OrderBook/Utilities.h at master · mattpearson/OrderBook · GitHub

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#ifndef __JTYPES__
#define __JTYPES__

#include <iostream>

#include <stdint.h>
#include <stdio.h>
#include <string.h>

#include "Utilities.h"

#define MESSAGELENMIN 5
#define MESSAGELENMAX 36
#define MAXPRICE 100000 * 100

#if DEBUG
   #define DB(...) {fprintf(stderr, __VA_ARGS__);}
#else
   #define DB(...)
#endif

#ifdef __ILP32__
   #define PTR unsigned long
#else
   #define PTR uint64_t
#endif

#define FAILASSERT() { assert(0==1); }

#define LIKELY(expr) (__builtin_expect(!!(expr), 1))
#define UNLIKELY(expr) (__builtin_expect(!!(expr), 0))

//-----------------------------------------------------------------------------
void growBuffer(char *&buf, int &max_buffer) {
   int old_max = max_buffer;
   max_buffer *= 2;
   buf = (char *)realloc(buf, max_buffer * sizeof(char));

   // null terminate the new memory
   memset(&buf[old_max], '\0', max_buffer - old_max);
}

//-----------------------------------------------------------------------------
void safeCopyToBuffer(char *&dest_root, const char *source, int &index, int &max_buffer) {
   int len = strlen(source);
   if (len == 0) return;

   while (index + len >= max_buffer) {
      int old_max = max_buffer;
      max_buffer *= 2;
      dest_root = (char *)realloc(dest_root, max_buffer * sizeof(char));

      // null terminate the new memory
      memset(&dest_root[old_max], '\0', max_buffer - old_max);
   }

   strncpy(&dest_root[index], source, len);
   index += len;
}

//-----------------------------------------------------------------------------
enum MessageType {
   eMT_Unknown,
   eMT_Add,
   eMT_Remove,
   eMT_Modify,
   eMT_Trade
};

//-----------------------------------------------------------------------------
enum Side {
   eS_Unknown,
   eS_Buy,
   eS_Sell
};

//-----------------------------------------------------------------------------
struct OrderLevelEntry {
   OrderLevelEntry()
   : order_id_(0)
   , order_price_(0)
   , order_qty_(0)
   , order_side_(eS_Unknown)
   , next_(0)
   , previous_(0)
   {}

   void printSelf() {
      DB("[ORDER] ID: %u.  QTY: %u.  SIDE: %d.  NEXT: %lu. PREV: %lu\n",
            order_id_,
            order_qty_,
            order_side_,
            (PTR)next_,
            (PTR)previous_);
   }

   uint32_t order_id_;
   unsigned long long order_price_;
   uint32_t order_qty_;
   Side order_side_;

   OrderLevelEntry *next_;
   OrderLevelEntry *previous_;
};

//-----------------------------------------------------------------------------
struct TradeMessage {
   uint32_t trade_qty_;
   unsigned long long trade_price_;

   void printSelf() {
      DB("[TRADE] QTY: %u. PRICE: %llu.\n",
            trade_qty_,
            trade_price_);
   }
};

#endif