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178 lines
7.8 KiB
178 lines
7.8 KiB
10 months ago
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#include <atomic>
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#include <Services/dataservice.h>
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#include <Common/datastruct.h>
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#include <Common/config.h>
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#include <Common/util.h>
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#include <Common/logger.h>
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#include <Common/msgq.h>
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//#include <Common/Data/datatype.h>
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#include <Data/datamanager.h>
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#include <Data/tickwriter.h>
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#include <Data/tickreader.h>
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//#include <Strategy/strategyFactory.h>
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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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atomic<uint64_t> MICRO_SERVICE_NUMBER(0);
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void DataBoardService() {
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try {
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// std::unique_ptr<CMsgq> msgq_sub_;
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// msgq_sub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::SUB, CConfig::instance().SERVERPUB_URL, false);
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// while (!gShutdown) {
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// string 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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// //cout<<"Databoad rec msg size:"<<vs.size()<<endl;
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// if ((MSG_TYPE)(atoi(vs[0].c_str())) == MSG_TYPE::MSG_TYPE_Trade) // 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[1];
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// k.time_ = vs[2]; //atoi(vs[1].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_ = 1;
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// if (DataManager::instance()._latestmarkets.find(k.fullsymbol_) != DataManager::instance()._latestmarkets.end()) {
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// //cout<<"Databoard latest price:"<<k.price_<<" Datatype:"<<k.msgtype_<<endl;
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// DataManager::instance().SetTickValue(k);
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// // PRINT_TO_FILE("ERROR:[%s,%d][%s]%s.\n", __FILE__, __LINE__, __FUNCTION__, buf);
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// }
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// //cout<<"Databoard latest price:"<<k.fullsymbol_.length()<<DataManager::instance()._latestmarkets[k.fullsymbol_].price_<<endl;
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// }
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// else if ((MSG_TYPE)(atoi(vs[0].c_str())) == MSG_TYPE::MSG_TYPE_TICK_L1) // Always Tick; actual contents are determined by MSG_TYPE
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// {
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// Tick_L1 k;
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// k.fullsymbol_ = vs[1];
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// k.time_ = vs[2];
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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_ = 1;
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// k.bidprice_L1_ = atoi(vs[5].c_str());
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// k.bidsize_L1_ = atoi(vs[6].c_str());
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// k.askprice_L1_ = atoi(vs[7].c_str());
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// k.asksize_L1_ = atoi(vs[8].c_str());
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// k.open_interest = atoi(vs[9].c_str());
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// k.open_ = atoi(vs[10].c_str());
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// k.high_ = atoi(vs[11].c_str());
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// k.low_ = atoi(vs[12].c_str());
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// k.pre_close_ = atoi(vs[13].c_str());
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// k.upper_limit_price_ = atoi(vs[14].c_str());
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// k.lower_limit_price_ = atoi(vs[15].c_str());
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// if (DataManager::instance()._latestmarkets.find(k.fullsymbol_) != DataManager::instance()._latestmarkets.end()) {
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// DataManager::instance().SetTickValue(k);
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// // PRINT_TO_FILE("ERROR:[%s,%d][%s]%s.\n", __FILE__, __LINE__, __FUNCTION__, buf);
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// }
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// }
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// else if ((MSG_TYPE)(atoi(vs[0].c_str())) == MSG_TYPE::MSG_TYPE_TICK_L5) // Always Tick; actual contents are determined by MSG_TYPE
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// {
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// Tick_L5 k;
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// k.fullsymbol_ = vs[1];
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// k.time_ = vs[2];
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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_ = 5;
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// k.bidprice_L1_ = atoi(vs[5].c_str());
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// k.bidsize_L1_ = atoi(vs[6].c_str());
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// k.askprice_L1_ = atoi(vs[7].c_str());
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// k.asksize_L1_ = atoi(vs[8].c_str());
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// k.bidprice_L2_ = atoi(vs[9].c_str());
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// k.bidsize_L2_ = atoi(vs[10].c_str());
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// k.askprice_L2_ = atoi(vs[11].c_str());
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// k.asksize_L2_ = atoi(vs[12].c_str());
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// k.bidprice_L3_ = atoi(vs[13].c_str());
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// k.bidsize_L3_ = atoi(vs[14].c_str());
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// k.askprice_L3_ = atoi(vs[15].c_str());
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// k.asksize_L3_ = atoi(vs[16].c_str());
