stock quote parsing with Ragel

Makefile

CFLAGS=-O2
CXXFLAGS=-O2

all: parser

parser.cpp: parser.rl
	ragel -G2 $^ -o $@

parser.o: parser.cpp RawQuote.h

RawQuote.o: RawQuote.cpp RawQuote.h

parser: parser.o RawQuote.o
	g++ $^ -o $@

.PHONY: clean

clean:
	rm -f parser parser.cpp *.o

parser.rl

#include <string>
#include <iostream>

#include "RawQuote.h"

/**
    Fields:
        1003 - Symbol
        2002 - Last
        2003 - Bid
        2004 - Ask
        2005 - Bid Size
        2006 - Ask Size
        2007 - Last Size
        2008 - Yesterday?s close
        2009 - The High for today
        2010 - The Low for today
        2011 - The Open for today
        2012 - The total volume traded for today
        2013 - Uptick/Downtick
                    Uptick - 20020
                    Downtick - 20021
        2014 - TimeStamp (HH:MM:SS)
        2015 - Date (MM/DD/YYYY)
**/


%%{

    machine quote;
    write data;

}%%

bool ParseQuote(const std::string &message, RawQuote &quote)
{

    int cs;
    const char *p = message.data(), *pe = message.data() + message.size();

    const char *symstart;
    int intval;
    double realval;
    double intpart, fracpart, tenpow;

#define ASSIGN_INT(fieldname) quote.fieldname = intval; quote.has##fieldname = true;
#define ASSIGN_REAL(fieldname) quote.fieldname = realval; quote.has##fieldname = true;

%%{
    integer = ( digit @ { intval = intval * 10 + (fc - '0'); } )+
              > { intval = 0; } ;

    intpart = ( digit @ { intpart = intpart * 10 + (fc - '0'); } )+
              > { intpart = 0.0; } ;

    fracpart = ( digit @ { fracpart += (fc - '0') * tenpow; tenpow *= 0.1; } )+
               > { fracpart = 0.0; tenpow = 0.1; } ;

    real =  intpart @ { realval = intpart; } 
          | (intpart '.' fracpart ) @ { realval = intpart + fracpart; };

    symbol = '1003=' (
        [^;]+
            > { symstart = p; }
            @ { quote.Symbol.assign(symstart, p + 1); quote.hasSymbol = true; }
        ) ;

    last = '2002=' real @ { ASSIGN_REAL(Last); } ;

    bid = '2003=' real @ { ASSIGN_REAL(Bid); } ;

    ask = '2004=' real @ { ASSIGN_REAL(Ask); } ;

    bidsize = '2005=' integer @ { ASSIGN_INT(BidSize); } ;

    asksize = '2006=' integer @ { ASSIGN_INT(AskSize); } ;

    lastsize = '2007=' integer @ { ASSIGN_INT(LastSize); } ;

    close = '2008=' real @ { ASSIGN_REAL(Close); } ;

    high = '2009=' real @ { ASSIGN_REAL(High); } ;

    low = '2010=' real @ { ASSIGN_REAL(Low); } ;

    open = '2011=' real @ { ASSIGN_REAL(Open); } ;

    total = '2012=' real @ { ASSIGN_REAL(Volume); } ;

    uptick = '2013=' (
                 '20020' @ { quote.Uptick = true; } |
                 '20021' @ { quote.Uptick = false; }
                ) @ { quote.hasUptick = true; } ;

    timestamp = '2014='
                    integer @ { ASSIGN_INT(Hour); } ':'
                    integer @ { ASSIGN_INT(Minute); } ':'
                    integer @ { ASSIGN_INT(Second); } ;
    
    date = '2015='
                integer @ { ASSIGN_INT(Month); } '/'
                integer @ { ASSIGN_INT(Day); } '/'
                integer @ { ASSIGN_INT(Year); } ;
            
    genericfield = digit+ '=' [^;]+ ;

    field = symbol | last | bid | ask | bidsize | asksize | lastsize |
            close | high | low | open | total | uptick |
            timestamp | date |
            genericfield ;

    main := '1|' (field ';')* field ;

    write init;
    write exec;
}%%

#undef ASSIGN_INT
#undef ASSIGN_REAL

    return cs >= %%{ write first_final; }%%;
}

int main()
{
    std::string message = "1|2025=US;2026=USD;1003=EUR/USD;2087=10070;2089=0;2042=FX;2090=0;2002=1.21899;2003=1.21899;2004=1.21907;2005=500000;2006=1000000;2007=150;2008=1.22376;2009=1.22479;2010=1.21842;2011=1.22377;2012=28603324;2013=20021;2014=06:43:15;2015=07/12/2012";

    RawQuote quote;
    bool result;

    for (int i = 0; i < 1000000; ++i)
    {
        result = ParseQuote(message, quote);
    }

    std::cout << (result ? "Success" : "Failure") << std::endl
              << quote;
}

RawQuote.cpp

#include <ostream>

#include "RawQuote.h"

std::ostream &operator <<(std::ostream &os, const RawQuote &quote)
{
    #define PRINT_FIELD(fieldname) if (quote.has##fieldname) { \
        os << #fieldname << " = " << quote.fieldname << '\n'; \
    }

    PRINT_FIELD(Symbol);
    PRINT_FIELD(Last);
    PRINT_FIELD(Bid);
    PRINT_FIELD(Ask);
    PRINT_FIELD(BidSize);
    PRINT_FIELD(AskSize);
    PRINT_FIELD(LastSize);
    PRINT_FIELD(Close);
    PRINT_FIELD(High);
    PRINT_FIELD(Low);
    PRINT_FIELD(Open);
    PRINT_FIELD(Volume);
    PRINT_FIELD(Uptick);
    PRINT_FIELD(Hour);
    PRINT_FIELD(Minute);
    PRINT_FIELD(Second);
    PRINT_FIELD(Month);
    PRINT_FIELD(Day);
    PRINT_FIELD(Year);

    #undef PRINT_FIELD
}

RawQuote.h

#ifndef RAWQUOTE_H
#define RAWQUOTE_H

#include <string>
#include <ostream>

struct RawQuote
{
    std::string Symbol;

    double Last;
    double Bid;
    double Ask;
    int BidSize;
    int AskSize;
    int LastSize;
    double Close;
    double High;
    double Low;
    double Open;
    double Volume;
    bool Uptick;
    int Hour;
    int Minute;
    int Second;
    int Month;
    int Day;
    int Year;

    bool hasSymbol;
    bool hasLast;
    bool hasBid;
    bool hasAsk;
    bool hasBidSize;
    bool hasAskSize;
    bool hasLastSize;
    bool hasClose;
    bool hasHigh;
    bool hasLow;
    bool hasOpen;
    bool hasVolume;
    bool hasUptick;
    bool hasHour;
    bool hasMinute;
    bool hasSecond;
    bool hasMonth;
    bool hasDay;
    bool hasYear;
};

std::ostream &operator <<(std::ostream &os, const RawQuote &quote);

#endif // RAWQUOTE_H