/* * 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 MEEPriceBoard class. * See MEEPriceBoad.h for a description. ******************************************************************************/ #include "main/MEEPriceBoard.h" using namespace TPCE; CMEEPriceBoard::CMEEPriceBoard(INT32 TradingTimeSoFar, CDateTime *pBaseTime, CDateTime *pCurrentTime, const DataFileManager &dfm) : m_fMeanInTheMoneySubmissionDelay(1.0), m_Security(), m_SecurityFile(dfm.SecurityFile()), m_iNumberOfSecurities(0) { // Number of securities is based on "active" customers, as per sub-committee // decision to have a scaled-down database look as much as possible as the // smaller database. // Note that this decision will ensure that some percentage of Trade-Order // transactions will *not* be subject to lock contention when accessing the // LAST_TRADE table, since they are "outside" of the active range that is // updated by the MEE via the Market-Feed transaction. This may provide an // incentive for sponsors to over-build and under-scale at run-time, to the // detriment of the benchmark. If this is the case, then we should require // the MEE to run using "configured" securities. m_iNumberOfSecurities = m_SecurityFile.GetActiveSecurityCount(); m_Security.Init(TradingTimeSoFar, pBaseTime, pCurrentTime, m_fMeanInTheMoneySubmissionDelay); m_SecurityFile.LoadSymbolToIdMap(); } CMEEPriceBoard::~CMEEPriceBoard(void) { } void CMEEPriceBoard::GetSymbol(TIdent SecurityIndex, char *szOutput, // output buffer size_t iOutputLen) // size of the output buffer (including null)); { return (m_SecurityFile.CreateSymbol(SecurityIndex, szOutput, iOutputLen)); } CMoney CMEEPriceBoard::GetMinPrice() { return (m_Security.GetMinPrice()); } CMoney CMEEPriceBoard::GetMaxPrice() { return (m_Security.GetMaxPrice()); } CMoney CMEEPriceBoard::GetCurrentPrice(TIdent SecurityIndex) { return (m_Security.GetCurrentPrice(SecurityIndex)); } CMoney CMEEPriceBoard::GetCurrentPrice(char *pSecuritySymbol) { return (m_Security.GetCurrentPrice(m_SecurityFile.GetIndex(pSecuritySymbol))); } CMoney CMEEPriceBoard::CalculatePrice(char *pSecuritySymbol, double fTime) { return (m_Security.CalculatePrice(m_SecurityFile.GetIndex(pSecuritySymbol), fTime)); } double CMEEPriceBoard::GetSubmissionTime(char *pSecuritySymbol, double fPendingTime, CMoney fLimitPrice, eTradeTypeID TradeType) { return ( m_Security.GetSubmissionTime(m_SecurityFile.GetIndex(pSecuritySymbol), fPendingTime, fLimitPrice, TradeType)); } double CMEEPriceBoard::GetSubmissionTime(TIdent SecurityIndex, double fPendingTime, CMoney fLimitPrice, eTradeTypeID TradeType) { return (m_Security.GetSubmissionTime(SecurityIndex, fPendingTime, fLimitPrice, TradeType)); } double CMEEPriceBoard::GetCompletionTime(TIdent SecurityIndex, double fSubmissionTime, CMoney *pCompletionPrice // output parameter ) { return (m_Security.GetCompletionTime(SecurityIndex, fSubmissionTime, pCompletionPrice)); }