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73 lines
2.3 KiB
73 lines
2.3 KiB
10 months ago
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/*****************************************************************************
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* Copyright [2019]
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*****************************************************************************/
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#ifndef CPPSRC_STARQUANT_DATA_DATAMANAGER_H_
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#define CPPSRC_STARQUANT_DATA_DATAMANAGER_H_
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#include <Common/datastruct.h>
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#include <Data/tickwriter.h>
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#include <string>
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#include <sstream>
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#include <map>
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#include <regex>
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// #define CEREAL_RAPIDJSON_NAMESPACE creal_rapidjson
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// #include <cereal/types/unordered_map.hpp>
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// #include <cereal/types/memory.hpp>
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// #include <cereal/archives/json.hpp>
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// #include <cereal/types/vector.hpp>
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// #include <cereal/types/string.hpp>
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// #include <cereal/types/map.hpp>
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using std::string;
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namespace StarQuant
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{
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/// DataManager
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/// 1. provide latest full tick price info -- DataBoard Service
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/// 2. record data
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class DataManager {
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public:
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static DataManager* pinstance_;
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static mutex instancelock_;
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static DataManager& instance();
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TickWriter recorder_;
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uint64_t count_ = 0;
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bool contractUpdated_ = false;
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bool saveSecurityFile_ = false;
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std::map<std::string, Security> securityDetails_; // ctpsymbol to security
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std::map<string, Tick> orderBook_;
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std::map<string, string> ctp2Full_;
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std::map<string, string> full2Ctp_;
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//std::map<string, BarSeries> _5s;
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//std::map<string, BarSeries> _15s;
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// std::map<string, BarSeries> _60s;
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//std::map<string, BarSeries> _1d;
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DataManager();
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~DataManager();
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void reset();
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void rebuild();
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void updateOrderBook(const Tick& k) { orderBook_[k.fullSymbol_] = k;}
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void updateOrderBook(const Fill& fill);
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void saveSecurityToFile();
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void loadSecurityFile();
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};
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} // namespace StarQuant
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#endif // CPPSRC_STARQUANT_DATA_DATAMANAGER_H_
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