ADD: Add ISO8601 conversion to databento-cpp

Author: threecgreen

.clang-tidy

@@ -11,8 +11,6 @@ Checks: >
     -google-readability-casting,
     -google-runtime-references,
     modernize-deprecated-headers,
-    misc-*,
-    -misc-non-private-member-variables-in-classes,
     performance-*,
     portability-*'
 WarningsAsErrors: '*'

CHANGELOG.md

@@ -3,6 +3,9 @@
 ## 0.13.1 - TBD
 ### Enhancements
 - Added new publisher values in preparation for DBEQ.PLUS
+- Added `ToIso8601` for `UnixNanos` for converting to human-readable ISO8601 datetime
+  string
+- Added `kUndefTimestamp` and `kUndefStatQuantity` constants
 
 ## 0.13.0 - 2023-09-21
 ### Enhancements

CMakeLists.txt

@@ -348,6 +348,7 @@ endif()
 
 if(${PROJECT_NAME_UPPERCASE}_ENABLE_UNIT_TESTING)
   unset(CMAKE_CXX_CPPCHECK) # disable cppcheck for tests
+  unset(CMAKE_CXX_CLANG_TIDY) # disable clang-tidy for tests
   enable_testing()
   message(STATUS "Build unit tests for the project.")
   add_subdirectory(test)

include/databento/constants.hpp

@@ -9,11 +9,17 @@ static constexpr auto kApiVersionStr = "0";
 static constexpr auto kApiKeyLength = 32;
 // The decimal scaler of fixed prices.
 static constexpr std::int64_t kFixedPriceScale = 1000000000;
-// The sentinel value for a null or undefined price.
+// The sentinel value for an unset or null price.
 static constexpr auto kUndefPrice = std::numeric_limits<std::int64_t>::max();
-// The sentinel value for a null or undefined order size.
+// The sentinel value for an unset or null order size.
 static constexpr auto kUndefOrderSize =
     std::numeric_limits<std::uint32_t>::max();
+// The sentinel value for an unset statistic quantity.
+static constexpr auto kUndefStatQuantity =
+    std::numeric_limits<std::int32_t>::max();
+// The sentinel value for an unset or null timestamp.
+static constexpr auto kUndefTimestamp =
+    std::numeric_limits<std::uint64_t>::max();
 
 // This is not necessarily a comprehensive list of available datasets. Please
 // use `Historical.MetadataListDatasets` to retrieve an up-to-date list.

include/databento/datetime.hpp

@@ -14,6 +14,9 @@ using UnixNanos =
 // A representation of the difference between two timestamps.
 using TimeDeltaNanos = std::chrono::duration<int32_t, std::nano>;
 std::string ToString(UnixNanos unix_nanos);
+// Format the UNIX timestamp as a human-readable ISO8601 string of format
+// YYYY-MM-DDTHH:MM:SS.fffffffffZ
+std::string ToIso8601(UnixNanos unix_nanos);
 std::string ToString(TimeDeltaNanos td_nanos);
 // Converts a YYYYMMDD integer to a YYYY-MM-DD string.
 std::string DateFromIso8601Int(std::uint32_t date_int);

src/datetime.cpp

@@ -1,9 +1,49 @@
+// NOLINTNEXTLINE(modernize-deprecated-headers): no thread-safe version in STL
 #include "databento/datetime.hpp"
 
-#include <iomanip>
-#include <sstream>
+#include <time.h>  // gmtime_r or gmtime_s
+
+#include <array>
+#include <chrono>
+#include <ctime>    // localtime, strftime, tm
+#include <iomanip>  // setw
+#include <sstream>  // ostringstream
+
+#include "databento/constants.hpp"  // kUndefTimestamp
 
