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33 * Contributors
34 * - Doug Johnson
35 */
36
37/******************************************************************************
38 * Description: This class provides Market Exchange Emulator
39 * functionality. It accepts trade requests for
40 *processing; generates a negative exponential delay for each trade to simulate
41 *the market processing time; manages the timers for all trades being processed;
42 *generates Trade-Result and Market-Feed input data to be used by a sponsor
43 *provided callback interface to the SUT (see MEESUTInterface.h).
44 *
45 * The constructor for this class requires two parameters.
46 * - TradingTimeSoFar: the number of seconds for which
47 * trades have been run against the database. This allows
48 * the MEE to pick up on the price curves from where it
49 * last left off. If doing this isn't important than 0 can
50 * passed in.
51 * - pSUT: a pointer to an instance of a sponsor provided
52 * subclassing of the CMEESUTInterface class.
53 *
54 * - pLogger: a pointer to an instance of CEGenLogger or a
55 * sponsor provided subclassing of the CBaseLogger class.
56 *
57 * The MEE provides the following entry points.
58 *
59 * - SetBaseTime: used to cordinate the price curves
60 * across multiple instances of this class. This method
61 * should be called "at the same time" for all instances.
62 * This call should be made just prior to starting
63 * transactions. There is no return value.
64 *
65 * - SubmitTradeRequest: used for submitting a trade
66 * request into the market. The return value is the number
67 * of milliseconds before the next timer is set to expire.
68 *
69 * - GenerateTradeResult: called whenever the current
70 *timer has expired (i.e. whenever the number of milliseconds returned by either
71 *SubmitTradeRequest or GenerateTradeResult has elapsed). The return value is
72 * the number of milliseconds before the next timer is set
73 * to expire.
74 *
75 * - DisableTickerTape / EnableTickerTape: by default, the
76 * ticker tape functionality of the MEE is enabled. It can
77 * be disabled, or re-enabled by calls to these methods.
78 * Disabling the ticker tape is useful at the end of a
79 * test run to allow processing of submitted orders to
80 * continue (Trade-Results) while not generating any
81 * ticker tape activity (Market-Feeds).
82 ******************************************************************************/
83
84#ifndef MEE_H
85#define MEE_H
86
87#include "utilities/EGenUtilities_stdafx.h"
88#include "MEETradeRequestActions.h"
89#include "TxnHarnessStructs.h"
90#include "MEEPriceBoard.h"
91#include "MEETickerTape.h"
92#include "MEETradingFloor.h"
93#include "MEESUTInterface.h"
94#include "BaseLogger.h"
95#include "DriverParamSettings.h"
96
97#include "input/DataFileManager.h"
98
99namespace TPCE {
100
101class CMEE {
102private:
103 CDriverMEESettings m_DriverMEESettings;
104
105 CMEESUTInterface *m_pSUT;
106 CBaseLogger *m_pLogger;
107 CMEEPriceBoard m_PriceBoard;
108 CMEETickerTape m_TickerTape;
109 CMEETradingFloor m_TradingFloor;
110 CDateTime m_BaseTime;
111 CDateTime m_CurrentTime;
112
113 CMutex m_MEELock;
114
115 // Automatically generate unique RNG seeds
116 void AutoSetRNGSeeds(UINT32 UniqueId);
117
118public:
119 static const INT32 NO_OUTSTANDING_TRADES = CMEETradingFloor::NO_OUTSTANDING_TRADES;
120
121 // Constructor - automatic RNG seed generation
122 CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &inputFiles,
123 UINT32 UniqueId);
124
125 // Constructor - RNG seed provided
126 CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &inputFiles,
127 UINT32 UniqueId, RNGSEED TickerTapeRNGSeed, RNGSEED TradingFloorRNGSeed);
128
129 ~CMEE(void);
130
131 RNGSEED GetTickerTapeRNGSeed(void);
132 RNGSEED GetTradingFloorRNGSeed(void);
133
134 void SetBaseTime(void);
135
136 INT32 SubmitTradeRequest(PTradeRequest pTradeRequest);
137 INT32 GenerateTradeResult(void);
138
139 bool EnableTickerTape(void);
140 bool DisableTickerTape(void);
141};
142
143} // namespace TPCE
144
145#endif // MEE_H
146