Timestamp.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 <OnixS/Eurex/MarketData/Compiler.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/TimeSpan.h>


namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// Defines all the months in the year.
            struct ONIXS_EUREX_EMDI_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_EUREX_EMDI_API YearMonthDay
            {
                unsigned year;
                Month::Enum month;
                unsigned day;
            };

            /// Collection of timestamp formats supported.
            struct ONIXS_EUREX_EMDI_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
                };
            };

            /// Integral type presenting internal ticks.
            typedef Int64 Ticks;

            /// Represents timestamp without time-zone information.
            class ONIXS_EUREX_EMDI_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 presentantion
                explicit
                Timestamp(Ticks ticks);
                
                /// 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 (like 20201115)
                /// only YYYYMMDD is supported
                static
                Timestamp
                parse (
                    unsigned long long presentation,
                    TimestampFormat::Enum format = TimestampFormat::YYYYMMDD);

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

                friend class TimeManager;
                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();
            }
        }
    }
}