/* FIXME */
void sall_command(client c) {
dstr res = get_indices();
dstr *fields = NULL;
int nfield = 0, i;
RTRIM(res);
fields = dstr_split_len(res, dstr_length(res), ",", 1, &nfield);
for (i = 1; i < nfield; ++i) {
dstr pkey = dstr_new(fields[i]);
dstr skey = dstr_new(pkey);
dlist_t dlist;
struct kvd *kvd;
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);
}
dstr_free(res);
//--------------------------------------------------------------------------------------------------------------------
// FIXME
//--------------------------------------------------------------------------------------------------------------------
}
/* FIXME */
void u_command(client c) {
dstr pkey, skey;
dlist_t dlist;
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) {
int i;
for (i = 1; i < c->argc; ++i) {
skey = dstr_cat(skey, ",");
skey = dstr_cat(skey, c->argv[i]);
}
}
table_rwlock_wrlock(subscribers);
if ((dlist = table_get_value(subscribers, pkey))) {
struct kvd *kvd;
if (NEW(kvd)) {
dlist_node_t node, node2;
kvd->key = skey;
if ((node = dlist_find(dlist, kvd))) {
FREE(kvd);
kvd = (struct kvd *)dlist_node_value(node);
if ((node2 = dlist_find(kvd->u.dlist, c)))
dlist_remove(kvd->u.dlist, node2);
if (dlist_length(kvd->u.dlist) == 0) {
dlist_remove(dlist, node);
kdfree(kvd);
}
if (dlist_length(dlist) == 0) {
table_remove(subscribers, pkey);
dlist_free(&dlist);
}
} else
FREE(kvd);
} else
add_reply_error(c, "error allocating memory for kvd");
}
table_rwlock_unlock(subscribers);
dstr_free(skey);
dstr_free(pkey);
add_reply_string(c, "\r\n", 2);
}
static int pd_exec(void *data, void *data2) {
RAII_VAR(struct msg *, msg, (struct msg *)data, msg_decr);
Quote *quote = (Quote *)msg->data;
dlist_t dlist;
NOT_USED(data2);
if ((dlist = table_get_value(contracts, quote->thyquote.m_cHYDM))) {
dlist_iter_t iter = dlist_iter_new(dlist, DLIST_START_HEAD);
dlist_node_t node;
while ((node = dlist_next(iter))) {
struct cpl *cpl = (struct cpl *)dlist_node_value(node);
pthread_spin_lock(&cpl->lock);
if (!strcasecmp(cpl->contract1, quote->thyquote.m_cHYDM))
cpl->price1 = quote->thyquote.m_dZXJ;
else
cpl->price2 = quote->thyquote.m_dZXJ;
if (cpl->price1 > 0.0 && cpl->price2 > 0.0) {
float pd = fabs(cpl->price1 - cpl->price2);
/* If the price diff changes, we output it. */
if (fabs(pd - cpl->prevpd) > 0.000001) {
time_t t = (time_t)quote->thyquote.m_nTime;
struct tm lt;
char datestr[64], res[512];
strftime(datestr, sizeof datestr, "%F %T", localtime_r(&t, <));
snprintf(res, sizeof res, "PD,%s.%03d,%s,%s|%.2f,%.2f,%.2f",
datestr,
quote->m_nMSec,
cpl->contract1,
cpl->contract2,
cpl->price1,
cpl->price2,
pd);
out2rmp(res);
cpl->prevpd = pd;
}
}
pthread_spin_unlock(&cpl->lock);
}
}
return 0;
}
/* FIXME */
void uall_command(client c) {
dstr res = get_indices();
dstr *fields = NULL;
int nfield = 0, i;
RTRIM(res);
fields = dstr_split_len(res, dstr_length(res), ",", 1, &nfield);
for (i = 1; i < nfield; ++i) {
dstr pkey = dstr_new(fields[i]);
dstr skey = dstr_new(pkey);
dlist_t dlist;
table_rwlock_wrlock(subscribers);
if ((dlist = table_get_value(subscribers, pkey))) {
struct kvd *kvd;
if (NEW(kvd)) {
dlist_node_t node, node2;
kvd->key = skey;
