Collapse "helix::core" namespace to top-level "helix" namespace

include/helix/helix.hh

@@ -29,8 +29,6 @@ public:
     { }
 };
 
-namespace core {
-
 enum class trade_sign {
     buyer_initiated,
     seller_initiated,
@@ -99,7 +97,7 @@ public:
 
     virtual void subscribe(const std::string& symbol, size_t max_orders) = 0;
 
-    virtual void register_callback(core::event_callback callback) = 0;
+    virtual void register_callback(event_callback callback) = 0;
 
     virtual size_t process_packet(const net::packet_view& packet) = 0;
 };
@@ -110,5 +108,3 @@ public:
 };
 
 }
-
-}

include/helix/nasdaq/binaryfile.hh

@@ -20,7 +20,7 @@ namespace helix {
 namespace nasdaq {
 
 template<typename Handler>
-class binaryfile_session : public core::session {
+class binaryfile_session : public session {
     Handler _handler;
 public:
     explicit binaryfile_session(void* data);
@@ -29,7 +29,7 @@ public:
 
     virtual void subscribe(const std::string& symbol, size_t max_orders) override;
 
-    virtual void register_callback(core::event_callback callback) override;
+    virtual void register_callback(event_callback callback) override;
 
     virtual size_t process_packet(const net::packet_view& packet) override;
 };
@@ -53,7 +53,7 @@ void binaryfile_session<Handler>::subscribe(const std::string& symbol, size_t ma
 }
 
 template<typename Handler>
-void binaryfile_session<Handler>::register_callback(core::event_callback callback)
+void binaryfile_session<Handler>::register_callback(event_callback callback)
 {
     _handler.register_callback(callback);
 }

include/helix/nasdaq/itch50_handler.hh

@@ -29,9 +29,9 @@ namespace nasdaq {
 class itch50_handler {
 private:
     //! Callback function for processing events.
-    core::event_callback _process_event;
+    event_callback _process_event;
     //! A map of order books by order book ID.
-    std::unordered_map<uint64_t, helix::core::order_book> order_book_id_map;
+    std::unordered_map<uint64_t, helix::order_book> order_book_id_map;
     //! A set of symbols that we are interested in.
     std::set<std::string> _symbols;
     //! A map of pre-allocation size by symbol.
@@ -40,7 +40,7 @@ public:
     itch50_handler();
     bool is_rth_timestamp(uint64_t timestamp) const;
     void subscribe(std::string sym, size_t max_orders);
-    void register_callback(core::event_callback callback);
+    void register_callback(event_callback callback);
     size_t process_packet(const net::packet_view& packet);
 private:
     template<typename T>
@@ -66,7 +66,7 @@ private:
     void process_msg(const itch50_noii* m);
     void process_msg(const itch50_rpii* m);
     //! Generate a sweep event if execution cleared a price level.
-    core::event_mask sweep_event(const core::execution&) const;
+    event_mask sweep_event(const execution&) const;
 };
 
 }

include/helix/nasdaq/itch50_protocol.hh

@@ -8,12 +8,12 @@ namespace helix {
 
 namespace nasdaq {
 
-class itch50_protocol : public core::protocol {
+class itch50_protocol : public protocol {
     std::string _name;
 public:
     explicit itch50_protocol(std::string name);
     static bool supports(const std::string& name);
-    virtual core::session* new_session(void *) override;
+    virtual session* new_session(void *) override;
 };
 
 }

include/helix/nasdaq/moldudp.hh

@@ -28,7 +28,7 @@ namespace helix {
 namespace nasdaq {
 
 template<typename Handler>
-class moldudp_session : public core::session {
+class moldudp_session : public session {
     Handler _handler;
     uint32_t _seq_num;
 public:
@@ -38,7 +38,7 @@ public:
 
     virtual void subscribe(const std::string& symbol, size_t max_orders) override;
 
-    virtual void register_callback(core::event_callback callback) override;
+    virtual void register_callback(event_callback callback) override;
 
     virtual size_t process_packet(const net::packet_view& packet) override;
 
@@ -64,7 +64,7 @@ void moldudp_session<Handler>::subscribe(const std::string& symbol, size_t max_o
 }
 
 template<typename Handler>
-void moldudp_session<Handler>::register_callback(core::event_callback callback)
+void moldudp_session<Handler>::register_callback(event_callback callback)
 {
     _handler.register_callback(callback);
 }

include/helix/nasdaq/moldudp64.hh

@@ -21,7 +21,7 @@ namespace helix {
 namespace nasdaq {
 
 template<typename Handler>
-class moldudp64_session : public core::session {
+class moldudp64_session : public session {
     Handler _handler;
     uint64_t _seq_num;
 public:
@@ -31,7 +31,7 @@ public:
 
     virtual void subscribe(const std::string& symbol, size_t max_orders) override;
 
