upload a useable version

u20024804 · Nov 28, 2019 · 8e9a82b · 8e9a82b
1 parent 3f221ed
commit 8e9a82b
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Showing 5 changed files with 8 additions and 6 deletions.
diff --git a/external/common/lib/libcommontools.so b/external/common/lib/libcommontools.so
diff --git a/external/common/libcommontools.so b/external/common/libcommontools.so
diff --git a/src/simplearb/main.cpp b/src/simplearb/main.cpp
@@ -36,7 +36,8 @@ int main() {
   std::string time_config_path = default_path + "/hft/config/prod/time.config";
   TimeController tc(time_config_path);
 
-  std::unique_ptr<Sender> sender(new Sender("*:33333", "bind", "tcp", "mid.dat"));
+  std::unique_ptr<Sender> ui_sender(new Sender("*:33333", "bind", "tcp", "mid.dat"));
+  std::unique_ptr<Sender> order_sender(new Sender("order_sub", "connect", "ipc", "order.dat"));
 
   std::unordered_map<std::string, std::vector<BaseStrategy*> > ticker_strat_map;
   std::string contract_config_path = default_path + "/hft/config/contract/contract.config";
@@ -47,7 +48,7 @@ int main() {
     if (param_setting.exists("no_close_today")) {
       no_close_today = param_setting["no_close_today"];
     }
-    auto s = new Strategy(param_setting, contract_config_path, tc, &ticker_strat_map, sender.get(), "real", no_close_today);
+    auto s = new Strategy(param_setting, contract_config_path, tc, &ticker_strat_map, ui_sender.get(), order_sender.get(), "real", no_close_today);
     s->Print();
   }
 

diff --git a/src/simplearb/strategy.cpp b/src/simplearb/strategy.cpp
@@ -5,7 +5,7 @@
 
 #include "./strategy.h"
 
-Strategy::Strategy(const libconfig::Setting & param_setting, const std::string & contract_config_path, const TimeController& tc, std::unordered_map<std::string, std::vector<BaseStrategy*> >*ticker_strat_map, Sender* sender, const std::string & mode, bool no_close_today)
+Strategy::Strategy(const libconfig::Setting & param_setting, const std::string & contract_config_path, const TimeController& tc, std::unordered_map<std::string, std::vector<BaseStrategy*> >*ticker_strat_map, Sender* uisender, Sender* ordersender, const std::string & mode, bool no_close_today)
   : BaseStrategy(contract_config_path),
     this_tc(tc),
     tsm(ticker_strat_map),
@@ -53,7 +53,8 @@ Strategy::Strategy(const libconfig::Setting & param_setting, const std::string &
     printf("EXCEPTION: %s\n", ex.what());
     exit(1);
   }
-  ui_sender = sender;
+  ui_sender = uisender;
+  order_sender = ordersender;
   (*ticker_strat_map)[main_ticker].emplace_back(this);
   (*ticker_strat_map)[hedge_ticker].emplace_back(this);
   (*ticker_strat_map)["positionend"].emplace_back(this);
@@ -549,7 +550,7 @@ void Strategy::DoOperationAfterFilled(Order* o, const ExchangeInfo& info) {
     // get hedged right now
     std::string a = o->tbd;
     a.find("close") == string::npos ? open_count++ : close_count++;
-    Order* order = NewOrder(hedge_ticker, (o->side == OrderSide::Buy)?OrderSide::Sell : OrderSide::Buy, info.trade_size, false, false, "", no_close_today);
+    Order* order = NewOrder(hedge_ticker, (o->side == OrderSide::Buy) ? OrderSide::Sell : OrderSide::Buy, info.trade_size, false, false, "", no_close_today);
     order->Show(stdout);
     HandleTestOrder(order);
   } else if (strcmp(o->ticker, hedge_ticker.c_str()) == 0) {

diff --git a/src/simplearb/strategy.h b/src/simplearb/strategy.h
@@ -24,7 +24,7 @@
 
 class Strategy : public BaseStrategy {
  public:
-  explicit Strategy(const libconfig::Setting & param_setting, const std::string& contract_config_path, const TimeController& tc, std::unordered_map<std::string, std::vector<BaseStrategy*> >*ticker_strat_map, Sender* sender, const std::string & mode = "real", bool no_close_today = false);
+  explicit Strategy(const libconfig::Setting & param_setting, const std::string& contract_config_path, const TimeController& tc, std::unordered_map<std::string, std::vector<BaseStrategy*> >*ticker_strat_map, Sender* uisender, Sender* ordersender, const std::string & mode = "real", bool no_close_today = false);
   ~Strategy();
 
   void Start() override;