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external/duckdb/third_party/tpce-tool/include/main/MEE.h

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+/*
+ * Legal Notice
+ *
+ * This document and associated source code (the "Work") is a part of a
+ * benchmark specification maintained by the TPC.
+ *
+ * The TPC reserves all right, title, and interest to the Work as provided
+ * under U.S. and international laws, including without limitation all patent
+ * and trademark rights therein.
+ *
+ * No Warranty
+ *
+ * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
+ *     CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
+ *     AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
+ *     WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
+ *     INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
+ *     DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
+ *     PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
+ *     WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
+ *     ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
+ *     QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
+ *     WITH REGARD TO THE WORK.
+ * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
+ *     ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
+ *     COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
+ *     OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
+ *     INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
+ *     OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
+ *     RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
+ *     ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
+ *
+ * Contributors
+ * - Doug Johnson
+ */
+
+/******************************************************************************
+ *   Description:        This class provides Market Exchange Emulator
+ *                       functionality. It accepts trade requests for
+ *processing; generates a negative exponential delay for each trade to simulate
+ *the market processing time; manages the timers for all trades being processed;
+ *generates Trade-Result and Market-Feed input data to be used by a sponsor
+ *provided callback interface to the SUT (see MEESUTInterface.h).
+ *
+ *                       The constructor for this class requires two parameters.
+ *                       - TradingTimeSoFar: the number of seconds for which
+ *                       trades have been run against the database. This allows
+ *                       the MEE to pick up on the price curves from where it
+ *                       last left off. If doing this isn't important than 0 can
+ *                       passed in.
+ *                       - pSUT: a pointer to an instance of a sponsor provided
+ *                       subclassing of the CMEESUTInterface class.
+ *
+ *                       - pLogger: a pointer to an instance of CEGenLogger or a
+ *                       sponsor provided subclassing of the CBaseLogger class.
+ *
+ *                       The MEE provides the following entry points.
+ *
+ *                       - SetBaseTime: used to cordinate the price curves
+ *                       across multiple instances of this class. This method
+ *                       should be called "at the same time" for all instances.
+ *                       This call should be made just prior to starting
+ *                       transactions. There is no return value.
+ *
+ *                       - SubmitTradeRequest: used for submitting a trade
+ *                       request into the market. The return value is the number
+ *                       of milliseconds before the next timer is set to expire.
+ *
+ *                       - GenerateTradeResult: called whenever the current
+ *timer has expired (i.e. whenever the number of milliseconds returned by either
+ *SubmitTradeRequest or GenerateTradeResult has elapsed). The return value is
+ *                       the number of milliseconds before the next timer is set
+ *                       to expire.
+ *
+ *                       - DisableTickerTape / EnableTickerTape: by default, the
+ *                       ticker tape functionality of the MEE is enabled. It can
+ *                       be disabled, or re-enabled by calls to these methods.
+ *                       Disabling the ticker tape is useful at the end of a
+ *                       test run to allow processing of submitted orders to
+ *                       continue (Trade-Results) while not generating any
+ *                       ticker tape activity (Market-Feeds).
+ ******************************************************************************/
+
+#ifndef MEE_H
+#define MEE_H
+
+#include "utilities/EGenUtilities_stdafx.h"
+#include "MEETradeRequestActions.h"
+#include "TxnHarnessStructs.h"
+#include "MEEPriceBoard.h"
+#include "MEETickerTape.h"
+#include "MEETradingFloor.h"
+#include "MEESUTInterface.h"
+#include "BaseLogger.h"
+#include "DriverParamSettings.h"
+
+#include "input/DataFileManager.h"
+
+namespace TPCE {
+
+class CMEE {
+private:
+	CDriverMEESettings m_DriverMEESettings;
+
+	CMEESUTInterface *m_pSUT;
+	CBaseLogger *m_pLogger;
+	CMEEPriceBoard m_PriceBoard;
+	CMEETickerTape m_TickerTape;
+	CMEETradingFloor m_TradingFloor;
+	CDateTime m_BaseTime;
+	CDateTime m_CurrentTime;
+
+	CMutex m_MEELock;
+
+	// Automatically generate unique RNG seeds
+	void AutoSetRNGSeeds(UINT32 UniqueId);
+
+public:
+	static const INT32 NO_OUTSTANDING_TRADES = CMEETradingFloor::NO_OUTSTANDING_TRADES;
+
+	// Constructor - automatic RNG seed generation
+	CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &inputFiles,
+	     UINT32 UniqueId);
+
+	// Constructor - RNG seed provided
+	CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &inputFiles,
+	     UINT32 UniqueId, RNGSEED TickerTapeRNGSeed, RNGSEED TradingFloorRNGSeed);
+
+	~CMEE(void);
+
+	RNGSEED GetTickerTapeRNGSeed(void);
+	RNGSEED GetTradingFloorRNGSeed(void);
+
+	void SetBaseTime(void);
+
+	INT32 SubmitTradeRequest(PTradeRequest pTradeRequest);
+	INT32 GenerateTradeResult(void);
+
+	bool EnableTickerTape(void);
+	bool DisableTickerTape(void);
+};
+
+} // namespace TPCE
+
+#endif // MEE_H