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86 lines
3.3 KiB
86 lines
3.3 KiB
10 months ago
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#include <Common/config.h>
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#include <Common/util.h>
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#include <Common/timeutil.h>
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#include <Common/logger.h>
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//#include <Common/Data/datatype.h>
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#include <Trade/ordermanager.h>
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#include <Data/datamanager.h>
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#include <Services/strategyservice.h>
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#include <Strategy/strategyFactory.h>
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#include <Strategy/smacross.h>
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#include <atomic>
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#ifdef _WIN32
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#include <nanomsg/src/nn.h>
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#include <nanomsg/src/pair.h>
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#else
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#include <nanomsg/nn.h>
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#include <nanomsg/pair.h>
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#endif
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using namespace std;
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namespace StarQuant
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{
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extern std::atomic<bool> gShutdown;
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void StrategyManagerService() {
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std::unique_ptr<CMsgq> msgq_sub_;
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std::unique_ptr<CMsgq> msgq_pair_;
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// message queue factory
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// if (CConfig::instance()._msgq == MSGQ::ZMQ) {
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// //msgq_sub_ = std::make_unique<CMsgqZmq>(MSGQ_PROTOCOL::SUB, CConfig::instance().MKT_DATA_PUBSUB_PORT);
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// //msgq_pair_ = std::make_unique<CMsgqZmq>(MSGQ_PROTOCOL::PAIR, CConfig::instance().BROKERAGE_PAIR_PORT);
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// msgq_sub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::SUB, CConfig::instance().MKT_DATA_PUBSUB_PORT);
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// msgq_pair_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::PAIR, CConfig::instance().BROKERAGE_PAIR_PORT);
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// }
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// else {
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// msgq_sub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::SUB, CConfig::instance().MKT_DATA_PUBSUB_PORT,false);
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// msgq_pair_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::PAIR, CConfig::instance().BROKERAGE_PAIR_PORT,false);
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// }
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msgq_sub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::SUB, CConfig::instance().SERVERPUB_URL,false);
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msgq_pair_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::PAIR, CConfig::instance().BROKERAGE_PAIR_PORT,false);
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// load strategy
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auto strategy = make_unique<SmaCross>();
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strategy->initialize();
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char *buf = nullptr;
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string msg;
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while (!gShutdown) {
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msg = msgq_sub_->recmsg(0);
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if (!msg.empty()) {
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vector<string> vs = stringsplit(msg, SERIALIZATION_SEPARATOR);
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if ((vs.size() == 6) || (vs.size() == 33)) // Always Tick; actual contents are determined by MSG_TYPE
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{
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Tick k;
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k.fullsymbol_ = vs[0];
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k.time_ = vs[1];
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k.msgtype_ = (MSG_TYPE)(atoi(vs[2].c_str()));
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k.price_ = atof(vs[3].c_str());
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k.size_ = atoi(vs[4].c_str());
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k.depth_ = atoi(vs[5].c_str());
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strategy->OnTick(k);
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}
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}
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while(!strategy->msgstobrokerage.empty()){
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string smsg=strategy->msgstobrokerage.front();
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cout<<"strategy sendout msg:"<<smsg<<endl;
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msgq_pair_->sendmsg(smsg);
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strategy->msgstobrokerage.pop();
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//msg = msgq_pair_->recmsg(1);
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//if (!msg.empty()) {
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//strategy->OnGeneralMessage(msg);
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//}
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}
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msg = msgq_pair_->recmsg(1);
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if (!msg.empty()) {
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strategy->OnGeneralMessage(msg);
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}
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}
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PRINT_TO_FILE("INFO:[%s,%d][%s]Exit strategy thread\n", __FILE__, __LINE__, __FUNCTION__);
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}
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}
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