Unit TradeSimulatorUnit;

{ This unit creates fake TOS and L1 data.  It has a very simple interface
  which is especially useful for stress testing.

  Currently this is tied to the esignal implementation of TOS and L1.  The
  interface and design should be reused to match other data feeds.
}

Interface

Uses
  Timers,
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

Type
  TTradeSimulator = class(TForm)
    EnabledCheckBox: TCheckBox;
    Label1: TLabel;
    Label2: TLabel;
    Label3: TLabel;
    SymbolNames: TMemo;
    Label4: TLabel;
    TradesPerCycle: TEdit;
    BBOChangesPerCycle: TEdit;
    MsPerCycle: TEdit;
    DoOnce: TButton;
    procedure DoOnceClick(Sender: TObject);
    procedure FormCreate(Sender: TObject);
    procedure EnabledCheckBoxClick(Sender: TObject);
  private
    Timer : ITimerEvent;
    SymbolNamesCopy : TStrings;
    TradesPerCycleCopy, BBOChangesPerCycleCopy : Integer;
    LastPrice : Double;
    //Ticks : Word;
    //Index : Integer;
    Procedure DoOneCycle;
    Procedure CopyArgs;
    Procedure StartEvents;
    Procedure StopEvents;
  public
    { Public declarations }
  end;

Var
  TradeSimulator: TTradeSimulator;

Implementation

{$R *.dfm}

  Uses
    GenericTosDataNode {, EsigDmThread};

  Procedure TTradeSimulator.StartEvents;
    Var
      MsPerCycleCopy : Integer;
    Begin
      CopyArgs;
      MsPerCycleCopy := StrToInt(MsPerCycle.Text);
      SymbolNames.Enabled := False;
      TradesPerCycle.Enabled := False;
      BBOChangesPerCycle.Enabled := False;
      MsPerCycle.Enabled := False;
      DoOnce.Enabled := False;
      Timer := RequestPeriodicCallback(DoOneCycle, MsPerCycleCopy)
    End;

  Procedure TTradeSimulator.StopEvents;
    Begin
      If Assigned(Timer) Then
        Begin
          Timer.Clear;
          Timer := Nil
        End;
      SymbolNames.Enabled := True;
      TradesPerCycle.Enabled := True;
      BBOChangesPerCycle.Enabled := True;
      MsPerCycle.Enabled := True;
      DoOnce.Enabled := True;
    End;

procedure TTradeSimulator.CopyArgs;
  Begin
    SymbolNamesCopy.Assign(SymbolNames.Lines);
    TradesPerCycleCopy := StrToInt(TradesPerCycle.Text);
    BBOChangesPerCycleCopy := StrToInt(BBOChangesPerCycle.Text);
  End;

procedure TTradeSimulator.DoOneCycle;
{  Var
    I : Integer;
    Data : TDmData;
    Key : String;
    Info : TDmInfo;}
  begin
{    Data.L1.Open := 10.00;
    Data.L1.High := 0.05;
    Data.L1.Low := 0.02;
    Data.L1.PrevClose := 20.00;
    Data.LastTos.Size := 100;
    Data.LastTos.Time := Now;
    Data.LastTos.Exchange := 'PHIL';
    Data.LastTos.FormT := False;
    Data.LastTos.EventType := etNewPrint;
    //Data.LastTos.TradeType := 0;
    Data.TosAndL1Valid := True;
    Data.L1.BidExchange := 'PHIL';
    Data.L1.AskExchange := 'PHIL';
    Data.L1.AskSize := 100;
    Data.L1.BidSize := 200;
    For I := 1 To BBOChangesPerCycleCopy Do
      Begin
        LastPrice := LastPrice + 0.01;
        If I <= TradesPerCycleCopy Then
          Begin
            Inc(Data.LastTos.Ticks);
            Data.NewTosEvent := True
          End
        Else
          Data.NewTosEvent := False;
        Data.LastTos.Price := LastPrice;
        Data.L1.BidPrice := LastPrice - 0.01;
        Data.L1.AskPrice := LastPrice + 0.01;
        Data.L1.Volume := Ticks * 100;
        Key := SymbolNamesCopy[Index Mod SymbolNamesCopy.Count];

        Info := TDmInfo.Create;
        Info.Symbol := Key;
        Info.Data := Data;
        Info.Send(TESignalDm.DataChannel(Key));

        Inc(Index)
      End}
  End;

procedure TTradeSimulator.DoOnceClick(Sender: TObject);
begin
  CopyArgs;
  DoOneCycle
end;

procedure TTradeSimulator.FormCreate(Sender: TObject);
begin
  SymbolNamesCopy := TStringList.Create;
  LastPrice := 0.05;
end;

procedure TTradeSimulator.EnabledCheckBoxClick(Sender: TObject);
begin
  If EnabledCheckBox.Checked Then
    Try
      StartEvents
    Except
      On EConvertError Do
        Begin
          Beep;
          StopEvents;
          EnabledCheckBox.Checked := False
        End
    End
  Else
    StopEvents;
end;

end.