/* FIXME */ void sall_command(client c) { dstr res = get_indices(); dstr *fields = NULL; int nfield = 0, i; RTRIM(res); fields = dstr_split_len(res, dstr_length(res), ",", 1, &nfield); for (i = 1; i < nfield; ++i) { dstr pkey = dstr_new(fields[i]); dstr skey = dstr_new(pkey); dlist_t dlist; struct kvd *kvd; table_rwlock_wrlock(subscribers); if ((dlist = table_get_value(subscribers, pkey)) == NULL) { if (NEW(kvd)) { kvd->key = skey; kvd->u.dlist = dlist_new(NULL, NULL); dlist_insert_tail(kvd->u.dlist, c); dlist = dlist_new(cmpkvd, kdfree); dlist_insert_sort(dlist, kvd); table_insert(subscribers, pkey, dlist); } else { add_reply_error(c, "error allocating memory for kvd\r\n"); dstr_free(skey); dstr_free(pkey); } } else { if (NEW(kvd)) { dlist_node_t node; kvd->key = skey; kvd->u.dlist = dlist_new(NULL, NULL); if ((node = dlist_find(dlist, kvd)) == NULL) { dlist_insert_tail(kvd->u.dlist, c); dlist_insert_sort(dlist, kvd); } else { kdfree(kvd); kvd = (struct kvd *)dlist_node_value(node); if (dlist_find(kvd->u.dlist, c) == NULL) dlist_insert_tail(kvd->u.dlist, c); } } else { add_reply_error(c, "error allocating memory for kvd\r\n"); dstr_free(skey); } dstr_free(pkey); } table_rwlock_unlock(subscribers); } dstr_free(res); //-------------------------------------------------------------------------------------------------------------------- // FIXME //-------------------------------------------------------------------------------------------------------------------- }
/* FIXME */ void u_command(client c) { dstr pkey, skey; dlist_t dlist; if (dstr_length(c->argv[0]) == 1) { add_reply_error(c, "index can't be empty\r\n"); return; } pkey = dstr_new(c->argv[0] + 1); skey = dstr_new(pkey); if (c->argc > 1) { int i; for (i = 1; i < c->argc; ++i) { skey = dstr_cat(skey, ","); skey = dstr_cat(skey, c->argv[i]); } } table_rwlock_wrlock(subscribers); if ((dlist = table_get_value(subscribers, pkey))) { struct kvd *kvd; if (NEW(kvd)) { dlist_node_t node, node2; kvd->key = skey; if ((node = dlist_find(dlist, kvd))) { FREE(kvd); kvd = (struct kvd *)dlist_node_value(node); if ((node2 = dlist_find(kvd->u.dlist, c))) dlist_remove(kvd->u.dlist, node2); if (dlist_length(kvd->u.dlist) == 0) { dlist_remove(dlist, node); kdfree(kvd); } if (dlist_length(dlist) == 0) { table_remove(subscribers, pkey); dlist_free(&dlist); } } else FREE(kvd); } else add_reply_error(c, "error allocating memory for kvd"); } table_rwlock_unlock(subscribers); dstr_free(skey); dstr_free(pkey); add_reply_string(c, "\r\n", 2); }
/* FIXME */ void uall_command(client c) { dstr res = get_indices(); dstr *fields = NULL; int nfield = 0, i; RTRIM(res); fields = dstr_split_len(res, dstr_length(res), ",", 1, &nfield); for (i = 1; i < nfield; ++i) { dstr pkey = dstr_new(fields[i]); dstr skey = dstr_new(pkey); dlist_t dlist; table_rwlock_wrlock(subscribers); if ((dlist = table_get_value(subscribers, pkey))) { struct kvd *kvd; if (NEW(kvd)) { dlist_node_t node, node2; kvd->key = skey; if ((node = dlist_find(dlist, kvd))) { FREE(kvd); kvd = (struct kvd *)dlist_node_value(node); if ((node2 = dlist_find(kvd->u.dlist, c))) dlist_remove(kvd->u.dlist, node2); if (dlist_length(kvd->u.dlist) == 0) { dlist_remove(dlist, node); kdfree(kvd); } if (dlist_length(dlist) == 0) { table_remove(subscribers, pkey); dlist_free(&dlist); } } else FREE(kvd); } else add_reply_error(c, "error allocating memory for kvd"); } table_rwlock_unlock(subscribers); dstr_free(skey); dstr_free(pkey); } add_reply_string(c, "\r\n", 2); dstr_free(res); }
