/* 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 csi300_exec(void *data, void *data2) {
RAII_VAR(struct msg *, msg, (struct msg *)data, msg_decr);
Quote *quote = (Quote *)msg->data;
struct wp *wp;
NOT_USED(data2);
if (isnan(divisor)) {
xcb_log(XCB_LOG_WARNING, "No valid value for divisor");
goto end;
}
table_lock(contracts);
if ((wp = table_get_value(contracts, quote->thyquote.m_cHYDM)) &&
(isnan(wp->price) || fabs(wp->price - quote->thyquote.m_dZXJ) > 0.000001)) {
table_iter_t iter = table_iter_new(contracts);
table_node_t node;
double sum = 0.0;
time_t t = (time_t)quote->thyquote.m_nTime;
struct tm lt;
char datestr[64], res[512];
wp->price = quote->thyquote.m_dZXJ;
while ((node = table_next(iter))) {
wp = table_node_value(node);
if (isnan(wp->price)) {
xcb_log(XCB_LOG_WARNING, "No price info for '%s'", table_node_key(node));
table_iter_free(&iter);
table_unlock(contracts);
goto end;
}
sum += wp->weight * wp->price;
}
table_iter_free(&iter);
strftime(datestr, sizeof datestr, "%F %T", localtime_r(&t, <));
snprintf(res, sizeof res, "CSI300,%s.%03d|%f",
datestr,
quote->m_nMSec,
(sum / divisor) * 1000);
out2rmp(res);
}
table_unlock(contracts);
end:
return 0;
}
/* FIXME */
void qc_command(client c) {
char buf[64];
dstr rid;
struct crss *crss;
snprintf(buf, sizeof buf, "%p,", c);
rid = dstr_new(buf);
rid = dstr_cat(rid, c->argv[1]);
if (rids == NULL)
rids = table_new(cmpstr, hashmurmur2, kfree, NULL);
table_lock(rids);
if ((crss = table_get_value(rids, rid))) {
crss->cancel = 1;
xcb_log(XCB_LOG_DEBUG, "Query with rid '%s' got cancelled", c->argv[1]);
}
table_unlock(rids);
add_reply_string(c, "\r\n", 2);
dstr_free(rid);
}
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) {
Quote *quote;
struct msg *msg;
quote = (Quote *)buf;
if (quote->thyquote.m_nLen == sizeof (THYQuote)) {
int tlen;
quote->thyquote.m_cJYS[sizeof quote->thyquote.m_cJYS - 1] = '\0';
quote->thyquote.m_cHYDM[sizeof quote->thyquote.m_cHYDM - 1] = '\0';
quote->m_nMSec = 0;
/* for testing */
dlist_rwlock_rdlock(monitors);
if (dlist_length(monitors) > 0) {
char res[512];
dlist_iter_t iter = dlist_iter_new(monitors, DLIST_START_HEAD);
dlist_node_t node;
snprintf(res, sizeof res, "RX '%d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%.2f,%.2f,%d,%.2f,%d,%d,%.2f,%d,%.2f,%d'\r\n",
quote->thyquote.m_nTime,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (c->flags & CLIENT_CLOSE_ASAP) {
pthread_spin_unlock(&c->lock);
continue;
}
if (net_try_write(c->fd, res, strlen(res), 10, NET_NONBLOCK) == -1) {
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s",
c, strerror(errno));
if (++c->eagcount >= 10)
client_free_async(c);
} else if (c->eagcount)
c->eagcount = 0;
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
}
dlist_rwlock_unlock(monitors);
/* FIXME */
if (quote->thyquote.m_nTime == 999999999) {
FREE(buf);
return;
} else if ((tlen = intlen(quote->thyquote.m_nTime)) < 10) {
struct timeval tv;
struct tm lt;
gettimeofday(&tv, NULL);
localtime_r(&tv.tv_sec, <);
if (quote->thyquote.m_cHYDM[0] == 'S' && quote->thyquote.m_cHYDM[1] == 'P')
