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 *
7 * The TPC reserves all right, title, and interest to the Work as provided
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: Implemenation of the MEEPriceBoard class.
39 * See MEEPriceBoad.h for a description.
40 ******************************************************************************/
41
42#include "main/MEEPriceBoard.h"
43
44using namespace TPCE;
45
46CMEEPriceBoard::CMEEPriceBoard(INT32 TradingTimeSoFar, CDateTime *pBaseTime, CDateTime *pCurrentTime,
47 const DataFileManager &dfm)
48 : m_fMeanInTheMoneySubmissionDelay(1.0), m_Security(), m_SecurityFile(dfm.SecurityFile()),
49 m_iNumberOfSecurities(0) {
50 // Number of securities is based on "active" customers, as per sub-committee
51 // decision to have a scaled-down database look as much as possible as the
52 // smaller database.
53
54 // Note that this decision will ensure that some percentage of Trade-Order
55 // transactions will *not* be subject to lock contention when accessing the
56 // LAST_TRADE table, since they are "outside" of the active range that is
57 // updated by the MEE via the Market-Feed transaction. This may provide an
58 // incentive for sponsors to over-build and under-scale at run-time, to the
59 // detriment of the benchmark. If this is the case, then we should require
60 // the MEE to run using "configured" securities.
61
62 m_iNumberOfSecurities = m_SecurityFile.GetActiveSecurityCount();
63 m_Security.Init(TradingTimeSoFar, pBaseTime, pCurrentTime, m_fMeanInTheMoneySubmissionDelay);
64 m_SecurityFile.LoadSymbolToIdMap();
65}
66
67CMEEPriceBoard::~CMEEPriceBoard(void) {
68}
69
70void CMEEPriceBoard::GetSymbol(TIdent SecurityIndex,
71 char *szOutput, // output buffer
72 size_t iOutputLen) // size of the output buffer (including null));
73{
74 return (m_SecurityFile.CreateSymbol(SecurityIndex, szOutput, iOutputLen));
75}
76
77CMoney CMEEPriceBoard::GetMinPrice() {
78 return (m_Security.GetMinPrice());
79}
80
81CMoney CMEEPriceBoard::GetMaxPrice() {
82 return (m_Security.GetMaxPrice());
83}
84
85CMoney CMEEPriceBoard::GetCurrentPrice(TIdent SecurityIndex) {
86 return (m_Security.GetCurrentPrice(SecurityIndex));
87}
88
89CMoney CMEEPriceBoard::GetCurrentPrice(char *pSecuritySymbol) {
90 return (m_Security.GetCurrentPrice(m_SecurityFile.GetIndex(pSecuritySymbol)));
91}
92
93CMoney CMEEPriceBoard::CalculatePrice(char *pSecuritySymbol, double fTime) {
94 return (m_Security.CalculatePrice(m_SecurityFile.GetIndex(pSecuritySymbol), fTime));
95}
96
97double CMEEPriceBoard::GetSubmissionTime(char *pSecuritySymbol, double fPendingTime, CMoney fLimitPrice,
98 eTradeTypeID TradeType) {
99 return (
100 m_Security.GetSubmissionTime(m_SecurityFile.GetIndex(pSecuritySymbol), fPendingTime, fLimitPrice, TradeType));
101}
102
103double CMEEPriceBoard::GetSubmissionTime(TIdent SecurityIndex, double fPendingTime, CMoney fLimitPrice,
104 eTradeTypeID TradeType) {
105 return (m_Security.GetSubmissionTime(SecurityIndex, fPendingTime, fLimitPrice, TradeType));
106}
107
108double CMEEPriceBoard::GetCompletionTime(TIdent SecurityIndex, double fSubmissionTime,
109 CMoney *pCompletionPrice // output parameter
110) {
111 return (m_Security.GetCompletionTime(SecurityIndex, fSubmissionTime, pCompletionPrice));
112}
113