static int impvbaw_exec(void *data, void *data2) { RAII_VAR(struct msg *, msg, (struct msg *)data, msg_decr); Quote *quote = (Quote *)msg->data; struct msgs *out = (struct msgs *)data2; dstr contract; float last; char *p; table_node_t node; contract = dstr_new(quote->thyquote.m_cHYDM); if (!strcmp(contract, "") || (fabs(quote->thyquote.m_dZXJ) <= 0.000001 && fabs(quote->thyquote.m_dMRJG1) <= 0.000001 && fabs(quote->thyquote.m_dMCJG1) <= 0.000001)) { xcb_log(XCB_LOG_WARNING, "Invalid quote: '%d,%d,%s,%.2f,%.2f,%.2f'", quote->thyquote.m_nTime, quote->m_nMSec, contract, quote->thyquote.m_dZXJ, quote->thyquote.m_dMRJG1, quote->thyquote.m_dMCJG1); goto end; } /* FIXME */ if (!strncasecmp(contract, "IO", 2) || !strncasecmp(contract, "HO", 2) || !strncasecmp(contract, "00", 2) || !strncasecmp(contract, "60", 2)) goto end; last = quote->thyquote.m_dZXJ; if ((p = strrchr(contract, 'C')) == NULL) p = strrchr(contract, 'P'); /* FIXME: option quote */ if (p && p != contract && p != contract + dstr_length(contract) - 1 && ((*(p - 1) == '-' && *(p + 1) == '-') || (isdigit(*(p - 1)) && isdigit(*(p + 1))))) { dstr spotname, type, strike; float spot; struct prices *prices; double expiry, vol, vol2, vol3; struct tm lt; char *res; spotname = *(p - 1) == '-' ? dstr_new_len(contract, p - contract - 1) : dstr_new_len(contract, p - contract); type = dstr_new_len(p, 1); strike = *(p + 1) == '-' ? dstr_new_len(p + 2, contract + dstr_length(contract) - p - 2) : dstr_new_len(p + 1, contract + dstr_length(contract) - p - 1); table_rwlock_rdlock(spots); if ((node = table_find(spots, spotname)) == NULL) { table_rwlock_unlock(spots); dstr_free(strike); dstr_free(type); dstr_free(spotname); goto end; } spot = table_node_float(node); table_rwlock_unlock(spots); if (fabs(spot) <= 0.000001) { xcb_log(XCB_LOG_WARNING, "The price of spot '%s' be zero", spotname); dstr_free(strike); dstr_free(type); dstr_free(spotname); goto end; } table_lock(optns); if ((node = table_find(optns, contract)) == NULL) { if (NEW(prices)) { prices->prelast = last; prices->prebid1 = quote->thyquote.m_dMRJG1; prices->preask1 = quote->thyquote.m_dMCJG1; prices->prespot = spot; table_insert(optns, dstr_new(contract), prices); } else xcb_log(XCB_LOG_WARNING, "Error allocating memory for prices"); } else { prices = (struct prices *)table_node_value(node); if (fabs(prices->prelast - last) <= 0.000001 && fabs(prices->prebid1 - quote->thyquote.m_dMRJG1) <= 0.000001 && fabs(prices->preask1 - quote->thyquote.m_dMCJG1) <= 0.000001 && fabs(prices->prespot - spot) <= 0.000001) { table_unlock(optns); dstr_free(strike); dstr_free(type); dstr_free(spotname); goto end; } else { prices->prelast = last; prices->prebid1 = quote->thyquote.m_dMRJG1; prices->preask1 = quote->thyquote.m_dMCJG1; prices->prespot = spot; } } table_unlock(optns); if ((node = table_find(expiries, contract))) expiry = table_node_double(node); else { char *month; struct timeval tv; int diff; xcb_log(XCB_LOG_WARNING, "No exact expiry date for '%s'", contract); month = spotname + dstr_length(spotname) - 2; gettimeofday(&tv, NULL); if ((diff = atoi(month) - localtime_r(&tv.tv_sec, <)->tm_mon - 1) < 0) diff += 12; if (diff == 0) diff = 1; expiry = diff / 12.0; } /* FIXME: last price */ if (fabs(last) <= 0.000001) vol = NAN; else vol = impv_baw(spot, atof(strike), r, r, expiry, last, !strcasecmp(type, "C") ? AMER_CALL : AMER_PUT); /* FIXME: bid price 1 */ if (fabs(quote->thyquote.m_dMRJG1) <= 0.000001) vol2 = NAN; else if (fabs(quote->thyquote.m_dMRJG1 - last) <= 0.000001) vol2 = vol; else vol2 = impv_baw(spot, atof(strike), r, r, expiry, quote->thyquote.m_dMRJG1, !strcasecmp(type, "C") ? AMER_CALL : AMER_PUT); /* FIXME: ask price 1 */ if (fabs(quote->thyquote.m_dMCJG1) <= 0.000001) vol3 = NAN; else if (fabs(quote->thyquote.m_dMCJG1 - last) <= 0.000001) vol3 = vol; else vol3 = impv_baw(spot, atof(strike), r, r, expiry, quote->thyquote.m_dMCJG1, !strcasecmp(type, "C") ? AMER_CALL : AMER_PUT); if ((res = ALLOC(512))) { time_t t = (time_t)quote->thyquote.m_nTime; char datestr[64]; strftime(datestr, sizeof datestr, "%F %T", localtime_r(&t, <)); snprintf(res, 512, "IMPVBAW,%s.