if ((node = dlist_find(dlist, kvd))) {
FREE(kvd);
kvd = (struct kvd *)dlist_node_value(node);
if ((node2 = dlist_find(kvd->u.dlist, c)))
dlist_remove(kvd->u.dlist, node2);
if (dlist_length(kvd->u.dlist) == 0) {
dlist_remove(dlist, node);
kdfree(kvd);
}
if (dlist_length(dlist) == 0) {
table_remove(subscribers, pkey);
dlist_free(&dlist);
}
} else
FREE(kvd);
} else
add_reply_error(c, "error allocating memory for kvd");
}
table_rwlock_unlock(subscribers);
dstr_free(skey);
dstr_free(pkey);
}
add_reply_string(c, "\r\n", 2);
dstr_free(res);
}
static void read_quote(event_loop el, int fd, int mask, void *data) {
char *buf;
struct sockaddr_in si;
socklen_t slen = sizeof si;
int nread;
NOT_USED(el);
NOT_USED(mask);
NOT_USED(data);
if ((buf = CALLOC(1, sizeof (Quote))) == NULL)
return;
/* FIXME */
if ((nread = recvfrom(fd, buf, sizeof (Quote), 0, (struct sockaddr *)&si, &slen)) > 0) {
Quote *quote;
struct msg *msg;
quote = (Quote *)buf;
if (quote->thyquote.m_nLen == sizeof (THYQuote)) {
int tlen;
quote->thyquote.m_cJYS[sizeof quote->thyquote.m_cJYS - 1] = '\0';
quote->thyquote.m_cHYDM[sizeof quote->thyquote.m_cHYDM - 1] = '\0';
quote->m_nMSec = 0;
/* for testing */
dlist_rwlock_rdlock(monitors);
if (dlist_length(monitors) > 0) {
char res[512];
dlist_iter_t iter = dlist_iter_new(monitors, DLIST_START_HEAD);
dlist_node_t node;
snprintf(res, sizeof res, "RX '%d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%.2f,%.2f,%d,%.2f,%d,%d,%.2f,%d,%.2f,%d'\r\n",
quote->thyquote.m_nTime,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (c->flags & CLIENT_CLOSE_ASAP) {
pthread_spin_unlock(&c->lock);
continue;
}
if (net_try_write(c->fd, res, strlen(res), 10, NET_NONBLOCK) == -1) {
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s",
c, strerror(errno));
if (++c->eagcount >= 10)
client_free_async(c);
} else if (c->eagcount)
c->eagcount = 0;
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
}
dlist_rwlock_unlock(monitors);
/* FIXME */
if (quote->thyquote.m_nTime == 999999999) {
FREE(buf);
return;
} else if ((tlen = intlen(quote->thyquote.m_nTime)) < 10) {
struct timeval tv;
struct tm lt;
gettimeofday(&tv, NULL);
localtime_r(&tv.tv_sec, <);
if (quote->thyquote.m_cHYDM[0] == 'S' && quote->thyquote.m_cHYDM[1] == 'P')
quote->thyquote.m_nTime *= 1000;
else if (tlen == 6 || tlen == 7)
quote->thyquote.m_nTime *= 100;
lt.tm_hour = quote->thyquote.m_nTime / 10000000;
lt.tm_min = quote->thyquote.m_nTime % 10000000 / 100000;
lt.tm_sec = quote->thyquote.m_nTime % 100000 / 1000;
quote->m_nMSec = quote->thyquote.m_nTime % 1000;
quote->thyquote.m_nTime = mktime(<);
}
/* FIXME */
if (addms) {
struct timeval tv;
dstr contract = dstr_new(quote->thyquote.m_cHYDM);
struct sms *sms;
gettimeofday(&tv, NULL);
if ((sms = table_get_value(times, contract)) == NULL) {
if (NEW(sms)) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
table_insert(times, contract, sms);
}
} else if (sms->qsec != quote->thyquote.m_nTime) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
dstr_free(contract);
} else {
int32_t offset;
if ((offset = (tv.tv_sec - sms->sec) * 1000 +
tv.tv_usec / 1000 - sms->msec) > 999)
offset = 999;