-    virtual void register_callback(core::event_callback callback) override;
+    virtual void register_callback(event_callback callback) override;
 
     virtual size_t process_packet(const net::packet_view& packet) override;
 };
@@ -56,7 +56,7 @@ void moldudp64_session<Handler>::subscribe(const std::string& symbol, size_t max
 }
 
 template<typename Handler>
-void moldudp64_session<Handler>::register_callback(core::event_callback callback)
+void moldudp64_session<Handler>::register_callback(event_callback callback)
 {
     _handler.register_callback(callback);
 }

include/helix/nasdaq/nordic_itch_handler.hh

@@ -39,11 +39,11 @@ class nordic_itch_handler {
     //! Milliseconds since @time_sec.
     uint64_t time_msec;
     //! Callback function for processing events.
-    core::event_callback _process_event;
+    event_callback _process_event;
     //! A map of order books by order book ID.
-    std::unordered_map<uint64_t, helix::core::order_book> order_book_id_map;
+    std::unordered_map<uint64_t, helix::order_book> order_book_id_map;
     //! A map of order books by order ID.
-    std::unordered_map<uint64_t, helix::core::order_book&> order_id_map;
+    std::unordered_map<uint64_t, helix::order_book&> order_id_map;
     //! A set of symbols that we are interested in.
     std::set<std::string> _symbols;
     //! A map of pre-allocation size by symbol.
@@ -52,7 +52,7 @@ public:
     nordic_itch_handler();
     bool is_rth_timestamp(uint64_t timestamp) const;
     void subscribe(std::string sym, size_t max_orders);
-    void register_callback(core::event_callback callback);
+    void register_callback(event_callback callback);
     size_t process_packet(const net::packet_view& packet);
 private:
     template<typename T>
@@ -74,7 +74,7 @@ private:
     void process_msg(const itch_broken_trade* m);
     void process_msg(const itch_noii* m);
     //! Generate a sweep event if execution cleared a price level.
-    core::event_mask sweep_event(const core::execution&) const;
+    event_mask sweep_event(const execution&) const;
     //! Timestamp in milliseconds
     uint64_t timestamp() const;
 };

include/helix/nasdaq/nordic_itch_protocol.hh

@@ -8,12 +8,12 @@ namespace helix {
 
 namespace nasdaq {
 
-class nordic_itch_protocol : public core::protocol {
+class nordic_itch_protocol : public protocol {
     std::string _name;
 public:
     static bool supports(const std::string& name);
     explicit nordic_itch_protocol(std::string name);
-    virtual core::session* new_session(void *) override;
+    virtual session* new_session(void *) override;
 };
 
 }

include/helix/nasdaq/soupfile.hh

@@ -18,7 +18,7 @@ namespace helix {
 namespace nasdaq {
 
 template<typename Handler>
-class soupfile_session : public core::session {
+class soupfile_session : public session {
     Handler _handler;
 public:
     explicit soupfile_session(void* data);
@@ -27,7 +27,7 @@ public:
 
     virtual void subscribe(const std::string& symbol, size_t max_orders) override;
 
-    virtual void register_callback(core::event_callback callback) override;
+    virtual void register_callback(event_callback callback) override;
 
     virtual size_t process_packet(const net::packet_view& packet) override;
 };
@@ -51,7 +51,7 @@ void soupfile_session<Handler>::subscribe(const std::string& symbol, size_t max_
 }
 
 template<typename Handler>
-void soupfile_session<Handler>::register_callback(core::event_callback callback)
+void soupfile_session<Handler>::register_callback(event_callback callback)
 {
     _handler.register_callback(callback);
 }

include/helix/order_book.hh

@@ -21,8 +21,6 @@
 
 namespace helix {
 
-namespace core {
-
 /// \addtogroup order-book
 /// @{
 
@@ -167,5 +165,3 @@ private:
 /// @}
 
 }
-
-}

include/helix/parity/pmd_handler.hh

@@ -26,11 +26,11 @@ namespace parity {
 //
 class pmd_handler {
     //! Callback function for processing events.
-    core::event_callback _process_event;
+    event_callback _process_event;
     //! A map of order books by order book ID.
-    std::unordered_map<std::string, helix::core::order_book> _order_book_id_map;
+    std::unordered_map<std::string, helix::order_book> _order_book_id_map;
     //! A map of order books by order ID.
-    std::unordered_map<uint64_t, helix::core::order_book&> _order_id_map;
+    std::unordered_map<uint64_t, helix::order_book&> _order_id_map;
     //! A set of symbols that we are interested in.
     std::set<std::string> _symbols;
     //! Number of seconds since midnight when the trading session started.
@@ -39,7 +39,7 @@ public:
     pmd_handler();
     bool is_rth_timestamp(uint64_t timestamp) const;
     void subscribe(std::string sym, size_t max_orders);
-    void register_callback(core::event_callback callback);
+    void register_callback(event_callback callback);
     size_t process_packet(const net::packet_view& packet);
 private:
     template<typename T>
@@ -52,7 +52,7 @@ private:
     void process_msg(const pmd_order_deleted* m);
     void process_msg(const pmd_broken_trade* m);
     //! Generate a sweep event if execution cleared a price level.
-    core::event_mask sweep_event(const core::execution&) const;
+    event_mask sweep_event(const execution&) const;
     uint64_t to_timestamp(uint64_t nanoseconds) const;
 };
 

include/helix/parity/pmd_protocol.hh

@@ -11,13 +11,13 @@ namespace helix {
 
 namespace parity {
 
-class pmd_protocol : public core::protocol {
+class pmd_protocol : public protocol {
     std::string _name;
 public:
     static bool supports(const std::string& name);
 
     explicit pmd_protocol(std::string name);
-    virtual core::session* new_session(void *) override;
+    virtual session* new_session(void *) override;
 };
 
 }

src/event.cc

@@ -2,8 +2,6 @@
 
 namespace helix {
 
-namespace core {
-
 event::event(event_mask mask, uint64_t timestamp, order_book* ob, trade* t)
     : _mask{mask}
     , _timestamp{timestamp}
@@ -48,5 +46,3 @@ event make_trade_event(uint64_t timestamp, trade* t, event_mask mask)
 }
 
 }
-
-}