static void on_deep_market_data(struct CUstpFtdcDepthMarketDataField *deepmd) {
Quote *quote;
if (deepmd == NULL) {
xcb_log(XCB_LOG_WARNING, "deepmd is NULL!");
return;
}
if (NEW0(quote)) {
/* FIXME */
quote->thyquote.m_nLen = sizeof(tHYQuote);
RMCHR(deepmd->UpdateTime, ':');
quote->thyquote.m_nTime = atoi(deepmd->UpdateTime) * 1000 + deepmd->UpdateMillisec;
strcpy(quote->thyquote.m_cHYDM, deepmd->InstrumentID);
quote->thyquote.m_dZJSJ = deepmd->PreSettlementPrice;
quote->thyquote.m_dJJSJ = deepmd->SettlementPrice;
quote->thyquote.m_dCJJJ = 0;
quote->thyquote.m_dZSP = deepmd->PreClosePrice;
quote->thyquote.m_dJSP = deepmd->ClosePrice;
quote->thyquote.m_dJKP = deepmd->OpenPrice;
quote->thyquote.m_nZCCL = deepmd->PreOpenInterest;
quote->thyquote.m_nCCL = deepmd->OpenInterest;
quote->thyquote.m_dZXJ = deepmd->LastPrice;
quote->thyquote.m_nCJSL = deepmd->Volume;
quote->thyquote.m_dCJJE = deepmd->Turnover;
quote->thyquote.m_dZGBJ = deepmd->UpperLimitPrice;
quote->thyquote.m_dZDBJ = deepmd->LowerLimitPrice;
quote->thyquote.m_dZGJ = deepmd->HighestPrice;
quote->thyquote.m_dZDJ = deepmd->LowestPrice;
quote->thyquote.m_dZXSD = deepmd->PreDelta;
quote->thyquote.m_dJXSD = deepmd->CurrDelta;
quote->thyquote.m_dMRJG1 = deepmd->BidPrice1;
quote->thyquote.m_dMCJG1 = deepmd->AskPrice1;
quote->thyquote.m_nMRSL1 = deepmd->BidVolume1;
quote->thyquote.m_nMCSL1 = deepmd->AskVolume1;
quote->thyquote.m_dMRJG2 = deepmd->BidPrice2;
quote->thyquote.m_dMCJG2 = deepmd->AskPrice2;
quote->thyquote.m_nMRSL2 = deepmd->BidVolume2;
quote->thyquote.m_nMCSL2 = deepmd->AskVolume2;
quote->thyquote.m_dMRJG3 = deepmd->BidPrice3;
quote->thyquote.m_dMCJG3 = deepmd->AskPrice3;
quote->thyquote.m_nMRSL3 = deepmd->BidVolume3;
quote->thyquote.m_nMCSL3 = deepmd->AskVolume3;
quote->thyquote.m_dMRJG4 = deepmd->BidPrice4;
quote->thyquote.m_dMCJG4 = deepmd->AskPrice4;
quote->thyquote.m_nMRSL4 = deepmd->BidVolume4;
quote->thyquote.m_nMCSL4 = deepmd->AskVolume4;
quote->thyquote.m_dMRJG5 = deepmd->BidPrice5;
quote->thyquote.m_dMCJG5 = deepmd->AskPrice5;
quote->thyquote.m_nMRSL5 = deepmd->BidVolume5;
quote->thyquote.m_nMCSL5 = deepmd->AskVolume5;
process_quote(quote);
} else
xcb_log(XCB_LOG_WARNING, "Error allocating memory for quote");
}
static void on_best_and_deep(struct MDBestAndDeep *deepmd) {
Quote *quote;
if (deepmd == NULL)
return;
if (NEW0(quote)) {
/* FIXME */
quote->thyquote.m_nLen = sizeof(tHYQuote);
quote->thyquote.m_nTime = atoi(deepmd->GenTime);
strcpy(quote->thyquote.m_cJYS, deepmd->Exchange);
strcpy(quote->thyquote.m_cHYDM, deepmd->Contract);
quote->thyquote.m_bTPBZ = deepmd->SuspensionSign;
quote->thyquote.m_dZJSJ = deepmd->LastClearPrice;
quote->thyquote.m_dJJSJ = deepmd->ClearPrice;
quote->thyquote.m_dCJJJ = deepmd->AvgPrice;
quote->thyquote.m_dZSP = deepmd->LastClose;
quote->thyquote.m_dJSP = deepmd->Close;
quote->thyquote.m_dJKP = deepmd->OpenPrice;
quote->thyquote.m_nZCCL = deepmd->LastOpenInterest;
quote->thyquote.m_nCCL = deepmd->OpenInterest;
quote->thyquote.m_dZXJ = deepmd->LastPrice;
quote->thyquote.m_nCJSL = deepmd->MatchTotQty;
quote->thyquote.m_dCJJE = deepmd->Turnover;
quote->thyquote.m_dZGBJ = deepmd->RiseLimit;
quote->thyquote.m_dZDBJ = deepmd->FallLimit;
quote->thyquote.m_dZGJ = deepmd->HighPrice;
quote->thyquote.m_dZDJ = deepmd->LowPrice;
quote->thyquote.m_dZXSD = deepmd->PreDelta;