quote->thyquote.m_nTime *= 1000;
else if (tlen == 6 || tlen == 7)
quote->thyquote.m_nTime *= 100;
lt.tm_hour = quote->thyquote.m_nTime / 10000000;
lt.tm_min = quote->thyquote.m_nTime % 10000000 / 100000;
lt.tm_sec = quote->thyquote.m_nTime % 100000 / 1000;
quote->m_nMSec = quote->thyquote.m_nTime % 1000;
quote->thyquote.m_nTime = mktime(<);
}
/* FIXME */
if (addms) {
struct timeval tv;
dstr contract = dstr_new(quote->thyquote.m_cHYDM);
struct sms *sms;
gettimeofday(&tv, NULL);
if ((sms = table_get_value(times, contract)) == NULL) {
if (NEW(sms)) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
table_insert(times, contract, sms);
}
} else if (sms->qsec != quote->thyquote.m_nTime) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
dstr_free(contract);
} else {
int32_t offset;
if ((offset = (tv.tv_sec - sms->sec) * 1000 +
tv.tv_usec / 1000 - sms->msec) > 999)
offset = 999;
quote->m_nMSec = offset;
dstr_free(contract);
}
}
}
if (NEW0(msg) == NULL) {
FREE(buf);
return;
}
msg->data = buf;
msg->refcount = 1;
thrpool_queue(tp, send_quote, msg, NULL, msgfree, NULL);
} else
FREE(buf);
}
void process_quote(void *data) {
Quote *quote;
struct msg *msg;
quote = (Quote *)data;
if (quote->thyquote.m_nLen == sizeof (tHYQuote)) {
dlist_iter_t iter;
dlist_node_t node;
int tlen;
quote->thyquote.m_cJYS[sizeof quote->thyquote.m_cJYS - 1] = '\0';
quote->thyquote.m_cHYDM[sizeof quote->thyquote.m_cHYDM - 1] = '\0';
quote->m_nMSec = 0;
/* in case of multiple monitors */
dlist_rwlock_rdlock(monitors);
if (dlist_length(monitors) > 0) {
char res[512];
snprintf(res, sizeof res, "RX '%d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%.2f,%.2f,%d,%.2f,%d,%d,%.2f,%d,%.2f,%d'\r\n",
quote->thyquote.m_nTime,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
iter = dlist_iter_new(monitors, DLIST_START_HEAD);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (!(c->flags & CLIENT_CLOSE_ASAP)) {
if (net_try_write(c->fd, res, strlen(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);
} else if (c->eagcount)
c->eagcount = 0;
}
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
}
dlist_rwlock_unlock(monitors);
/* FIXME */
if (quote->thyquote.m_nTime == 999999999) {
FREE(data);
return;
/* idiosyncrasy of different timestamps */
} else if ((tlen = intlen(quote->thyquote.m_nTime)) < 10) {
int hour;
struct tm lt;
hour = quote->thyquote.m_nTime / 10000000;
if (tv.tv_sec == 0 || hour == 9 || hour == 21)
gettimeofday(&tv, NULL);
if (prev_hour == 23 && hour == 0)
tv.tv_sec += 24 * 60 * 60;
prev_hour = hour;
localtime_r(&tv.tv_sec, <);
if (quote->thyquote.m_cHYDM[0] == 'S' && quote->thyquote.m_cHYDM[1] == 'P')
quote->thyquote.m_nTime *= 1000;
else if (tlen == 6 || tlen == 7)
quote->thyquote.m_nTime *= 100;
lt.tm_sec = quote->thyquote.m_nTime % 100000 / 1000;
lt.tm_min = quote->thyquote.m_nTime % 10000000 / 100000;
lt.tm_hour = hour;
quote->m_nMSec = quote->thyquote.m_nTime % 1000;
quote->thyquote.m_nTime = mktime(<);
}
/* FIXME: no millisecond field in some exchanges' quotes */
if (addms) {
struct timeval tv;
