void GatewayMgr::showVersion()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
BfInfo(QString("mdapi version: ") + MdSm::version());
BfInfo(QString("tdapi version: ") + TdSm::version());
}
void GatewayMgr::onTdSmStateChanged(int state)
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (!tdsm_) {
BfDebug("tdsm freed,ingore onTdSmStateChanged:%d", state);
return;
}
if (state == TDSM_CONNECTED) {
tdsm_logined_ = false;
if (autoLoginTd_) {
tdsm_->login(1000);
} else {
tdsm_->stop();
}
}
if (state == TDSM_DISCONNECTED) {
resetCmds();
tdsm_logined_ = false;
if (!autoLoginTd_) {
tdsm_->stop();
} else {
BfInfo("waiting for tdapi auto-reconnect......");
}
}
if (state == TDSM_LOGINED) {
tdsm_logined_ = true;
tryStartSubscrible();
}
if (state == TDSM_LOGINFAIL) {
if (autoLoginTd_) {
BfInfo("tdsm login fail,try again 1 minute later");
tdsm_->login(60 * 1000);
} else {
tdsm_->stop();
}
}
if (state == TDSM_LOGOUTED) {
tdsm_logined_ = false;
tdsm_->stop();
}
if (state == TDSM_LOGOUTFAIL) {
tdsm_logined_ = false;
tdsm_->stop();
}
if (state == TDSM_STOPPED) {
resetCmds();
tdsm_logined_ = false;
delete tdsm_;
tdsm_ = nullptr;
tdsm_logined_ = false;
}
}
void DbService::dbOpen()
{
BfDebug(__FUNCTION__);
g_sm->checkCurrentOn(ServiceMgr::DB);
if (db_) {
BfInfo("db opened already");
return;
}
QString path = Profile::dbPath();
mkDir(path);
leveldb::Options options;
options.create_if_missing = true;
options.error_if_exists = false;
options.compression = leveldb::kNoCompression;
options.paranoid_checks = false;
leveldb::DB* db;
leveldb::Status status = leveldb::DB::Open(options,
path.toStdString(),
&db);
if (!status.ok()) {
qFatal("leveldb::DB::Open fail");
}
db_ = db;
}
void MainWindow::runOnExternalEx(QFutureInterface<void>& future)
{
g_sm->checkCurrentOn(ServiceMgr::EXTERNAL);
BfInfo(__FUNCTION__);
future.reportFinished();
}
void OnRspError(CThostFtdcRspInfoField* pRspInfo,
int nRequestID,
bool bIsLast) override
{
if (bIsLast) {
BfInfo(__FUNCTION__);
isErrorRsp(pRspInfo, nRequestID);
}
}
QString GatewayMgr::genOrderId()
{
if (tdsm_ == nullptr) {
BfInfo("GatewayMgr::genOrderId,please login first");
return "888.888.888";
}
return tdsm_->genBfOrderId();
}
bool isErrorRsp(CThostFtdcRspInfoField* pRspInfo, int reqId)
{
if (pRspInfo && pRspInfo->ErrorID != 0) {
BfInfo("<==error，reqid=%d,errorId=%d，msg=%s", reqId, pRspInfo->ErrorID,
gbk2utf16(pRspInfo->ErrorMsg).toUtf8().constData());
return true;
}
return false;
}
void CtpMgr::onMdSmStateChanged(int state)
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (!mdsm_) {
BfDebug("mdsm freed,ingore onMdSmStateChanged:%d", state);
return;
}
if (state == MDSM_CONNECTED) {
mdsm_logined_ = false;
if (autoLoginMd_) {
mdsm_->login(1000, "");
} else {
mdsm_->stop();
}
}
if (state == MDSM_DISCONNECTED) {
mdsm_logined_ = false;
if (!autoLoginMd_) {
mdsm_->stop();
}else{
BfInfo("waiting for mdapi auto-reconnect......");
}
}
if (state == MDSM_LOGINED) {
mdsm_logined_ = true;
tryStartSubscrible();
}
if (state == MDSM_LOGINFAIL) {
if (autoLoginMd_) {
BfInfo("mdsm login fail,try again 1 minute later");
mdsm_->login(60 * 1000, "");
} else {
mdsm_->stop();
}
}
if (state == MDSM_STOPPED) {
mdsm_logined_ = false;
delete mdsm_;
mdsm_ = nullptr;
mdsm_logined_ = false;
}
}
void GatewayMgr::queryOrders()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("GatewayMgr::queryOrders,please login first");
return;
}
tdsm_->queryOrders(0);
}