quote->thyquote.m_dJXSD = deepmd->CurrDelta;
quote->thyquote.m_dMRJG1 = deepmd->BuyPriceOne;
quote->thyquote.m_dMCJG1 = deepmd->SellPriceOne;
quote->thyquote.m_nMRSL1 = deepmd->BuyQtyOne;
quote->thyquote.m_nMCSL1 = deepmd->SellQtyOne;
quote->thyquote.m_dMRJG2 = deepmd->BuyPriceTwo;
quote->thyquote.m_dMCJG2 = deepmd->SellPriceTwo;
quote->thyquote.m_nMRSL2 = deepmd->BuyQtyTwo;
quote->thyquote.m_nMCSL2 = deepmd->SellQtyTwo;
quote->thyquote.m_dMRJG3 = deepmd->BuyPriceThree;
quote->thyquote.m_dMCJG3 = deepmd->SellPriceThree;
quote->thyquote.m_nMRSL3 = deepmd->BuyQtyThree;
quote->thyquote.m_nMCSL3 = deepmd->SellQtyThree;
quote->thyquote.m_dMRJG4 = deepmd->BuyPriceFour;
quote->thyquote.m_dMCJG4 = deepmd->SellPriceFour;
quote->thyquote.m_nMRSL4 = deepmd->BuyQtyFour;
quote->thyquote.m_nMCSL4 = deepmd->SellQtyFour;
quote->thyquote.m_dMRJG5 = deepmd->BuyPriceFive;
quote->thyquote.m_dMCJG5 = deepmd->SellPriceFive;
quote->thyquote.m_nMRSL5 = deepmd->BuyQtyFive;
quote->thyquote.m_nMCSL5 = deepmd->SellQtyFive;
process_quote(quote);
} else
xcb_log(XCB_LOG_WARNING, "Error allocating memory for quote");
}
static void read_quote(event_loop el, int fd, int mask, void *data) {
char *buf;
struct sockaddr_in si;
socklen_t slen = sizeof si;
int nread;
NOT_USED(el);
NOT_USED(mask);
NOT_USED(data);
if ((buf = CALLOC(1, sizeof (Quote))) == NULL)
return;
/* FIXME */
if ((nread = recvfrom(fd, buf, sizeof (Quote), 0, (struct sockaddr *)&si, &slen)) > 0 && strcmp(buf, ""))
process_quote(buf);
else
FREE(buf);
}
int main(void){
struct entry quote;
int quoteNo = 0;
do{
printf("Please enter a Quote or Q to quit. \n");
scanf("%c", "e.quote);
if(quote != Q && strlen(quote.quote) < MAXLEN
&& !exist(quote.quote) && ++quoteNo < MAXENTRY){
process_quote(quote.quote);
}
} while (input != Q);
free_mem(tail);
return 0;
}
static void on_deep_market_data(struct DFITCDepthMarketDataField *deepmd) {
Quote *quote;
if (deepmd == NULL)
return;
if (NEW0(quote)) {
/* FIXME */
quote->thyquote.m_nLen = sizeof (tHYQuote);
RMCHR(deepmd->UpdateTime, ':');
quote->thyquote.m_nTime = atoi(deepmd->UpdateTime) * 1000 + deepmd->UpdateMillisec;
strcpy(quote->thyquote.m_cJYS, deepmd->exchangeID);
strcpy(quote->thyquote.m_cHYDM, deepmd->instrumentID);
quote->thyquote.m_dZJSJ = deepmd->preSettlementPrice;
quote->thyquote.m_dJJSJ = deepmd->settlementPrice;
quote->thyquote.m_dCJJJ = deepmd->AveragePrice;
quote->thyquote.m_dZSP = deepmd->preClosePrice;
quote->thyquote.m_dJSP = deepmd->closePrice;
quote->thyquote.m_dJKP = deepmd->openPrice;
quote->thyquote.m_nZCCL = deepmd->preOpenInterest;
quote->thyquote.m_nCCL = deepmd->openInterest;
quote->thyquote.m_dZXJ = deepmd->lastPrice;
quote->thyquote.m_nCJSL = deepmd->Volume;
quote->thyquote.m_dCJJE = deepmd->turnover;
quote->thyquote.m_dZGBJ = deepmd->upperLimitPrice;
quote->thyquote.m_dZDBJ = deepmd->lowerLimitPrice;
quote->thyquote.m_dZGJ = deepmd->highestPrice;
quote->thyquote.m_dZDJ = deepmd->lowestPrice;
quote->thyquote.m_dZXSD = deepmd->preDelta;
quote->thyquote.m_dJXSD = deepmd->currDelta;
quote->thyquote.m_dMRJG1 = deepmd->BidPrice1;
quote->thyquote.m_dMCJG1 = deepmd->AskPrice1;
quote->thyquote.m_nMRSL1 = deepmd->BidVolume1;
quote->thyquote.m_nMCSL1 = deepmd->AskVolume1;
process_quote(quote);
} else
xcb_log(XCB_LOG_WARNING, "Error allocating memory for quote");
}
