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Level2UserApi.h
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#pragma once
#include "../include/DFITC_L2/DFITCL2Api.h"
#include "../include/ApiStruct.h"
#include "../include/stringHash.h"
#include <set>
#include <string>
#include <atomic>
#include <mutex>
#include <map>
#include <list>
#include <thread>
using namespace std;
using namespace DFITC_L2;
class CLevel2UserApi :public DFITCL2Spi
{
//请求数据包类型
enum RequestType
{
E_Init,
E_UserLoginField,
};
//请求数据包结构体
struct SRequest
{
RequestType type;
void* pBuf;
};
public:
CLevel2UserApi(void);
virtual ~CLevel2UserApi(void);
void Register(void* pMsgQueue);
void Connect(const string& szPath,
ServerInfoField* pServerInfo,
UserInfoField* pUserInfo);
void Disconnect();
void Subscribe(const string& szInstrumentIDs, const string& szExchageID);
void Unsubscribe(const string& szInstrumentIDs, const string& szExchageID);
void SubscribeAll();
void UnsubscribeAll();
private:
//数据包发送线程
//数据包发送线程
static void ProcessThread(CLevel2UserApi* lpParam)
{
if (lpParam)
lpParam->RunInThread();
}
void RunInThread();
void StartThread();
void StopThread();
//指定数据包类型,生成对应数据包
SRequest * MakeRequestBuf(RequestType type);
//清除将发送请求包队列
void ReleaseRequestListBuf();
//清除已发送请求包池
void ReleaseRequestMapBuf();
//清除指定请求包池中指定包
void ReleaseRequestMapBuf(int nRequestID);
//添加到已经请求包池
void AddRequestMapBuf(int nRequestID, SRequest* pRequest);
//添加到将发送包队列
void AddToSendQueue(SRequest * pRequest);
//订阅行情
void Subscribe(const set<string>& instrumentIDs, const string& szExchageID);
void Unsubscribe(const set<string>& instrumentIDs, const string& szExchageID);
//登录请求
void ReqUserLogin();
int ReqInit();
virtual void OnConnected();
virtual void OnDisconnected(int nReason);
virtual void OnRspUserLogin(struct ErrorRtnField * pErrorField);
virtual void OnRspSubscribeMarketData(struct ErrorRtnField * pErrorField);
virtual void OnRspUnSubscribeMarketData(struct ErrorRtnField * pErrorField);
virtual void OnRspSubscribeAll(struct ErrorRtnField * pErrorField);
virtual void OnRspUnSubscribeAll(struct ErrorRtnField * pErrorField);
virtual void OnBestAndDeep(MDBestAndDeep * const pQuote);
virtual void OnArbi(MDBestAndDeep * const pQuote);
virtual void OnTenEntrust(MDTenEntrust * const pQuote);
virtual void OnRealtime(MDRealTimePrice * const pQuote);
virtual void OnOrderStatistic(MDOrderStatistic * const pQuote);
virtual void OnMarchPrice(MDMarchPriceQty * const pQuote);
virtual void OnHeartBeatLost() { }
//检查是否出错
bool IsErrorRspInfo_Output(struct ErrorRtnField * pErrorField);//将出错消息送到消息队列
bool IsErrorRspInfo(struct ErrorRtnField * pErrorField); //不输出信息
private:
mutex m_csMapInstrumentIDs;
atomic<long> m_lRequestID; //请求ID,每次请求前自增
set<string> m_setInstrumentIDs;
DFITCL2Api* m_pApi; //行情API
void* m_msgQueue; //消息队列指针
string m_szPath; //生成配置文件的路径
ServerInfoField m_ServerInfo;
UserInfoField m_UserInfo;
int m_nSleep;
volatile bool m_bRunning;
thread* m_hThread;
mutex m_csList;
list<SRequest*> m_reqList; //将发送请求队列
mutex m_csMap;
map<int, SRequest*> m_reqMap; //已发送请求池
};