FeedEngine.h

Go to the documentation of this file.

/*
* 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
        {
            class NetFeedEngineProcessResult
            {
            public:
                typedef UInt32 Flags;

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

                bool eventsDispatched() const noexcept
                {
                    return 0 != value_.bits_.eventsDispatched_;
                }

                void eventsDispatched(bool state) noexcept
                {
                    value_.bits_.eventsDispatched_ = state ? 1 : 0;
                }

                bool ioWaited() const noexcept
                {
                    return 0 != value_.bits_.ioWaited_;
                }

                void ioWaited(bool state) noexcept
                {
                    value_.bits_.ioWaited_ = state ? 1 : 0;
                }

                Flags reserved() const noexcept
                {
                    return value_.bits_.reserved_;
                }

                void reserved(Flags flags) 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_;
            };

            class ONIXS_EUREX_EMDI_API FeedEngine
            {
            public:
                NetFeedEngineProcessResult process();

                std::string info();

                virtual ~FeedEngine();
 
            protected:
                explicit FeedEngine(void* impl);
 
            private:
                FeedEngine(const FeedEngine&);
                FeedEngine& operator=(const FeedEngine&);
 
                void* const impl_;
                friend struct FeHelper;
            };

            inline bool process(FeedEngine& engine)
            {
                return engine.process().eventsDispatched();
            }

            class ONIXS_EUREX_EMDI_API SocketFeedEngine : public FeedEngine
            {
            public:
                explicit SocketFeedEngine(
                    UInt32 dataWaitTime = 10, UInt32 socketBufferSize = 8 * 1024 * 1024, WatchService& watch = UtcWatch::service());

                ~SocketFeedEngine() override;
            };

            class ONIXS_EUREX_EMDI_API EfViFeedEngine : public FeedEngine
            {
            public:
                explicit EfViFeedEngine(UInt32 receiveRingSize = 4095, WatchService& watch = NicWatch::service());

                ~EfViFeedEngine() override;
            };
 

            typedef size_t CpuIndex;

            class ONIXS_EUREX_EMDI_API ThreadAffinity
            {
                typedef std::set<CpuIndex> CpuIndexes;
 
                public:
                    ThreadAffinity();

                    ThreadAffinity(const ThreadAffinity&);

                    ~ThreadAffinity();

                    bool empty() const;

                    void copyTo(CpuIndexes&) const;

                    bool insert(CpuIndex index);

                    bool erase(CpuIndex index);

                    void clear();

                    ThreadAffinity& operator = (const ThreadAffinity&);

                    std::string toString() const;
 
                private:
                    CpuIndexes* indices_;
            };

            struct FeedEngineThreadIdle
            {
                enum Reason
                {
                    DataWaitTimeout,

                    Redundant
                };
            };

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

                const ThreadAffinity& threadAffinity() const
                {
                    return threadAffinity_;
                }

                ThreadAffinity& threadAffinity()
                {
                    return threadAffinity_;
                }

                UInt32 threadCount() const
                {
                    return threadCount_;
                }

                void threadCount(UInt32 value)
                {
                    threadCount_ = value;
                }

                UInt32 spinBeforeIdleTime() const
                {
                    return spinBeforeIdleTime_;
                }

                void spinBeforeIdleTime(UInt32 value)
                {
                    spinBeforeIdleTime_ = value;
                }
 
            private:
                ThreadAffinity threadAffinity_;
                UInt32 spinBeforeIdleTime_;
                UInt32 threadCount_;
            };
 
            class ONIXS_EUREX_EMDI_API FeedEngineThreadPool;

            struct ONIXS_EUREX_EMDI_API FeedEngineThreadPoolListener
            {
                virtual void onFeedEngineThreadBegin(const FeedEngineThreadPool&) {}

                virtual void onFeedEngineThreadEnd(const FeedEngineThreadPool&) {}

                virtual void onFeedEngineThreadIdle(const FeedEngineThreadPool&, FeedEngineThreadIdle::Reason, UInt32&) {}

                virtual ~FeedEngineThreadPoolListener() {}
            };

            class ONIXS_EUREX_EMDI_API FeedEngineThreadPool
            {
            public:
                FeedEngineThreadPool(
                    const FeedEngineThreadPoolSettings&, FeedEngine*, FeedEngineThreadPoolListener* = nullptr);
 
                ~FeedEngineThreadPool();
 
                const FeedEngineThreadPoolSettings settings() const;
 
            private:
                FeedEngineThreadPool(const FeedEngineThreadPool&);
                FeedEngineThreadPool& operator=(const FeedEngineThreadPool&);
 
                const FeedEngineThreadPoolSettings settings_;
                class FeedEngineThreadPoolImpl;
                FeedEngineThreadPoolImpl* impl_;
            };

            class ONIXS_EUREX_EMDI_API ThisThread
            {
            public:
                static void affinity(const ThreadAffinity&);
                static void affinity(CpuIndex);
            };
        }
    }
}