quote->m_nMSec = offset;
dstr_free(contract);
}
}
}
if (NEW0(msg) == NULL) {
FREE(buf);
return;
}
msg->data = buf;
msg->refcount = 1;
thrpool_queue(tp, send_quote, msg, NULL, msgfree, NULL);
} else
FREE(buf);
}
static int send_quote(void *data, void *data2) {
struct msg *msg = (struct msg *)data;
Quote *quote;
int status;
NOT_USED(data2);
quote = (Quote *)msg->data;
if (quote->thyquote.m_nLen == sizeof (THYQuote)) {
if (get_logger_level() == __LOG_DEBUG) {
time_t t = (time_t)quote->thyquote.m_nTime;
char datestr[64];
strftime(datestr, sizeof datestr, "%F %T", localtime(&t));
xcb_log(XCB_LOG_DEBUG, "%s.%03d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%d,%.2f,%d,%d,%.2f,%d,%.2f,%d",
datestr,
quote->m_nMSec,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
}
/* for testing */
dlist_rwlock_rdlock(monitors);
if (dlist_length(monitors) > 0) {
char res[512];
dlist_iter_t iter = dlist_iter_new(monitors, DLIST_START_HEAD);
dlist_node_t node;
snprintf(res, sizeof res, "TX '%d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%d,%.2f,%d,%d,%.2f,%d,%.2f,%d'\r\n",
quote->thyquote.m_nTime,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (c->flags & CLIENT_CLOSE_ASAP) {
pthread_spin_unlock(&c->lock);
continue;
}
if (net_try_write(c->fd, res, strlen(res), 10, NET_NONBLOCK) == -1) {
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s",
c, strerror(errno));
if (++c->eagcount >= 10)
client_free_async(c);
} else if (c->eagcount)
c->eagcount = 0;
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
}
dlist_rwlock_unlock(monitors);
}
/* FIXME */
if ((status = pgm_send(pgm_sender, msg->data, sizeof (Quote), NULL)) != PGM_IO_STATUS_NORMAL)
xcb_log(XCB_LOG_WARNING, "Sending data failed");
msg_decr(msg);
return 0;
}
static int server_cron(event_loop el, unsigned long id, void *data) {
dlist_iter_t iter;
dlist_node_t node;
NOT_USED(el);
NOT_USED(id);
NOT_USED(data);
if (log_reload) {
close_logger();
if (init_logger("/var/log/xcb/xcb-dp2.log", __LOG_DEBUG) == 0) {
const char *tmp;
pthread_mutex_lock(&cfg_lock);
if ((tmp = variable_retrieve(cfg, "general", "log_level"))) {
if (!strcasecmp(tmp, "debug"))
set_logger_level(__LOG_DEBUG);
else if (!strcasecmp(tmp, "info"))
set_logger_level(__LOG_INFO);
else if (!strcasecmp(tmp, "notice"))
set_logger_level(__LOG_NOTICE);
else if (!strcasecmp(tmp, "warning"))
set_logger_level(__LOG_WARNING);
}
pthread_mutex_unlock(&cfg_lock);
log_reload = 0;
}
/* FIXME */
if (addms)
table_clear(times);
}
if (shut_down) {
if (prepare_for_shutdown() == 0)
exit(0);
xcb_log(XCB_LOG_WARNING, "SIGTERM received, but errors trying to shutdown the server");
}
/* FIXME */
iter = dlist_iter_new(clients_to_close, DLIST_START_HEAD);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
if (c->refcount == 0)
client_free(c);
}
dlist_iter_free(&iter);
/* FIXME */
if (cronloops % 200 == 0) {
char meme[] = "SU OT GNOLEB ERA ESAB RUOY LLA";
int status;
/* heartbeat */
dlist_lock(clients);
if (dlist_length(clients) > 0) {
dstr res = dstr_new("HEARTBEAT|");
dstr ip = getipv4();
res = dstr_cat(res, ip);
res = dstr_cat(res, "\r\n");
