File size: 2,670 Bytes
f86fb3b | 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 | #pragma once
#include <cstdint>
#include <string>
#include <fstream>
#include <vector>
#include <functional>
#include <span>
#include "../core/types.hpp"
#include "../protocol/binary_protocol.hpp"
#include "../order_book/matching_engine.hpp"
namespace quant::engine {
constexpr uint32_t JOURNAL_MAGIC = 0x514A4E4C; // 'QJNL' (Quant Journal)
#pragma pack(push, 1)
struct JournalHeader {
uint32_t magic{JOURNAL_MAGIC};
uint32_t version{1};
uint64_t start_time_ns{0};
};
struct JournalRecordHeader {
uint64_t timestamp_ns{0};
uint64_t seq_num{0};
uint8_t msg_type{0};
uint16_t payload_len{0};
};
#pragma pack(pop)
/**
* High-performance binary event journal recorder for deterministic audit & replay.
*/
class JournalRecorder {
public:
explicit JournalRecorder(const std::string& journal_path);
~JournalRecorder();
bool open();
void close();
template <typename PayloadType>
bool record_event(
protocol::MessageType msg_type,
uint64_t seq_num,
uint64_t timestamp_ns,
const PayloadType& payload
) {
if (!out_file_.is_open()) return false;
JournalRecordHeader rec;
rec.timestamp_ns = timestamp_ns;
rec.seq_num = seq_num;
rec.msg_type = static_cast<uint8_t>(msg_type);
rec.payload_len = sizeof(PayloadType);
out_file_.write(reinterpret_cast<const char*>(&rec), sizeof(JournalRecordHeader));
out_file_.write(reinterpret_cast<const char*>(&payload), sizeof(PayloadType));
++total_records_;
return true;
}
void flush() {
if (out_file_.is_open()) out_file_.flush();
}
[[nodiscard]] uint64_t total_records() const noexcept { return total_records_; }
private:
std::string path_;
std::ofstream out_file_;
uint64_t total_records_{0};
};
/**
* Deterministic Replay Engine.
* Reads binary journal file and replays events into matching engine with bit-for-bit state verification.
*/
class ReplayEngine {
public:
using EventDispatchCallback = std::function<void(
protocol::MessageType type,
uint64_t seq,
uint64_t ts,
std::span<const uint8_t> payload
)>;
explicit ReplayEngine(const std::string& journal_path);
bool replay(EventDispatchCallback on_event);
/**
* Deterministically replay into a MatchingEngine instance and verify state integrity.
*/
bool replay_into_engine(order_book::MatchingEngine& engine);
[[nodiscard]] uint64_t replayed_count() const noexcept { return replayed_count_; }
private:
std::string path_;
uint64_t replayed_count_{0};
};
} // namespace quant::engine
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