Defines.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/LSE/MarketData/GTP/ABI.h>
#include <OnixS/LSE/MarketData/GTP/Memory.h>
#include <OnixS/LSE/MarketData/GTP/Decimal.h>
#include <OnixS/LSE/MarketData/GTP/String.h>
#include <OnixS/LSE/MarketData/GTP/Time.h>
 
#include <string>
#include <ostream>
#include <memory>
#include <set>
 
namespace OnixS
{
    namespace LSE
    {
        namespace MarketData
        {
            namespace GTP
            {
                struct ONIXS_LSE_GTP_API DataSource
                {
                    DataSource() {}
                    DataSource(const Timestamp& ts) : packetReceptionTime(ts) {}
 
                    enum Origin
                    {
                        Multicast   = 0,
                        Replay      = 1,
                        Recovery    = 2
                    };

                    Timestamp packetReceptionTime;

                    UInt8 packetMessageCount;

                    UInt8 packetMessageNumber;

                    UInt32 messageSeqNum;

                    Byte marketDataGroup;

                    Origin origin;

                    bool cached;
 
                    std::string toString () const;
                };

                typedef StrRef Alpha;

                typedef UInt8 BitField;

                typedef UInt8 Byte;

                typedef StrRef Date;

                typedef StrRef Time;

                typedef UInt64 UDT;

                typedef FixedPointDecimal
                <
                    Int64,
                    IntegralConstant<Int8, -8>
                >
                Price;

                typedef
                FixedPointDecimal
                <
                    UInt64,
                    IntegralConstant<Int8, -8>
                >
                Size;

                typedef
                FixedPointDecimal
                <
                    Int64,
                    IntegralConstant<Int8, -4>
                >
                Price4;

                typedef
                FixedPointDecimal
                <
                    UInt64,
                    IntegralConstant<Int8, -4>
                >
                Size4;

                typedef StrRef DateAndTime;

                typedef StrRef MiFIDDecimal;
                
                typedef UInt32 SequenceNumber;

                typedef UInt16 MessageSize;
 
                ONIXS_LSE_GTP_API std::ostream& operator << (std::ostream& stream, const DataSource& ds);

                typedef size_t CpuIndex;

                class ONIXS_LSE_GTP_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_;
                };
            }
        }
    }
}