/* * Legal Notice * * This document and associated source code (the "Work") is a part of a * benchmark specification maintained by the TPC. * * The TPC reserves all right, title, and interest to the Work as provided * under U.S. and international laws, including without limitation all patent * and trademark rights therein. * * No Warranty * * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION * CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE * AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER * WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY, * INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES, * DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR * PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF * WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE. * ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT, * QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT * WITH REGARD TO THE WORK. * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO * ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE * COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS * OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT, * INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY, * OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT * RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD * ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES. * * Contributors * - Doug Johnson */ /****************************************************************************** * Description: Class that implements the ticker tape functionality of * the market. This class handles the batching up of * individual ticker entries into a batch suitable for the * Market-Feed transaction. For each "real" trade result * that gets added to the ticker, a number of artificial * entries are padded into the batch. ******************************************************************************/ #ifndef MEE_TICKER_TAPE_H #define MEE_TICKER_TAPE_H #include "utilities/EGenUtilities_stdafx.h" #include "TxnHarnessStructs.h" #include "TimerWheel.h" #include "MEESUTInterface.h" #include "MEEPriceBoard.h" #include "input/DataFileTypes.h" namespace TPCE { class CMEETickerTape { private: CMEESUTInterface *m_pSUT; CMEEPriceBoard *m_pPriceBoard; TMarketFeedTxnInput m_TxnInput; INT32 m_BatchIndex; INT32 m_BatchDuplicates; CRandom m_rnd; bool m_Enabled; const StatusTypeDataFile_t &m_StatusType; const TradeTypeDataFile_t &m_TradeType; static const int LIMIT_TRIGGER_TRADE_QTY; static const int RANDOM_TRADE_QTY_1; static const int RANDOM_TRADE_QTY_2; CTimerWheel m_LimitOrderTimers; // Size wheel for 900 seconds with 1,000 // millisecond resolution. queue m_InTheMoneyLimitOrderQ; CDateTime *m_pBaseTime; CDateTime *m_pCurrentTime; void AddToBatch(PTickerEntry pTickerEntry); void AddArtificialEntries(void); void AddLimitTrigger(PTickerEntry pTickerEntry); // Performs initialization common to all constructors. void Initialize(void); public: // Constructor - use default RNG seed CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime, const DataFileManager &inputFiles); // Constructor - RNG seed provided CMEETickerTape(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CDateTime *pBaseTime, CDateTime *pCurrentTime, RNGSEED RNGSeed, const DataFileManager &inputFiles); ~CMEETickerTape(void); void AddEntry(PTickerEntry pTickerEntry); void PostLimitOrder(PTradeRequest pTradeRequest); bool DisableTicker(void); bool EnableTicker(void); eTradeTypeID ConvertTradeTypeIdToEnum(char *pTradeType); RNGSEED GetRNGSeed(void); void SetRNGSeed(RNGSEED RNGSeed); }; } // namespace TPCE #endif // MEE_TICKER_TAPE_H