[DXFC-334] Precision error when converting WideDecimal to Double (#89)

Author: ttldtor

.github/workflows/github-ci-pull-req.yml

@@ -13,8 +13,22 @@ env:
   BUILD_VERSION: 0.0.0-pr
 
 jobs:
+  tests:
+    runs-on: ubuntu-latest
+    name: build and run tests
+    steps:
+      - uses: actions/checkout@main
+      - name: Test
+        run: |
+          mkdir build-test
+          cd build-test
+          cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 -DDXFC_BUILD_UNIT_TESTS=ON ..
+          cmake --build . --config Release
+          ctest -C Release
+        env:
+          CTEST_OUTPUT_ON_FAILURE: True
 
-# --------------------------- BUILD DOCUMENTATION
+  # --------------------------- BUILD DOCUMENTATION
   build_docs:
     runs-on: ubuntu-latest
     name: build documentation

.gitignore

@@ -5,6 +5,7 @@
 /**/*.user
 /**/*.aps
 /**/build
+/**/build-test
 /*.ncb
 /*.sdf
 /*.opensdf

CMakeLists.txt

@@ -7,6 +7,8 @@ set(PROJECT DXFeedAll)
 
 option(DISABLE_TLS "Use ON value to disable TLS support" OFF)
 option(BUILD_STATIC_LIBS "Use ON value to build dxFeed framework as a static library" OFF)
+option(DXFC_BUILD_INTEGRATION_TESTS "" ON)
+option(DXFC_BUILD_UNIT_TESTS "" OFF)
 
 set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR})
 set(LIBRARY_OUTPUT_PATH ${CMAKE_BINARY_DIR})
@@ -18,7 +20,7 @@ link_directories(${CMAKE_BINARY_DIR})
 
 if (WIN32 OR MACOS)
     set(BUILD_STATIC_LIBS OFF)
-endif()
+endif ()
 
 if (BUILD_STATIC_LIBS)
     set(DISABLE_TLS ON)
@@ -34,27 +36,36 @@ endif (BUILD_STATIC_LIBS)
 add_subdirectory(thirdparty/toml11)
 
 #Note: add projects to build and package below
-add_subdirectory(src)
-
-add_subdirectory(samples/CandleSample)
-add_subdirectory(samples/CommandLineSample)
-add_subdirectory(samples/FullOrderBookSample)
-add_subdirectory(samples/PriceLevelBookSample)
-add_subdirectory(samples/PriceLevelBookSample2)
-add_subdirectory(samples/RegionalBookSample)
-add_subdirectory(samples/SnapshotConsoleSample)
-add_subdirectory(samples/IncSnapshotConsoleSample)
-
-add_subdirectory(wrappers/cpp)
-
-add_subdirectory(tests/FullTest)
-
-add_subdirectory(tests/APITest)
-add_subdirectory(tests/ConnectionTest)
-add_subdirectory(tests/PerformanceTest)
-add_subdirectory(tests/LastEventTest)
-add_subdirectory(tests/QuoteTableTest)
-add_subdirectory(tests/SampleTest)
+
+if (DXFC_BUILD_UNIT_TESTS)
+    include(CTest)
+    add_subdirectory(tests/UnitTests2)
+else ()
+    add_subdirectory(src)
+
+    add_subdirectory(samples/CandleSample)
+    add_subdirectory(samples/CommandLineSample)
+    add_subdirectory(samples/FullOrderBookSample)
+    add_subdirectory(samples/PriceLevelBookSample)
+    add_subdirectory(samples/PriceLevelBookSample2)
+    add_subdirectory(samples/RegionalBookSample)
+    add_subdirectory(samples/SnapshotConsoleSample)
+    add_subdirectory(samples/IncSnapshotConsoleSample)
+
+    add_subdirectory(wrappers/cpp)
+
+    add_subdirectory(tests/PerformanceTest)
+
+    if (DXFC_BUILD_INTEGRATION_TESTS)
+        add_subdirectory(tests/FullTest)
+
+        add_subdirectory(tests/APITest)
+        add_subdirectory(tests/ConnectionTest)
+        add_subdirectory(tests/LastEventTest)
+        add_subdirectory(tests/QuoteTableTest)
+        add_subdirectory(tests/SampleTest)
+    endif ()
+endif ()
 
 set(CPACK_OUTPUT_CONFIG_FILE "${CMAKE_BINARY_DIR}/DXFeedAllCPackConfig.cmake")
 set(CPACK_PACKAGE_VENDOR "Devexperts LLC")

