COMP2017 9017 Assignment 3
Due: 11:59PM Thursday 12 May 2022 local Sydney time
This assignment is worth 30% of your final assessment
This assessment is CONFIDENTIAL. University of Sydney.
Copyright By Assignmentchef assignmentchef
Task description
SPX (Systems Programming Exchange) is a marketplace that enables highly sought after computer components to be traded amongst seasoned computer programmers. Traditionally, trading is in- person, however due to COVID-19 restrictions trading must now be done remotely.
Your task is to implement a new system for SPX that allows trading to take place electronically. This consists of two parts, the exchange (handles orders) and an auto-trader (a program which trades based on predefined conditions).
You are encouraged to ask questions on Ed using the assignments category. As with any assignment, make sure that your work is your own, and you do not share your code or solutions with other students.
To complete this assignment, you should be familiar with:
Dynamic memory allocation: malloc(), realloc(), free(), etc open(), read(), write() system calls
Processes: fork(), exec(), waitpid(), etc
Signals: sigaction(), kill(), etc
Named Pipes (FIFOs): mkfifo()
High Level Overview
The purpose of the SPX is to allow trading to happen in an efficient and orderly manner. It receives orders from traders and matches them, allowing the buying and selling of computer components.
The exchange also tracks the cash balance of each trader (which starts at $0 for each trading session). For providing such trading avenue, SPX collects a 1% transaction fee on all successful orders.
The exchange communicates with trader processes using a combination of named pipes (FIFOs) and signals. All messages are followed by the delimiter ; and signal SIGUSR1.
All messages sent through FIFOs are highlighted in this document:
Traders carry out their buying and selling activities by placing orders on the exchange.
The following commands may be sent from traders to the exchange:
COMP2017 9017
BUY
SELL
AMEND
CANCEL
Page 2 of 16
COMP2017 9017
BUY: An order to buy a product at or below the specified price, up to the specified quantity. SELL: An order to sell a product at the specified price, up to the specified quantity.
AMEND: Update the quantity or price of an existing order, that has yet to be fully filled.
CANCEL: Cancel an existing order, that has yet to be fully filled.
Data Types and Ranges
ORDER_ID: integer, 0 999999 (incremental)
Order ID is unique per Trader (i.e. Trader 0 and 1 can both have their own Order ID 0). Order IDs are not reused (with the exception of Invalid orders, which can be fixed and re-sent with the same ID, given the next ID is not yet used).
PRODUCT: string, alphanumeric, case sensitive, up to 16 characters
QTY, PRICE: integer, 1 999999
Products traded on the exchange are provided through a text file of the following structure:
For example:
Motherboard
Basic Example
Trader 0 places a SELL order for 15 CPUs at $300 each
SELL 0 CPU 15 300;
Trader 1 places a BUY order for 10 CPUs at $300 each
BUY 0 CPU 10 300;
SPX matches these orders, Trader 1 buys 10 CPUs from Trader 0 for $3,000 and pays $30 transaction fee.
Trader 1s order is now fulfilled. Trader 0 has 5 CPUs remaining on the market for sale.
Page 3 of 16
Implementation details
Write programs in C that implement SPX as shown in the examples.
You are guaranteed not to have NULL returned from malloc() or realloc() in this context.
Your submission must be contained in the following files and produce no errors when built and run on Ed C compiler.
spx_common.h: Common constants and structures
spx_exchange.c, spx_exchange.h: Part 1 (Exchange, compiles to spx_exchange) spx_trader.c, spx_trader.h: Part 2 (Trader, compiles to spx_trader)
Test cases in tests directory
README.md: Code Description
Read / write with FIFOs and/or write to stdout as instructed.
Your program output must match the exact output format shown in the examples and on Ed. You are encouraged to submit your assignment while you are working on it, so you can obtain feedback.
You may modify any of the existing scaffold files, or make your own.
No external code outside the standard C library functions should be required.
In order to obtain full marks, your program must free all of the dynamic memory it allocates.
Exchange: Start Up
The exchange accepts command line arguments as follows:
./spx_exchange
The following example uses a product file named products.txt and trader binaries trader_a and trader_b:
./spx_exchange products.txt ./trader_a ./trader_b
Upon start up, the exchange should read the product file to find out about what it will trade. It should then create two named pipes for each trader:
/tmp/spx_exchange_
After both pipes are created for a trader, the exchange shall launch that trader binary as a new child process, assigning it a trader ID starting from 0, in the Command Line Argument order. The trader ID shall be passed to the trader binary as a command line argument.