dstr contract = dstr_new(quote->thyquote.m_cHYDM);
struct sms *sms;
gettimeofday(&tv, NULL);
if ((sms = table_get_value(times, contract)) == NULL) {
if (NEW(sms)) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
table_insert(times, contract, sms);
}
} else if (sms->qsec != quote->thyquote.m_nTime) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
dstr_free(contract);
} else {
int32_t offset;
if ((offset = (tv.tv_sec - sms->sec) * 1000 +
tv.tv_usec / 1000 - sms->msec) > 999)
offset = 999;
quote->m_nMSec = offset;
dstr_free(contract);
}
}
if (get_logger_level() == __LOG_DEBUG) {
time_t t = (time_t)quote->thyquote.m_nTime;
char datestr[64];
strftime(datestr, sizeof datestr, "%F %T", localtime(&t));
xcb_log(XCB_LOG_DEBUG, "%s.%03d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%d,%.2f,%d,%d,%.2f,%d,%.2f,%d",
datestr,
quote->m_nMSec,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
}
} else
xcb_log(XCB_LOG_DEBUG, "Data '%s' received", data);
if (NEW0(msg) == NULL) {
FREE(data);
return;
}
msg->data = data;
msg->refcount = 1;
thrpool_queue(tp, send_quote, msg, NULL, msgfree, NULL);
}
static int mm_impvbaw_exec(void *data, void *data2) {
RAII_VAR(struct msg *, msg, (struct msg *)data, msg_decr);
dstr *fields = NULL;
int nfield = 0;
time_t t;
dstr spotname;
double vol;
NOT_USED(data2);
fields = dstr_split_len(msg->data, strlen(msg->data), ",", 1, &nfield);
/* FIXME */
if (nfield != 19) {
xcb_log(XCB_LOG_WARNING, "Message '%s' garbled", msg->data);
goto end;
}
t = (time_t)atoi(fields[1]);
spotname = dstr_new(fields[11]);
vol = atof(fields[5]);
if (!isnan(vol)) {
struct mm *mm;
int flag = 0;
table_lock(contracts);
if ((mm = table_get_value(contracts, spotname)) == NULL) {
if (NEW(mm)) {
mm->min = mm->max = vol;
flag = 1;
table_insert(contracts, spotname, mm);
} else
xcb_log(XCB_LOG_WARNING, "Error allocating memory for mm");
} else {
if (mm->min > vol) {
mm->min = vol;
flag = 1;
} else if (mm->max < vol) {
mm->max = vol;
flag = 1;
}
dstr_free(spotname);
}
if (mm && flag) {
struct tm lt;
char datestr[64], res[512];
localtime_r(&t, <);
lt.tm_hour = lt.tm_min = lt.tm_sec = 0;
strftime(datestr, sizeof datestr, "%F %T", <);
snprintf(res, sizeof res, "MM_IMPVBAW,%s.000,%s|%f,%f",
datestr,
fields[11],
mm->min,
mm->max);
out2rmp(res);
}
table_unlock(contracts);
}
end:
dstr_free_tokens(fields, nfield);
return 0;
}
static inline void load_config(void) {
/* FIXME */
if ((cfg = config_load("/etc/xcb/vxo.conf"))) {
char *cat = category_browse(cfg, NULL);
struct variable *var;
while (cat) {
if (!strcasecmp(cat, "general")) {
struct variable *var = variable_browse(cfg, cat);
while (var) {
if (!strcasecmp(var->name, "inmsg")) {
if (strcmp(var->value, ""))
inmsg = var->value;
} else
xcb_log(XCB_LOG_WARNING, "Unknown variable '%s' in "
"category '%s' of vxo.conf", var->name, cat);
var = var->next;
}
} else if (!strcasecmp(cat, "expiries")) {
var = variable_browse(cfg, cat);
while (var) {
char *p;
if ((p = strrchr(var->name, 'C')) == NULL)
p = strrchr(var->name, 'P');
if (p && p != var->name && p != var->name + strlen(var->name) - 1 &&