%03d,%s|%.2f,%f,%.2f,%f,%.2f,%f,%.2f", datestr, quote->m_nMSec, contract, last, vol, quote->thyquote.m_dMRJG1, vol2, quote->thyquote.m_dMCJG1, vol3, spot); out2rmp(res); snprintf(res, 512, "IMPVBAW,%d,%d,%s,%.2f,%f,%.2f,%f,%.2f,%f,%.2f,%s,%s,%s,%f,%f,%d,0,0", quote->thyquote.m_nTime, quote->m_nMSec, contract, last, vol, quote->thyquote.m_dMRJG1, vol2, quote->thyquote.m_dMCJG1, vol3, spot, spotname, type, strike, r, expiry, quote->thyquote.m_nCJSL); if (out2msgs(res, out) == -1) FREE(res); } else xcb_log(XCB_LOG_WARNING, "Error allocating memory for result"); dstr_free(strike); dstr_free(type); dstr_free(spotname); /* future quote */ } else { table_rwlock_wrlock(spots); if ((node = table_find(spots, contract)) == NULL) { if ((node = table_insert_raw(spots, contract))) table_set_float(node, last); } else { table_set_float(node, last); dstr_free(contract); } table_rwlock_unlock(spots); return 0; } end: dstr_free(contract); return 0; }
/* FIXME */ void s_command(client c) { dstr pkey, skey; int i; dlist_t dlist; struct kvd *kvd; if (dstr_length(c->argv[0]) == 1) { add_reply_error(c, "index can't be empty\r\n"); return; } pkey = dstr_new(c->argv[0] + 1); skey = dstr_new(pkey); if (c->argc > 1) for (i = 1; i < c->argc; ++i) { skey = dstr_cat(skey, ","); skey = dstr_cat(skey, c->argv[i]); } table_lock(cache); if ((dlist = table_get_value(cache, pkey))) { dlist_iter_t iter = dlist_iter_new(dlist, DLIST_START_HEAD); dlist_node_t node; /* FIXME: still has room to improve */ while ((node = dlist_next(iter))) { kvd = (struct kvd *)dlist_node_value(node); if (dstr_length(kvd->key) >= dstr_length(skey) && !memcmp(kvd->key, skey, dstr_length(skey))) { dstr *fields = NULL; int nfield = 0; dstr res, contracts = NULL; fields = dstr_split_len(kvd->key, dstr_length(kvd->key), ",", 1, &nfield); res = dstr_new(fields[0]); if (nfield > 1) { contracts = dstr_new(fields[1]); for (i = 2; i < nfield; ++i) { contracts = dstr_cat(contracts, ","); contracts = dstr_cat(contracts, fields[i]); } } dstr_free_tokens(fields, nfield); fields = NULL, nfield = 0; fields = dstr_split_len(kvd->u.value, dstr_length(kvd->u.value), ",", 1, &nfield); res = dstr_cat(res, ","); res = dstr_cat(res, fields[0]); if (contracts) { res = dstr_cat(res, ","); res = dstr_cat(res, contracts); } for (i = 1; i < nfield; ++i) { res = dstr_cat(res, ","); res = dstr_cat(res, fields[i]); } res = dstr_cat(res, "\r\n"); pthread_spin_lock(&c->lock); if (!(c->flags & CLIENT_CLOSE_ASAP)) { if (net_try_write(c->fd, res, dstr_length(res), 10, NET_NONBLOCK) == -1) { xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s", c, strerror(errno)); if (++c->eagcount >= 3) { client_free_async(c); pthread_spin_unlock(&c->lock); dstr_free(contracts); dstr_free(res); dstr_free_tokens(fields, nfield); table_unlock(cache); dstr_free(skey); dstr_free(pkey); return; } } else if (c->eagcount) c->eagcount = 0; } pthread_spin_unlock(&c->lock); dstr_free(contracts); dstr_free(res); dstr_free_tokens(fields, nfield); } } dlist_iter_free(&iter); } table_unlock(cache); table_rwlock_wrlock(subscribers); if ((dlist = table_get_value(subscribers, pkey)) == NULL) { if (NEW(kvd)) { kvd->key = skey; kvd->u.dlist = dlist_new(NULL, NULL); dlist_insert_tail(kvd->u.dlist, c); dlist = dlist_new(cmpkvd, kdfree); dlist_insert_sort(dlist, kvd); table_insert(subscribers, pkey, dlist); } else { add_reply_error(c, "error allocating memory for kvd\r\n"); dstr_free(skey); dstr_free(pkey); } } else { if (NEW(kvd)) { dlist_node_t node; kvd->key = skey; kvd->u.dlist = dlist_new(NULL, NULL); if ((node = dlist_find(dlist, kvd)) == NULL) { dlist_insert_tail(kvd->u.dlist, c); dlist_insert_sort(dlist, kvd); } else { kdfree(kvd); kvd = (struct kvd *)dlist_node_value(node); if (dlist_find(kvd->u.dlist, c) == NULL) dlist_insert_tail(kvd->u.dlist, c); } } else { add_reply_error(c, "error allocating memory for kvd\r\n"); dstr_free(skey); } dstr_free(pkey); } table_rwlock_unlock(subscribers); }