/**
* 记录变量的论域
* @param _variable 变量名
* @param _domain 论域名
*/
void Vocabulary::setVariableDomain(const char* _variable, const char* _domain) {
int domainId = getSymbolId(_domain, DOMAIN);
int variableId;
if(domainId == -1) {
domainId = m_nDomainId ++;
m_mapDomainName[domainId] = _domain;
}
if((variableId = getSymbolId(_variable, VARIABLE)) != -1) {
m_mapVariableDomain[variableId] = domainId;
if (! Utils::isInList(variableId, m_mapDomainVariables[domainId])) {
m_mapDomainVariables[domainId].push_back(variableId);
}
}
}
int MDSubscribeRequest::serialize(char* buf)
{
int bytes = 0;
UNSIGNED_CHARACTER tmpChar = 0;
UNSIGNED_LONG tmpLong = 0;
UNSIGNED_SHORT tmpShort = 0;
bytes = sizeof(UNSIGNED_SHORT); // Leave 2 bytes for packet size
// Put category of command
SERIALIZE_8(tmpChar,
(UNSIGNED_CHARACTER)(CMD::CommandCategory_MARKET_DATA_SUBSCRIPTION),
buf,
bytes); //Command Category
// Put fields of this class
SERIALIZE_16(tmpShort, isSubscriptionReq(), buf, bytes);
SERIALIZE_64(tmpLong, getSymbolId(), buf, bytes);
//memcpy(buf + bytes, getLoginToken(), TOKEN_LENGTH);
SERIALIZE_16(tmpShort, getUserId(), buf, bytes);
UNSIGNED_SHORT dummyBytes = 0;
// Put size as the first field after deducting 2 bytes reserved for size
SERIALIZE_16(tmpShort, (UNSIGNED_SHORT)(bytes-sizeof(UNSIGNED_SHORT)), buf, dummyBytes);
return bytes;
}
/**
* 把符号标识添加到字符表
* @param _name 符号标识
* @param _type 类型(变量、函词、谓词)
* @param _arity 参数个数
* @return 符号标识的id
*/
int Vocabulary::addSymbol(const char* _name, SYMBOL_TYPE _type, int _arity )
{
// return value: 1. >=0 - id; 2. -1 - too many symbols; 3. -2 - _type error
assert(_name);
int id;
string name = _name;
if((id = getSymbolId(_name, _type)) < 0) {
switch (_type) {
case VARIABLE:
id = m_nVariableId ++;
m_mapVariableName[id] = name;
break;
case FUNCTION:
id = m_nFunctionId ++;
m_mapFunctionName[id] = name;
m_mapFunctionArity[id] = _arity;
break;
case PREDICATE:
id = m_nPredicateId ++;
m_mapPredicateName[id] = name;
m_mapPredicateArity[id] = _arity;
break;
default:
assert(0);
return -2;
}
}
return id;
}
/**
* 设置极少化谓词的优先级
* @param _sName
* @param _bIsNewLevel
*/
void Vocabulary::setMininalPredicatePriority(const char* _sName) {
int predicateId = getSymbolId(_sName, PREDICATE);
assert(predicateId != -1);
while (m_nPriIndex >= m_vvMininalPredicates.size()) {
m_vvMininalPredicates.push_back(vector<int>());
}
m_vvMininalPredicates[m_nPriIndex].push_back(predicateId);
}
int ScripMasterDataRequest::serialize(char *buf)
{
int bytes = 0;
UNSIGNED_INTEGER tmp = 0;
UNSIGNED_SHORT tmpShort = 0;
UNSIGNED_CHARACTER tmpChar = 0;
UNSIGNED_LONG tmpLong = 0;
bytes = sizeof(UNSIGNED_SHORT); // Leave 2 bytes for packet size
// Put category of command
SERIALIZE_8(tmpChar, (UNSIGNED_CHARACTER)(CMD::CommandCategory_SEND_SCRIP_MASTER_DATA), buf, bytes); //Command Category
// Put fields of this class
SERIALIZE_8(tmpChar, getScripMasterDataRequestType(), buf, bytes);
SERIALIZE_32(tmp, getClientId(), buf, bytes);
SERIALIZE_64(tmpLong, getRecordNumber(), buf, bytes);
SERIALIZE_64(tmpLong, getSecurityId(), buf, bytes);
SERIALIZE_64(tmpLong, getSymbolId(), buf, bytes);
SERIALIZE_16(tmpShort, getExchangeId(), buf, bytes);
memcpy(buf + bytes, getSymbol(), SYMBOL_SIZE);
bytes += SYMBOL_SIZE;
memcpy(buf + bytes, getSeries(), SERIES_SIZE);
bytes += SERIES_SIZE;
memcpy(buf + bytes, getMarketName(), SERIES_SIZE);
bytes += MARKET_NAME_SIZE;
SERIALIZE_8(tmpChar, getOptionType(), buf, bytes);
SERIALIZE_8(tmpChar, getOptionMode(), buf, bytes);
SERIALIZE_8(tmpChar, getSecurityType(), buf, bytes);
