simulation_app.hpp

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#pragma once
 
#include "fix/application.hpp"
#include "fix/session_manager.hpp"
#include "app/engine/matching_engine.hpp"
#include "app/manager/account_manager.hpp"
#include "app/manager/position_manager.hpp"
#include "app/manager/instrument_manager.hpp"
#include "app/manager/risk_manager.hpp"
#include <memory>
#include <unordered_map>
#include <mutex>
 
namespace fix40 {
 
// 前向声明
class IStore;
struct SimulationAppTestAccess;
 
class SimulationApp : public Application {
public:
    struct OrderMarginInfo {
        double originalFrozenMargin;  
        int64_t originalOrderQty;     
        double releasedMargin;        
        
        OrderMarginInfo() 
            : originalFrozenMargin(0.0)
            , originalOrderQty(0)
            , releasedMargin(0.0) {}
        
        OrderMarginInfo(double frozen, int64_t qty)
            : originalFrozenMargin(frozen)
            , originalOrderQty(qty)
            , releasedMargin(0.0) {}
        
        double calculateReleaseAmount(int64_t fillQty) {
            if (originalOrderQty <= 0) return 0.0;
            double amount = originalFrozenMargin * fillQty / originalOrderQty;
            releasedMargin += amount;
            return amount;
        }
        
        double getRemainingFrozen() const {
            return originalFrozenMargin - releasedMargin;
        }
    };
 
    SimulationApp();
 
    explicit SimulationApp(IStore* store);
 
    ~SimulationApp() override;
 
    void start();
 
    void stop();
 
    // =========================================================================
    // Application 接口实现
    // =========================================================================
 
    void onLogon(const SessionID& sessionID) override;
 
    void onLogout(const SessionID& sessionID) override;
 
    void fromApp(const FixMessage& msg, const SessionID& sessionID) override;
 
    void toApp(FixMessage& msg, const SessionID& sessionID) override;
 
    SessionManager& getSessionManager() { return sessionManager_; }
 
    IStore* getStore() const override { return store_; }
 
    // =========================================================================
    // 管理器访问接口
    // =========================================================================
 
    AccountManager& getAccountManager() { return accountManager_; }
 
    PositionManager& getPositionManager() { return positionManager_; }
 
    InstrumentManager& getInstrumentManager() { return instrumentManager_; }
 
    RiskManager& getRiskManager() { return riskManager_; }
 
    MatchingEngine& getMatchingEngine() { return engine_; }
 
    // =========================================================================
    // 账户操作接口
    // =========================================================================
 
    Account getOrCreateAccount(const std::string& accountId, double initialBalance = 1000000.0);
 
private:
    friend struct SimulationAppTestAccess;
 
    void initializeManagers();
 
    void onExecutionReport(const SessionID& sessionID, const ExecutionReport& report);
 
    void handleFill(const std::string& accountId, const ExecutionReport& report);
 
    void handleReject(const std::string& accountId, const ExecutionReport& report);
 
    void handleCancel(const std::string& accountId, const ExecutionReport& report);
 
    std::string extractAccountId(const SessionID& sessionID) const;
 
    // =========================================================================
    // 消息处理函数 (Message Handlers)
    // =========================================================================
 
    void handleNewOrderSingle(const FixMessage& msg, const SessionID& sessionID, const std::string& userId);
 
    void handleOrderCancelRequest(const FixMessage& msg, const SessionID& sessionID, const std::string& userId);
 
    void handleBalanceQuery(const FixMessage& msg, const SessionID& sessionID, const std::string& userId);
 
    void handlePositionQuery(const FixMessage& msg, const SessionID& sessionID, const std::string& userId);
 
    void handleInstrumentSearch(const FixMessage& msg, const SessionID& sessionID);
 
    void handleOrderHistoryQuery(const FixMessage& msg, const SessionID& sessionID, const std::string& userId);
 
    void sendBusinessReject(const SessionID& sessionID, const std::string& refMsgType, const std::string& reason);
 
    // =========================================================================
    // 行情驱动账户更新 (Market-Driven Account Update)
    // =========================================================================
 
    void onMarketDataUpdate(const std::string& instrumentId, double lastPrice);
 
    void pushAccountUpdate(const std::string& userId, int reason = 1);
 
    void pushPositionUpdate(const std::string& userId, const std::string& instrumentId, int reason = 1);
 
    std::optional<SessionID> findSessionByUserId(const std::string& userId) const;
 
    // =========================================================================
    // 成员变量
    // =========================================================================
 
    MatchingEngine engine_;              
    SessionManager sessionManager_;      
    
    AccountManager accountManager_;      
    PositionManager positionManager_;    
    InstrumentManager instrumentManager_; 
    RiskManager riskManager_;            
    
    IStore* store_ = nullptr;            
 
    std::unordered_map<std::string, std::string> orderAccountMap_;
    
    std::unordered_map<std::string, OrderMarginInfo> orderMarginInfoMap_;
    
    mutable std::mutex mapMutex_;
};
 
} // namespace fix40