DXFeed.vcxproj

@@ -618,6 +618,7 @@
     <ClInclude Include="thirdparty\toml11\toml.hpp" />
     <ClInclude Include="src\Version.h" />
     <ClInclude Include="src\WideDecimal.h" />
+    <ClInclude Include="src\WideDecimal.hpp" />
   </ItemGroup>
   <ItemGroup>
     <ResourceCompile Include="src\DXFeed.rc" />

DXFeed.vcxproj.filters

@@ -333,6 +333,9 @@
     <ClInclude Include="src\WideDecimal.h">
       <Filter>Header Files</Filter>
     </ClInclude>
+    <ClInclude Include="src\WideDecimal.hpp">
+      <Filter>Header Files</Filter>
+    </ClInclude>
   </ItemGroup>
   <ItemGroup>
     <ResourceCompile Include="src\DXFeed.rc" />

README.md

@@ -10,12 +10,14 @@ This package provides access to **[dxFeed](https://www.dxfeed.com/)** market dat
 [![Language grade: C/C++](https://img.shields.io/lgtm/grade/cpp/g/dxFeed/dxfeed-c-api.svg?logo=lgtm&logoWidth=18)](https://lgtm.com/projects/g/dxFeed/dxfeed-c-api/context:cpp)
 
 
-## Table of Сontents
+## Table of Contents
 - [Documentation](#documentation)
+- [Dependencies](#dependencies)
 - [How to build](#how-to-build)
   * [Windows](#windows)
   * [Linux](#linux)
   * [macOS](#macos)
+  * [Android Termux](#android-termux)
 - [Key features](#key-features)
   * [Event types](#event-types)
   * [Contracts](#contracts)
@@ -54,30 +56,83 @@ Find useful information in self-service dxFeed Knowledge Base, or C API framewor
   * [Subscriptions](https://docs.dxfeed.com/c-api/group__c-api-basic-subscription-functions.html)
 
 
+## Dependencies
 
+- API
+  - Boost.Locale.EncodingUtf (1.75)
+  - [TOML11](https://github.com/ToruNiina/toml11) (3.6.0)
+- Tests
+  - [Catch2](https://github.com/catchorg/Catch2) (2.13.8)
+- C++ Wrappers
+  - [Args](https://github.com/Taywee/args) (6.2.2)
+  - [fmt](https://github.com/fmtlib/fmt) (8.0.0)
+  - [optional-lite](https://github.com/martinmoene/optional-lite) (3.1.1)
+  - [string-view-lite](https://github.com/martinmoene/string-view-lite) (1.1.0)
+  - [variant-lite](https://github.com/martinmoene/variant-lite) (1.1.0)
 
 
 
 ## How to build
 
 ### Windows
 
-System requirements: [Visual C++ Redistributable 2015](https://www.microsoft.com/en-us/download/details.aspx?id=52685), [Visual Studio](https://visualstudio.microsoft.com/vs/).
+System requirements (for the libressl): [Visual C++ Redistributable 2015](https://www.microsoft.com/en-us/download/details.aspx?id=52685), [Visual Studio](https://visualstudio.microsoft.com/vs/).
 
+Prerequisites: `git`, `cmake`, `ninja` or `make`, `clang` (mingw or VS) or `gcc` (mingw) or `visual studio`
 
-*Coming soon*
+```console
+git clone https://github.com/dxFeed/dxfeed-c-api.git
+cd dxfeed-c-api
+mkdir build
+cd build
+cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 ..
+cmake --build . --config Release
+```
 
 ---
 
 ### Linux
-*Coming soon*
+
+Prerequisites: `git`, `cmake`, `ninja` or `make`, `clang` or `gcc` 
+
+```console
+git clone https://github.com/dxFeed/dxfeed-c-api.git
+cd dxfeed-c-api
+mkdir build
+cd build
+cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 ..
+cmake --build . --config Release
+```
 