 namespace databento {
+std::string ToIso8601(UnixNanos unix_nanos) {
+  if (unix_nanos.time_since_epoch().count() == kUndefTimestamp) {
+    return "UNDEF_TIMESTAMP";
+  }
+  std::array<char, 80> buf{};
+  const auto time =
+      static_cast<std::time_t>(std::chrono::duration_cast<std::chrono::seconds>(
+                                   unix_nanos.time_since_epoch())
+                                   .count());
+  std::tm tm = {};
+#ifdef _WIN32
+  if (::gmtime_s(&tm, &time) != 0) {
+    // Fallback on printing nanos
+    return ToString(unix_nanos);
+  }
+#else
+  if (::gmtime_r(&time, &tm) == nullptr) {
+    // Fallback on printing nanos
+    return ToString(unix_nanos);
+  }
+#endif
+  const auto nanos = std::chrono::nanoseconds{
+      unix_nanos.time_since_epoch() %
+      std::chrono::nanoseconds{std::chrono::seconds{1}}};
+  const size_t count =
+      std::strftime(buf.data(), sizeof(buf), "%Y-%m-%dT%H:%M:%S", &tm);
+  std::ostringstream time_ss;
+  time_ss.write(buf.data(), static_cast<std::streamsize>(count));
+  time_ss << '.' << std::setw(9) << std::setfill('0') << nanos.count() << 'Z';
+  return time_ss.str();
+}
+
 std::string ToString(UnixNanos unix_nanos) {
   return std::to_string(unix_nanos.time_since_epoch().count());
 }

src/detail/http_client.cpp

@@ -114,7 +114,13 @@ void HttpClient::CheckWarnings(const httplib::Response& response) const {
         }
         return;
       }
-    } catch (const std::exception&) {
+    } catch (const std::exception& exc) {
+      std::ostringstream msg;
+      msg << "[HttpClient::CheckWarnings] Failed to parse warnings from HTTP "
+             "header: "
+          << exc.what() << ". Raw contents: " << raw;
+      log_receiver_->Receive(LogLevel::Warning, msg.str());
+      return;
     }
     std::ostringstream msg;
     msg << "[HttpClient::CheckWarnings] Failed to parse warnings from HTTP "

src/stream_op_helper.hpp

@@ -50,7 +50,7 @@ class StreamOpHelper {
     stream_ << static_cast<std::int16_t>(val);
   }
 
-  void FmtToStream(const UnixNanos& val) { stream_ << ToString(val); }
+  void FmtToStream(const UnixNanos& val) { stream_ << ToIso8601(val); }
 
   void FmtToStream(const TimeDeltaNanos& val) { stream_ << ToString(val); }
 

test/src/dbn_tests.cpp

@@ -1,6 +1,9 @@
 #include <gtest/gtest.h>
 
+#include <chrono>
+
 #include "databento/constants.hpp"
+#include "databento/datetime.hpp"
 #include "databento/dbn.hpp"
 
 namespace databento {
@@ -10,8 +13,8 @@ TEST(DbnTests, TestMetadataToString) {
                         dataset::kGlbxMdp3,
                         false,
                         Schema::Ohlcv1D,
-                        {},
-                        {},
+                        UnixNanos{std::chrono::seconds{1696959347}},
+                        UnixNanos{std::chrono::seconds{1696950000}},
                         {},
                         false,
                         SType::RawSymbol,
@@ -28,8 +31,8 @@ TEST(DbnTests, TestMetadataToString) {
     dataset = "GLBX.MDP3",
     has_mixed_schema = false,
     schema = ohlcv-1d,
-    start = 0,
-    end = 0,
+    start = 2023-10-10T17:35:47.000000000Z,
+    end = 2023-10-10T15:00:00.000000000Z,
     limit = 0,
     has_mixed_stype_in = false,
     stype_in = raw_symbol,

test/src/historical_tests.cpp

@@ -6,8 +6,7 @@
 #include <chrono>
 #include <cstdlib>
 #include <stdexcept>  // logic_error
-#include <thread>
-#include <utility>  // move
+#include <utility>    // move
 
 #include "databento/constants.hpp"
 #include "databento/datetime.hpp"