void CtpMgr::queryPosition()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("CtpMgr::queryPosition,please login first");
return;
}
tdsm_->queryPosition(0, "");
}
void CtpMgr::queryAccount()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("CtpMgr::queryAccount,please login first");
return;
}
tdsm_->queryAccount(0);
}
void CtpMgr::sendOrder(const BfSendOrderReq& req)
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("CtpMgr::sendOrder,please login first");
return;
}
tdsm_->sendOrder(0, "", req);
}
void MainWindow::on_actionAppQuit_triggered()
{
if (g_sm->ctpMgr()->running()) {
this->showNormal();
BfInfo("please stop ctp first");
return;
}
Logger::stopExitMonitor();
qApp->quit();
}
void GatewayMgr::cancelOrder(const BfCancelOrderReq& req)
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("GatewayMgr::cancelOrder,please login first");
return;
}
tdsm_->cancelOrder(0, req);
}
void GatewayMgr::sendOrderWithId(QString bfOrderId, const BfSendOrderReq& req)
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
if (tdsm_ == nullptr) {
BfInfo("GatewayMgr::sendOrder,please login first");
return;
}
tdsm_->sendOrder(0, bfOrderId, req);
}
void DbService::dbClose()
{
BfDebug(__FUNCTION__);
g_sm->checkCurrentOn(ServiceMgr::DB);
if (db_ == nullptr) {
BfInfo("db not open yet");
return;
}
delete db_;
db_ = nullptr;
}
// errorId=7，msg=CTP:还没有初始化=
void OnRspUserLogin(CThostFtdcRspUserLoginField* pRspUserLogin,
CThostFtdcRspInfoField* pRspInfo,
int nRequestID,
bool bIsLast) override
{
BfInfo(__FUNCTION__);
if (bIsLast) {
if (isErrorRsp(pRspInfo, nRequestID)) {
emit sm()->statusChanged(MDSM_LOGINFAIL);
} else {
emit sm()->statusChanged(MDSM_LOGINED);
}
}
}
bool CtpMgr::initMdSm()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
mdsm_ = new MdSm;
bool res = mdsm_->init(profile()->get("userId").toString(), password_,
profile()->get("brokerId").toString(), profile()->get("frontMd").toString(), Profile::flowPathMd());
if (!res) {
delete mdsm_;
mdsm_ = nullptr;
BfInfo("invalid parameter,check please");
return false;
}
return true;
}
bool GatewayMgr::initTdSm()
{
g_sm->checkCurrentOn(ServiceMgr::LOGIC);
tdsm_ = new TdSm;
bool res = tdsm_->init(profile()->get("userId").toString(), password_,
profile()->get("brokerId").toString(), profile()->get("frontTd").toString(),
Profile::flowPathTd(), profile()->get("idPrefixList").toString());
if (!res) {
delete tdsm_;
tdsm_ = nullptr;
BfInfo("invalid parameter,check please");
return false;
}
return true;
}
// 订阅成功了也会调用,目前是不管啥都返回订阅成功=
void OnRspSubMarketData(
CThostFtdcSpecificInstrumentField* pSpecificInstrument,
CThostFtdcRspInfoField* pRspInfo,
int nRequestID,
bool bIsLast) override
{
if (!isErrorRsp(pRspInfo, nRequestID) && pSpecificInstrument) {
QString iid = pSpecificInstrument->InstrumentID;
got_ids_ << iid;
}
if (bIsLast) {
QString ids;
for (auto id : got_ids_) {
ids = ids + id + ";";
}
BfInfo("total sub ids:%d,reqId=%d,%s", got_ids_.length(),nRequestID, ids.toUtf8().constData());
}
}
void BarForm::on_delButton_clicked()
{
leveldb::DB* db = g_sm->dbService()->getDb();
QString key = ui->lineEdit->text();
leveldb::ReadOptions options;
std::string val;
leveldb::Status status = db->Get(options, key.toStdString(), &val);
if (status.ok()) {
leveldb::WriteOptions options;
status = db->Delete(options, key.toStdString());
}
if (status.ok()) {
BfInfo("del,ok");
} else {
QString errStr = QString::fromStdString(status.ToString());
BfError(errStr);
}
}
void MainWindow::runOnExternal()
