Numeric.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 <stdexcept>
#include <iosfwd>

#include <OnixS/Eurex/MarketData/ABI.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            typedef char Int8;
            typedef unsigned char UInt8;

            typedef short Int16;
            typedef unsigned short UInt16;

            typedef int Int32;
            typedef unsigned int UInt32;

#if defined (_MSC_VER)
            typedef signed long long Int64;
            typedef unsigned long long UInt64;
#elif defined (__GNUC__)

#if defined (__LP64__)
            typedef signed long Int64;
            typedef unsigned long UInt64;
#else
            typedef signed long long Int64;
            typedef unsigned long long UInt64;
#endif

#endif
            typedef double Double;

            typedef Int64 DecimalMantissa;
            typedef Int32 DecimalExponent;

            /// Decimal type for better precision.
            class
                ONIXS_EUREX_EMDI_API
                Decimal
            {
                public:
                    /// Initializes instance from compound components.
                    Decimal (
                        DecimalMantissa mantissa = 0,
                        DecimalExponent exponent = 0);

                    explicit Decimal (int);

                    /// Converts from Double value using
                    /// default conversion precision.
                    explicit Decimal (Double value);

                    /// Converts Double value to decimal.
                    /// @param value double precision floating-point value.
                    /// @param precision defines conversion precision.
                    Decimal (Double value, size_t precision);

                    /// Initializes as copy of given value.
                    Decimal (const Decimal& other);

                    /// Returns mantissa part of decimal.
                    DecimalMantissa mantissa() const;

                    /// Updates mantissa part of decimal.
                    void mantissa (DecimalMantissa);

                    /// Returns exponent part of decimal.
                    DecimalExponent exponent() const;

                    /// Updates exponent part of decimal.
                    void exponent (DecimalExponent);

                    /// Compares two numbers.
                    bool operator == (const Decimal&) const;

                    /// Compares two numbers.
                    bool operator != (const Decimal&) const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @throw domain_error exception on failure.
                    operator Int32() const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @throw domain_error exception on failure.
                    operator UInt32() const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @throw domain_error exception on failure.
                    operator Int64() const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @throw domain_error exception on failure.
                    operator UInt64() const;

                    /// Casts to whole floating point as regular
                    /// value is casted to a smaller precision.
                    /// @throw domain_error exception on failure.
                    operator Double() const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @return false if conversion fails.
                    bool toNumber (Int32&) const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @return false if conversion fails.
                    bool toNumber (UInt32&) const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @return false if conversion fails.
                    bool toNumber (Int64&) const;

                    /// Casts to whole integer number as regular
                    /// floating point value is casted.
                    /// @return false if conversion fails.
                    bool toNumber (UInt64&) const;

                    /// Casts to floating point number.
                    /// @return false if conversion fails.
                    bool toNumber (Double&) const;

                    /// Appends text presentation to given string.
                    void toString (std::string&) const;

                    /// Returns text presentation of decimal.
                    std::string toString() const;

                    /// Reinitializes instance from another one.
                    Decimal&
                    operator = (
                        const Decimal& other);

                    /// Attempts to parse decimal value
                    /// from its string/text presentation.
                    /// @return false on parsing failure.
                    static
                    bool
                    tryParse (
                        const char* buffer,
                        size_t bufferSize,
                        Decimal&);

                    /// Parses decimal from string presentation.
                    /// @throw std::exception on failure.
                    static
                    Decimal
                    parse (
                        const char* buffer,
                        size_t bufferSize);

                private:
                    /// Mantissa.
                    DecimalMantissa mantissa_;

                    /// Exponent.
                    DecimalExponent exponent_;
            };

            bool operator < (const Decimal& l, const Decimal& r);
            bool operator > (const Decimal& l, const Decimal& r);
            bool operator <= (const Decimal& l, const Decimal& r);
            bool operator >= (const Decimal& l, const Decimal& r);


            inline
            DecimalMantissa
            Decimal::mantissa() const
            {
                return mantissa_;
            }

            inline
            void
            Decimal::mantissa (
                DecimalMantissa value)
            {
                mantissa_ = value;
            }

            inline
            DecimalExponent
            Decimal::exponent() const
            {
                return exponent_;
            }

            inline
            void
            Decimal::exponent (
                DecimalExponent value)
            {
                exponent_ = value;
            }

            inline
            Decimal::operator Int32() const
            {
                Int32 number;

                if (toNumber (number) )
                    return number;

                throw std::domain_error (
                    "Cannot cast value to target type. ");
            }

            inline
            Decimal::operator UInt32() const
            {
                UInt32 number;

                if (toNumber (number) )
                    return number;

                throw std::domain_error (
                    "Cannot cast value to target type. ");
            }

            inline
            Decimal::operator Int64() const
            {
                Int64 number;

                if (toNumber (number) )
                    return number;

                throw std::domain_error (
                    "Cannot cast value to target type. ");
            }

            inline
            Decimal::operator UInt64() const
            {
                UInt64 number;

                if (toNumber (number) )
                    return number;

                throw std::domain_error (
                    "Cannot cast value to target type. ");
            }

            inline
            Decimal::operator Double() const
            {
                Double number;

                if (toNumber (number) )
                    return number;

                throw std::domain_error (
                    "Cannot cast value to target type. ");
            }

            inline
            std::string
            Decimal::toString() const
            {
                std::string presentation;
                toString (presentation);
                return presentation;
            }

            /// Helper class for conversion from string to number.
            struct ONIXS_EUREX_EMDI_API Number
            {
                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    Int32& number);

                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    UInt32& number);

                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    Int64& number);

                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    UInt64& number);

                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    Double& number);

                static
                bool
                tryParse (
                    const char* buffer,
                    size_t bufferSize,
                    Decimal& number);
            };
        }
    }
}

namespace std
{
    // Outputs into standard stream.
    ONIXS_EUREX_EMDI_API
    std::ostream&
    operator <<(std::ostream&,
                const OnixS::Eurex::MarketData::Decimal&);
}