bitset bits_;
                    Flags raw_;
                };

                Value value_;
            };

            /// The Feed Engine machinery
            class ONIXS_EUREX_EMDI_API FeedEngine
            {
            public:
                /// Carries out pending actions like data retrieval and event dispatching.
                /// This function must be invoked after each handler-associated action (i.e., start, stop).
                NetFeedEngineProcessResult process();

                /// Provides information about the actual implementation of the feed engine.
                std::string info();

                ///
                virtual ~FeedEngine();

            protected:
                explicit FeedEngine(void* impl);

            private:
                FeedEngine(const FeedEngine&);
                FeedEngine& operator=(const FeedEngine&);

                void* const impl_;
                friend struct FeHelper;
            };

            /// Carries out pending actions like
            /// data retrieval and event dispatching.
            ///
            /// The returned value indicates whether any
            /// events have been handled by the engine.
            inline bool process(FeedEngine& engine)
            {
                return engine.process().eventsDispatched();
            }

            /// The given class implements feed engine concept using pool of working threads and standard socket API.
            class ONIXS_EUREX_EMDI_API SocketFeedEngine : public FeedEngine
            {
            public:
                /// Constructor
                /// \param socketBufferSize Defines size of receiving buffer in bytes for sockets.
                /// \param dataWaitTime Defines amount of time Feed Engine spends on
                /// waiting for I/O while running master processing loop. Time is measured in milliseconds.
                ///
                /// \param watch Watch service to be used by Feed Engine.
                ///
                /// Watch is used by Feed Engine to assign time
                /// points to packets received from the feeds.
                ///
                /// @note By default, Utc watch service is used.
                explicit SocketFeedEngine(
                    UInt32 dataWaitTime = 10, UInt32 socketBufferSize = 8 * 1024 * 1024, WatchService& watch = UtcWatch::service());

                ///
                ~SocketFeedEngine() ONIXS_EUREX_EMDI_OVERRIDE;
            };

            /// The given class implements the Feed Engine concept using the Solarlfare ef_vi SDK.
            class ONIXS_EUREX_EMDI_API EfViFeedEngine : public FeedEngine
            {
            public:
                /// Constructor
                /// \param receiveRingSize Number of buffers in a virtual interface receive ring.
                /// Single buffer is used for a single network packet.
                /// Thus the receive ring must be capacious enough to
                /// place incoming packets during market data bursts.
                ///
                /// \param watch Watch service to be used by Feed Engine.
                ///
                /// Watch is used by Feed Engine to assign time
                /// points to packets received from the feeds.
                ///
                /// @note By default, NIC watch service is used.
                explicit EfViFeedEngine(UInt32 receiveRingSize = 4095, WatchService& watch = NicWatch::service());

                ///
                ~EfViFeedEngine() ONIXS_EUREX_EMDI_OVERRIDE;
            };


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

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

            /// 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
                };
            };

            ///
            struct FeedEngineThreadPoolSettings
            {
                FeedEngineThreadPoolSettings()
                    : threadAffinity_()
                    , spinBeforeIdleTime_(1)
                    , threadCount_(1)
                {
                }

                /// 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 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;
                }

            private:
                ThreadAffinity threadAffinity_;
                UInt32 spinBeforeIdleTime_;
                UInt32 threadCount_;
            };

            class ONIXS_EUREX_EMDI_API FeedEngineThreadPool;

            /// 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_EUREX_EMDI_API FeedEngineThreadPoolListener
            {
                /// Member invoked by feed engine when
                /// a new processing thread is spawned.
                ///
                /// @note Invocation is done within newly
                /// started thread.
                virtual void onFeedEngineThreadBegin(const FeedEngineThreadPool&) {}

                /// 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 FeedEngineThreadPool&) {}

                /// Is called when feed engine's thread is idle.
                ///
                /// Integer parameter-variable defines amount of time feed engine
                /// suggest for thread to sleep in kernel after invoking given member.
                virtual void onFeedEngineThreadIdle(const FeedEngineThreadPool&, FeedEngineThreadIdle::Reason, UInt32&) {}

                ///
                virtual ~FeedEngineThreadPoolListener() {}
            };

            /// A pool of threads executing feed engine tasks.
            class ONIXS_EUREX_EMDI_API FeedEngineThreadPool
            {
            public:
                FeedEngineThreadPool(
                    const FeedEngineThreadPoolSettings&, FeedEngine*, FeedEngineThreadPoolListener* = ONIXS_EUREX_EMDI_NULLPTR);

                ~FeedEngineThreadPool();

                const FeedEngineThreadPoolSettings settings() const;

            private:
                FeedEngineThreadPool(const FeedEngineThreadPool&);
                FeedEngineThreadPool& operator=(const FeedEngineThreadPool&);

                const FeedEngineThreadPoolSettings settings_;
                class FeedEngineThreadPoolImpl;
                FeedEngineThreadPoolImpl* impl_;
            };

            /// Current thread related tasks.
            class ONIXS_EUREX_EMDI_API ThisThread
            {
            public:
                /// Sets the processor affinity mask for the current thread.
                static void affinity(const ThreadAffinity&);
                static void affinity(CpuIndex);
            };
        }
    }
}