1/*
2 * Legal Notice
3 *
4 * This document and associated source code (the "Work") is a part of a
5 * benchmark specification maintained by the TPC.
6 *
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8 * under U.S. and international laws, including without limitation all patent
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
15 * AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
16 * WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
17 * INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
18 * DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
19 * PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
20 * WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
21 * ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
22 * QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
23 * WITH REGARD TO THE WORK.
24 * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
25 * ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
26 * COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
27 * OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
28 * INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
29 * OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
30 * RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
31 * ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
32 *
33 * Contributors
34 * - Doug Johnson
35 */
36
37/******************************************************************************
38 * Description: Class that handles all of the trading floor activities
39 * for the market. This includes providing functionality
40 * for accepting orders that need to be submitted to the
41 * trading floor, assigning a processing delay time to
42 * the order, and then completing the order after the
43 * processing delay is over.
44 ******************************************************************************/
45
46#ifndef MEE_TRADING_FLOOR_H
47#define MEE_TRADING_FLOOR_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#include "MEETickerTape.h"
55
56namespace TPCE {
57
58class CMEETradingFloor {
59private:
60 CMEESUTInterface *m_pSUT;
61 CMEEPriceBoard *m_pPriceBoard;
62 CMEETickerTape *m_pTickerTape;
63
64 CDateTime *m_pBaseTime;
65 CDateTime *m_pCurrentTime;
66
67 CTimerWheel<TTradeRequest, CMEETradingFloor, 5, 1> m_OrderTimers; // Size wheel for 5 seconds with 1 millisecond
68 // resolution.
69 CRandom m_rnd;
70 double m_OrderProcessingDelayMean;
71 static const INT32 m_MaxOrderProcessingDelay = 5;
72
73 double GenProcessingDelay(double fMean);
74 void SendTradeResult(PTradeRequest pTradeRequest);
75
76public:
77 static const INT32 NO_OUTSTANDING_TRADES =
78 CTimerWheel<TTradeRequest, CMEETradingFloor, 5, 1>::NO_OUTSTANDING_TIMERS;
79
80 // Constructor - use default RNG seed
81 CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape,
82 CDateTime *pBaseTime, CDateTime *pCurrentTime);
83
84 // Constructor - RNG seed provided
85 CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape,
86 CDateTime *pBaseTime, CDateTime *pCurrentTime, RNGSEED RNGSeed);
87
88 ~CMEETradingFloor(void);
89
90 INT32 SubmitTradeRequest(PTradeRequest pTradeRequest);
91 INT32 GenerateTradeResult(void);
92
93 RNGSEED GetRNGSeed(void);
94 void SetRNGSeed(RNGSEED RNGSeed);
95};
96
97} // namespace TPCE
98
99#endif // MEE_TRADING_FLOOR_H
100