File size: 8,638 Bytes
8f4d2d0
 
 
 
 
 
 
 
 
 
 
 
 
 
44cddac
8f4d2d0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
44cddac
8f4d2d0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
44cddac
8f4d2d0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
// ════════════════════════════════════════════════════════════════════
// Simple Match Example β€” End-to-end order matching with recovery
//
// Demonstrates the full Optiq-style flow:
//   1. Recovery Cause persists the incoming order
//   2. Business logic matches the order
//   3. Effect sends ack back to OE (Master only)
//   4. Effect publishes market data update
//   5. IACA fragments form a complete chain
//
// This bridges StockEx's match_order() with Optiq's Cause-Effect model.
// ════════════════════════════════════════════════════════════════════

#include "engine/SimplxShim.hpp"
#include "common/Book.hpp"
#include "recovery/RecoveryProxy.hpp"
#include "iaca/Fragment.hpp"
#include "iaca/IacaAggregator.hpp"
#include <iostream>

using namespace eunex;
using namespace eunex::recovery;
using namespace eunex::iaca;

int main() {
    std::cout << "=== Simple Match with Recovery + IACA ===\n\n";

    // ── Setup infrastructure ───────────────────────────────────────
    FragmentStore store;
    RecoveryProxy recoveryProxy(ORIGIN_BOOK, /*key=*/1, store, /*isMaster=*/true);
    IacaAggregator aggregator;

    int iaMessagesGenerated = 0;
    aggregator.registerHandler(std::make_shared<NewOrderHandler>(
        [&](const FragmentChain& chain) {
            ++iaMessagesGenerated;
            std::cout << "  [IACA] IA message generated from chain "
                      << chain.chainId << " (" << chain.fragments.size()
                      << " fragments)\n";
        }
    ));

    Book book(1);

    // ── Process a sell order (Optiq-style) ─────────────────────────
    std::cout << "── Processing SELL 100 @ 50.00 ──\n";
    {
        Order sellOrder{};
        sellOrder.clOrdId  = 1001;
        sellOrder.symbolIdx = 1;
        sellOrder.side     = Side::Sell;
        sellOrder.ordType  = OrderType::Limit;
        sellOrder.tif      = TimeInForce::Day;
        sellOrder.price    = toFixedPrice(50.00);
        sellOrder.quantity = 100;

        // Step 1: Recovery Cause β€” persist the event
        recoveryProxy.cause(/*persistenceId=*/1, sellOrder,
            [&](uint64_t chainId, uint64_t seq) -> int {

                // Step 2: IACA Cause β€” emit root fragment (BOOK)
                IacaFragment bookFrag{};
                bookFrag.chainId        = chainId;
                bookFrag.origin         = {ORIGIN_BOOK, 1, seq};
                bookFrag.previousOrigin = Origin::null();
                bookFrag.causeId        = CAUSE_NEW_ORDER_SELL;
                bookFrag.nextCount      = 1; // one child: the ack

                // Step 3: Business logic β€” match the order
                book.newOrder(sellOrder,
                    [](const Trade&) {},
                    [](const ExecutionReport& rpt) {
                        std::cout << "  [ExecRpt] Status="
                                  << (int)rpt.status << " Remaining="
                                  << rpt.remainingQty << "\n";
                    }
                );

                // Step 4: Effect β€” send ack (Master only)
                recoveryProxy.effect([&]() {
                    IacaFragment ackFrag{};
                    ackFrag.chainId        = chainId;
                    ackFrag.origin         = {ORIGIN_LOGICAL_CORE, 1, seq};
                    ackFrag.previousOrigin = bookFrag.origin;
                    ackFrag.causeId        = CAUSE_ACK_DATA;
                    ackFrag.nextCount      = 0;
                    aggregator.addFragment(ackFrag);
                    std::cout << "  [Effect] Ack sent (Master)\n";
                });

                aggregator.addFragment(bookFrag);
                return 0; // recovery nextCount always 0 for ME events
            }
        );
    }