For the example above, the trader binaries should be launched like so:
COMP2017 9017
Page 4 of 16
./trader_a 0
./trader_b 1
Upon launching each binary, the exchange and trader should attempt to connect to both named pipes.
After all binaries are launched and pipes are connected, the exchange should send each trader (lowest trader IDs first) the following message using the spx_exchange_* named pipes; afterwards, notify each trader using the SIGUSR1 signal.
MARKET OPEN;
Exchange: Placing Orders
Traders may place orders with the exchange by sending the appropriate commands through their spx_trader_
Once the exchange receives the SIGUSR1 signal from a trader, it would read the command from the spx_trader_
The exchange should also message all other traders (lowest trader IDs first) using the spx_exchange_* named pipes, and notify them using the SIGUSR1 signal, with the following message:
MARKET
N.B.: In case of a cancelled order, QTY = 0 and PRICE = 0.
Sample order flow
1. Trader 0 writes to spx_trader_0:
SELL 20 CPU 2 300;
2. Trader 0 sends SIGUSR1 signal to the Exchange
3. Exchange reads spx_trader_0 and adds the order to the order book 4. Exchange writes to spx_exchange_0:
COMP2017 9017
ACCEPTED
AMENDED
CANCELLED
Page 5 of 16
ACCEPTED 20;
5. Exchange sends SIGUSR1 signal to Trader 0
6. Exchange writes to all other spx_exchange_* pipes:
MARKET SELL CPU 2 300;
7. Exchange sends SIGUSR1 signal to all other Traders.
8. All traders can read their own spx_exchange_* and places further orders if desired
Exchange: Matching Orders
The exchange should attempt to match orders once there is at least one BUY and one SELL order for any particular product. Orders match if the price of the BUY order is larger than or equal to the price of the SELL order. The matching price is the price of the older order. Of the two matched traders, the exchange charges 1% transaction fee to the trader who placed the order last, rounded to the nearest dollar (eg: $4.50 -> $5.00).
When there are multiple orders in the exchange, order matching should follow price-time priority:
Match the highest-priced BUY order against lowest-priced SELL order
If there are multiple orders at the same price level, match the earliest order first
As the order matches, the exchange shall write the following message to the appropriate spx_exchange_* pipes belonging to the matched traders, then send the SIGUSR1 signal:
FILL
It is possible for a single order with sufficient quantity to match against multiple existing orders in the market. Similarly, an order could be partially filled and remain in the market if there isnt sufficient quantity available. Orders are removed from the market once their quantity reaches zero.
Example Scenarios
COMP2017 9017
Orderbook Before (type, qty, price)
Orderbook After (type, qty, price)
Explanation
SELL 2 $500 BUY 2 $450
BUY 2 $500
BUY 2 $450
The new buy order matched against the SELL order. Both orders are fully filled.
SELL 2 $501 SELL 2 $500
BUY 5 $505
BUY 1 $505
The new BUY order matched against both SELL orders. The SELL orders are fully filled. The BUY order is par- tially filled (qty 4) and re- mains on the market (qty 1).
Page 6 of 16
Exchange: Reporting
In addition to reading and writing to the named pipes, the exchange also needs to print a range of messages to standard out (stdout), as per the examples later in this document. Please follow the examples for the outputs required.
Specifically, the order book and trader positions need to be printed after each successful order, for example:
[SPX] POSITIONS
ORDERBOOK
Product: GPU; Buy levels: 3; Sell levels: 1
SELL 99 @ $511 (1 order)
BUY 30 @ $502 (1 order)
BUY 60 @ $501 (2 orders)
BUY 30 @ $500 (1 order)
[SPX] Trader 0: GPU 0 ($0), Router 0 ($0)
Here, all orders in the market are sorted from the highest to lowest price. Each unique price is called a level, and there may be multiple orders in the same level. Positions refer to the quantity of products owned (or owed) by each trader, which may be positive or negative after each order.
Note: Tabs (t) are used for indentation. Exchange: Teardown
As soon as a trader disconnects (closing their end of the pipes or process exits), your exchange should print out the following message:
[SPX] Trader
It shall reject any pending or further orders from the trader but keep existing orders in the orderbook (if any).
