1 | /* |
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32 | * |
33 | * Contributors |
34 | * - Doug Johnson |
35 | */ |
36 | |
37 | /****************************************************************************** |
38 | * Description: Implemenation of the MEETradingFloor class. |
39 | * See MEETradingFloor.h for a description. |
40 | ******************************************************************************/ |
41 | |
42 | #include "main/MEETradingFloor.h" |
43 | |
44 | using namespace TPCE; |
45 | |
46 | RNGSEED CMEETradingFloor::GetRNGSeed(void) { |
47 | return (m_rnd.GetSeed()); |
48 | } |
49 | |
50 | void CMEETradingFloor::SetRNGSeed(RNGSEED RNGSeed) { |
51 | m_rnd.SetSeed(RNGSeed); |
52 | } |
53 | |
54 | // Constructor - use default RNG seed |
55 | CMEETradingFloor::CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape, |
56 | CDateTime *pBaseTime, CDateTime *pCurrentTime) |
57 | : m_pSUT(pSUT), m_pPriceBoard(pPriceBoard), m_pTickerTape(pTickerTape), m_pBaseTime(pBaseTime), |
58 | m_pCurrentTime(pCurrentTime), m_rnd(RNGSeedBaseMEETradingFloor), m_OrderProcessingDelayMean(1.0) { |
59 | } |
60 | |
61 | // Constructor - RNG seed provided |
62 | CMEETradingFloor::CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape, |
63 | CDateTime *pBaseTime, CDateTime *pCurrentTime, RNGSEED RNGSeed) |
64 | : m_pSUT(pSUT), m_pPriceBoard(pPriceBoard), m_pTickerTape(pTickerTape), m_pBaseTime(pBaseTime), |
65 | m_pCurrentTime(pCurrentTime), m_rnd(RNGSeed), m_OrderProcessingDelayMean(1.0) { |
66 | } |
67 | |
68 | CMEETradingFloor::~CMEETradingFloor(void) { |
69 | } |
70 | |
71 | inline double CMEETradingFloor::GenProcessingDelay(double Mean) { |
72 | double Result = RoundToNearestNsec(m_rnd.RndDoubleNegExp(Mean)); |
73 | |
74 | if (Result > m_MaxOrderProcessingDelay) { |
75 | return (m_MaxOrderProcessingDelay); |
76 | } else { |
77 | return (Result); |
78 | } |
79 | } |
80 | |
81 | INT32 CMEETradingFloor::SubmitTradeRequest(PTradeRequest pTradeRequest) { |
82 | switch (pTradeRequest->eAction) { |
83 | case eMEEProcessOrder: { // Use {...} to keep compiler from complaining that |
84 | // other cases/default skip initialization of |
85 | // pNewOrder. |
86 | // This is either a market order or a limit order that has been |
87 | // triggered, so it gets traded right away. Make a copy in storage under |
88 | // our control. |
89 | PTradeRequest pNewOrder = new TTradeRequest; |
90 | *pNewOrder = *pTradeRequest; |
91 | return (m_OrderTimers.StartTimer(GenProcessingDelay(m_OrderProcessingDelayMean), this, |
92 | &CMEETradingFloor::SendTradeResult, pNewOrder)); |
93 | } // Use {...} to keep compiler from complaining that other cases/default |
94 | // skip initialization of pNewOrder. |
95 | case eMEESetLimitOrderTrigger: |
96 | // This is a limit order |
97 | m_pTickerTape->PostLimitOrder(pTradeRequest); |
98 | return (m_OrderTimers.ProcessExpiredTimers()); |
99 | default: |
100 | // Throw and exception - SHOULD NEVER GET HERE! |
101 | return (m_OrderTimers.ProcessExpiredTimers()); |
102 | } |
103 | } |
104 | |
105 | INT32 CMEETradingFloor::GenerateTradeResult(void) { |
106 | return (m_OrderTimers.ProcessExpiredTimers()); |
107 | } |
108 | |
109 | void CMEETradingFloor::SendTradeResult(PTradeRequest pTradeRequest) { |
110 | eTradeTypeID eTradeType; |
111 | TTradeResultTxnInput TxnInput; |
112 | TTickerEntry TickerEntry; |
113 | double CurrentPrice = -1.0; |
114 | |
115 | eTradeType = m_pTickerTape->ConvertTradeTypeIdToEnum(pTradeRequest->trade_type_id); |
116 | CurrentPrice = m_pPriceBoard->GetCurrentPrice(pTradeRequest->symbol).DollarAmount(); |
117 | |
118 | // Populate Trade-Result inputs, and send to SUT |
119 | TxnInput.trade_id = pTradeRequest->trade_id; |
120 | |
121 | // Make sure the Trade-Result has the right price based on the type of |
122 | // trade. |
123 | if ((eTradeType == eLimitBuy && pTradeRequest->price_quote < CurrentPrice) || |
124 | (eTradeType == eLimitSell && pTradeRequest->price_quote > CurrentPrice)) { |
125 | TxnInput.trade_price = pTradeRequest->price_quote; |
126 | } else { |
127 | TxnInput.trade_price = CurrentPrice; |
128 | } |
129 | |
130 | m_pSUT->TradeResult(&TxnInput); |
131 | |
132 | // Populate Ticker Entry information |
133 | strncpy(TickerEntry.symbol, pTradeRequest->symbol, sizeof(TickerEntry.symbol)); |
134 | TickerEntry.trade_qty = pTradeRequest->trade_qty; |
135 | |
136 | // Note that the Trade-Result sent out above does not always use |
137 | // the current price. We're about to "lie" by setting the ticker entry |
138 | // price to the current price regardless of how the Trade-Result |
139 | // price was actually set. We do this to preserve the continuity |
140 | // of the price curve. This is important because the ticker prices |
141 | // are used by transactions to make decisions. It is possible for |
142 | // the Trade-Result price to be out of sync with the price curve, |
143 | // and putting this price into the ticker stream will alter the |
144 | // behavior of other transactions. If you're having a guilt-attack |
145 | // about this lie (or are just plain curious), comment out the |
146 | // assignment using CurrentPrice and uncomment the assignment |
147 | // using TxnInput.trade_price. |
148 | // |
149 | TickerEntry.price_quote = CurrentPrice; |
150 | // TickerEntry.price_quote = TxnInput.trade_price; |
151 | |
152 | m_pTickerTape->AddEntry(&TickerEntry); |
153 | |
154 | delete pTradeRequest; |
155 | } |
156 | |