((*(p - 1) == '-' && *(p + 1) == '-') ||
(isdigit(*(p - 1)) && isdigit(*(p + 1))))) {
dstr spotname, strike;
struct pd *pd;
struct scp *scp;
spotname = *(p - 1) == '-'
? dstr_new_len(var->name, p - var->name - 1)
: dstr_new_len(var->name, p - var->name);
strike = *(p + 1) == '-'
? dstr_new_len(p + 2, var->name + strlen(var->name) - p - 2)
: dstr_new_len(p + 1, var->name + strlen(var->name) - p - 1);
if ((pd = table_get_value(spots, spotname)) == NULL) {
if (NEW(scp)) {
scp->strike = atof(strike);
scp->cvol = scp->pvol = NAN;
scp->cvol2 = scp->pvol2 = NAN;
scp->cvol3 = scp->pvol3 = NAN;
if (NEW(pd)) {
pd->prevxo = pd->prevxo2 = pd->prevxo3 = NAN;
pd->sep = *(p - 1) == '-' ? "-" : "";
pd->dlist = dlist_new(NULL, scpfree);
dlist_insert_tail(pd->dlist, scp);
table_insert(spots, spotname, pd);
} else
FREE(scp);
} else
dstr_free(spotname);
} else {
dlist_iter_t iter = dlist_iter_new(pd->dlist, DLIST_START_HEAD);
dlist_node_t node;
while ((node = dlist_next(iter))) {
scp = (struct scp *)dlist_node_value(node);
if (scp->strike > atof(strike) ||
fabs(scp->strike - atof(strike)) <= 0.000001)
break;
}
dlist_iter_free(&iter);
if (node == NULL || scp->strike > atof(strike)) {
if (NEW(scp)) {
scp->strike = atof(strike);
scp->cvol = scp->pvol = NAN;
scp->cvol2 = scp->pvol2 = NAN;
scp->cvol3 = scp->pvol3 = NAN;
}
if (node == NULL)
dlist_insert_tail(pd->dlist, scp);
else
dlist_insert(pd->dlist, node, scp, 0);
}
dstr_free(spotname);
}
dstr_free(strike);
}
var = var->next;
}
}
cat = category_browse(cfg, cat);
}
}
}
static int vxo_exec(void *data, void *data2) {
RAII_VAR(struct msg *, msg, (struct msg *)data, msg_decr);
struct msgs *out = (struct msgs *)data2;
dstr *fields = NULL;
int nfield = 0;
double vol, vol2, vol3, spot, strike, r, expiry;
int sec, msec;
dstr spotname;
char *type;
struct pd *pd;
struct scp *scp;
fields = dstr_split_len(msg->data, strlen(msg->data), ",", 1, &nfield);
/* FIXME */
if (nfield != 19) {
xcb_log(XCB_LOG_WARNING, "Message '%s' garbled", msg->data);
goto end;
}
vol = !strcasecmp(fields[5], "nan") ? NAN : atof(fields[5]);
vol2 = !strcasecmp(fields[7], "nan") ? NAN : atof(fields[7]);
vol3 = !strcasecmp(fields[9], "nan") ? NAN : atof(fields[9]);
if (isnan(vol) && isnan(vol2) && isnan(vol3))
goto end;
sec = atoi(fields[1]);
msec = atoi(fields[2]);
spot = atof(fields[10]);
spotname = dstr_new(fields[11]);
type = fields[12];
strike = atof(fields[13]);
r = atof(fields[14]);
expiry = atof(fields[15]);
table_lock(spots);
if ((pd = table_get_value(spots, spotname)) == NULL) {
/* can't happen */
if (NEW(scp) == NULL) {
xcb_log(XCB_LOG_WARNING, "Error allocating memory for scp");
table_unlock(spots);
goto end;
}
scp->strike = strike;
if (!strcasecmp(type, "C")) {
scp->cvol = vol;
scp->pvol = NAN;
scp->cvol2 = vol2;
scp->pvol2 = NAN;
scp->cvol3 = vol3;
scp->pvol3 = NAN;
} else {
scp->cvol = NAN;
scp->pvol = vol;
scp->cvol2 = NAN;
scp->pvol2 = vol2;
scp->cvol3 = NAN;
scp->pvol3 = vol3;
}
if (NEW(pd) == NULL) {
xcb_log(XCB_LOG_WARNING, "Error allocating memory for pd");
