handlecommand added and revise recver sender

Makefile

@@ -36,9 +36,6 @@ ctporder:
 getins:
 	$(WAF) configure getins $(PARAMS)
 
-arbmaker:
-	$(WAF) configure arbmaker $(PARAMS)
-
 simplemaker:
 	$(WAF) configure simplemaker $(PARAMS)
 

external/common/include/base_strategy.h

@@ -5,6 +5,7 @@
 #include "order.h"
 #include "sender.h"
 #include "define.h"
+#include "command.h"
 #include "exchange_info.h"
 #include "order_status.h"
 #include "common_tools.h"
@@ -32,19 +33,14 @@ class BaseStrategy {
   void RequestQryPos();
   virtual void Print() const;
   virtual void Init() = 0;
-  /*
-  virtual void InitTicker() = 0;
-  virtual void InitTimer() = 0;
-  virtual void InitFile() = 0;
-  */
   void SendPlainText(const std::string & flag, const std::string & s);
 
   virtual void Clear();
   void debug() const;
   double GetMid(const std::string & ticker);
   void UpdateCT(const Contractor& ct);
   virtual void UpdateTicker();
-  virtual void HandleCommand(const MarketSnapshot& shot);
+  virtual void HandleCommand(const Command& shot);
  protected:
   void UpdateAvgCost(const std::string & ticker, double trade_price, int size);
   std::string GenOrderRef();

external/common/include/command.h

@@ -10,52 +10,42 @@
 #include <fstream>
 
 struct Command {
-  timeval show_time;
   timeval send_time;
-  CommandType type;
-  char contract[MAX_CONTRACT_LENGTH];
-  char order_ref[MAX_ORDERREF_SIZE];
-  OrderAction::Enum action;
-  OrderStatus::Enum status;
-  Offset::Enum offset;
+  CommandType::Enum type;
+  char ticker[MAX_CONTRACT_LENGTH];
+  int vint[8];
+  double vdouble[8];
   char tbd[128];
 
-  Command()
-    : size(0),
-      traded_size(0),
-      offset(Offset::UNINITED) {
+  Command() {
     snprintf(tbd, sizeof(tbd), "%s", "null");
   }
 
   bool Valid() const {
-    if (status == OrderStatus::SubmitNew || status == OrderStatus::New || status == OrderStatus::CancelRej) {
+    if (type != CommandType::Uninited) {
       return true;
     }
     return false;
   }
+
   void Show(std::ofstream &stream) const {
     stream.write((char*)this, sizeof(*this));
     stream.flush();
   }
 
-  void ShowCsv(FILE* stream) const {
-    char shot_time_s[32];
-    snprintf(shot_time_s, sizeof(shot_time_s), "%ld.%ld", shot_time.tv_sec, shot_time.tv_usec);
-    double shot_time_sec = atof(shot_time_s);
-    char send_time_s[32];
-    snprintf(send_time_s, sizeof(send_time_s), "%ld.%ld", send_time.tv_sec, send_time.tv_usec);
-    double send_time_sec = atof(send_time_s);
-    fprintf(stream, "%lf,%lf,%s,%lf,%d,%d,%s,%s,%s,%s,%s,%s\n",shot_time_sec,send_time_sec,contract,price,size,traded_size,OrderSide::ToString(side),order_ref,OrderAction::ToString(action),OrderStatus::ToString(status),Offset::ToString(offset),tbd);
+  void Show(FILE* stream, int depth=3) const {
+    timeval show_time;
+    gettimeofday(&show_time, NULL);
+    fprintf(stream, "%ld %04ld %ld %04ld Command %s |",
+            send_time.tv_sec, send_time.tv_usec, show_time.tv_sec, show_time.tv_usec, ticker);
+    for (int i = 0; i < depth; i++) {
+      fprintf(stream, "%d", vint[i]);
+    }
+    for (int i = 0; i < depth; i++) {
+      fprintf(stream, "%.2f", vdouble[i]);
+    }
   }
 
-  void Show(FILE* stream) const {
-    // timeval show_time;
-    // gettimeofday(&show_time, NULL);
-    fprintf(stream, "%ld %04ld %ld %04ld Order %s |",
-            send_time.tv_sec, send_time.tv_usec, shot_time.tv_sec, shot_time.tv_usec, contract);
-
-      fprintf(stream, " %lf@%d %d %s %s %s %s %s %s\n", price, size, traded_size, OrderSide::ToString(side), order_ref, OrderAction::ToString(action), OrderStatus::ToString(status), Offset::ToString(offset), tbd);
-  }
 };
 
 #endif  //  COMMAND_H_

external/common/include/common_tools.h

@@ -142,4 +142,10 @@ static inline std::vector<std::string> Split(const std::string &str, const T &de
   return tokens;
 }
 
