1/*
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3 *
4 * This document and associated source code (the "Work") is a part of a
5 * benchmark specification maintained by the TPC.
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9 * and trademark rights therein.
10 *
11 * No Warranty
12 *
13 * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
14 * CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
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22 * QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
23 * WITH REGARD TO THE WORK.
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29 * OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
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32 *
33 * Contributors
34 * - Doug Johnson
35 */
36
37/******************************************************************************
38 * Description: Class that implements the ticker tape functionality of
39 * the market. This class handles the batching up of
40 * individual ticker entries into a batch suitable for the
41 * Market-Feed transaction. For each "real" trade result
42 * that gets added to the ticker, a number of artificial
43 * entries are padded into the batch.
44 ******************************************************************************/
45
46#ifndef MEE_TICKER_TAPE_H
47#define MEE_TICKER_TAPE_H
48
49#include "utilities/EGenUtilities_stdafx.h"
50#include "TxnHarnessStructs.h"
51#include "TimerWheel.h"
52#include "MEESUTInterface.h"
53#include "MEEPriceBoard.h"
54
55#include "input/DataFileTypes.h"
56
57namespace TPCE {
58
59class CMEETickerTape {
60private:
61 CMEESUTInterface *m_pSUT;
62 CMEEPriceBoard *m_pPriceBoard;
63 TMarketFeedTxnInput m_TxnInput;
64 INT32 m_BatchIndex;
65 INT32 m_BatchDuplicates;
66 CRandom m_rnd;
67 bool m_Enabled;
68 const StatusTypeDataFile_t &m_StatusType;
69 const TradeTypeDataFile_t &m_TradeType;
70
71 static const int LIMIT_TRIGGER_TRADE_QTY;
72 static const int RANDOM_TRADE_QTY_1;
73 static const int RANDOM_TRADE_QTY_2;
74
75 CTimerWheel<TTickerEntry, CMEETickerTape, 900, 1000> m_LimitOrderTimers; // Size wheel for 900 seconds with 1,000
76 // millisecond resolution.
77 queue<PTickerEntry> m_InTheMoneyLimitOrderQ;
78
79 CDateTime *m_pBaseTime;
80 CDateTime *m_pCurrentTime;
81
82 void AddToBatch(PTickerEntry pTickerEntry);
83 void AddArtificialEntries(void);
84 void AddLimitTrigger(PTickerEntry pTickerEntry);
85
86 // Performs initialization common to all constructors.
87 void Initialize(void);
88
89public:
90 // Constructor - use default RNG seed
91 CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime,
92 const DataFileManager &inputFiles);
93
94 // Constructor - RNG seed provided
95 CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime,
96 RNGSEED RNGSeed, const DataFileManager &inputFiles);
97
98 ~CMEETickerTape(void);
99
100 void AddEntry(PTickerEntry pTickerEntry);
101 void PostLimitOrder(PTradeRequest pTradeRequest);
102 bool DisableTicker(void);
103 bool EnableTicker(void);
104 eTradeTypeID ConvertTradeTypeIdToEnum(char *pTradeType);
105
106 RNGSEED GetRNGSeed(void);
107 void SetRNGSeed(RNGSEED RNGSeed);
108};
109
110} // namespace TPCE
111
112#endif // MEE_TICKER_TAPE_H
113