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_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");
}