 ---
 
 
 ### macOS
 
-*Coming soon*
+Prerequisites: `git`, `cmake`, `ninja` or `make`, `clang`
+
+```console
+git clone https://github.com/dxFeed/dxfeed-c-api.git
+cd dxfeed-c-api
+mkdir build
+cd build
+cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 ..
+cmake --build . --config Release
+```
+---
+
+### Android Termux
+
+Prerequisites: `git`, `cmake`, `ninja`, `clang`
+
+```console
+git clone https://github.com/dxFeed/dxfeed-c-api.git
+cd dxfeed-c-api
+mkdir build
+cd build
+cmake -DCMAKE_BUILD_TYPE=Release -DDISABLE_TLS=ON -DTARGET_PLATFORM=x64 ..
+cmake --build . --config Release
+```
 
 
 ## Key features
@@ -186,8 +241,8 @@ Order source in most cases identifies source of **`Order`** and **`SpreadOrder`*
   * BZX - Cboe BZX
   * BXTR - Cboe EU SI (Systematic Internaliser)
   * BI20 - BIST Top20 Orders (Level2+)
- * CHIX - Cboe EU CXE (Chi-X)
- * CEUX - Cboe EU DXE
+  * CHIX - Cboe EU CXE (Chi-X)
+  * CEUX - Cboe EU DXE
   * CFE - Cboe CFE
   * C2OX - Cboe C2
   * DEA - Cboe EDGA
@@ -197,13 +252,13 @@ Order source in most cases identifies source of **`Order`** and **`SpreadOrder`*
   * FAIR - FairX
   * GLBX - Globex
   * ICE - ICE Futures US/EU
-   * IST - Borsa Istanbul
-   * MEMX - Members Exchange
+  * IST - Borsa Istanbul
+  * MEMX - Members Exchange
   * NTV - Nasdaq TotalView
   * NFX - Nasdaq NFX
-* SMFE - SmallEx
- * XNFI - Nasdaq NFI
- * XEUR - Eurex
+  * SMFE - SmallEx
+  * XNFI - Nasdaq NFI
+  * XEUR - Eurex
  ---
 *Price level book*:
 

ReleaseNotes.txt

@@ -1,3 +1,6 @@
+Version 8.7.0
+* [DXFC-334] Fixed a bug with precision error when converting WideDecimal to Double
+
 Version 8.6.3
 * [DXFC-331] Fixed a bug when deleting a PriceLevelBook object caused crashes.
 

src/CMakeLists.txt

@@ -111,6 +111,7 @@ set(HEADER_FILES
         TimeMarkUtil.hpp
         Version.h
         WideDecimal.h
+        WideDecimal.hpp
         )
 
 set(PARSER_HEADERS

src/Decimal.c

@@ -19,6 +19,7 @@
 
 #include "Decimal.h"
 #include "PrimitiveTypes.h"
+#include "WideDecimal.h"
 
 #include <math.h>
 #include <float.h>
@@ -88,20 +89,20 @@ static const dxf_int_t EXTRA_PRECISION_DIVISORS[] = {
 
 int dx_decimal_int_to_double(dxf_int_t integer, OUT dxf_double_t* decimal) {
 	dxf_int_t power = integer & 0x0F;
-	dxf_int_t mantissa ;
+	dxf_int_t mantissa = dx_right_shift_int(integer, STANDARD_MANTISSA_SHIFT);
 
 	if (power == 0) {
 		// extra precision and special cases
-		dxf_int_t divisor = EXTRA_PRECISION_DIVISORS[((integer >> STANDARD_MANTISSA_SHIFT) & 0x07)];
+		dxf_int_t divisor = EXTRA_PRECISION_DIVISORS[mantissa & 0x07];
 
 		if (divisor != 0) {
 			// mantissa in highest 25 bits for supported extra precision formats
-			*decimal  = (dxf_double_t)(integer >> EXTRA_PRECISION_MANTISSA_SHIFT) / divisor;
+			*decimal  = (dxf_double_t)(dx_right_shift_int(integer, EXTRA_PRECISION_MANTISSA_SHIFT)) / divisor;
+
 			return true;
 		}
 	}
 
-	mantissa = (integer >> STANDARD_MANTISSA_SHIFT);
 	*decimal = power <= UNITY_POWER ? mantissa * MULTIPLIERS[power] : mantissa / DIVISORS[power];
 
 	return true;