+template<typename T>
+void SaveBin(std::ofstream &stream, const T& t) {
+  stream.write((char*)&t, sizeof(T));
+  stream.flush();
+}
+
 #endif // COMMON_TOOLS_H_

external/common/include/exchange_info.h

@@ -23,10 +23,6 @@ struct ExchangeInfo {
       trade_price(-1) {
   }
 
-  void Show(std::ofstream &stream) const {
-    stream.write((char*)this, sizeof(*this));
-  }
-
   void ShowCsv(FILE* stream) const {
     /*
     char time_s[32];

external/common/include/market_snapshot.h

@@ -44,10 +44,6 @@ struct MarketSnapshot {
     }
   }
 
-  void Show(std::ofstream &stream, int depth = MARKET_DATA_DEPTH) const {
-    stream.write((char*)this, sizeof(*this));
-  }
-
   void ShowCsv(FILE* stream, int depth = MARKET_DATA_DEPTH) const {
     char time_s[32];
     snprintf(time_s, sizeof(time_s), "%ld.%ld", time.tv_sec, time.tv_usec);

external/common/include/order.h

@@ -38,10 +38,6 @@ struct Order {
     }
     return false;
   }
-  void Show(std::ofstream &stream) const {
-    stream.write((char*)this, sizeof(*this));
-    stream.flush();
-  }
 
   void ShowCsv(FILE* stream) const {
     char shot_time_s[32];

external/common/include/recver.h

@@ -19,13 +19,29 @@ class Recver {
 
   ~Recver();
 
+
+  template <typename T>
+  void Recv(T& t) {
+    /*
+    if (BUFFER_SIZE < sizeof(T)) {
+      printf("buffer size is not enough!\n");
+      exit(1);
+    }
+    */
+    void* buffer = nullptr;
+    sock.get()->recv(buffer, sizeof(T));
+    t = *reinterpret_cast<T*>(buffer); //alias-strict, use union to slove this
+  }
+
+  /*
   MarketSnapshot Recv(const MarketSnapshot& shot);
 
   Order Recv(const Order& order);
 
   ExchangeInfo Recv(const ExchangeInfo& i);
 
   PricerData Recv(const PricerData& p);
+  */
 
  private:
   unique_ptr<zmq::context_t> con;

external/common/include/sender.h

@@ -10,6 +10,7 @@
 #include "pricer_data.h"
 #include "define.h"
 #include "order.h"
+#include "command.h"
 
 using namespace std;
 
@@ -20,11 +21,27 @@ class Sender {
   ~Sender();
   void Bind(const std::string & address);
 
+  template <typename T>
+    void Send(const T & t) {
+      char buffer[BUFFER_SIZE];
+        if (BUFFER_SIZE < sizeof(t)) {
+          printf("buffer size is not enough, 28\n");
+          exit(1);
+        }   
+        memcpy(buffer, &t, sizeof(t));
+        pthread_mutex_lock(&mutex);
+        sock.get()->send(buffer, sizeof(buffer));
+        pthread_mutex_unlock(&mutex);
+    }
+
+  /*
   void Send(const MarketSnapshot& shot);
   void Send(const Order& order);
   void Send(const ExchangeInfo& info);
   void Send(const PricerData& p);
+  void Send(const Command& p);
   void Send(const char* s);
+*/
 
  private:
   unique_ptr<zmq::context_t> con;

rule.py

@@ -49,8 +49,6 @@ class ctporder_class(BuildContext):
   cmd = "ctporder"
 class getins_class(BuildContext):
   cmd = "get_ins"
-class arbmaker_class(BuildContext):
-  cmd = "arbmaker"
 class simplemaker_class(BuildContext):
   cmd = "simplemaker"
 class simplearb_class(BuildContext):
@@ -109,9 +107,6 @@ def build(bld):
   if bld.cmd == "getins":
     run_getins(bld)
     return
-  if bld.cmd == "arbmaker":
-    run_arbmaker(bld)
-    return
   if bld.cmd == "simplemaker":
     run_simplemaker(bld)
     return
@@ -247,17 +242,6 @@ def run_getins(bld):
     use = 'zmq commontools thosttraderapi pthread config++'
   )
 
-def run_arbmaker(bld):
-  bld.read_shlib('zmq', paths=['external/zeromq/lib'])
-  bld.read_shlib('commontools', paths=['external/common/lib'])
-  bld.program(
-    target = 'bin/arbmaker',
-    source = ['src/arbmaker/main.cpp',
-              'src/arbmaker/strategy.cpp'],
-    includes = ['external/zeromq/include'],
-    use = 'zmq commontools pthread config++'
-  )
-
 def run_simplemaker(bld):
   bld.read_shlib('commontools', paths=['external/common/lib'])
   bld.program(
@@ -381,7 +365,6 @@ def run_all(bld):
   run_ctpdata(bld)
   run_ctporder(bld)
   run_getins(bld)
-  #run_arbmaker(bld)
   run_simplearb(bld)
   run_newsimplearb(bld)
   run_backtest(bld)