After all traders disconnect, the exchange should print out the following message:
[SPX] Trading completed
[SPX] Exchange fees collected: $
Make sure to clean up any remaining child processes, close and delete FIFOs, and free memory before exiting.
COMP2017 9017
Page 7 of 16
COMP2017 9017
Auto-Trader
The second part of this assignment is to implement an auto-trader in spx_trader.c and spx_trader.h. The logic of the auto-trader is very simple: as soon as a SELL order is available in the exchange, it
will place an opposite BUY order to attempt to buy the item.
As an example, as soon as the auto-trader receives the following message (and signal) from the ex- change:
MARKET SELL CPU 2 300;
It would place the following order:
BUY
The auto-trader should gracefully disconnect and shut down if there is a BUY order with quantity greater than or equal to 1000.
You may assume that for the purposes of this auto-trader, there are no other competing traders placing BUY orders.
However, signals are inherently unreliable, that is, multiple signals (perhaps from multiple auto- traders) may overwrite one another and cause a race condition.
You should design your auto-trader in such way that it is fault-tolerant, while conforming to the Exchange messaging protocol (first write to the pipe, then signal SIGUSR1), and does not place unreasonable load on the exchange.
Code Description
To support your implementation, you need to provide a succinct answer to each of the questions in the file README.md. The word limit is 150 for each question.
1. Describe how your exchange works, using diagram(s) if necessary.
2. Describe your design decisions for the trader and how its fault-tolerant and efficient. 3. Describe your tests and how to run them.
Page 8 of 16
Exchange: Example Outputs
# cat products.txt
1 trader, 1 order
./spx_exchange products.txt ./trader_a
Trader 0: BUY 0 GPU 30 500
Standard out:
[SPX] Starting
[SPX] Trading 2 products: GPU Router
[SPX] Created FIFO /tmp/spx_exchange_0
[SPX] Created FIFO /tmp/spx_trader_0
[SPX] Starting trader 0 (./trader_a)
[SPX] Connected to /tmp/spx_exchange_0
[SPX] Connected to /tmp/spx_trader_0
[SPX] [T0] Parsing command:
[SPX] Trader 0 disconnected
[SPX] Trading completed
[SPX] Exchange fees collected: $0
2 traders, 6 orders
./spx_exchange products.txt ./trader_a ./trader_b
ORDERBOOK
Product: GPU; Buy levels: 1; Sell levels: 0
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
COMP2017 9017
Page 9 of 16
[SPX] [T0] Parsing command:
ORDERBOOK
Product: GPU; Buy levels: 1; Sell levels: 0
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
Trader 1: GPU 0 ($0), Router 0 ($0)
[SPX] [T0] Parsing command:
ORDERBOOK
Product: GPU; Buy levels: 2; Sell levels: 0
BUY 60 @ $501 (2 orders)
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
Trader 1: GPU 0 ($0), Router 0 ($0)
ORDERBOOK
Product: GPU; Buy levels: 2; Sell levels: 0
BUY 30 @ $501 (1 order)
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
Trader 1: GPU 0 ($0), Router 0 ($0)
COMP2017 9017
Trader 0: BUY 0 GPU 30 500
Trader 0: BUY 1 GPU 30 501
Trader 0: BUY 2 GPU 30 501
Trader 0: BUY 3 GPU 30 502
Trader 1: SELL 0 GPU 99 511
Trader 1: SELL 1 GPU 99 402
Standard out:
[SPX] Starting
[SPX] Trading 2 products: GPU Router
[SPX] Created FIFO /tmp/spx_exchange_0
[SPX] Created FIFO /tmp/spx_trader_0
[SPX] Starting trader 0 (./trader_a)
[SPX] Connected to /tmp/spx_exchange_0
[SPX] Connected to /tmp/spx_trader_0
[SPX] Created FIFO /tmp/spx_exchange_1
[SPX] Created FIFO /tmp/spx_trader_1
[SPX] Starting trader 1 (./trader_b)
[SPX] Connected to /tmp/spx_exchange_1
[SPX] Connected to /tmp/spx_trader_1
[SPX] [T0] Parsing command:
Page 10 of 16
[SPX] [T0] Parsing command:
[SPX] [T1] Parsing command:
ORDERBOOK
Product: GPU; Buy levels: 3; Sell levels: 0
BUY 30 @ $502 (1 order)
BUY 60 @ $501 (2 orders)
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
Trader 1: GPU 0 ($0), Router 0 ($0)
[SPX] [T1] Parsing command:
[SPX] Match: Order 3 [T0], 1 [T1], value: $15060, fee: $151.
