quickfix-ffi 0.2.1

/* -*- C++ -*- */

/****************************************************************************
** Copyright (c) 2001-2014
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/

#ifndef FIX_FIELDCONVERTORS_H
#define FIX_FIELDCONVERTORS_H

#include "Exceptions.h"
#include "FieldTypes.h"
#include "Utility.h"
#include "config-all.h"
#include <assert.h>
#include <cstdio>
#include <iomanip>
#include <iterator>
#include <limits>
#include <sstream>
#include <string>

namespace FIX {

typedef int signed_int;
typedef int64_t signed_int64;
typedef unsigned int unsigned_int;
typedef uint64_t unsigned_int64;

template <typename T> inline typename std::make_unsigned<T>::type _UNSIGNED_VALUE_OF(const T x) {
  return x < 0 ? -(typename std::make_unsigned<T>::type)(x) : (typename std::make_unsigned<T>::type)(x);
}

#define UNSIGNED_VALUE_OF(x)                                                                                           \
  PRAGMA_PUSH(4146)                                                                                                    \
  _UNSIGNED_VALUE_OF(x)                                                                                                \
  PRAGMA_POP

#define IS_SPACE(x) (x == ' ')
#define IS_DIGIT(x) (unsigned_int(x - '0') < 10)

template <typename T> inline int number_of_symbols_in(const T value) {
  typename std::make_unsigned<T>::type number = UNSIGNED_VALUE_OF(value);

  int symbols = 0;

  while (number > 9999) {
    symbols += 4;
    number /= 10000;
  }

  // small tweak to make comparison times consistent
  // always 2 comparisons instead of [1 - 4]
  if (number > 99) {
    if (number > 999) {
      symbols += 4;
    } else {
      symbols += 3;
    }
  } else {
    if (number > 9) {
      symbols += 2;
    } else {
      symbols += 1;
    }
  }

  if (value < 0) {
    symbols += 1;
  }

  return symbols;
}

static const char digit_pairs[201] = {"00010203040506070809"
                                      "10111213141516171819"
                                      "20212223242526272829"
                                      "30313233343536373839"
                                      "40414243444546474849"
                                      "50515253545556575859"
                                      "60616263646566676869"
                                      "70717273747576777879"
                                      "80818283848586878889"
                                      "90919293949596979899"};

template <typename T> inline char *integer_to_string(char *buf, const size_t len, const T t) {
  const bool isNegative = t < 0;
  char *p = buf + len;

  typename std::make_unsigned<T>::type number = UNSIGNED_VALUE_OF(t);

  while (number > 99) {
    unsigned_int pos = number % 100;
    number /= 100;

    *--p = digit_pairs[2 * pos + 1];
    *--p = digit_pairs[2 * pos];
  }

  if (number > 9) {
    *--p = digit_pairs[2 * number + 1];
    *--p = digit_pairs[2 * number];
  } else {
    *--p = '0' + char(number);
  }

  if (isNegative) {
    *--p = '-';
  }

  return p;
}

template <typename T>
inline char *integer_to_string_padded(char *buf, const size_t len, const T t, const char paddingChar = '0') {
  char *p = integer_to_string(buf, len, t);
  while (p > buf) {
    *--p = paddingChar;
  }
  return p;
}

inline char *size_to_string(char *buf, const size_t len, size_t t) {
  char *p = buf + len;

  size_t number = t;

  while (number > 99) {
    size_t pos = number % 100;
    number /= 100;

    *--p = digit_pairs[2 * pos + 1];
    *--p = digit_pairs[2 * pos];
  }

  if (number > 9) {
    *--p = digit_pairs[2 * number + 1];
    *--p = digit_pairs[2 * number];
  } else {
    *--p = '0' + char(number);
  }

  return p;
}

template <typename T> T clamp_of(const T &value, const T &lowerBound, const T &upperBound) {
  assert(lowerBound <= upperBound);
  if (value < lowerBound) {
    return lowerBound;
  } else {
    return (value > upperBound) ? upperBound : value;
  }
}

/// Empty converter is a no-op.
struct EmptyConvertor {
  static const std::string &convert(const std::string &value) { return value; }
};

typedef EmptyConvertor StringConvertor;