    // ── Process a buy that matches ─────────────────────────────────
    std::cout << "\n── Processing BUY 60 @ 50.00 ──\n";
    {
        Order buyOrder{};
        buyOrder.clOrdId  = 1002;
        buyOrder.symbolIdx = 1;
        buyOrder.side     = Side::Buy;
        buyOrder.ordType  = OrderType::Limit;
        buyOrder.tif      = TimeInForce::Day;
        buyOrder.price    = toFixedPrice(50.00);
        buyOrder.quantity = 60;

        recoveryProxy.cause(2, buyOrder,
            [&](uint64_t chainId, uint64_t seq) -> int {

                IacaFragment bookFrag{};
                bookFrag.chainId        = chainId;
                bookFrag.origin         = {ORIGIN_BOOK, 1, seq};
                bookFrag.previousOrigin = Origin::null();
                bookFrag.causeId        = CAUSE_NEW_ORDER_BUY;
                bookFrag.nextCount      = 2; // ack + trade

                book.newOrder(buyOrder,
                    [&](const Trade& trade) {
                        std::cout << "  [Trade] " << trade.quantity
                                  << " @ " << toDouble(trade.price) << "\n";

                        // IACA fragment for trade
                        recoveryProxy.effect([&]() {
                            IacaFragment tradeFrag{};
                            tradeFrag.chainId        = chainId;
                            tradeFrag.origin         = {ORIGIN_LOGICAL_CORE, 1, seq + 100};
                            tradeFrag.previousOrigin = bookFrag.origin;
                            tradeFrag.causeId        = CAUSE_TRADE_DATA;
                            tradeFrag.nextCount      = 0;
                            aggregator.addFragment(tradeFrag);
                        });
                    },
                    [](const ExecutionReport& rpt) {
                        std::cout << "  [ExecRpt] Status="
                                  << (int)rpt.status << " Filled="
                                  << rpt.filledQty << "\n";
                    }
                );

                recoveryProxy.effect([&]() {
                    IacaFragment ackFrag{};
                    ackFrag.chainId        = chainId;
                    ackFrag.origin         = {ORIGIN_LOGICAL_CORE, 1, seq + 200};
                    ackFrag.previousOrigin = bookFrag.origin;
                    ackFrag.causeId        = CAUSE_ACK_DATA;
                    ackFrag.nextCount      = 0;
                    aggregator.addFragment(ackFrag);
                });

                aggregator.addFragment(bookFrag);
                return 0;
            }
        );
    }

    // ── Summary ────────────────────────────────────────────────────
    std::cout << "\n── Summary ───────────────────────────────\n";
    std::cout << "  Recovery fragments persisted: " << store.size() << "\n";
    std::cout << "  IACA chains completed: " << aggregator.completedChainCount() << "\n";
    std::cout << "  IA messages generated: " << iaMessagesGenerated << "\n";
    std::cout << "  Book state: " << book.bidCount() << " bids, "
              << book.askCount() << " asks\n";

    auto bids = book.getBids(5);
    auto asks = book.getAsks(5);
    if (!asks.empty()) {
        std::cout << "  Best ask: " << toDouble(asks[0].price)
                  << " x " << asks[0].totalQty << "\n";
    }
    if (!bids.empty()) {
        std::cout << "  Best bid: " << toDouble(bids[0].price)
                  << " x " << bids[0].totalQty << "\n";
    }

    // ── Simulate Mirror replay ─────────────────────────────────────
    std::cout << "\n── Mirror Replay Simulation ──────────────\n";
    RecoveryProxy mirrorProxy(ORIGIN_BOOK, 1, store, /*isMaster=*/false);
    Book mirrorBook(1);

    // Effects should NOT fire on mirror
    mirrorProxy.effect([]() {
        std::cout << "  [BUG] This should not print on Mirror!\n";
    });
    std::cout << "  Mirror effect correctly skipped.\n";

    // RecoveryEffect SHOULD fire on mirror
    mirrorProxy.recoveryEffect([]() {
        std::cout << "  [RecoveryEffect] Mirror-only logic executed.\n";
    });

    std::cout << "\n=== Complete ===\n";
    return 0;
}