int table_next_key(struct table *t) {
int n, prev;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
/* lock */
table_wrlock(t);
if (t->iterator_is_running == 0) {
/* unlock */
table_unlock(t);
return 0;
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_store(t->dmp);
#endif
prev = t->iterator_entry->key;
t->iterator_entry = t->iterator_entry->next;
if (t->iterator_entry != NULL) {
/* unlock */
table_unlock(t);
return prev;
}
for (n = t->iterator_bucket+1; n < t->current_capacity; n++) {
if (t->buckets[n] != NULL) {
t->iterator_bucket = n;
t->iterator_entry = t->buckets[n];
break;
}
}
if (n >= t->current_capacity)
t->iterator_is_running = 0;
/* unlock */
table_unlock(t);
return prev;
}
int table_put(struct table *t, struct object *k, struct object *v) {
int hash;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
/* lock */
table_rdlock(t);
/* check if iterator is running */
if (t->iterator_is_running == 1) {
fprintf(stderr, "mvm: cannot put, Table's iterator is running!\n");
mvm_halt();
}
/* unlock */
table_unlock(t);
hash = abs(table_run_hash_code(t, k));
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
/* lock */
table_rdlock(t);
if (t->current_capacity <= 0) {
table_resize(t, TABLE_DEFAULT_INITIAL_CAPACITY, &t);
}
/* unlock */
table_unlock(t);
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
return table_put_aux(t, k, v, hash);
}
static int sse50etf_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(cru) || isnan(ecc)) {
xcb_log(XCB_LOG_WARNING, "No valid value for CRU or ECC");
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_node_t node;
double sum = 0.0;
time_t t = (time_t)quote->thyquote.m_nTime;
struct tm lt;
char datestr[64], res[512];
if (wp->type == 2) {
table_unlock(contracts);
goto end;
}
wp->price = quote->thyquote.m_dZXJ;
iter = table_iter_new(contracts);
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, "SSE50ETF,%s.%03d|%f",
datestr,
quote->m_nMSec,
(sum + ecc) / cru);
out2rmp(res);
}
table_unlock(contracts);
end:
return 0;
}
int table_populate_ref_set(struct table *t, struct ref_set *r) {
int i;
struct table_entry *p;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
/* lock */
table_rdlock(t);
for (i = 0; i < t->current_capacity; i++) {
for (p = t->buckets[i]; p != NULL; p = p->next) {
if (p->key != 0)
ref_set_add(r, p->key);
if (p->value != 0)
ref_set_add(r, p->value);
}
}
/* unlock */
table_unlock(t);
return 0;
}
int table_get(struct table *t, struct object *k) {
struct table_entry *r;
int n, hash, value;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
hash = abs(table_run_hash_code(t, k));
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
/* lock */
table_rdlock(t);
n = hash % t->current_capacity;
for (r = t->buckets[n]; r != NULL; r = r->next) {
if (table_run_equals(t, k, heap_fetch_object(heap, r->key)) == 1) {
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
value = r->value;
/* unlock */
table_unlock(t);
return value;
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
}
/* unlock */
table_unlock(t);
return 0;
}
/* FIXME */
void index_command(client c) {
const char *fmt;
table_lock(idxfmts);
if ((fmt = table_get_value(idxfmts, c->argv[1])))
add_reply_string_format(c, "%s\r\n", fmt);
else
add_reply_error(c, "format unavailable");
table_unlock(idxfmts);
add_reply_string(c, "\r\n", 2);
}
int table_put_aux(struct table *t, struct object *k, struct object *v, int hash) {
int value, n, old_value;
struct table_entry *new_entry, *r;
n = hash % t->current_capacity;
old_value = 0;
for (r = t->buckets[n]; r != NULL; r = r->next) {
value = table_run_equals(t, k, heap_fetch_object(heap, r->key));
if (value == 1)
break;
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_store(t->dmp);
#endif
/* lock */
table_wrlock(t);
if (r != NULL) {
old_value = r->value;
r->key = object_get_ref(k);
r->value = object_get_ref(v);
r->hash = hash;
} else {
if ((new_entry =
table_entry_create(object_get_ref(k), object_get_ref(v), hash)) == NULL) {
mvm_halt();
}
new_entry->next = t->buckets[n];
t->buckets[n] = new_entry;
t->num_entries++;
}
if (table_entries_exceeds_load_factor(t->num_entries,
t->load_factor,
t->current_capacity)) {
table_resize(t, t->current_capacity*2, &t);
object_set_table(t->object, t);
}
/* unlock */
table_unlock(t);
return old_value;
}
/* 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);
}
int table_resize(struct table *t, int n, struct table **nt) {
int i;
struct table_entry *r;
struct table *new_table;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
/* lock */
table_wrlock(t);