SERIALIZE_64(tmpLong, getStrikePrice(), buf, bytes);
SERIALIZE_32(tmp, getExpiryYearMon(), buf, bytes);
SERIALIZE_32(tmp, getExpiryDate(), buf, bytes);
SERIALIZE_32(tmp, getNumberOfRecords(), buf, bytes);
memcpy(buf + bytes, getSymbolAlias(), SYMBOL_ALIAS_SIZE);
bytes += SYMBOL_ALIAS_SIZE;
UNSIGNED_SHORT dummyBytes = 0;
// Put size as the first field after deducting 2 bytes reserved for size
SERIALIZE_16(tmpShort, (UNSIGNED_SHORT)(bytes-sizeof(UNSIGNED_SHORT)), buf, dummyBytes);
return bytes;
}
int MDQuoteConsolidated::serialize(char *buf)
{
int bytes = 0;
UNSIGNED_CHARACTER tmpChar = 0;
UNSIGNED_LONG tmpLong = 0;
UNSIGNED_SHORT tmpShort = 0;
bytes = sizeof(UNSIGNED_SHORT); // Leave 2 bytes for packet size
SERIALIZE_8(tmpChar, (UNSIGNED_CHARACTER)
(RSP::Responsecategory_MDQuoteConsolidated),
buf,
bytes); //Response Category
SERIALIZE_64(tmpLong, getNumberOfSymbols(), buf, bytes);
for(int i=0; i<getNumberOfSymbols(); ++i)
{
SERIALIZE_64(tmpLong, getSymbolId(i), buf, bytes);
SERIALIZE_64(tmpLong, getLastTradePrice(i), buf, bytes);
SERIALIZE_64(tmpLong, getLastTradeQty(i), buf, bytes);
SERIALIZE_64(tmpLong, getOpenPrice(i), buf, bytes);
SERIALIZE_64(tmpLong, getClosePrice(i), buf, bytes);
SERIALIZE_64(tmpLong, getHighPrice(i), buf, bytes);
SERIALIZE_64(tmpLong, getLowPrice(i), buf, bytes);
}
SERIALIZE_8(tmpChar, getDepth(), buf, bytes);
for(int i=0; i<_numSymbols; ++i)
{
for(int j=0; j<_depth; ++j)
{
SERIALIZE_64(tmpLong, _bidPrice[i][j], buf, bytes);
SERIALIZE_64(tmpLong, _bidQty[i][j], buf, bytes);
SERIALIZE_64(tmpLong, _askPrice[i][j], buf, bytes);
SERIALIZE_64(tmpLong, _askQty[i][j], buf, bytes);
}
}
UNSIGNED_SHORT dummyBytes = 0;
// Put size as the first field after deducting 2 bytes reserved for size
SERIALIZE_16(tmpShort, (UNSIGNED_SHORT)(bytes-sizeof(UNSIGNED_SHORT)), buf, dummyBytes);
return bytes;
}
void MDQuoteConsolidated::dump()
{
std::cout << "\nxxxxxxxxxxxxxxxxxxx MDQuote xxxxxxxxxxxxxxxxxxxxxxxx\n" << std::endl;
std::cout << "\ngetNumberOfSymbols() " << getNumberOfSymbols();
for(int i=0; i<getNumberOfSymbols(); ++i)
{
std::cout << "\ngetSymbolId() " << getSymbolId(i);
std::cout << "\ngetLastTradePrice() " << getLastTradePrice(i);
std::cout << "\ngetLastTradeQty() " << getLastTradeQty(i);
std::cout << "\ngetOpenPrice() " << getOpenPrice(i);
std::cout << "\ngetClosePrice() " << getClosePrice(i);
std::cout << "\ngetHighPrice() " << getHighPrice(i);
std::cout << "\ngetLowPrice() " << getLowPrice(i);
std::cout << "\ngetDepth() " << (UNSIGNED_INTEGER) getDepth();
std::cout << "\nBidPrice " ; dumpDepth(_bidPrice[i], getDepth());
std::cout << "\nBidQty " ; dumpDepth(_bidQty[i], getDepth());
std::cout << "\nAskPrice " ; dumpDepth(_askPrice[i], getDepth());
std::cout << "\nAskQty " ; dumpDepth(_askQty[i], getDepth());
}
std::cout << "\nxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx\n" << std::endl;
}
int MDQuote::serialize(char *buf)
{
int bytes = 0;
UNSIGNED_CHARACTER tmpChar = 0;
UNSIGNED_LONG tmpLong = 0;
UNSIGNED_SHORT tmpShort = 0;
bytes = sizeof(UNSIGNED_SHORT); // Leave 2 bytes for packet size
SERIALIZE_8(tmpChar, (UNSIGNED_CHARACTER)(RSP::Responsecategory_MDQuote), buf, bytes); //Response Category
SERIALIZE_64(tmpLong, getSymbolId(), buf, bytes);
SERIALIZE_64(tmpLong, getNumberOfTrades(), buf, bytes);
SERIALIZE_64(tmpLong, getVolume(), buf, bytes);
SERIALIZE_64(tmpLong, getValue(), buf, bytes);
SERIALIZE_64(tmpLong, getLastTradePrice(), buf, bytes);
SERIALIZE_64(tmpLong, getLastTradeQty(), buf, bytes);
SERIALIZE_64(tmpLong, getOpenPrice(), buf, bytes);
SERIALIZE_64(tmpLong, getClosePrice(), buf, bytes);