/// Converts integers to/from a string
template <typename T> struct IntTConvertor {
  static_assert(std::is_integral<T>::value, "An integer type is required.");

  typedef T value_type;

  static const T VALUE_MIN = (std::numeric_limits<T>::min)();
  static const T VALUE_MAX = (std::numeric_limits<T>::max)();
  static const T OVERFLOW_MAX = VALUE_MAX / 10;

  static std::string convert(T value) {
    // buffer is big enough for significant digits and extra digit,
    // minus and null
    char buffer[std::numeric_limits<T>::digits10 + 2];
    const char *const start = integer_to_string(buffer, sizeof(buffer), value);
    return std::string(start, buffer + sizeof(buffer) - start);
  }

  static bool convert(std::string::const_iterator str, std::string::const_iterator end, T &result) {
    bool isNegative = false;
    typename std::make_unsigned<T>::type x = 0, nx = 0;

    if (str == end) {
      return false;
    }

    if (*str == '-' && std::is_unsigned<T>::value) {
      return false;
    }

    if (*str == '-') {
      isNegative = true;
      if (++str == end) {
        return false;
      }
    }

    do {
      if (x > OVERFLOW_MAX) {
        return false; // overflow
      }
      const unsigned char c = *str - '0';
      if (c > 9) {
        return false;
      }
      nx = 10 * x + c;
      if (nx < x) {
        return false; // overflow
      }
      x = nx;
    } while (++str != end);

    if (isNegative) {
      if (nx > UNSIGNED_VALUE_OF(VALUE_MIN)) {
        return false; // overflow
      }
    } else if (nx > VALUE_MAX) {
      return false; // overflow
    }

    PRAGMA_PUSH(4146);
    if (isNegative) {
      x = -x;
    }
    PRAGMA_POP;

    result = x;
    return true;
  }

  static bool convert(const std::string &value, T &result) { return convert(value.begin(), value.end(), result); }

  static T convert(const std::string &value) EXCEPT(FieldConvertError) {
    T result = 0;
    if (!convert(value.begin(), value.end(), result)) {
      throw FieldConvertError(value);
    } else {
      return result;
    }
  }
};

/// Converts integer to/from a string
typedef IntTConvertor<signed_int> IntConvertor;

/// Converts 64-bit integer to/from a string
typedef IntTConvertor<signed_int64> Int64Convertor;

/// Converts 64-bit unsigned integer to/from a string
typedef IntTConvertor<unsigned_int64> UInt64Convertor;

/// Converts checksum to/from a string
struct CheckSumConvertor {
  static std::string convert(int value) EXCEPT(FieldConvertError) {
    if (value > 255 || value < 0) {
      throw FieldConvertError();
    }
    char result[3];
    integer_to_string_padded(result, sizeof(result), value);
    return std::string(result, sizeof(result));
  }

  static bool convert(const std::string &value, int &result) { return IntConvertor::convert(value, result); }

  static int convert(const std::string &value) EXCEPT(FieldConvertError) { return IntConvertor::convert(value); }
};

/// Converts double to/from a string
struct DoubleConvertor {

private:
  static double fast_strtod(const char *buffer, int size, int *processed_chars);

  static int fast_dtoa(char *buffer, int size, double value, int significant_digits);

  static int fast_fixed_dtoa(char *buffer, int size, double value, int significant_digits);

public:
  static const int SIGNIFICANT_DIGITS = 15;
  static const int BUFFFER_SIZE = 32;

  static std::string convert(double value, int padding = 0, int significant_digits = SIGNIFICANT_DIGITS) {
    char result[BUFFFER_SIZE];
    char *end = 0;

    int size;
    if (value == 0 || value > 0.0001 || value < -0.0001) {
      size = fast_dtoa(result, BUFFFER_SIZE, value, significant_digits);
      if (size == 0) {
        return std::string();
      }

      if (padding > 0) {
        char *point = result;
        end = result + size - 1;
        while (*point != '.' && *point != 0) {
          point++;
        }

        if (*point == 0) {
          end = point;
          *point = '.';
          ++size;
        }
        int needed = padding - (int)(end - point);

        if (needed > 0) {
          memset(++end, '0', needed);
          size += needed;
        }
      }
    } else {
      size = fast_fixed_dtoa(result, BUFFFER_SIZE, value, significant_digits);
      if (size == 0) {
        return std::string();
      }