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// k.bidprice_L4_ = atoi(vs[17].c_str());
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// k.bidsize_L4_ = atoi(vs[18].c_str());
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// k.askprice_L4_ = atoi(vs[19].c_str());
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// k.asksize_L4_ = atoi(vs[20].c_str());
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// k.bidprice_L5_ = atoi(vs[21].c_str());
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// k.bidsize_L5_ = atoi(vs[22].c_str());
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// k.askprice_L5_ = atoi(vs[23].c_str());
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// k.asksize_L5_ = atoi(vs[24].c_str());
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// k.open_interest = atoi(vs[25].c_str());
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// k.open_ = atoi(vs[26].c_str());
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// k.high_ = atoi(vs[27].c_str());
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// k.low_ = atoi(vs[28].c_str());
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// k.pre_close_ = atoi(vs[29].c_str());
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// k.upper_limit_price_ = atoi(vs[30].c_str());
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// k.lower_limit_price_ = atoi(vs[31].c_str());
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// if (DataManager::instance()._latestmarkets.find(k.fullsymbol_) != DataManager::instance()._latestmarkets.end()) {
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// DataManager::instance().SetTickValue(k);
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// // PRINT_TO_FILE("ERROR:[%s,%d][%s]%s.\n", __FILE__, __LINE__, __FUNCTION__, buf);
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// }
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// }
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// }
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// //TODO: adding trig event,sigal other thread to continue
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// }
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}
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catch (exception& e) {
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PRINT_TO_FILE_AND_CONSOLE("ERROR:[%s,%d][%s]%s.\n", __FILE__, __LINE__, __FUNCTION__, e.what());
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}
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catch (...) {
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}
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PRINT_TO_FILE("INFO:[%s,%d][%s]disconnect from market data feed.\n", __FILE__, __LINE__, __FUNCTION__);
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}
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void BarAggregatorServcie() {
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// TODO: separate from DataBoardService
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}
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void TickRecordingService() {
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std::unique_ptr<CMsgq> msgq_sub_;
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msgq_sub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::SUB, CConfig::instance().SERVERPUB_URL, false);
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string ymdstr = ymd();
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string fname = CConfig::instance().dataDir() + "/marketdata-" + ymdstr + ".txt";
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FILE* fp = fopen(fname.c_str(), "a+");
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TickWriter fwriter;
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fwriter.fp = fp;
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char *buf = nullptr;
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if (fp) {
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while (!gShutdown) {
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string msg = msgq_sub_->recmsg(0);
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if (!msg.empty())
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fwriter.put(msg);
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//fwriter.insertdb(msg);
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}
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}
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//PRINT_TO_FILE("INFO:[%s,%d][%s]recording service stopped: %s\n", __FILE__, __LINE__, __FUNCTION__);
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}
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void TickReplayService(const std::string& filetoreplay,int32_t tickinterval)
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{
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std::unique_ptr<CMsgq> msgq_pub_;
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msgq_pub_ = std::make_unique<CMsgqNanomsg>(MSGQ_PROTOCOL::PUB, CConfig::instance().SERVERPUB_URL);
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uint64_t curt = 0;
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uint64_t logt = 0;
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//vector<TimeAndMsg> lines = readreplayfile(filetoreplay);
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vector<string> lines = readreplayfile(filetoreplay);
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int32_t i = 0, sz = lines.size();
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while (!gShutdown && i++ < sz) {
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// logt = lines[i].t;
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// curt = getMicroTime();
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// static uint64_t diff = curt - logt; //89041208806
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// while (!gShutdown && (diff + logt > curt)) {
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// curt = getMicroTime();
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// }
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// string& msg = lines[i].msg;
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string& msg =lines[i];
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//cout<< "REPLAY data:"<<msg<<endl;
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msgq_pub_->sendmsg(msg);
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msleep(tickinterval);
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}
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msleep(2000);
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PRINT_TO_FILE("INFO:[%s,%d][%s]replay service stopped: %s\n", __FILE__, __LINE__, __FUNCTION__);
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}
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}
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