iter = dlist_iter_new(clients, DLIST_START_HEAD);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (net_try_write(c->fd, res, dstr_length(res), 100, NET_NONBLOCK) == -1)
xcb_log(XCB_LOG_WARNING, "Writing to client '%p': %s",
c, strerror(errno));
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
dstr_free(ip);
dstr_free(res);
}
dlist_unlock(clients);
/* FIXME: trying to lower the high CPU load while idle */
if ((status = pgm_send(pgm_sender, meme, sizeof meme, NULL)) != PGM_IO_STATUS_NORMAL)
xcb_log(XCB_LOG_WARNING, "Communication test failed");
}
++cronloops;
return 100;
}
void process_quote(void *data) {
Quote *quote;
struct msg *msg;
quote = (Quote *)data;
if (quote->thyquote.m_nLen == sizeof (tHYQuote)) {
dlist_iter_t iter;
dlist_node_t node;
int tlen;
quote->thyquote.m_cJYS[sizeof quote->thyquote.m_cJYS - 1] = '\0';
quote->thyquote.m_cHYDM[sizeof quote->thyquote.m_cHYDM - 1] = '\0';
quote->m_nMSec = 0;
/* in case of multiple monitors */
dlist_rwlock_rdlock(monitors);
if (dlist_length(monitors) > 0) {
char res[512];
snprintf(res, sizeof res, "RX '%d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%.2f,%.2f,%d,%.2f,%d,%d,%.2f,%d,%.2f,%d'\r\n",
quote->thyquote.m_nTime,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
iter = dlist_iter_new(monitors, DLIST_START_HEAD);
while ((node = dlist_next(iter))) {
client c = (client)dlist_node_value(node);
pthread_spin_lock(&c->lock);
if (!(c->flags & CLIENT_CLOSE_ASAP)) {
if (net_try_write(c->fd, res, strlen(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);
} else if (c->eagcount)
c->eagcount = 0;
}
pthread_spin_unlock(&c->lock);
}
dlist_iter_free(&iter);
}
dlist_rwlock_unlock(monitors);
/* FIXME */
if (quote->thyquote.m_nTime == 999999999) {
FREE(data);
return;
/* idiosyncrasy of different timestamps */
} else if ((tlen = intlen(quote->thyquote.m_nTime)) < 10) {
int hour;
struct tm lt;
hour = quote->thyquote.m_nTime / 10000000;
if (tv.tv_sec == 0 || hour == 9 || hour == 21)
gettimeofday(&tv, NULL);
if (prev_hour == 23 && hour == 0)
tv.tv_sec += 24 * 60 * 60;
prev_hour = hour;
localtime_r(&tv.tv_sec, <);
if (quote->thyquote.m_cHYDM[0] == 'S' && quote->thyquote.m_cHYDM[1] == 'P')
quote->thyquote.m_nTime *= 1000;
else if (tlen == 6 || tlen == 7)
quote->thyquote.m_nTime *= 100;
lt.tm_sec = quote->thyquote.m_nTime % 100000 / 1000;
lt.tm_min = quote->thyquote.m_nTime % 10000000 / 100000;
lt.tm_hour = hour;
quote->m_nMSec = quote->thyquote.m_nTime % 1000;
quote->thyquote.m_nTime = mktime(<);
}
/* FIXME: no millisecond field in some exchanges' quotes */
if (addms) {
struct timeval tv;
dstr contract = dstr_new(quote->thyquote.m_cHYDM);
struct sms *sms;
gettimeofday(&tv, NULL);
if ((sms = table_get_value(times, contract)) == NULL) {
if (NEW(sms)) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
table_insert(times, contract, sms);
}
} else if (sms->qsec != quote->thyquote.m_nTime) {
sms->qsec = quote->thyquote.m_nTime;
sms->sec = tv.tv_sec;
sms->msec = tv.tv_usec / 1000;
dstr_free(contract);
} else {
int32_t offset;
if ((offset = (tv.tv_sec - sms->sec) * 1000 +
tv.tv_usec / 1000 - sms->msec) > 999)
offset = 999;
quote->m_nMSec = offset;
dstr_free(contract);
}
}
if (get_logger_level() == __LOG_DEBUG) {
