should be it

external/duckdb/third_party/tpce-tool/include/main/MEETickerTape.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:        Class that implements the ticker tape functionality of
+ *                       the market. This class handles the batching up of
+ *                       individual ticker entries into a batch suitable for the
+ *                       Market-Feed transaction. For each "real" trade result
+ *                       that gets added to the ticker, a number of artificial
+ *                       entries are padded into the batch.
+ ******************************************************************************/
+
+#ifndef MEE_TICKER_TAPE_H
+#define MEE_TICKER_TAPE_H
+
+#include "utilities/EGenUtilities_stdafx.h"
+#include "TxnHarnessStructs.h"
+#include "TimerWheel.h"
+#include "MEESUTInterface.h"
+#include "MEEPriceBoard.h"
+
+#include "input/DataFileTypes.h"
+
+namespace TPCE {
+
+class CMEETickerTape {
+private:
+	CMEESUTInterface *m_pSUT;
+	CMEEPriceBoard *m_pPriceBoard;
+	TMarketFeedTxnInput m_TxnInput;
+	INT32 m_BatchIndex;
+	INT32 m_BatchDuplicates;
+	CRandom m_rnd;
+	bool m_Enabled;
+	const StatusTypeDataFile_t &m_StatusType;
+	const TradeTypeDataFile_t &m_TradeType;
+
+	static const int LIMIT_TRIGGER_TRADE_QTY;
+	static const int RANDOM_TRADE_QTY_1;
+	static const int RANDOM_TRADE_QTY_2;
+
+	CTimerWheel<TTickerEntry, CMEETickerTape, 900, 1000> m_LimitOrderTimers; // Size wheel for 900 seconds with 1,000
+	                                                                         // millisecond resolution.
+	queue<PTickerEntry> m_InTheMoneyLimitOrderQ;
+
+	CDateTime *m_pBaseTime;
+	CDateTime *m_pCurrentTime;
+
+	void AddToBatch(PTickerEntry pTickerEntry);
+	void AddArtificialEntries(void);
+	void AddLimitTrigger(PTickerEntry pTickerEntry);
+
+	// Performs initialization common to all constructors.
+	void Initialize(void);
+
+public:
+	// Constructor - use default RNG seed
+	CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime,
+	               const DataFileManager &inputFiles);
+
+	// Constructor - RNG seed provided
+	CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime,
+	               RNGSEED RNGSeed, const DataFileManager &inputFiles);
+
+	~CMEETickerTape(void);
+
+	void AddEntry(PTickerEntry pTickerEntry);
+	void PostLimitOrder(PTradeRequest pTradeRequest);
+	bool DisableTicker(void);
+	bool EnableTicker(void);
+	eTradeTypeID ConvertTradeTypeIdToEnum(char *pTradeType);
+
+	RNGSEED GetRNGSeed(void);
+	void SetRNGSeed(RNGSEED RNGSeed);
+};
+
+} // namespace TPCE
+
+#endif // MEE_TICKER_TAPE_H