      // strip trailing 0's
      end = result + size - 1;

      if (padding > 0) {
        int discard = significant_digits - padding;

        while ((*end == '0') && (discard-- > 0)) {
          --end;
          --size;
        }
      } else {
        while (*end == '0') {
          --end;
          --size;
        }
      }
    }

    return std::string(result, size);
  }

  static bool convert(const std::string &value, double &result) {
    const char *i = value.c_str();

    // Catch null strings
    if (!*i) {
      return false;
    }
    // Eat leading '-' and recheck for null string
    if (*i == '-' && !*++i) {
      return false;
    }

    bool haveDigit = false;

    if (IS_DIGIT(*i)) {
      haveDigit = true;
      while (IS_DIGIT(*++i))
        ;
    }

    if (*i == '.' && IS_DIGIT(*++i)) {
      haveDigit = true;
      while (IS_DIGIT(*++i))
        ;
    }

    if (*i || !haveDigit) {
      return false;
    }

    int processed_chars;
    const size_t total_length = value.length();
    result = fast_strtod(value.c_str(), static_cast<int>(total_length), &processed_chars);

    return true;
  }

  static double convert(const std::string &value) EXCEPT(FieldConvertError) {
    double result = 0.0;
    if (!convert(value, result)) {
      throw FieldConvertError(value);
    } else {
      return result;
    }
  }
};

/// Converts character to/from a string
struct CharConvertor {
  static std::string convert(char value) {
    if (value == '\0') {
      return "";
    }
    return std::string(1, value);
  }

  static bool convert(const std::string &value, char &result) {
    if (value.size() != 1) {
      return false;
    }
    result = value[0];
    return true;
  }

  static char convert(const std::string &value) EXCEPT(FieldConvertError) {
    char result = '\0';
    if (!convert(value, result)) {
      throw FieldConvertError(value);
    } else {
      return result;
    }
  }
};

/// Converts boolean to/from a string
struct BoolConvertor {
  static std::string convert(bool value) {
    const char ch = value ? 'Y' : 'N';
    return std::string(1, ch);
  }

  static bool convert(const std::string &value, bool &result) {
    if (value.size() != 1) {
      return false;
    }
    switch (value[0]) {
    case 'Y':
      result = true;
      break;
    case 'N':
      result = false;
      break;
    default:
      return false;
    }

    return true;
  }

  static bool convert(const std::string &value) EXCEPT(FieldConvertError) {
    bool result = false;
    if (!convert(value, result)) {
      throw FieldConvertError(value);
    } else {
      return result;
    }
  }
};

/// Converts a UtcTimeStamp to/from a string
struct UtcTimeStampConvertor {
  static std::string convert(const UtcTimeStamp &value, int precision = 0) EXCEPT(FieldConvertError) {
    char result[17 + 10]; // Maximum
    int year, month, day, hour, minute, second, fraction;

    precision = clamp_of(precision, 0, 9);

    value.getYMD(year, month, day);
    value.getHMS(hour, minute, second, fraction, precision);

    integer_to_string_padded(result, 4, year);
    integer_to_string_padded(result + 4, 2, month);
    integer_to_string_padded(result + 6, 2, day);
    result[8] = '-';
    integer_to_string_padded(result + 9, 2, hour);
    result[11] = ':';
    integer_to_string_padded(result + 12, 2, minute);
    result[14] = ':';
    integer_to_string_padded(result + 15, 2, second);

    if (precision) {
      result[17] = '.';
      integer_to_string_padded(result + 18, precision, fraction);
    }

    return std::string(result, precision ? (17 + 1 + precision) : 17);
  }

  static UtcTimeStamp convert(const std::string &value) EXCEPT(FieldConvertError) {
    size_t length = value.size();
    if (length < 17 || length > 27) {
      throw FieldConvertError(value);
    }

    size_t i = 0;
    int c = 0;
    for (c = 0; c < 8; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }
    if (value[i++] != '-') {
      throw FieldConvertError(value);
    }
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }
    if (value[i++] != ':') {
      throw FieldConvertError(value);
    }
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }
    if (value[i++] != ':') {
      throw FieldConvertError(value);
    }
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }

    int year, mon, mday, hour, min, sec;

    i = 0;

    year = value[i++] - '0';
    year = 10 * year + value[i++] - '0';
    year = 10 * year + value[i++] - '0';
    year = 10 * year + value[i++] - '0';

    mon = value[i++] - '0';
    mon = 10 * mon + value[i++] - '0';
    if (mon < 1 || 12 < mon) {
      throw FieldConvertError(value);
    }

    mday = value[i++] - '0';
    mday = 10 * mday + value[i++] - '0';
    if (mday < 1 || 31 < mday) {
      throw FieldConvertError(value);
    }

