should be it

external/duckdb/third_party/tpce-tool/main/MEETradingFloor.cpp

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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:        Implemenation of the MEETradingFloor class.
+ *                       See MEETradingFloor.h for a description.
+ ******************************************************************************/
+
+#include "main/MEETradingFloor.h"
+
+using namespace TPCE;
+
+RNGSEED CMEETradingFloor::GetRNGSeed(void) {
+	return (m_rnd.GetSeed());
+}
+
+void CMEETradingFloor::SetRNGSeed(RNGSEED RNGSeed) {
+	m_rnd.SetSeed(RNGSeed);
+}
+
+// Constructor - use default RNG seed
+CMEETradingFloor::CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape,
+                                   CDateTime *pBaseTime, CDateTime *pCurrentTime)
+    : m_pSUT(pSUT), m_pPriceBoard(pPriceBoard), m_pTickerTape(pTickerTape), m_pBaseTime(pBaseTime),
+      m_pCurrentTime(pCurrentTime), m_rnd(RNGSeedBaseMEETradingFloor), m_OrderProcessingDelayMean(1.0) {
+}
+
+// Constructor - RNG seed provided
+CMEETradingFloor::CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape,
+                                   CDateTime *pBaseTime, CDateTime *pCurrentTime, RNGSEED RNGSeed)
+    : m_pSUT(pSUT), m_pPriceBoard(pPriceBoard), m_pTickerTape(pTickerTape), m_pBaseTime(pBaseTime),
+      m_pCurrentTime(pCurrentTime), m_rnd(RNGSeed), m_OrderProcessingDelayMean(1.0) {
+}
+
+CMEETradingFloor::~CMEETradingFloor(void) {
+}
+
+inline double CMEETradingFloor::GenProcessingDelay(double Mean) {
+	double Result = RoundToNearestNsec(m_rnd.RndDoubleNegExp(Mean));
+
+	if (Result > m_MaxOrderProcessingDelay) {
+		return (m_MaxOrderProcessingDelay);
+	} else {
+		return (Result);
+	}
+}
+
+INT32 CMEETradingFloor::SubmitTradeRequest(PTradeRequest pTradeRequest) {
+	switch (pTradeRequest->eAction) {
+	case eMEEProcessOrder: { // Use {...} to keep compiler from complaining that
+		                     // other cases/default skip initialization of
+		                     // pNewOrder.
+		// This is either a market order or a limit order that has been
+		// triggered, so it gets traded right away. Make a copy in storage under
+		// our control.
+		PTradeRequest pNewOrder = new TTradeRequest;
+		*pNewOrder = *pTradeRequest;
+		return (m_OrderTimers.StartTimer(GenProcessingDelay(m_OrderProcessingDelayMean), this,
+		                                 &CMEETradingFloor::SendTradeResult, pNewOrder));
+	} // Use {...} to keep compiler from complaining that other cases/default
+	  // skip initialization of pNewOrder.
+	case eMEESetLimitOrderTrigger:
+		// This is a limit order
+		m_pTickerTape->PostLimitOrder(pTradeRequest);
+		return (m_OrderTimers.ProcessExpiredTimers());
+	default:
+		// Throw and exception - SHOULD NEVER GET HERE!
+		return (m_OrderTimers.ProcessExpiredTimers());
+	}
+}
+
+INT32 CMEETradingFloor::GenerateTradeResult(void) {
+	return (m_OrderTimers.ProcessExpiredTimers());
+}
+
+void CMEETradingFloor::SendTradeResult(PTradeRequest pTradeRequest) {
+	eTradeTypeID eTradeType;
+	TTradeResultTxnInput TxnInput;
+	TTickerEntry TickerEntry;
+	double CurrentPrice = -1.0;
+
+	eTradeType = m_pTickerTape->ConvertTradeTypeIdToEnum(pTradeRequest->trade_type_id);
+	CurrentPrice = m_pPriceBoard->GetCurrentPrice(pTradeRequest->symbol).DollarAmount();
+
+	// Populate Trade-Result inputs, and send to SUT
+	TxnInput.trade_id = pTradeRequest->trade_id;
+
+	// Make sure the Trade-Result has the right price based on the type of
+	// trade.
+	if ((eTradeType == eLimitBuy && pTradeRequest->price_quote < CurrentPrice) ||
+	    (eTradeType == eLimitSell && pTradeRequest->price_quote > CurrentPrice)) {
+		TxnInput.trade_price = pTradeRequest->price_quote;
+	} else {
+		TxnInput.trade_price = CurrentPrice;
+	}
+
+	m_pSUT->TradeResult(&TxnInput);
+
+	// Populate Ticker Entry information
+	strncpy(TickerEntry.symbol, pTradeRequest->symbol, sizeof(TickerEntry.symbol));
+	TickerEntry.trade_qty = pTradeRequest->trade_qty;
+
+	// Note that the Trade-Result sent out above does not always use
+	// the current price. We're about to "lie" by setting the ticker entry
+	// price to the current price regardless of how the Trade-Result
+	// price was actually set. We do this to preserve the continuity
+	// of the price curve. This is important because the ticker prices
+	// are used by transactions to make decisions. It is possible for
+	// the Trade-Result price to be out of sync with the price curve,
+	// and putting this price into the ticker stream will alter the
+	// behavior of other transactions. If you're having a guilt-attack
+	// about this lie (or are just plain curious), comment out the
+	// assignment using CurrentPrice and uncomment the assignment
+	// using TxnInput.trade_price.
+	//
+	TickerEntry.price_quote = CurrentPrice;
+	// TickerEntry.price_quote = TxnInput.trade_price;
+
+	m_pTickerTape->AddEntry(&TickerEntry);
+
+	delete pTradeRequest;
+}