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 <OnixS/Tradeweb/MarketData/Apa/ABI.h>
#include <OnixS/Tradeweb/MarketData/Apa/Integral.h>

#include <string>
#include <set>

namespace OnixS
{
    namespace Tradeweb
    {
        namespace MarketData
        {
            namespace Apa
            {
                /// Zero-based index of CPU.
                typedef int CpuIndex;

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

                /// Collection of settings affecting Feed Engine behavior.
                class ONIXS_TRADEWEB_APA_API FeedEngineSettings
                {
                    ThreadAffinity threadAffinity_;

                    UInt32 threadCount_;

                    UInt32 dataWaitTime_;
                    UInt32 spinBeforeIdleTime_;

                    UInt32 socketBufferSize_;

                public:
                    /// Initializes options with default values.
                    FeedEngineSettings();


                    /// Cleans everything up.
                    ~FeedEngineSettings();


                    /// Defines set of CPUs allowed for each working thread
                    /// to be executed on while processing market data by Handlers
                    /// binded 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
                    /// binded 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 spends on socket
                    /// waiting for I/O while running master processing loop.
                    ///
                    /// Time is measured in milliseconds.
                    ///
                    /// @note Default value is '10'.
                    ///
                    /// @warning Given parameter significantly affects
                    /// Handler's responsiveness and load onto CPU!
                    UInt32 dataWaitTime() const
                    {
                        return dataWaitTime_;
                    }

                    /// Sets dataWaitTime. @see dataWaitTime.
                    void dataWaitTime(UInt32 value)
                    {
                        dataWaitTime_ = 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;
                    }

                    /// Defines size of receiving buffer in bytes for sockets.
                    ///
                    /// @note Default value is 8 MiB.
                    UInt32 socketBufferSize() const
                    {
                        return socketBufferSize_;
                    }

                    /// Sets udpSocketBufferSize. @see udpSocketBufferSize.
                    void socketBufferSize(UInt32 value)
                    {
                        socketBufferSize_ = value;
                    }

                    /// Returns the string representation.
                    std::string toString() const;
                };

                ONIXS_TRADEWEB_APA_API std::ostream& operator << (std::ostream& stream, const FeedEngineSettings& settings);

                /// 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
                    };
                };

                //
                ONIXS_TRADEWEB_APA_API_DECL(class, FeedEngine);

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

                    /// 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 FeedEngine&) {}

                    /// Is called when feed engine's thread is idle.
                    ///
                    /// Thread becomes idle when either no data is received within
                    /// time interval defined by FeedEngineSettings::dataWaitTime
                    /// parameter or no pending data is available for processing.
                    /// In the first case, callback is invoked with 'DataWaitTimeout'
                    /// reason. In the second case, thread is considered as redundant
                    /// and thus callback is invoked with 'Redundant' reason.
                    /// After callback invocation threads may sleep in kernel to reduce
                    /// load onto CPU and racing between feed engine working threads.
                    ///
                    /// Integer parameter-variable defines amount of time feed engine
                    /// suggest for thread to sleep in kernel after invoking given member.
                    virtual void onFeedEngineThreadIdle(const FeedEngine&, FeedEngineThreadIdle::Reason, UInt32&) {}
                };

                class FeedEngineImpl;

                /// Manages processing machinery for market data received from feeds.
                class ONIXS_TRADEWEB_APA_API FeedEngine
                {
                public:
                    /// Initializes engine with given configuration.
                    FeedEngine(const FeedEngineSettings&, FeedEngineListener* = NULL);

                    /// Destructs given instance.
                    ~FeedEngine();

                    /// Settings used define behavior of given instance.
                    const FeedEngineSettings& settings() const;

                private:
                    // Copying is not supposed for given class.
                    FeedEngine(const FeedEngine&);
                    FeedEngine& operator =(const FeedEngine&);

                    friend class FeedEngineImpl;

                    FeedEngineImpl* impl_;
                };
            }
        }
    }
}