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email-tracker/external/duckdb/third_party/tpce-tool/include/main/TxnHarnessTradeOrder.h
2025-10-24 19:21:19 -05:00

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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
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* 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
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* 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
* - Sergey Vasilevskiy
*/
/*
* Trade Order transaction class.
*
*/
#ifndef TXN_HARNESS_TRADE_ORDER_H
#define TXN_HARNESS_TRADE_ORDER_H
#include "TxnHarnessDBInterface.h"
namespace TPCE {
class CTradeOrder {
CTradeOrderDBInterface *m_db;
CSendToMarketInterface *m_pSendToMarket;
public:
CTradeOrder(CTradeOrderDBInterface *pDB, CSendToMarketInterface *pSendToMarket)
: m_db(pDB), m_pSendToMarket(pSendToMarket){};
void DoTxn(PTradeOrderTxnInput pTxnInput, PTradeOrderTxnOutput pTxnOutput) {
// Initialization
TTradeOrderFrame1Input Frame1Input;
TTradeOrderFrame1Output Frame1Output;
TTradeOrderFrame2Input Frame2Input;
TTradeOrderFrame2Output Frame2Output;
TTradeOrderFrame3Input Frame3Input;
TTradeOrderFrame3Output Frame3Output;
TTradeOrderFrame4Input Frame4Input;
TTradeOrderFrame4Output Frame4Output;
TTradeRequest TradeRequestForMEE; // sent to MEE
TXN_HARNESS_SET_STATUS_SUCCESS;
//
// FRAME 1
//
// Copy Frame 1 Input
Frame1Input.acct_id = pTxnInput->acct_id;
// Execute Frame 1
m_db->DoTradeOrderFrame1(&Frame1Input, &Frame1Output);
// Validate Frame 1 Output
if (Frame1Output.num_found != 1) {
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TOF1_ERROR1);
}
TXN_HARNESS_EARLY_EXIT_ON_ERROR;
//
// FRAME 2
//
if (strcmp(pTxnInput->exec_l_name, Frame1Output.cust_l_name) ||
strcmp(pTxnInput->exec_f_name, Frame1Output.cust_f_name) ||
strcmp(pTxnInput->exec_tax_id, Frame1Output.tax_id)) {
// Copy Frame 2 Input
Frame2Input.acct_id = pTxnInput->acct_id;
strncpy(Frame2Input.exec_f_name, pTxnInput->exec_f_name, sizeof(Frame2Input.exec_f_name));
strncpy(Frame2Input.exec_l_name, pTxnInput->exec_l_name, sizeof(Frame2Input.exec_l_name));
strncpy(Frame2Input.exec_tax_id, pTxnInput->exec_tax_id, sizeof(Frame2Input.exec_tax_id));
// Execute Frame 2
m_db->DoTradeOrderFrame2(&Frame2Input, &Frame2Output);
// Validate Frame 2 Output
if (Frame2Output.ap_acl[0] == '\0') {
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TOF2_ERROR1);
// Rollback
m_db->DoTradeOrderFrame5();
return;
}
}
TXN_HARNESS_EARLY_EXIT_ON_ERROR;
//
// FRAME 3
//
// Copy Frame 3 Input
Frame3Input.acct_id = pTxnInput->acct_id;
Frame3Input.cust_id = Frame1Output.cust_id;
Frame3Input.cust_tier = Frame1Output.cust_tier;
Frame3Input.is_lifo = pTxnInput->is_lifo;
strncpy(Frame3Input.issue, pTxnInput->issue, sizeof(Frame3Input.issue));
strncpy(Frame3Input.st_pending_id, pTxnInput->st_pending_id, sizeof(Frame3Input.st_pending_id));
strncpy(Frame3Input.st_submitted_id, pTxnInput->st_submitted_id, sizeof(Frame3Input.st_submitted_id));
Frame3Input.tax_status = Frame1Output.tax_status;
Frame3Input.trade_qty = pTxnInput->trade_qty;
strncpy(Frame3Input.trade_type_id, pTxnInput->trade_type_id, sizeof(Frame3Input.trade_type_id));
Frame3Input.type_is_margin = pTxnInput->type_is_margin;
