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