fix_client.cpp

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/******************************************************************************
** Copyright © 2019 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 "fix_client.hpp"
 
#include <cassert>
#include <chrono>
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace FIX { namespace v5_0sp2 {
 
fix_client::fix_client(boost::asio::ip::address const &addr, unsigned short port_num, libjmmcg::socket::socket_priority priority, std::size_t incoming_cpu, libjmmcg::latency_timestamps_itf &ts) noexcept(false)
:  base_t(),
   client(
      exchanges::FIX::v5_0sp2::connection_t::conn_pol_t(
         typename exchanges::FIX::v5_0sp2::connection_t::conn_pol_t::gateways_t(
            std::make_pair(addr, port_num)
         )
      ),
      priority,
      incoming_cpu
   ),
   timestamps(ts) {
   assert(send_fix_msg.is_valid());
}
 
std::pair<fix_client::timed_results_t, bool>
fix_client::in_order_tx_rx_stats(unsigned long num_loops, unsigned short loops_for_conv, double perc_conv_estimate) noexcept(false) {
   const std::pair<timed_results_t, bool> timed_results(libjmmcg::compute_average_deviation<timed_results_t::value_type>(
      perc_conv_estimate,
      loops_for_conv,
      [this, &num_loops]() {
         if (!signal_status()) {
            const auto t1=std::chrono::high_resolution_clock::now();
            in_order_tx_rx(num_loops);
            const auto t2=std::chrono::high_resolution_clock::now();
            assert(receive_fix_msg.is_valid());
            return timed_results_t::value_type(static_cast<double>(std::chrono::duration_cast<std::chrono::microseconds>(t2 - t1).count())/num_loops);
         } else {
            return timed_results_t::value_type();
         }
      }
   ));
   return timed_results;
}
 
std::ostream&
operator<<(std::ostream &os, fix_client const &fc) noexcept(false) {
   os
      <<"Fix message to send: "<<fc.fix_buffer
      <<", client connection details: "<< fc.client;
   return os;
}
 
} } } } }