strncpy(Frame3Input.co_name, pTxnInput->co_name, sizeof(Frame3Input.co_name));
Frame3Input.requested_price = pTxnInput->requested_price;
strncpy(Frame3Input.symbol, pTxnInput->symbol, sizeof(Frame3Input.symbol));
// Execute Frame 3
m_db->DoTradeOrderFrame3(&Frame3Input, &Frame3Output);
// Validate Frame 3 Output
if (Frame3Output.sell_value > Frame3Output.buy_value &&
((Frame3Input.tax_status == 1) || (Frame3Input.tax_status == 2)) && Frame3Output.tax_amount <= 0.00) {
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TOF3_ERROR1);
}
if (Frame3Output.comm_rate <= 0.0000) {
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TOF3_ERROR2);
}
if (Frame3Output.charge_amount == 0.00) {
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::TOF3_ERROR3);
}
// Copy Frame 3 Output
pTxnOutput->buy_value = Frame3Output.buy_value; // output param
pTxnOutput->sell_value = Frame3Output.sell_value;
pTxnOutput->tax_amount = Frame3Output.tax_amount;
TXN_HARNESS_EARLY_EXIT_ON_ERROR;
//
// FRAME 4
//
// Copy Frame 4 Input
Frame4Input.acct_id = pTxnInput->acct_id;
Frame4Input.broker_id = Frame1Output.broker_id;
Frame4Input.charge_amount = Frame3Output.charge_amount;
Frame4Input.comm_amount = Frame3Output.comm_rate / 100 * pTxnInput->trade_qty * Frame3Output.requested_price;
// round up for correct precision (cents only)
Frame4Input.comm_amount = (double)((int)(100.00 * Frame4Input.comm_amount + 0.5)) / 100.00;
snprintf(Frame4Input.exec_name, sizeof(Frame4Input.exec_name), "%s %s", pTxnInput->exec_f_name,
pTxnInput->exec_l_name);
Frame4Input.is_cash = !Frame3Input.type_is_margin;
Frame4Input.is_lifo = pTxnInput->is_lifo;
Frame4Input.requested_price = Frame3Output.requested_price;
strncpy(Frame4Input.status_id, Frame3Output.status_id, sizeof(Frame4Input.status_id));
strncpy(Frame4Input.symbol, Frame3Output.symbol, sizeof(Frame4Input.symbol));
Frame4Input.trade_qty = pTxnInput->trade_qty;
strncpy(Frame4Input.trade_type_id, pTxnInput->trade_type_id, sizeof(Frame4Input.trade_type_id));
Frame4Input.type_is_market = Frame3Output.type_is_market;
// Execute Frame 4
m_db->DoTradeOrderFrame4(&Frame4Input, &Frame4Output);
// Copy Frame 4 Output
pTxnOutput->trade_id = Frame4Output.trade_id;
TXN_HARNESS_EARLY_EXIT_ON_ERROR;
//
// FRAME 5/6
//
if (pTxnInput->roll_it_back) {
// Execute Frame 5
m_db->DoTradeOrderFrame5();
TXN_HARNESS_PROPAGATE_STATUS(CBaseTxnErr::EXPECTED_ROLLBACK);
} else {
// Execute Frame 6
m_db->DoTradeOrderFrame6();
//
// Send to Market Exchange Emulator
//
TradeRequestForMEE.price_quote = Frame4Input.requested_price;
strncpy(TradeRequestForMEE.symbol, Frame4Input.symbol, sizeof(TradeRequestForMEE.symbol));
TradeRequestForMEE.trade_id = Frame4Output.trade_id;
TradeRequestForMEE.trade_qty = Frame4Input.trade_qty;
strncpy(TradeRequestForMEE.trade_type_id, pTxnInput->trade_type_id,
sizeof(TradeRequestForMEE.trade_type_id));
// TradeRequestForMEE.eTradeType = pTxnInput->eSTMTradeType;
if (Frame4Input.type_is_market) {
TradeRequestForMEE.eAction = eMEEProcessOrder;
} else {
TradeRequestForMEE.eAction = eMEESetLimitOrderTrigger;
}
m_pSendToMarket->SendToMarketFromHarness(TradeRequestForMEE); // maybe should check the return code here
}
}
};
} // namespace TPCE
#endif // TXN_HARNESS_TRADE_ORDER_H