FREE(scp);
table_unlock(spots);
goto end;
}
pd->prevxo = pd->prevxo2 = pd->prevxo3 = NAN;
pd->sep = strchr(fields[3], '-') ? "-" : "";
pd->dlist = dlist_new(NULL, scpfree);
dlist_insert_tail(pd->dlist, scp);
table_insert(spots, spotname, pd);
} else {
dlist_iter_t iter = dlist_iter_new(pd->dlist, DLIST_START_HEAD);
dlist_node_t node;
while ((node = dlist_next(iter))) {
scp = (struct scp *)dlist_node_value(node);
if (scp->strike > strike || fabs(scp->strike - strike) <= 0.000001)
break;
}
if (node && fabs(scp->strike - strike) <= 0.000001) {
if (!strcasecmp(type, "C")) {
scp->cvol = vol;
scp->cvol2 = vol2;
scp->cvol3 = vol3;
} else {
scp->pvol = vol;
scp->pvol2 = vol2;
scp->pvol3 = vol3;
}
} else {
/* can't happen */
if (NEW(scp) == NULL) {
xcb_log(XCB_LOG_WARNING, "Error allocating memory for scp");
table_unlock(spots);
goto end;
}
scp->strike = strike;
if (!strcasecmp(type, "C")) {
scp->cvol = vol;
scp->pvol = NAN;
scp->cvol2 = vol2;
scp->pvol2 = NAN;
scp->cvol3 = vol3;
scp->pvol3 = NAN;
} else {
scp->cvol = NAN;
scp->pvol = vol;
scp->cvol2 = NAN;
scp->pvol2 = vol2;
scp->cvol3 = NAN;
scp->pvol3 = vol3;
}
if (node == NULL)
dlist_insert_tail(pd->dlist, scp);
else
dlist_insert(pd->dlist, node, scp, 0);
}
dlist_iter_rewind_head(iter, pd->dlist);
while ((node = dlist_next(iter))) {
scp = (struct scp *)dlist_node_value(node);
if (scp->strike > spot || fabs(scp->strike - spot) <= 0.000001)
break;
}
dlist_iter_free(&iter);
if (node && dlist_node_prev(node)) {
struct scp *scp1 = (struct scp *)dlist_node_value(node);
struct scp *scp2 = (struct scp *)dlist_node_value(dlist_node_prev(node));
double vxo = NAN, vxo2 = NAN, vxo3 = NAN;
int flag1, flag2, flag3;
if (!isnan(scp1->cvol) && !isnan(scp1->pvol) && !isnan(scp2->cvol) && !isnan(scp2->pvol))
vxo = ((scp1->cvol + scp1->pvol) / 2) *
(spot - scp2->strike) / (scp1->strike - scp2->strike) +
((scp2->cvol + scp2->pvol) / 2) *
(scp1->strike - spot) / (scp1->strike - scp2->strike);
if (!isnan(scp1->cvol2) && !isnan(scp1->pvol2) && !isnan(scp2->cvol2) && !isnan(scp2->pvol2))
vxo2 = ((scp1->cvol2 + scp1->pvol2) / 2) *
(spot - scp2->strike) / (scp1->strike - scp2->strike) +
((scp2->cvol2 + scp2->pvol2) / 2) *
(scp1->strike - spot) / (scp1->strike - scp2->strike);
if (!isnan(scp1->cvol3) && !isnan(scp1->pvol3) && !isnan(scp2->cvol3) && !isnan(scp2->pvol3))
vxo3 = ((scp1->cvol3 + scp1->pvol3) / 2) *
(spot - scp2->strike) / (scp1->strike - scp2->strike) +
((scp2->cvol3 + scp2->pvol3) / 2) *
(scp1->strike - spot) / (scp1->strike - scp2->strike);
if ((flag1 = (isnan(pd->prevxo) && !isnan(vxo)) || (!isnan(pd->prevxo) && isnan(vxo)) ||
(!isnan(pd->prevxo) && !isnan(vxo) && fabs(pd->prevxo - vxo) > 0.000001) ? 1 : 0))
pd->prevxo = vxo;
if ((flag2 = (isnan(pd->prevxo2) && !isnan(vxo2)) || (!isnan(pd->prevxo2) && isnan(vxo2)) ||
(!isnan(pd->prevxo2) && !isnan(vxo2) && fabs(pd->prevxo2 - vxo2) > 0.000001) ? 1 : 0))
pd->prevxo2 = vxo2;
if ((flag3 = (isnan(pd->prevxo3) && !isnan(vxo3)) || (!isnan(pd->prevxo3) && isnan(vxo3)) ||
(!isnan(pd->prevxo3) && !isnan(vxo3) && fabs(pd->prevxo3 - vxo3) > 0.000001) ? 1 : 0))
