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TextTrader.cpp
9587 lines (8825 loc) · 280 KB
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TextTrader.cpp
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// TextTrader
// writen by krenx@openctp
//
//
#include "TextTrader.h"
#pragma warning(disable: 4786)
#pragma warning(disable: 4018)
#pragma warning(disable: 4244)
#pragma warning(disable: 4996)
#include <float.h>
#include <math.h>
#ifdef WIN32
#undef getch
#include<conio.h>
#endif
#include <thread>
#include <mutex>
#include <functional>
#include <condition_variable>
#include <chrono>
#include <iostream>
#include <atomic>
#include "INIReader.h"
#include <string.h>
#include <climits>
#ifndef WIN32
#define strnicmp strncasecmp
#endif
// 控制键定义
#define KEYBOARD_F(n) n
#define KEYBOARD_CTRL_F 13 // 6
#define KEYBOARD_CTRL_B 14 // 2
#define KEYBOARD_CTRL_U 15 // 21
#define KEYBOARD_CTRL_D 16 // 4
#define KEYBOARD_CTRL_E 17 // 5
#define KEYBOARD_CTRL_Y 18 // 25
#define KEYBOARD_UP 19 // 72
#define KEYBOARD_DOWN 20 // 80
#define KEYBOARD_LEFT 21 //75
#define KEYBOARD_RIGHT 22 // 77
#define KEYBOARD_PAGEUP 23 // 73
#define KEYBOARD_PAGEDOWN 24 // 81
#define KEYBOARD_ENTER 25 // 13
#define KEYBOARD_ESC 26 // 27
#define KEYBOARD_DELETE 27 // 8
#define KEYBOARD_REFRESH 28 // 12 ^L
#define KEYBOARD_NEXT 29 // 14 ^N
#define KEYBOARD_PREVIOUS 30 // 16 ^P
class semaphore
{
public:
semaphore(int value = 1) :count(value) {}
void wait()
{
std::unique_lock<std::mutex> lck(mt);
if (--count < 0)
cv.wait(lck);
}
void signal()
{
std::unique_lock<std::mutex> lck(mt);
if (++count <= 0)
cv.notify_one();
}
private:
int count;
std::mutex mt;
std::condition_variable cv;
};
void post_task(std::function<void()> task);
char tradetime[20];
char status_message[100];
char input_buffer[100];
std::vector<CThostFtdcInstrumentField> vInstruments;
std::vector< CThostFtdcDepthMarketDataField> vDepthMarketDatas;
std::map<std::string,size_t> mInstrumentIndex;
std::vector<bool> vSubscribed;
std::vector<CThostFtdcOrderField> vOrders;
std::vector<CThostFtdcTradeField> vTrades;
std::vector<stPosition_t> vPositions;
std::map<std::string, size_t> mPositionIndex;
std::vector<CThostFtdcTradingAccountField> vAccounts;
std::vector<CThostFtdcInputOrderField> vInputingOrders;
std::vector<CThostFtdcInputOrderActionField> vCancelingOrders;
CTradeRsp* pTradeRsp;
CMarketRsp* pMarketRsp;
int TradeConnectionStatus=CONNECTION_STATUS_DISCONNECTED;
int MarketConnectionStatus=CONNECTION_STATUS_DISCONNECTED;
int WorkingStatus = WORKING_STATUS_NONE;
std::mutex _lock;
semaphore _sem;
std::vector< std::function<void()> > _vTasks;
std::atomic<int> seconds_delayed;
#define WIN_MAINBOARD 0
#define WIN_ORDER 1
#define WIN_FAVORITE 2
#define WIN_CHART 3
#define WIN_POSITION 4
#define WIN_MONEY 5
#define WIN_ORDERLIST 6
#define WIN_FILLLIST 7
#define WIN_MESSAGE 8
#define WIN_SYSTEM 9
#define WIN_COLUMN_SETTINGS 100
#define WIN_SYMBOL 101
int working_window=WIN_MAINBOARD;
typedef struct {
char name[30];
int width;
} column_item_t;
column_item_t column_items[]={
#define COL_SYMBOL 0 // 合约
{"合约", 10},
#define COL_SYMBOL_NAME 1 // 名称
{"名称", 20},
#define COL_CLOSE 2 // 现价
{"现价", 10},
#define COL_PERCENT 3 // 涨幅
{"涨幅", 10},
#define COL_VOLUME 4 // 总手
{"总手", 10},
#define COL_ADVANCE 6 // 涨跌
{"涨跌", 10},
#define COL_OPEN 7 // 开盘
{"开盘", 10},
#define COL_HIGH 8 // 最高