time_t t = (time_t)quote->thyquote.m_nTime;
char datestr[64];
strftime(datestr, sizeof datestr, "%F %T", localtime(&t));
xcb_log(XCB_LOG_DEBUG, "%s.%03d,%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,"
"%d,%.2f,%d,%d,%.2f,%d,%.2f,%d",
datestr,
quote->m_nMSec,
quote->thyquote.m_cHYDM,
quote->thyquote.m_cJYS,
quote->thyquote.m_dZXJ,
quote->thyquote.m_dJKP,
quote->thyquote.m_dZGJ,
quote->thyquote.m_dZDJ,
quote->thyquote.m_dZSP,
quote->thyquote.m_dJSP,
quote->thyquote.m_dZJSJ,
quote->thyquote.m_dJJSJ,
quote->thyquote.m_nCJSL,
quote->thyquote.m_dCJJE,
quote->thyquote.m_nZCCL,
quote->thyquote.m_nCCL,
quote->thyquote.m_dMRJG1,
quote->thyquote.m_nMRSL1,
quote->thyquote.m_dMCJG1,
quote->thyquote.m_nMCSL1);
}
} else
xcb_log(XCB_LOG_DEBUG, "Data '%s' received", data);
if (NEW0(msg) == NULL) {
FREE(data);
return;
}
msg->data = data;
msg->refcount = 1;
thrpool_queue(tp, send_quote, msg, NULL, msgfree, NULL);
}
static inline void load_config(void) {
/* FIXME */
if ((cfg = config_load("/etc/xcb/vxo.conf"))) {
char *cat = category_browse(cfg, NULL);
struct variable *var;
while (cat) {
if (!strcasecmp(cat, "general")) {
struct variable *var = variable_browse(cfg, cat);
while (var) {
if (!strcasecmp(var->name, "inmsg")) {
if (strcmp(var->value, ""))
inmsg = var->value;
} else
xcb_log(XCB_LOG_WARNING, "Unknown variable '%s' in "
"category '%s' of vxo.conf", var->name, cat);
var = var->next;
}
} else if (!strcasecmp(cat, "expiries")) {
var = variable_browse(cfg, cat);
while (var) {
char *p;
if ((p = strrchr(var->name, 'C')) == NULL)
p = strrchr(var->name, 'P');
if (p && p != var->name && p != var->name + strlen(var->name) - 1 &&
((*(p - 1) == '-' && *(p + 1) == '-') ||
(isdigit(*(p - 1)) && isdigit(*(p + 1))))) {
dstr spotname, strike;
struct pd *pd;
struct scp *scp;
spotname = *(p - 1) == '-'
? dstr_new_len(var->name, p - var->name - 1)
: dstr_new_len(var->name, p - var->name);
strike = *(p + 1) == '-'
? dstr_new_len(p + 2, var->name + strlen(var->name) - p - 2)
: dstr_new_len(p + 1, var->name + strlen(var->name) - p - 1);
if ((pd = table_get_value(spots, spotname)) == NULL) {
if (NEW(scp)) {
scp->strike = atof(strike);
scp->cvol = scp->pvol = NAN;
scp->cvol2 = scp->pvol2 = NAN;
scp->cvol3 = scp->pvol3 = NAN;
if (NEW(pd)) {
pd->prevxo = pd->prevxo2 = pd->prevxo3 = NAN;
pd->sep = *(p - 1) == '-' ? "-" : "";
pd->dlist = dlist_new(NULL, scpfree);
dlist_insert_tail(pd->dlist, scp);
table_insert(spots, spotname, pd);
} else
FREE(scp);
} else
dstr_free(spotname);
} 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 > atof(strike) ||
fabs(scp->strike - atof(strike)) <= 0.000001)
break;
}
dlist_iter_free(&iter);
if (node == NULL || scp->strike > atof(strike)) {
if (NEW(scp)) {
scp->strike = atof(strike);
scp->cvol = scp->pvol = NAN;
scp->cvol2 = scp->pvol2 = NAN;
scp->cvol3 = scp->pvol3 = NAN;
}
if (node == NULL)
dlist_insert_tail(pd->dlist, scp);
else
dlist_insert(pd->dlist, node, scp, 0);
}
dstr_free(spotname);
}
dstr_free(strike);
}
var = var->next;
}
}
cat = category_browse(cfg, cat);
}
}
}
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 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);
}