types.hpp

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#ifndef ISIMUD_EXCHANGES_FIX_common_types_hpp
#define ISIMUD_EXCHANGES_FIX_common_types_hpp
 
/******************************************************************************
** Copyright © 2015 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "core/enum_as_char_array.hpp"
#include "core/int128_compatibility.hpp"
 
#include <array>
#include <iterator>
#include <iostream>
#include <limits>
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace FIX { namespace common {
 
using element_type=char;
enum : std::size_t {
   max_size_of_fix_message=sizeof(libjmmcg::uint128_t)*32   ///< The largest size of FIX message that the library can accommodate including all components, e.g. type, size & checksum fields. Note that this must be in units of 512 bits, due to the use of AVX2 operations, if available.
};
/// An underlying data-buffer into which the fix message may be created.
/**
   Ideally this should be suitably aligned, e.g. 64-it aligned. For optimal performance it would actually be the underlying memory of the network card or IP stack.
*/
using underlying_fix_data_buffer=std::array<element_type, max_size_of_fix_message>;
using pointer=element_type *;
using const_pointer=element_type const *;
/// The type of the internal data-buffer.
/**
   FIX messages are basically an array of chars. so we need a type that is compatible with this char-array that is received from a socket.
*/
using data_block_t=pointer;
 
using SecurityID_t=std::array<char, 20>;
using ClientOrderID_t=std::array<char, 20>;
using Reason_t=std::array<char, 20>;
using Password_t=std::array<char, 25>;
using UserName_t=std::array<char, 25>;
using Price_str_t=std::array<char, 25>;
 
constexpr const char Separator='\001';
constexpr const unsigned short CheckSumLength=3;
 
/// The checksum type used by FIX.
using checksum_t=std::array<char, CheckSumLength+1>;
 
using field_str_const_range_t=std::pair<const_pointer, const_pointer>;
using field_str_range_t=std::pair<pointer, pointer>;
 
constexpr const std::uint64_t implied_decimal_places=1;
 
/// When creating a FIX message it will always have this many chars. All this variable-sized stuff is a crock.
#define JMMCG_FIX_MSG_BODY_LENGTH_NULL "000"
 
#define JMMCG_FIX_MSG_BODY_LENGTH_TAG "\0019="
#define JMMCG_FIX_MSG_TYPE_TAG "\00135="
 
BOOST_MPL_ASSERT_RELATION((libjmmcg::enum_tags::mpl::to_array<FieldsFast, FieldsFast::BodyLength>::size), ==, sizeof(JMMCG_FIX_MSG_BODY_LENGTH_TAG)-1);
BOOST_MPL_ASSERT_RELATION((libjmmcg::enum_tags::mpl::to_array<FieldsFast, FieldsFast::MsgType>::size), >=, sizeof(JMMCG_FIX_MSG_TYPE_TAG)-1);
 
} } } } }
 
namespace std {
 
inline std::ostream &
operator<<(std::ostream &os, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::field_str_const_range_t const &v) {
   std::copy(v.first, v.second, std::ostream_iterator<isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::element_type>(os));
   return os;
}
 
}
 
#endif