{
g_sm->checkCurrentOn(ServiceMgr::EXTERNAL);
BfInfo(__FUNCTION__);
}
// 如果不是上期所，平今仓可用close或closeToday，平昨仓可用close或closeYesterday=
// 如果是上期所，平今仓只可用closeToday，平昨仓可用close或closeYesterday=
// 那成交回报的流水回来的时侯:
// CloseYesterday=> insert =>CloseYesterday
// CloseToday=> insert =>CloseToday
// 也存在:closeToday =>close或closeYesterday =>close的情况=
// 参考：http://www.cnblogs.com/xiaouisme/p/4654750.html
void PositionForm::on_pushButtonCloseAll_clicked()
{
for (auto pos : positions_) {
// 没有持仓的pass
if (pos.position() == 0) {
continue;
}
QString symbol = pos.symbol().c_str();
QString exchange = pos.exchange().c_str();
if (exchange.length() == 0) {
void* contract = g_sm->gatewayMgr()->getContract(symbol);
exchange = CtpUtils::getExchangeFromContract(contract);
}
// 没有订阅的pass
if (!symbols_my_.contains(symbol)) {
BfInfo(symbol + " not subscrible,please close byhand");
continue;
}
// 取不到tick的pass，比如晚上if不开盘=
void* tick = g_sm->gatewayMgr()->getLatestTick(symbol);
if (!tick) {
BfInfo(symbol + " has no tick,please close byhand");
continue;
}
BfTickData bfTick;
CtpUtils::translateTick(tick, nullptr, &bfTick);
// 平昨=
if (pos.ydposition() > 0) {
// 限价单=
BfOffset offset = OFFSET_CLOSE;
BfPriceType priceType = PRICETYPE_LIMITPRICE;
//TODO(hege):这里要判断是否超过了contract->maxLimit
//TODO(hege):这里要判断昨持仓和今持仓，先平昨再平今=
int volume = pos.ydposition();
//空单-->最高价+多+平=
//多单-->最低价+空+平=
double price = bfTick.upperlimit();
BfDirection direction = DIRECTION_LONG;
if (pos.direction() == DIRECTION_NET || pos.direction() == DIRECTION_LONG) {
direction = DIRECTION_SHORT;
price = bfTick.lowerlimit();
}
BfSendOrderReq req;
req.set_symbol(symbol.toStdString());
req.set_exchange(exchange.toStdString());
req.set_price(price);
req.set_volume(volume);
req.set_direction(direction);
req.set_offset(offset);
req.set_pricetype(priceType);
QMetaObject::invokeMethod(g_sm->gatewayMgr(), "sendOrder", Qt::QueuedConnection, Q_ARG(BfSendOrderReq, req));
}
// 平今=
if (pos.position() - pos.ydposition() > 0) {
// 限价单=
BfOffset offset = OFFSET_CLOSETODAY;
BfPriceType priceType = PRICETYPE_LIMITPRICE;
//TODO(hege):这里要判断是否超过了contract->maxLimit
int volume = pos.position() - pos.ydposition();
//空单-->最高价+多+平=
//多单-->最低价+空+平=
double price = bfTick.upperlimit();
BfDirection direction = DIRECTION_LONG;
if (pos.direction() == DIRECTION_NET || pos.direction() == DIRECTION_LONG) {
direction = DIRECTION_SHORT;
price = bfTick.lowerlimit();
}
BfSendOrderReq req;
req.set_symbol(symbol.toStdString());
req.set_exchange(exchange.toStdString());
req.set_price(price);
req.set_volume(volume);
req.set_direction(direction);
req.set_offset(offset);
req.set_pricetype(priceType);
QMetaObject::invokeMethod(g_sm->gatewayMgr(), "sendOrder", Qt::QueuedConnection, Q_ARG(BfSendOrderReq, req));
}
}
}
void MainWindow::on_actionAppVersion_triggered()
{
BfInfo(QString("application's buildtime<error>: ") + QString(__DATE__) + " " + QString(__TIME__));
BfInfo(QString("application's buildtime<info>: ") + QString(__DATE__) + " " + QString(__TIME__));
BfInfo(QString("application's buildtime<debug>: ") + QString(__DATE__) + " " + QString(__TIME__));
}
void OnFrontConnected() override
{
BfInfo(__FUNCTION__);
emit sm()->statusChanged(MDSM_CONNECTED);
}
// 如果网络异常，会直接调用OnFrontDisconnected，需要重置状态数据=
// 网络错误当再次恢复时候，会自动重连重新走OnFrontConnected
void OnFrontDisconnected(int nReason) override
{
BfInfo("MdSmSpi::OnFrontDisconnected,nReason=0x%x", nReason);
emit sm()->statusChanged(MDSM_DISCONNECTED);
}