pd->prevxo3 = vxo3;
if (flag1 || flag2 || flag3) {
char *res;
if ((res = ALLOC(4096))) {
time_t t = (time_t)sec;
struct tm lt;
char datestr[64];
int off;
strftime(datestr, sizeof datestr, "%F %T", localtime_r(&t, <));
snprintf(res, 4096, "VXO,%s.%03d,%s|%f,%f,%f",
datestr,
msec,
spotname,
vxo,
vxo2,
vxo3);
out2rmp(res);
off = snprintf(res, 4096, "VXO,%d,%d,%s,",
sec,
msec,
spotname);
iter = dlist_iter_new(pd->dlist, DLIST_START_HEAD);
while ((node = dlist_next(iter))) {
scp = (struct scp *)dlist_node_value(node);
off += snprintf(res + off, 4096 - off, "%.f,%f,%f,%f,",
scp->strike,
vxo,
vxo2,
vxo3);
}
dlist_iter_free(&iter);
snprintf(res + off, 4096 - off, "%.2f,%f,%f,%s",
spot,
r,
expiry,
pd->sep);
if (out2msgs(res, out) == -1)
FREE(res);
}
}
}
dstr_free(spotname);
}
table_unlock(spots);
end:
dstr_free_tokens(fields, nfield);
return 0;
}
/* FIXME */
void q_command(client c) {
struct tm tm;
char *end;
char buf[64];
dstr rid;
struct crss *crss;
if (!persistence) {
add_reply_error(c, "database not open\r\n");
return;
}
if (dstr_length(c->argv[0]) == 1) {
add_reply_error(c, "index can't be empty\r\n");
return;
}
if ((end = strptime(c->argv[3], "%F %T", &tm)) && *end == '\0')
c->argv[3] = dstr_cat(c->argv[3], ".000");
else if ((end = strptime(c->argv[3], "%F %R", &tm)) && *end == '\0')
c->argv[3] = dstr_cat(c->argv[3], ":00.000");
else {
add_reply_error(c, "invalid time format, "
"please use 'YYYY-mm-dd HH:MM:SS' or 'YYYY-mm-dd HH:MM'.\r\n");
return;
}
if ((end = strptime(c->argv[4], "%F %T", &tm)) && *end == '\0')
c->argv[4] = dstr_cat(c->argv[4], ".999");
else if ((end = strptime(c->argv[4], "%F %R", &tm)) && *end == '\0')
c->argv[4] = dstr_cat(c->argv[4], ":59.999");
else {
add_reply_error(c, "invalid time format, "
"please use 'YYYY-mm-dd HH:MM:SS' or 'YYYY-mm-dd HH:MM'.\r\n");
return;
}
snprintf(buf, sizeof buf, "%p,", c);
rid = dstr_new(buf);
rid = dstr_cat(rid, c->argv[1]);
if (rids == NULL)
rids = table_new(cmpstr, hashmurmur2, kfree, NULL);
table_lock(rids);
if ((crss = table_get_value(rids, rid))) {
add_reply_error_format(c, "query with rid '%s' already exists\r\n", c->argv[1]);
dstr_free(rid);
} else if (NEW(crss)) {
pthread_t thread;
crss->c = c;
crss->rid = dstr_new(c->argv[1]);
crss->match = dstr_new(c->argv[2]);
crss->start = dstr_new(c->argv[0] + 1);
crss->start = dstr_cat(crss->start, ",");
crss->start = dstr_cat(crss->start, c->argv[3]);
crss->stop = dstr_new(c->argv[0] + 1);
crss->stop = dstr_cat(crss->stop, ",");
crss->stop = dstr_cat(crss->stop, c->argv[4]);
crss->cancel = 0;
if (pthread_create(&thread, NULL, q_thread, crss) != 0) {
add_reply_error(c, strerror(errno));
add_reply_string(c, "\r\n", 2);
dstr_free(crss->rid);
dstr_free(crss->match);
dstr_free(crss->start);
dstr_free(crss->stop);
FREE(crss);
dstr_free(rid);
} else {
client_incr(crss->c);
table_insert(rids, rid, crss);
}
} else {
add_reply_error(c, "error allocating memory for crss\r\n");
dstr_free(rid);
}
table_unlock(rids);
}
/* 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);
}