{"最高", 10},
#define COL_LOW 9 // 最低
{"最低", 10},
#define COL_BID_PRICE 10 // 买价
{"买价", 10},
#define COL_BID_VOLUME 11 // 买量
{"买量", 10},
#define COL_ASK_PRICE 12 // 卖价
{"卖价", 10},
#define COL_ASK_VOLUME 13 // 卖量
{"卖量", 10},
#define COL_PREV_SETTLEMENT 14 // 昨结
{"昨结", 10},
#define COL_SETTLEMENT 15 // 今结
{"今结", 10},
#define COL_PREV_CLOSE 16 // 昨收
{"昨收", 10},
#define COL_OPENINT 17 // 今仓
{"今仓", 10},
#define COL_PREV_OPENINT 18 // 昨仓
{"昨仓", 10},
#define COL_AVERAGE_PRICE 19 // 均价
{"均价", 10},
#define COL_UpperLimitPrice 20 // 涨停价
{"涨停", 10},
#define COL_LowerLimitPrice 21 // 跌停价
{"跌停", 10},
#define COL_DATE 22 // 日期
{"日期", 10},
#define COL_TIME 23 // 时间
{"时间", 10},
#define COL_TRADE_DAY 24 // 交易日
{"交易日", 10},
#define COL_EXCHANGE 25 // 交易所
{"交易所", 10}
};
std::vector<int> vcolumns; // columns in order
std::map<int,bool> mcolumns; // column select status
column_item_t orderlist_column_items[]={
#define ORDERLIST_COL_SYMBOL 0 // 合约
{"合约", 10},
#define ORDERLIST_COL_SYMBOL_NAME 1 // 名称
{"名称", 10},
#define ORDERLIST_COL_DIRECTION 2 // 买卖
{"买卖", 6},
#define ORDERLIST_COL_VOLUME 3 // 数量
{"数量", 5},
#define ORDERLIST_COL_VOLUME_FILLED 4 // 成交数量
{"成交", 5},
#define ORDERLIST_COL_PRICE 5 // 报价
{"报价", 10},
#define ORDERLIST_COL_AVG_PRICE 6 // 成交均价
{"成交均价", 10},
#define ORDERLIST_COL_APPLY_TIME 7 // 委托时间
{"委托时间", 10},
#define ORDERLIST_COL_UPDATE_TIME 8 // 更新时间
{"更新时间", 10},
#define ORDERLIST_COL_STATUS 9 // 报单状态
{"报单状态", 8},
#define ORDERLIST_COL_SH_FLAG 10 // 投保
{"投保", 4},
#define ORDERLIST_COL_ORDERID 11 // 报单号
{"报单号", 21},
#define ORDERLIST_COL_EXCHANGE_NAME 12 // 交易所名称
{"交易所", 10},
#define ORDERLIST_COL_DESC 13 // 备注
{"备注", 30},
#define ORDERLIST_COL_ACC_ID 14 // 账号
{"账号", 10}
};
std::vector<int> vorderlist_columns; // order list columns in order
std::map<int,bool> morderlist_columns; // order list column select status
column_item_t filllist_column_items[]={
#define FILLLIST_COL_SYMBOL 0 // 合约
{"合约", 10},
#define FILLLIST_COL_SYMBOL_NAME 1 // 名称
{"名称", 10},
#define FILLLIST_COL_DIRECTION 2 // 买卖
{"买卖", 6},
#define FILLLIST_COL_VOLUME 3 // 数量
{"数量", 5},
#define FILLLIST_COL_PRICE 4 // 价格
{"价格", 10},
#define FILLLIST_COL_TIME 5 // 时间
{"时间", 10},
#define FILLLIST_COL_SH_FLAG 6 // 投保
{"投保", 4},
#define FILLLIST_COL_ORDERID 7 // 报单号
{"报单号", 21},
#define FILLLIST_COL_FILLID 8 // 成交号
{"成交号", 21},
#define FILLLIST_COL_EXCHANGE_NAME 9 // 交易所名称
{"交易所", 10},
#define FILLLIST_COL_ACC_ID 10 // 账号
{"账号", 10}
};
std::vector<int> vfilllist_columns; // fill list columns in order
std::map<int,bool> mfilllist_columns; // fill list column select status
column_item_t positionlist_column_items[]={
#define POSITIONLIST_COL_SYMBOL 0 // 合约
{"合约", 10},
#define POSITIONLIST_COL_SYMBOL_NAME 1 // 名称
{"名称", 10},
#define POSITIONLIST_COL_VOLUME 2 // 数量（冻结）
{"数量", 10},
#define POSITIONLIST_COL_AVG_PRICE 3 // 均价
{"均价", 10},
#define POSITIONLIST_COL_PROFITLOSS 4 // 盈亏（金额(点数/百分比)）
{"盈亏", 10},
#define POSITIONLIST_COL_MARGIN 5 // 占用保证金
{"占用保证金", 10},
#define POSITIONLIST_COL_AMOUNT 6 // 持仓金额
{"持仓金额", 10},
#define POSITIONLIST_COL_BUY_VOLUME 7 // 买量（冻结）
{"买量", 10},
#define POSITIONLIST_COL_BUY_PRICE 8 // 买均价
{"买均价", 10},
#define POSITIONLIST_COL_BUY_PROFITLOSS 9 // 买盈亏
{"买盈亏", 10},
#define POSITIONLIST_COL_BUY_TODAY 10 // 今买
{"今买", 10},
#define POSITIONLIST_COL_SELL_VOLUME 11 // 卖量（冻结）
{"卖量", 10},
#define POSITIONLIST_COL_SELL_PRICE 12 // 卖均价
