static int LsLuaShmReplace(lua_State *L)
{
const char *tag = "ls.shared.add";
char namebuf[0x100];
int numElem = 3;
LsShmHash *pShared;
pShared = LsLuaShmGetHash(L, tag, numElem, namebuf, 0x100);
if (pShared)
{
ls_luashm_t *pShmValue = LsLuaShmFind(pShared, namebuf);
if ((pShmValue) && (!isTimeExpired(pShmValue)))
return LsLuaShmSetHelper(L, pShared, numElem, namebuf);
else
{
LsLuaApi::pushboolean(L, 0);
LsLuaApi::pushstring(L, "not found");
LsLuaApi::pushboolean(L, 0);
return 3;
}
}
else
{
LsLuaApi::pushboolean(L, 0);
LsLuaApi::pushstring(L, "bad parameters");
LsLuaApi::pushboolean(L, 0);
return 3;
}
}
int SmallOrder::onMktUpdate(MarketUpdate &mkt) {
switch (state) {
case OrderState::Init: {
halfSpread = calHalfSpread(mkt);
arrivalOrderPT = CedarTimeHelper::getCurPTime();
activeLeg = Starting;
updateLeg(SwitchSignal::Initial);
placeOrder(mkt);
LOG(INFO) << "snap half spread: " << halfSpread;
logStatusInfo(mkt);
break;
}
case Ready: {
placeOrder(mkt);
break;
}
//TODO: move time expiration checking to a separate timer event
case Sent: {
double currentMid = (mkt.bid_price(0) + mkt.ask_price(0)) * 0.5;
double currentPrice = calPlacePrice(mkt);
if (isMaxTimeExpired()) {
LOG(INFO) << "max order life reached, cancelling...";
cancelOrder(true);
} else if (isTimeExpired() || isMktMoved(currentMid)) {
LOG(INFO) << "time expired or market moved, switching legs...";
LOG(INFO) << "current mid: " << currentMid;
LOG(INFO) << "last mid: " << lastLegMid;
updateLeg(SwitchSignal::TimeExpired);
cancelOrder();
} else if (placePrice != currentPrice) {
LOG(INFO) << "price expired, recalculating limit price...";
cancelOrder();
}
break;
}
case TerminateCancel:
default:
return 0;
}
return 0;
}
static int LsLuaShmIncr(lua_State *L)
{
const char *tag = "ls.shared.incr";
char namebuf[0x100];
int numElem = 2;
LsShmHash *pShared;
pShared = LsLuaShmGetHash(L, tag, numElem, namebuf, 0x100);
if (pShared)
{
ls_luashm_t *pShmValue = LsLuaShmFind(pShared, namebuf);
if ((pShmValue) && (!isTimeExpired(pShmValue)))
{
if (pShmValue->m_type == ls_luashm_long)
{
pShmValue->m_ulong++;
LsLuaApi::pushinteger(L, pShmValue->m_ulong);
LsLuaApi::pushnil(L);
}
else if (pShmValue->m_type == ls_luashm_double)
{
pShmValue->m_double += 1.0;
LsLuaApi::pushnumber(L, pShmValue->m_double);
LsLuaApi::pushnil(L);
}
else
{
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "not a number");
}
return 2;
}
else
{
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "not found");
return 2;
}
}
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "bad parameters");
return 2;
}
int LsLuaShmFlushExpCb(LsShmHash::iteroffset iterOff, void *pUData)
{
ls_luashm_scanner_t *pScanner = (ls_luashm_scanner_t *)pUData;
LsShmHash::iterator iter = pScanner->handle->offset2iterator(iterOff);
ls_luashm_t *pVal = (ls_luashm_t *)iter->getVal();
if ((iter->getValLen() != sizeof(ls_luashm_t))
|| (pVal->m_iMagic != LS_LUASHM_MAGIC))
return 0;
if (isTimeExpired(pVal))
{
pVal->m_iMagic = 0;
if (pVal->m_iValueLen > sizeof(double))
pScanner->handle->release2(pVal->m_iOffset, pVal->m_iValueLen);
pScanner->handle->eraseIterator(iterOff);
++pScanner->numchecked;
if ((pScanner->maxcheck)
&& (pScanner->numchecked >= pScanner->maxcheck))
return 1;
}
return 0;
}
static int LsLuaShmGetHelper(lua_State *L, int checkExpired)
{
const char *ptr, *tag = "ls.shared.get_helper";
char namebuf[0x100];
int numElem = 2;
LsShmHash *pShared;
ls_luashm_t *pVal;
pShared = LsLuaShmGetHash(L, tag, numElem, namebuf, 0x100);
if (pShared == NULL)
{
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "not a shared OBJECT");
return 2;
}
pVal = LsLuaShmFind(pShared, namebuf);
if (pVal == NULL)
{
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "not found");
return 2;
}
if (checkExpired && isTimeExpired(pVal))
{
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "expired");
return 2;
}
switch (pVal->m_type)
{
case ls_luashm_long:
LsLuaApi::pushinteger(L, pVal->m_ulong);
break;
case ls_luashm_double:
LsLuaApi::pushnumber(L, (lua_Number)pVal->m_double);
break;
case ls_luashm_string:
if (pVal->m_iValueLen > sizeof(double))
{
ptr = (const char *)pShared->offset2ptr(pVal->m_iOffset);
LsLuaApi::pushlstring(L, ptr, pVal->m_iValueLen);
}
else
{
LsLuaApi::pushlstring(L, (const char *)pVal->m_ucharArray,
pVal->m_iValueLen);
}
break;
case ls_luashm_boolean:
if (pVal->m_boolean)
LsLuaApi::pushboolean(L, 1);
else
LsLuaApi::pushboolean(L, 0);
break;
case ls_luashm_nil:
default:
LsLuaApi::pushnil(L);
LsLuaApi::pushstring(L, "not a shared value type");
return 2;
}
if (checkExpired == 0)
{
LsLuaApi::pushinteger(L, pVal->m_iFlags);
if (isTimeExpired(pVal))
LsLuaApi::pushboolean(L, 1);
return 3;
}
if (pVal->m_iFlags)
{
LsLuaApi::pushinteger(L, pVal->m_iFlags);
return 2;
}
else
return 1;
}
