4 Star 11 Fork 6

jkuang / libts

加入 Gitee
与超过 1200万 开发者一起发现、参与优秀开源项目,私有仓库也完全免费 :)
免费加入
克隆/下载
贡献代码
同步代码
取消
提示: 由于 Git 不支持空文件夾,创建文件夹后会生成空的 .keep 文件
Loading...
README
Apache-2.0

libTS3 基础库

Build Status

一、基本说明

  • libTS3 是 Jesse Kuang 独力开发的「C++ 跨平台交易基础设施」程序库
  • 使用 C++17 (C++11 compatible as possible)
    • Windows:
    • Linux:
      • GCC 9.3 or newer
      • cmake version 3.10 or newer
  • 跨平台Linux优先,但不支持老旧的OS
  • 仅考虑 64 位平台
  • 字符串仅支持 UTF8,source file 也使用 UTF8 编码。GBK应转码
    • MSVC: 已在 include/ts3/types.h 里面设定: #pragma execution_character_set("UTF-8")
    • GCC: 默认值已是 UTF-8, 或可强制使用: -fexec-charset=UTF-8 参数
  • Why libts3? 在众多 open source 的情况下,为何还要libts3?
    • 追求速度
      • std 、 boost 非常好,但速度不是他们追求的。
      • 当 速度 与 通用性 需要取舍时,libts3 选择 速度
      • 当 速度 与 内存RAM用量 需要取舍时,libts3 选择 速度
        • libts3 会权衡 大量的RAM 造成 CPU cache missing,速度不一定会变快。
      • 速度问题分成2类: Low latency、High throughtput,当2者有冲突时,尽量选择 Low latency
    • 降低第3方的依赖。
    • 更符合自己的需求。
      • 许多第3方的 library,速度很快、功能强大,但也远超过我的需求。
      • 我个人倾向于:设计到刚好满足自己的需求就好。

准备工作

主要开发工具及版本

  • Linux: CentOS 7 w/ devtoolset-9 and epel, or fedora 30 w/ gcc9
    • cmake version 3.13
    • gcc 9
    • build via cmake
  • Windows: VS 2017 (TODO), currently using cmake
    • mkdir tests/build
    • cd tests/build
    • cmake -G "Visual Studio 15 Win64" ..
  • 开启 compiler 全部的警告信息:警告信息的重要性,相信不用再提醒了。
    • 警告信息 -- 零容忍。
  • UnitTest tools
    • gtest-devel, google-benchmark-devel, fmt-devel

二、STL 库

julian 儒略日, message 消息包抽象,serialization 实现POD简单类型的序列化与反序列化,timestamp 低延迟微秒/纳秒级计时与时间戳,priceType针对价格及金额的定点与浮点double的互换

julian

儒略日数(Julian Day Number,JDN)的计算是从格林威治标准时间的中午开始,包含一个整天的时间,起点的时间(0日)回溯至儒略历的公元前4713年1月1日中午12点(在格里历是公元前4714年11月24日),这个日期是三种多年周期的共同起点,且是历史上最接近现代的一个起点。 unix 纪元1970年1月1日, julian 日为2440588。采用julian日, 一个16位整数即可表示约180年,而且计算星期几只需要取7的余数即可(即0表示周一,6表示周日)

serialization

简单序列化与反序列化,采用Little Endian(即小端编码,Intel/ARM64的CPU整数字节编码),字符串string以及字节串Bytes采用Pascal编码(长度0...255)以一字节表示长度后续bytes 模板成员函数decode/encode支持intergral类型(即单字节/2/4/8字节数量值)

timestamp

timeval类 简单包封timespec结构并采用int32_t 表示秒以及纳秒 sysclock类 用于重演/模拟环境的系统时钟 timestamp 抽象毫秒/微秒/纳秒级别时间戳 DateTime 抽象 毫秒/微秒/纳秒级别 的日期时间点