{"卖均价", 10},
#define POSITIONLIST_COL_SELL_PROFITLOSS 13 // 卖盈亏
{"卖盈亏", 10},
#define POSITIONLIST_COL_SELL_TODAY 14 // 今卖
{"今卖", 10},
#define POSITIONLIST_COL_EXCHANGE_NAME 15 // 交易所名称
{"交易所", 10},
#define POSITIONLIST_COL_ACC_ID 16 // 账号
{"账号", 10}
};
std::vector<int> vpositionlist_columns; // position list columns in order
std::map<int,bool> mpositionlist_columns; // position list column select status
column_item_t acclist_column_items[]={
#define ACCLIST_COL_ACC_ID 0 // 账号
{"账号", 10},
#define ACCLIST_COL_ACC_NAME 1 // 名称
{"名称", 10},
#define ACCLIST_COL_PRE_BALANCE 2 // 上日结存
{"上日结存", 10},
#define ACCLIST_COL_MONEY_IN 3 // 入金
{"入金", 10},
#define ACCLIST_COL_MONEY_OUT 4 // 出金
{"出金", 10},
#define ACCLIST_COL_FROZEN_MARGIN 5 // 冻结保证金
{"冻结保证金", 10},
#define ACCLIST_COL_MONEY_FROZEN 6 // 冻结资金
{"冻结资金", 10},
#define ACCLIST_COL_FEE_FROZEN 7 // 冻结手续费
{"冻结手续费", 10},
#define ACCLIST_COL_MARGIN 8 // 占用保证金
{"占用保证金", 10},
#define ACCLIST_COL_FEE 9 // 手续费
{"手续费", 10},
#define ACCLIST_COL_CLOSE_PROFIT_LOSS 10 // 平仓盈亏
{"平仓盈亏", 10},
#define ACCLIST_COL_FLOAT_PROFIT_LOSS 11 // 持仓盈亏
{"持仓盈亏", 10},
#define ACCLIST_COL_BALANCE_AVAILABLE 12 // 可用资金
{"可用资金", 10},
#define ACCLIST_COL_BROKER_ID 13 // 经纪代码
{"经纪代码", 10}
};
std::vector<int> vacclist_columns; // position list columns in order
std::map<int,bool> macclist_columns; // position list column select status
// Mainboard Curses
int curr_line=0,curr_col=1,max_lines,max_cols=7;
int curr_pos=0,curr_col_pos=2;
// Order Curses
int order_curr_line=0,order_curr_col=0,order_max_lines,order_max_cols=9;
int order_curr_pos=0,order_curr_pos_ask=-1,order_curr_pos_bid=-1;
int order_symbol_index=-1;
double order_page_top_price=DBL_MAX,order_curr_price= DBL_MAX;
char order_curr_product_id[30];
char order_curr_accname[100];
char order_last_symbol[30];
double order_moving_at_price= DBL_MAX;
int order_is_moving=0;
// Column Settings Curses
int column_settings_curr_line=0,column_settings_curr_col=1,column_settings_max_lines;
int column_settings_curr_pos=0;
// Instrument Curses
int symbol_curr_line=1,symbol_curr_col=1,symbol_max_lines;
int symbol_curr_pos=0;
char symbol_curr_product_id[30];
// Order List Curses
int orderlist_curr_line=0,orderlist_curr_col=1,orderlist_max_lines,orderlist_max_cols=7;
int orderlist_curr_pos=0,orderlist_curr_col_pos=2;
// Filled Order List Curses
int filllist_curr_line=0,filllist_curr_col=1,filllist_max_lines,filllist_max_cols=7;
int filllist_curr_pos=0,filllist_curr_col_pos=2;
// Position List Curses
int positionlist_curr_line=0,positionlist_curr_col=1,positionlist_max_lines,positionlist_max_cols=7;
int positionlist_curr_pos=0,positionlist_curr_col_pos=2;
// Account List Curses
int acclist_curr_line=0,acclist_curr_col=1,acclist_max_lines,acclist_max_cols=7;
int acclist_curr_pos=0,acclist_curr_col_pos=2;
// Corner Curses
WINDOW *corner_win=NULL;
int corner_curr_line=0,corner_curr_col=1,corner_max_lines=5,corner_max_cols=20;
int corner_curr_pos=0,corner_curr_col_pos=0;
char corner_input[100],strsearching[30],strmatch[30];
// Order Corner Curses
WINDOW *order_corner_win=NULL;
int order_corner_curr_line=0,order_corner_curr_col=1,order_corner_max_lines=5,order_corner_max_cols=20;
int order_corner_curr_pos=0,order_corner_curr_col_pos=0;
char order_corner_input[100],order_strsearching[30],order_strmatch[30];
void status_print(const char* fmt, ...)
