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