priceType

定点数与浮点double的相互转换

types

增加int48_t 定义 增加 pstring 定义,类Pascal字符串,长度小于256字节,首字节存放串长度

Math

formula: $ f(x) = \int_{-\infty}^\infty \hat f(\xi)e^{2 \pi \xi x}d\xi $

Apache License Version 2.0, January 2004 http://www.apache.org/licenses/ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION 1. Definitions. "License" shall mean the terms and conditions for use, reproduction, and distribution as defined by Sections 1 through 9 of this document. "Licensor" shall mean the copyright owner or entity authorized by the copyright owner that is granting the License. "Legal Entity" shall mean the union of the acting entity and all other entities that control, are controlled by, or are under common control with that entity. For the purposes of this definition, "control" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. "You" (or "Your") shall mean an individual or Legal Entity exercising permissions granted by this License. "Source" form shall mean the preferred form for making modifications, including but not limited to software source code, documentation source, and configuration files. "Object" form shall mean any form resulting from mechanical transformation or translation of a Source form, including but not limited to compiled object code, generated documentation, and conversions to other media types. "Work" shall mean the work of authorship, whether in Source or Object form, made available under the License, as indicated by a copyright notice that is included in or attached to the work (an example is provided in the Appendix below). "Derivative Works" shall mean any work, whether in Source or Object form, that is based on (or derived from) the Work and for which the editorial revisions, annotations, elaborations, or other modifications represent, as a whole, an original work of authorship. For the purposes of this License, Derivative Works shall not include works that remain separable from, or merely link (or bind by name) to the interfaces of, the Work and Derivative Works thereof. "Contribution" shall mean any work of authorship, including the original version of the Work and any modifications or additions to that Work or Derivative Works thereof, that is intentionally submitted to Licensor for inclusion in the Work by the copyright owner or by an individual or Legal Entity authorized to submit on behalf of the copyright owner. For the purposes of this definition, "submitted" means any form of electronic, verbal, or written communication sent to the Licensor or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, the Licensor for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by the copyright owner as "Not a Contribution." "Contributor" shall mean Licensor and any individual or Legal Entity on behalf of whom a Contribution has been received by Licensor and subsequently incorporated within the Work. 2. Grant of Copyright License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare Derivative Works of, publicly display, publicly perform, sublicense, and distribute the Work and such Derivative Works in Source or Object form. 3. Grant of Patent License. Subject to the terms and conditions of this License, each Contributor hereby grants to You a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by such Contributor that are necessarily infringed by their Contribution(s) alone or by combination of their Contribution(s) with the Work to which such Contribution(s) was submitted. If You institute patent litigation against any entity (including a cross-claim or counterclaim in a lawsuit) alleging that the Work or a Contribution incorporated within the Work constitutes direct or contributory patent infringement, then any patent licenses granted to You under this License for that Work shall terminate as of the date such litigation is filed. 4. Redistribution. You may reproduce and distribute copies of the Work or Derivative Works thereof in any medium, with or without modifications, and in Source or Object form, provided that You meet the following conditions: (a) You must give any other recipients of the Work or Derivative Works a copy of this License; and (b) You must cause any modified files to carry prominent notices stating that You changed the files; and (c) You must retain, in the Source form of any Derivative Works that You distribute, all copyright, patent, trademark, and attribution notices from the Source form of the Work, excluding those notices that do not pertain to any part of the Derivative Works; and (d) If the Work includes a "NOTICE" text file as part of its distribution, then any Derivative Works that You distribute must include a readable copy of the attribution notices contained within such NOTICE file, excluding those notices that do not pertain to any part of the Derivative Works, in at least one of the following places: within a NOTICE text file distributed as part of the Derivative Works; within the Source form or documentation, if provided along with the Derivative Works; or, within a display generated by the Derivative Works, if and wherever such third-party notices normally appear. The contents of the NOTICE file are for informational purposes only and do not modify the License. You may add Your own attribution notices within Derivative Works that You distribute, alongside or as an addendum to the NOTICE text from the Work, provided that such additional attribution notices cannot be construed as modifying the License. You may add Your own copyright statement to Your modifications and may provide additional or different license terms and conditions for use, reproduction, or distribution of Your modifications, or for any such Derivative Works as a whole, provided Your use, reproduction, and distribution of the Work otherwise complies with the conditions stated in this License. 5. Submission of Contributions. Unless You explicitly state otherwise, any Contribution intentionally submitted for inclusion in the Work by You to the Licensor shall be under the terms and conditions of this License, without any additional terms or conditions. Notwithstanding the above, nothing herein shall supersede or modify the terms of any separate license agreement you may have executed with Licensor regarding such Contributions. 6. Trademarks. This License does not grant permission to use the trade names, trademarks, service marks, or product names of the Licensor, except as required for reasonable and customary use in describing the origin of the Work and reproducing the content of the NOTICE file. 7. Disclaimer of Warranty. Unless required by applicable law or agreed to in writing, Licensor provides the Work (and each Contributor provides its Contributions) on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. You are solely responsible for determining the appropriateness of using or redistributing the Work and assume any risks associated with Your exercise of permissions under this License. 8. Limitation of Liability. In no event and under no legal theory, whether in tort (including negligence), contract, or otherwise, unless required by applicable law (such as deliberate and grossly negligent acts) or agreed to in writing, shall any Contributor be liable to You for damages, including any direct, indirect, special, incidental, or consequential damages of any character arising as a result of this License or out of the use or inability to use the Work (including but not limited to damages for loss of goodwill, work stoppage, computer failure or malfunction, or any and all other commercial damages or losses), even if such Contributor has been advised of the possibility of such damages. 9. Accepting Warranty or Additional Liability. While redistributing the Work or Derivative Works thereof, You may choose to offer, and charge a fee for, acceptance of support, warranty, indemnity, or other liability obligations and/or rights consistent with this License. However, in accepting such obligations, You may act only on Your own behalf and on Your sole responsibility, not on behalf of any other Contributor, and only if You agree to indemnify, defend, and hold each Contributor harmless for any liability incurred by, or claims asserted against, such Contributor by reason of your accepting any such warranty or additional liability. END OF TERMS AND CONDITIONS APPENDIX: How to apply the Apache License to your work. To apply the Apache License to your work, attach the following boilerplate notice, with the fields enclosed by brackets "[]" replaced with your own identifying information. (Don't include the brackets!) The text should be enclosed in the appropriate comment syntax for the file format. We also recommend that a file or class name and description of purpose be included on the same "printed page" as the copyright notice for easier identification within third-party archives. Copyright [yyyy] [name of copyright owner] Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

简介

C++ lib for Trading/Matching System 展开 收起
C++ 等 5 种语言
Apache-2.0
取消

发行版

暂无发行版

贡献者

全部

近期动态

加载更多
不能加载更多了
C++
1
https://gitee.com/jkuang/libts.git
git@gitee.com:jkuang/libts.git
jkuang
libts
libts
master

搜索帮助

14c37bed 8189591 565d56ea 8189591