[SPX] Match: Order 1 [T0], 1 [T1], value: $15030, fee: $150.
[SPX] Match: Order 2 [T0], 1 [T1], value: $15030, fee: $150.
[SPX] Match: Order 0 [T0], 1 [T1], value: $4500, fee: $45.
COMP2017 9017
ORDERBOOK
Product: GPU; Buy levels: 3; Sell levels: 1
SELL 99 @ $511 (1 order)
BUY 30 @ $502 (1 order)
BUY 60 @ $501 (2 orders)
BUY 30 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 0 ($0), Router 0 ($0)
Trader 1: GPU 0 ($0), Router 0 ($0)
[SPX] Trader 0 disconnected
[SPX] Trader 1 disconnected
[SPX] Trading completed
[SPX] Exchange fees collected: $496
ORDERBOOK
Product: GPU; Buy levels: 1; Sell levels: 1
SELL 99 @ $511 (1 order)
BUY 21 @ $500 (1 order)
Product: Router; Buy levels: 0; Sell levels: 0
POSITIONS
Trader 0: GPU 99 ($-49620), Router 0 ($0)
Trader 1: GPU -99 ($49124), Router 0 ($0)
Page 11 of 16
Submission details
You are encouraged to submit multiple times, but only your last submission will be marked.
Writing your own test cases
We have provided you with some test cases but these do not test all the functionality described in the assignment. It is important that you thoroughly test your code by writing your own test cases, including both end-to-end (input / output) tests and unit tests using cmocka.
You should place all of your end-to-end test cases in the tests/E2E directory. Ensure that each test case has a .out output file and optionally an .in file. We recommend that the names of your test cases are descriptive so that you know what each is testing, e.g. buy-order.out and amend-order.out.
You should place all of your unit tests in the tests directory, under unit-tests.c (and more files, if necessary). All unit tests must be constructed with the cmocka unit testing framework.
You should have a brief description of your tests, and how they can be run, in README.md. Error handling
Your code should have appropriate mechanisms in place to detect and handle errors, including but not limited to:
NULL pointers
Buffer overflows and underflows Unable to open FIFOs
Unable to launch child processes Invalid or malformed commands
Oral examination
You will need to answer questions from a COMP2017 teaching staff member regarding your imple- mentation. You will be required to attend a Zoom session with COMP2017 teaching staff member after the code submission deadline. A reasonable attempt will need to be made, otherwise you will receive zero for the assessment.
In this session, you will be asked:
General questions about your understanding of the concepts needed for this assignment, How you have arranged your memory, data structures and types
How you managed IPC (Inter Process Communication)
COMP2017 9017
Page 12 of 16
How you handle errors / make your code fault-tolerant Answer further questions
Your attendance in the scheduled oral examination (interview) is required. Identification and a work- ing camera/microphone are necessary.
The interview will be 15 minutes.
Restrictions
If your program does not adhere to these restrictions, your submission will receive 0.
No Variable Length Arrays (VLAs)
No threads (processes only)
No excessive / 100% CPU usage when idling (eg: busy-waiting loops, active polling) Traders must be launched as child processes of the exchange process.
A grade for this assignment is made where there is a submission that compiles and the oral examina- tion has been completed.
15 marks are assigned based on automatic tests for the correctness of your program. This component will also use hidden test cases to cover the assignment description.
Approximately 10 marks are allocated to the Exchange
Your Exchange will be tested against one or more staff Trader binaries.
Approximately 5 marks are allocated to the Trader
Your Trader will be tested against a staff Exchange binary and one or more staff Trader binaries.
5 marks are based on your submission of test cases, which considers coverage of input scenarios. 10 marks are based on your oral examination, code description and quality.
Additionally marks will be deducted if:
your program has memory leaks.
excessive memory is used, e.g preallocation or over allocation of what is required.
your program avoids malloc family of C functions to instantiate memory dynamically. your program does not use named pipes or signals for IPC.
COMP2017 9017
CS: assignmentchef QQ: 1823890830 Email: [email protected]
Reviews
There are no reviews yet.