/* * 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 handles all of the trading floor activities * for the market. This includes providing functionality * for accepting orders that need to be submitted to the * trading floor, assigning a processing delay time to * the order, and then completing the order after the * processing delay is over. ******************************************************************************/ #ifndef MEE_TRADING_FLOOR_H #define MEE_TRADING_FLOOR_H #include "utilities/EGenUtilities_stdafx.h" #include "TxnHarnessStructs.h" #include "TimerWheel.h" #include "MEESUTInterface.h" #include "MEEPriceBoard.h" #include "MEETickerTape.h" namespace TPCE { class CMEETradingFloor { private: CMEESUTInterface *m_pSUT; CMEEPriceBoard *m_pPriceBoard; CMEETickerTape *m_pTickerTape; CDateTime *m_pBaseTime; CDateTime *m_pCurrentTime; CTimerWheel m_OrderTimers; // Size wheel for 5 seconds with 1 millisecond // resolution. CRandom m_rnd; double m_OrderProcessingDelayMean; static const INT32 m_MaxOrderProcessingDelay = 5; double GenProcessingDelay(double fMean); void SendTradeResult(PTradeRequest pTradeRequest); public: static const INT32 NO_OUTSTANDING_TRADES = CTimerWheel::NO_OUTSTANDING_TIMERS; // Constructor - use default RNG seed CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape, CDateTime *pBaseTime, CDateTime *pCurrentTime); // Constructor - RNG seed provided CMEETradingFloor(CMEESUTInterface *pSUT, CMEEPriceBoard *pPriceBoard, CMEETickerTape *pTickerTape, CDateTime *pBaseTime, CDateTime *pCurrentTime, RNGSEED RNGSeed); ~CMEETradingFloor(void); INT32 SubmitTradeRequest(PTradeRequest pTradeRequest); INT32 GenerateTradeResult(void); RNGSEED GetRNGSeed(void); void SetRNGSeed(RNGSEED RNGSeed); }; } // namespace TPCE #endif // MEE_TRADING_FLOOR_H