Decimal.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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#pragma once

#include <string>

#include <OnixS/FenicsUST/MarketData/Bimp/Compiler.h>
#include <OnixS/FenicsUST/MarketData/Bimp/Integral.h>

namespace OnixS
{
    namespace FenicsUST
    {
        namespace MarketData
        {
            namespace Bimp
            {

                /// Represents real number with constant exponent.
                ///
                /// BOE Platform currently operates prices
                /// and scaling factors as real numbers with constant exponent.
                /// This class implements concept of fixed point decimal and
                /// lets to dramatically improve performance of book-related
                /// operations.
                template<class MantissaType, class ExponentType>
                class ONIXS_FENICSUST_BIMP_API FixedPointDecimal
                {
                    // Only mantissa is stored.
                    MantissaType mantissa_;

                public:
                    /// Aliases mantissa component type.
                    typedef MantissaType Mantissa;

                    /// Aliases exponent component type.
                    typedef ExponentType Exponent;

                    /// A few traits.
                    enum
                    {
                        /// Size of class in bytes.
                        ///
                        /// Instantiations of given class are used
                        /// while manipulating binary messages. Regular
                        /// composites expose given characteristics so
                        /// as this template class does.
                        Size = sizeof(Mantissa)
                    };

                    /// Default (zero) initialization.
                    FixedPointDecimal()
                    ONIXS_FENICSUST_BIMP_NOTHROW
                        : mantissa_()
                    {
                    }

                    /// Explicitly initializes instance from its mantissa value.
                    explicit
                    FixedPointDecimal(Mantissa mantissa)
                    ONIXS_FENICSUST_BIMP_NOTHROW
                        : mantissa_(mantissa)
                    {
                    }

                    /// Initializes instance as copy of the other one.
                    FixedPointDecimal(const FixedPointDecimal& other)
                    ONIXS_FENICSUST_BIMP_NOTHROW
                        : mantissa_(other.mantissa_)
                    {
                    }

                    /// Returns mantissa of given decimal.
                    Mantissa mantissa() const
                    ONIXS_FENICSUST_BIMP_NOTHROW
                    {
                        return mantissa_;
                    }

                    /// Returns exponent of given decimal.
                    Exponent exponent() const
                    ONIXS_FENICSUST_BIMP_NOTHROW
                    {
                        return Exponent();
                    }

                    /// Re-initializes instance as copy of the other one.
                    FixedPointDecimal& operator =(const FixedPointDecimal& other)
                    ONIXS_FENICSUST_BIMP_NOTHROW
                    {
                        mantissa_ = other.mantissa_;

                        return *this;
                    }
                };

                /// Compares two fixed-point decimals.
                template<class Mantissa, class Exponent>
                bool operator ==(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() == right.mantissa();
                }

                /// Compares two fixed-point decimals.
                template <class Mantissa, class Exponent>
                bool operator !=(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() != right.mantissa();
                }

                /// Compares two fixed-point decimals.
                template<class Mantissa, class Exponent>
                bool operator <(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() < right.mantissa();
                }

                /// Compares two fixed-point decimals.
                template<class Mantissa, class Exponent>
                bool operator >(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() > right.mantissa();
                }

                /// Compares two fixed-point decimals.
                template<class Mantissa, class Exponent>
                bool operator <=(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() <= right.mantissa();
                }

                /// Compares two fixed-point decimals.
                template<class Mantissa, class Exponent>
                bool operator >=(
                        const FixedPointDecimal<Mantissa, Exponent>& left,
                        const FixedPointDecimal<Mantissa, Exponent>& right)
                {
                    return left.mantissa() >= right.mantissa();
                }

                /// Serializes decimal presented by
                /// mantissa and exponent into a string.
                ONIXS_FENICSUST_BIMP_API void decimalToStr(std::string&, Int64, Int32);

                /// Serializes fixed-point decimal into a string.
                template <class Mantissa, class Exponent>
                inline void toStr(std::string& str, const FixedPointDecimal<Mantissa, Exponent>& number)
                {
                    decimalToStr(str, number.mantissa(), static_cast<Int32>(number.exponent().value()));
                }

                /// Serializes fixed-point decimal into a string.
                template<class Mantissa, class Exponent>
                inline std::string toStr(const FixedPointDecimal<Mantissa, Exponent>& number)
                {
                    std::string str;

                    toStr(str, number);

                    return str;
                }

                // Serializes fixed-point decimal to stream
                template<class Mantissa, class Exponent>
                std::ostream& operator << (std::ostream& stream, const FixedPointDecimal<Mantissa, Exponent>& number)
                {
                    return stream << toStr(number);
                }
            }
        }
    }
}