SERIALIZE_64(tmpLong, getHighPrice(), buf, bytes);
SERIALIZE_64(tmpLong, getLowPrice(), buf, bytes);
SERIALIZE_64(tmpLong, getTotalBidQty(), buf, bytes);
SERIALIZE_64(tmpLong, getTotalAskQty(), buf, bytes);
SERIALIZE_64(tmpLong, getLowerCktLimit(), buf, bytes);
SERIALIZE_64(tmpLong, getUpperCktLimit(), buf, bytes);
SERIALIZE_8(tmpChar, getDepth(), buf, bytes);
memcpy(buf+bytes, _bidPrice, QUOTEDATA_LENGTH);
bytes += QUOTEDATA_LENGTH;
memcpy(buf+bytes, _bidQty, QUOTEDATA_LENGTH);
bytes += QUOTEDATA_LENGTH;
memcpy(buf+bytes, _askPrice, QUOTEDATA_LENGTH);
bytes += QUOTEDATA_LENGTH;
memcpy(buf+bytes, _askQty, QUOTEDATA_LENGTH);
bytes += QUOTEDATA_LENGTH;
UNSIGNED_SHORT dummyBytes = 0;
// Put size as the first field after deducting 2 bytes reserved for size
SERIALIZE_16(tmpShort, (UNSIGNED_SHORT)(bytes-sizeof(UNSIGNED_SHORT)), buf, dummyBytes);
return bytes;
}
void ScripMasterDataRequest::dump()
{
std::cout << "ScripMasterDataRequest dump : " << std::endl;
std::cout << getScripMasterDataRequestType() << std::endl;
std::cout << getClientId() << std::endl;
std::cout << getRecordNumber() << std::endl;
std::cout << getSecurityId() << std::endl;
std::cout << getSymbolId() << std::endl;
std::cout << getExchangeId() << std::endl;
std::cout << getSymbol() << std::endl;
std::cout << getSeries() << std::endl;
std::cout << getMarketName() << std::endl;
std::cout << getOptionType() << std::endl;
std::cout << getOptionMode() << std::endl;
std::cout << getSecurityType() << std::endl;
std::cout << getStrikePrice() << std::endl;
std::cout << getExpiryYearMon() << std::endl;
std::cout << getExpiryDate() << std::endl;
std::cout << getNumberOfRecords() << std::endl;
std::cout << getSymbolAlias() << std::endl;
std::cout << "xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx\n" << std::endl;
}
void MDQuote::dump()
{
std::cout << "\nxxxxxxxxxxxxxxxxxxx MDQuote xxxxxxxxxxxxxxxxxxxxxxxx\n" << std::endl;
std::cout << "\ngetSymbolId() " << getSymbolId();
std::cout << "\ngetNumberOfTrades() " << getNumberOfTrades();
std::cout << "\ngetVolume() " << getVolume();
std::cout << "\ngetValue() " << getValue();
std::cout << "\ngetLastTradePrice() " << getLastTradePrice();
std::cout << "\ngetLastTradeQty() " << getLastTradeQty();
std::cout << "\ngetOpenPrice() " << getOpenPrice();
std::cout << "\ngetClosePrice() " << getClosePrice();
std::cout << "\ngetHighPrice() " << getHighPrice();
std::cout << "\ngetLowPrice() " << getLowPrice();
std::cout << "\ngetTotalBidQty() " << getTotalBidQty();
std::cout << "\ngetTotalAskQty() " << getTotalAskQty();
std::cout << "\ngetLowerCktLimit() " << getLowerCktLimit();
std::cout << "\ngetUpperCktLimit() " << getUpperCktLimit();
std::cout << "\ngetDepth() " << (UNSIGNED_INTEGER) getDepth();
std::cout << "\nBidPrice " ; dumpDepth(_bidPrice, getDepth());
std::cout << "\nBidQty " ; dumpDepth(_bidQty, getDepth());
std::cout << "\nAskPrice " ; dumpDepth(_askPrice, getDepth());
std::cout << "\nAskQty " ; dumpDepth(_askQty, getDepth());
std::cout << "\nxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx\n" << std::endl;
}
void SymbolManager::registerChartScript(ChartScript * chartScript)
{
int id = getSymbolId(chartScript->getSymbol());
chartScript->setSymbolID(id);
symbol2ChartScriptMap[id].push_back(chartScript);
}
int32_t Bytecode_getSymbolId(ILBytecode* bc, wchar_t* wstr) {
return getSymbolId(bc->symbols, wstr);
}
/**
* 保存可变谓词
* @param _name
*/
void Vocabulary::addVaryPredicate(const char* _name) {
int id = getSymbolId(_name, PREDICATE);
m_mapIsVaryPredicate[id] = true;
}
