wlnetman/qtctp
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todo ====== 简化设计,分为历史服务和实时服务。 历史服务采用jsonrpc,提供读取tick和bar。 实时服务采用tcpstream推送tick,每次链接上全推当天的tick/数据库里面的所有tick。 数据库分为历史数据库和当天的数据库。 每天下午5点开始做收盘处理,当天数据库数据导入历史数据库并计算bar和ta。 ringbuffer其实可以不要,直接leveldb来缓存完成读写推就可以了,为了界面显示先保留。 类 ====== CtpMgr MdSm TdSm: ctp状态机和spi实现,接收回调。 内部使用ctpcmdmgr执行命令。 收到的数据写给datapump。 信号:合约列表 CtpCmdMgr CtpCmd: ctp命令队列,间隔100毫秒取命令执行,如果被流控下一次继续执行。 DataPump LevelDBBackend: 数据接收器,为tick提供长度为256的ringbuffer的缓冲。 分合约自动保存到硬盘。 信号:tick 数据格式: 合约定位:id+ id= 合约查询:id-xxxx tick定位:tick-id+ tick-id= tick查询:tick-id-xxxx Profile Logger ServiceMgr: 配置 日志/崩溃收集 服务管理。 编译 ====== 系统:win7 sp1 x64 编译器:vs2013 update4 x64 依赖: Qt5.5.1 x64 v6.3.6_20150515_traderapi_win64.zip Win64OpenSSL-1_0_2d.exe mhook-2.4.zip leveldb 1.18 qwt-6.1.2.zip QCustomPlot 1.3.1 google breakpad QT配置 ====== x64-shared: configure -prefix "c:\qtlite\qt5.5-vs12-shared-x64" -confirm-license -opensource -debug-and-release -shared -accessibility -nomake tests -nomake examples -no-compile-examples -c++11 -ltcg -qt-sql-sqlite -plugin-sql-sqlite -no-freetype -no-opengl -no-qml-debug -no-icu -no-angle -openssl -I "C:\OpenSSL-Win64\include" -qt-zlib -qt-libpng -qt-libjpeg -no-dbus -no-audio-backend -no-wmf-backend -no-style-fusion -force-debug-info -mp -platform win32-msvc2013 x64-static: configure -prefix "c:\qtlite\qt5.5-vs12-static-x64" -confirm-license -opensource -debug-and-release -static -static-runtime -accessibility -nomake tests -nomake examples -no-compile-examples -c++11 -ltcg -qt-sql-sqlite -plugin-sql-sqlite -no-freetype -no-opengl -no-qml-debug -no-icu -no-angle -openssl-linked -I "C:\OpenSSL-Win64\include" OPENSSL_LIBS_DEBUG="C:\OpenSSL-Win64\lib\VC\static\ssleay32MTd.lib C:\OpenSSL-Win64\lib\VC\static\libeay32MTd.lib" OPENSSL_LIBS_RELEASE="C:\OpenSSL-Win64\lib\VC\static\ssleay32MT.lib C:\OpenSSL-Win64\lib\VC\static\libeay32MT.lib" -qt-zlib -qt-libpng -qt-libjpeg -no-dbus -no-audio-backend -no-wmf-backend -no-style-fusion -force-debug-info -mp -platform win32-msvc2013 x86-shared: configure -prefix "c:\qtlite\qt5.5-vs12-shared" -confirm-license -opensource -debug-and-release -shared -target xp -accessibility -nomake tests -nomake examples -no-compile-examples -c++11 -ltcg -qt-sql-sqlite -plugin-sql-sqlite -no-freetype -no-opengl -no-qml-debug -no-icu -no-angle -openssl -I "C:\OpenSSL-Win32\include" -qt-zlib -qt-libpng -qt-libjpeg -no-dbus -no-audio-backend -no-wmf-backend -no-style-fusion -force-debug-info -mp -platform win32-msvc2013 x86-static: configure -prefix "c:\qtlite\qt5.5-vs12-static" -confirm-license -opensource -debug-and-release -static -static-runtime -target xp -accessibility -nomake tests -nomake examples -no-compile-examples -c++11 -ltcg -qt-sql-sqlite -plugin-sql-sqlite -no-freetype -no-opengl -no-qml-debug -no-icu -no-angle -openssl-linked -I "C:\OpenSSL-Win32\include" OPENSSL_LIBS_DEBUG="C:\OpenSSL-Win32\lib\VC\static\ssleay32MTd.lib C:\OpenSSL-Win32\lib\VC\static\libeay32MTd.lib" OPENSSL_LIBS_RELEASE="C:\OpenSSL-Win32\lib\VC\static\ssleay32MT.lib C:\OpenSSL-Win32\lib\VC\static\libeay32MT.lib" -qt-zlib -qt-libpng -qt-libjpeg -no-dbus -no-audio-backend -no-wmf-backend -no-style-fusion -force-debug-info -mp -platform win32-msvc2013 qt.pro: addModule(qtbase) addModule(qttools, qtbase) addModule(qtwebsockets, qtbase) addModule(qtscript, qtbase, qttools) addModule(qtwinextras, qtbase) addModule(qtactiveqt, qtbase)
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