Client | HFT Simulator

The client_simulator module provides a headless background engine designed to stress-test the trading_core Exchange by generating massive amounts of synthetic, quasi-realistic order traffic over FIX.

Overview

The simulator bridges the gap between functional logic and extreme performance testing. Because it uses the exact same FixClientSession mechanisms as the standard Trader UI, it accurately validates the entire path of latency, from socket serialization to core execution and back.

Key Responsibilities

• Spawn thread pools independently from the UI loops.
• Generate deterministic market scenarios and agent profiles parameters.
• Dispatch high-throughput order bursts (NewOrderSingle 35=D).
• Measure round-trip latency and aggregate global throughput metrics (Orders Per Second).

Architecture

graph TD
    classDef logic fill:#0b0c10,stroke:#c5c6c7,stroke-width:2px,color:white;
    classDef net fill:#1f2833,stroke:#66fcf1,stroke-width:2px,color:white;
 
    subgraph "client_simulator Module"
        UI[Simulator Control UI]:::logic --> MGR[SimulationManager]:::logic
        MGR --> POOL(Background ThreadPool):::logic
        
        POOL --> A1(Agent: Aggressive):::logic
        POOL --> A2(Agent: Volatility):::logic
        POOL --> A3(Agent: Market Maker):::logic
    end
 
    subgraph "Network Layer"
        FIX[FixClientSession]:::net
    end
 
    A1 -->|FIX Messages| FIX
    A2 -->|FIX Messages| FIX
    A3 -->|FIX Messages| FIX

Class Diagram

classDiagram
    class SimulationManager {
        +start(AgentCount, RatePerSec)
        +stop()
        +getStats() : SimMetrics
        -m_agents: vector~TradingAgent~
        -m_workerPool: ThreadPool
    }
    
    class TradingAgent {
        +tick()
        -m_profile: AgentProfile
        -generateOrder()
        -m_fixSession: FixClientSession&
    }
    
    class AgentProfile {
        <<enumeration>>
        AggressiveTaker
        PassiveMaker
        NoiseTrader
    }
    
    class SimMetrics {
        +totalOrdersSent: uint64_t
        +ordersPerSecond: double
        +avgLatencyUs: double
    }
 
    SimulationManager *--> TradingAgent : Orchestrates
    TradingAgent --> AgentProfile : Behaves As
    SimulationManager ..> SimMetrics : Tracks

Component Responsibilities

Component	Description
**SimulationManager**	Top-level controller. Absorbs user inputs (e.g. 5000 clients, 100/sec) and handles the threading allocations.
**TradingAgent**	A synthetic user running in a while(running) loop inside the ThreadPool. Constructs and submits FIX orders.
**AgentProfile**	Defines the behavior tree: AggressiveTaker eats into the orderbook, PassiveMaker sits on limits, NoiseTrader randomly shifts around VWAP.
**SimMetrics**	An atomic counter struct that enables the client_app to chart simulator performance dynamically.

Critical Design Conventions

• Protocol Reuse: Uses the standard client_fix stack. The exchange matching engine (trading_core) has zero awareness of whether it is communicating with a human or a high-frequency agent.
• Zero-Allocation Paths: Generating random orders avoids std::string heap allocations and object recreation, prioritizing pure memory pools to ensure the simulation doesn't bottleneck before the target server does.