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128 lines
3.7 KiB
128 lines
3.7 KiB
/*****************************************************************************
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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_COMMON_CONFIG_H_
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#define CPPSRC_STARQUANT_COMMON_CONFIG_H_
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#include <Common/datastruct.h>
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#include <inttypes.h>
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#include <cmath>
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#include <mutex>
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#include <atomic>
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#include <string>
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#include <memory>
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#include <vector>
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#include <set>
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#include <queue>
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#include <map>
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#include <list>
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#include <deque>
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#include <algorithm>
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#include <fstream>
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#include <sstream>
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#include <boost/filesystem.hpp>
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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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#ifdef _WIN32
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#define WIN32_LEAN_AND_MEAN
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#include <Windows.h>
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#include<WinSock2.h>
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#else
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#include <unistd.h>
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#endif
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using std::vector;
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using std::string;
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using std::set;
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using std::mutex;
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using std::map;
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using std::atomic_int;
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namespace StarQuant {
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class CConfig {
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static CConfig* pinstance_;
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static mutex instancelock_;
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CConfig();
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public:
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RUN_MODE _mode = RUN_MODE::TRADE_MODE;
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BROKERS _broker = BROKERS::PAPER;
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MSGQ _msgq = MSGQ::NANOMSG;
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int32_t _tickinterval = 0;
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int32_t _brokerdelay = 0;
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static CConfig& instance();
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map<string, Gateway> _gatewaymap;
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mutex readlock_;
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void readConfig();
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string _config_dir;
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string _log_dir;
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string _data_dir;
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string configDir();
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string logDir();
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string dataDir();
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string logconfigfile_;
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/*************Securities List ****************/
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vector<string> securities; // full symbol
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map<string, string> instrument2sec; // instrument id to full symbol map
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map<string, string> sec2instrument; // symbol to ctp instrument
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string SecurityFullNameToCtpSymbol(const std::string& symbol);
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string CtpSymbolToSecurityFullName(const std::string& symbol);
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/********End of Securities List ************/
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/******************* Database info ***************/
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string _mongodbaddr = "mongodb://localhost:27017";
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string _mongodbname = "";
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string filetoreplay;
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/************* End of Database **********************/
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/*************** Message Queue ******************/
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// to all clients
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string SERVERPUB_URL = "tcp://localhost:55555";
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// pub the requests to engines(which subscribe)
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string SERVERSUB_URL = "tcp://localhost:55556";
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// listen all the requests from clients
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string SERVERPULL_URL = "tcp://localhost:55557";
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bool cpuaffinity = false;
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/******************** Message Queue **********/
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/************************auto task*****************/
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bool autoconnect = true;
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bool autoqry = false;
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/*********Risk setting**************/
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bool riskcheck = false;
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int32_t sizeperorderlimit = 0;
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double cashperorderlimit = 0.0;
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int32_t ordercountlimit = 0;
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double cashlimit = 0.0;
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int32_t ordersizelimit = 0;
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int32_t ordercountperseclimit = 0;
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/***********End Risk setting*********/
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};
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} // namespace StarQuant
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#endif // CPPSRC_STARQUANT_COMMON_CONFIG_H_
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