    ++i; // skip '-'

    hour = value[i++] - '0';
    hour = 10 * hour + value[i++] - '0';
    // No check for >= 0 as no '-' are converted here
    if (23 < hour) {
      throw FieldConvertError(value);
    }

    ++i; // skip ':'

    min = value[i++] - '0';
    min = 10 * min + value[i++] - '0';
    // No check for >= 0 as no '-' are converted here
    if (59 < min) {
      throw FieldConvertError(value);
    }

    ++i; // skip ':'

    sec = value[i++] - '0';
    sec = 10 * sec + value[i++] - '0';

    // No check for >= 0 as no '-' are converted here
    if (60 < sec) {
      throw FieldConvertError(value);
    }

    if (length == 17) {
      return UtcTimeStamp(hour, min, sec, 0, mday, mon, year);
    }

    if (value[i++] != '.') {
      throw FieldConvertError(value);
    }

    int fraction = 0;
    for (; i < length; ++i) {
      char ch = value[i];
      if (!IS_DIGIT(ch)) {
        throw FieldConvertError(value);
      }
      fraction = (fraction * 10) + ch - '0';
    }

    return UtcTimeStamp(hour, min, sec, fraction, mday, mon, year, static_cast<int>(length - 17 - 1));
  }
};

/// Converts a UtcTimeOnly to/from a string
struct UtcTimeOnlyConvertor {
  static std::string convert(const UtcTimeOnly &value, int precision = 0) EXCEPT(FieldConvertError) {
    char result[8 + 10]; // Maximum
    int hour, minute, second, fraction;

    precision = clamp_of(precision, 0, 9);

    value.getHMS(hour, minute, second, fraction, precision);

    integer_to_string_padded(result, 2, hour);
    result[2] = ':';
    integer_to_string_padded(result + 3, 2, minute);
    result[5] = ':';
    integer_to_string_padded(result + 6, 2, second);

    if (precision) {
      result[8] = '.';
      integer_to_string_padded(result + 9, precision, fraction);
    }

    return std::string(result, precision ? (8 + 1 + precision) : 8);
  }

  static UtcTimeOnly convert(const std::string &value) EXCEPT(FieldConvertError) {
    size_t length = value.size();
    if (length < 8 || length > 18) {
      throw FieldConvertError(value);
    }

    size_t i = 0;
    int c = 0;
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }
    if (value[i++] != ':') {
      throw FieldConvertError(value);
    }
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }
    if (value[i++] != ':') {
      throw FieldConvertError(value);
    }
    for (c = 0; c < 2; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }

    int hour, min, sec;

    i = 0;

    hour = value[i++] - '0';
    hour = 10 * hour + value[i++] - '0';
    // No check for >= 0 as no '-' are converted here
    if (23 < hour) {
      throw FieldConvertError(value);
    }

    ++i; // skip ':'

    min = value[i++] - '0';
    min = 10 * min + value[i++] - '0';
    // No check for >= 0 as no '-' are converted here
    if (59 < min) {
      throw FieldConvertError(value);
    }

    ++i; // skip ':'

    sec = value[i++] - '0';
    sec = 10 * sec + value[i++] - '0';

    // No check for >= 0 as no '-' are converted here
    if (60 < sec) {
      throw FieldConvertError(value);
    }

    if (length == 8) {
      return UtcTimeOnly(hour, min, sec, 0);
    }

    if (value[i++] != '.') {
      throw FieldConvertError(value);
    }

    int fraction = 0;
    for (; i < length; ++i) {
      char ch = value[i];
      if (!IS_DIGIT(ch)) {
        throw FieldConvertError(value);
      }
      fraction = (fraction * 10) + ch - '0';
    }

    return UtcTimeOnly(hour, min, sec, fraction, static_cast<int>(length - 8 - 1));
  }
};