if ((new_table = table_create(n, t->object)) == NULL)
mvm_halt();
for (i = 0; i < t->current_capacity; i++ ) {
for (r = t->buckets[i]; r != NULL; r = r->next) {
table_put_aux(new_table,
heap_fetch_object(heap, r->key),
heap_fetch_object(heap, r->value),
r->hash);
}
}
table_clear(t);
heap_free(heap, t->buckets);
memcpy(t, new_table, sizeof(struct table));
heap_free(heap, new_table);
if (nt != NULL)
*nt = new_table;
object_set_table(t->object, t);
/* unlock */
table_unlock(t);
return 0;
}
int table_first_key(struct table *t) {
int ref, i;
int32_t value;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_store(t->dmp);
#endif
/* lock */
table_wrlock(t);
for (i = 0; i < t->current_capacity; i++) {
if (t->buckets[i] != NULL)
break;
}
if (i >= t->current_capacity) {
value = 1;
t->iterator_is_running = 0;
} else {
value = 0;
t->iterator_is_running = 1;
t->iterator_bucket = i;
t->iterator_entry = t->buckets[i];
}
/* unlock */
table_unlock(t);
if ((ref = class_table_new_integer(class_table, value, NULL)) == 0)
mvm_halt();
return ref;
}
/* 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);
}
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;
}
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 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);
}
int table_remove(struct table *t, struct object *k) {
int hash, n, old_value;
struct table_entry *r, *s;
if (t == NULL) {
fprintf(stderr, "mvm: table not initialized!\n");
mvm_halt();
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
/* lock */
table_wrlock(t);
/* check if iterator is running */
if (t->iterator_is_running == 1) {
fprintf(stderr, "mvm: cannot remove, Table's iterator is running!\n");
mvm_halt();
}
hash = abs(table_run_hash_code(t, k));
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
n = hash % t->current_capacity;
old_value = 0;
for (s = NULL, r = t->buckets[n]; r != NULL; s = r, r = r->next) {
if (table_run_equals(t, k, heap_fetch_object(heap, r->key)) == 1) {
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
old_value = r->value;
break;
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_load(t->dmp);
#endif
}
if (r == NULL) {
/* unlock */
table_unlock(t);
return 0;
}
#ifdef DMP
if (t->dmp != NULL)
table_dmp_store(t->dmp);
#endif
if (r == t->buckets[n])
t->buckets[n] = r->next;
else
s->next = r->next;
table_entry_destroy(r);
t->num_entries--;
/* unlock */
table_unlock(t);
return old_value;
}
/* FIXME */
static void *q_thread(void *data) {
struct crss *crss = (struct crss *)data;
char buf[64];
dstr rid, res = NULL;
db_iterator_t *it;
const char *key, *value;
size_t klen, vlen;
snprintf(buf, sizeof buf, "%p,", crss->c);
rid = dstr_new(buf);
rid = dstr_cat(rid, crss->rid);
it = db_iterator_create(db, db_ro);
db_iterator_seek(it, crss->start, dstr_length(crss->start));
/* seek failed */
if (!db_iterator_valid(it)) {
res = dstr_new(crss->rid);
res = dstr_cat(res, ",1\r\n\r\n");
pthread_spin_lock(&crss->c->lock);
if (net_try_write(crss->c->fd, res, dstr_length(res), 10, NET_NONBLOCK) == -1)
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s", crss->c, strerror(errno));
pthread_spin_unlock(&crss->c->lock);
goto end;
}
key = db_iterator_key(it, &klen);
while (memcmp(key, crss->stop, dstr_length(crss->stop)) <= 0) {
if (crss->cancel)
break;
if (!strcmp(crss->match, "") || strstr(key, crss->match)) {
value = db_iterator_value(it, &vlen);
res = dstr_new(crss->rid);
res = dstr_cat(res, ",0,");
res = dstr_cat_len(res, key, klen);
res = dstr_cat(res, ",");
res = dstr_cat_len(res, value, vlen);
res = dstr_cat(res, "\r\n");
pthread_spin_lock(&crss->c->lock);
if (net_try_write(crss->c->fd, res, dstr_length(res), 10, NET_NONBLOCK) == -1) {
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s",
crss->c, strerror(errno));
pthread_spin_unlock(&crss->c->lock);
goto end;
}
pthread_spin_unlock(&crss->c->lock);
dstr_free(res);
}
db_iterator_next(it);
if (!db_iterator_valid(it) || crss->cancel)
break;
key = db_iterator_key(it, &klen);
}
res = dstr_new(crss->rid);
res = dstr_cat(res, ",1\r\n\r\n");
pthread_spin_lock(&crss->c->lock);
if (net_try_write(crss->c->fd, res, dstr_length(res), 10, NET_NONBLOCK) == -1)
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s", crss->c, strerror(errno));
pthread_spin_unlock(&crss->c->lock);
end:
db_iterator_destroy(&it);
dstr_free(res);
table_lock(rids);
table_remove(rids, rid);
table_unlock(rids);
dstr_free(rid);
client_decr(crss->c);
dstr_free(crss->rid);
dstr_free(crss->match);
dstr_free(crss->start);
dstr_free(crss->stop);
FREE(crss);
return NULL;
}