/// Converts a UtcDate to/from a string
struct UtcDateConvertor {
  static std::string convert(const UtcDate &value) EXCEPT(FieldConvertError) {
    int year, month, day;
    value.getYMD(year, month, day);

    char result[8];

    integer_to_string_padded(result, 4, year);
    integer_to_string_padded(result + 4, 2, month);
    integer_to_string_padded(result + 6, 2, day);

    return std::string(result, sizeof(result));
  }

  static UtcDate convert(const std::string &value) EXCEPT(FieldConvertError) {
    if (value.size() != 8) {
      throw FieldConvertError(value);
    }

    int i = 0;
    for (int c = 0; c < 8; ++c) {
      if (!IS_DIGIT(value[i++])) {
        throw FieldConvertError(value);
      }
    }

    int year, mon, mday;

    i = 0;

    year = value[i++] - '0';
    year = 10 * year + value[i++] - '0';
    year = 10 * year + value[i++] - '0';
    year = 10 * year + value[i++] - '0';

    mon = value[i++] - '0';
    mon = 10 * mon + value[i++] - '0';
    if (mon < 1 || 12 < mon) {
      throw FieldConvertError(value);
    }

    mday = value[i++] - '0';
    mday = 10 * mday + value[i++] - '0';
    if (mday < 1 || 31 < mday) {
      throw FieldConvertError(value);
    }

    return UtcDateOnly(mday, mon, year);
  }
};

typedef UtcDateConvertor UtcDateOnlyConvertor;

typedef StringConvertor STRING_CONVERTOR;
typedef CharConvertor CHAR_CONVERTOR;
typedef DoubleConvertor PRICE_CONVERTOR;
typedef IntConvertor INT_CONVERTOR;
typedef Int64Convertor INT64_CONVERTOR;
typedef DoubleConvertor AMT_CONVERTOR;
typedef DoubleConvertor QTY_CONVERTOR;
typedef StringConvertor CURRENCY_CONVERTOR;
typedef StringConvertor MULTIPLEVALUESTRING_CONVERTOR;
typedef StringConvertor MULTIPLESTRINGVALUE_CONVERTOR;
typedef StringConvertor MULTIPLECHARVALUE_CONVERTOR;
typedef StringConvertor EXCHANGE_CONVERTOR;
typedef UtcTimeStampConvertor UTCTIMESTAMP_CONVERTOR;
typedef BoolConvertor BOOLEAN_CONVERTOR;
typedef StringConvertor LOCALMKTTIME_CONVERTOR;
typedef StringConvertor LOCALMKTDATE_CONVERTOR;
typedef StringConvertor DATA_CONVERTOR;
typedef DoubleConvertor FLOAT_CONVERTOR;
typedef DoubleConvertor PRICEOFFSET_CONVERTOR;
typedef StringConvertor MONTHYEAR_CONVERTOR;
typedef StringConvertor DAYOFMONTH_CONVERTOR;
typedef UtcDateConvertor UTCDATE_CONVERTOR;
typedef UtcTimeOnlyConvertor UTCTIMEONLY_CONVERTOR;
typedef IntConvertor NUMINGROUP_CONVERTOR;
typedef DoubleConvertor PERCENTAGE_CONVERTOR;
typedef UInt64Convertor SEQNUM_CONVERTOR;
typedef IntConvertor TAGNUM_CONVERTOR;
typedef IntConvertor LENGTH_CONVERTOR;
typedef StringConvertor COUNTRY_CONVERTOR;
typedef StringConvertor TZTIMEONLY_CONVERTOR;
typedef StringConvertor TZTIMESTAMP_CONVERTOR;
typedef StringConvertor XMLDATA_CONVERTOR;
typedef StringConvertor LANGUAGE_CONVERTOR;
typedef StringConvertor XID_CONVERTOR;
typedef StringConvertor XIDREF_CONVERTOR;
typedef CheckSumConvertor CHECKSUM_CONVERTOR;
} // namespace FIX

#undef PRAGMA_POP
#undef PRAGMA_PUSH

#endif // FIX_FIELDCONVERTORS_H