{
va_list args;
va_start(args, fmt);
vsnprintf(status_message, sizeof(status_message), fmt, args);
va_end(args);
seconds_delayed = 0; // reset
display_status();
order_display_status();
positionlist_display_status();
acclist_display_status();
orderlist_display_status();
filllist_display_status();
column_settings_display_status();
symbol_display_status();
}
int main(int argc,char *argv[])
{
std::string market_serv_addr, trade_serv_addr, BrokerID, UserProductInfo, AuthCode, AppID, UserID, password, market_user, market_password;
std::string trade_name_server,market_name_server;
std::string ClientIPAddress,MacAddress,LoginRemark;
INIReader reader("TextTrader.ini");
// read config from file
if (reader.ParseError() < 0) {
std::cout << "open ini file failed." << std::endl;
return -1;
}
market_serv_addr = reader.Get("market", "address", "");
trade_serv_addr = reader.Get("trade", "address", "");
BrokerID = reader.Get("trade", "broker", "");
UserProductInfo = reader.Get("trade", "UserProductInfo", "");
AuthCode = reader.Get("trade", "AuthCode", "");
AppID = reader.Get("trade", "AppID", "");
UserID = reader.Get("trade", "user", "");
password = reader.Get("trade", "password", "");
ClientIPAddress = reader.Get("trade", "ClientIPAddress", "");
MacAddress = reader.Get("trade", "MacAddress", "");
LoginRemark = reader.Get("trade", "LoginRemark", "");
market_user = reader.Get("market", "UserID", "");
market_password = reader.Get("market", "password", "");
trade_name_server = reader.Get("trade", "NameServer", "");
market_name_server = reader.Get("market", "NameServer", "");
int ch;
char user_trade_flow_path[256],user_market_flow_path[256];
// get UserID/password from terminal
if (UserID == "") {
std::cout << "UserID:";
std::cin >> UserID;
std::cout << "Password:";
std::cin >> password;
}
// If no special market password then use trade's.
if (market_user == "")
market_user = UserID;
if (market_password == "")
market_password = password;
// Market
pMarketRsp=new CMarketRsp();
sprintf(user_market_flow_path,"market");
strcpy(pMarketRsp->BrokerID, BrokerID.c_str());
strcpy(pMarketRsp->UserID, market_user.c_str());
strcpy(pMarketRsp->Password, market_password.c_str());
pMarketRsp->m_pMarketReq=CThostFtdcMdApi::CreateFtdcMdApi(user_market_flow_path);
pMarketRsp->m_pMarketReq->RegisterSpi(pMarketRsp);
if(market_name_server.length()){
CThostFtdcFensUserInfoField FensUserInfo;
memset(&FensUserInfo,0x00,sizeof(FensUserInfo));
strncpy(FensUserInfo.BrokerID,BrokerID.c_str(),sizeof(FensUserInfo.BrokerID)-1);
strncpy(FensUserInfo.UserID,BrokerID.c_str(),sizeof(FensUserInfo.UserID)-1);
FensUserInfo.LoginMode = THOST_FTDC_LM_Trade;
pMarketRsp->m_pMarketReq->RegisterFensUserInfo(&FensUserInfo);
pMarketRsp->m_pMarketReq->RegisterNameServer((char*)market_name_server.c_str());
}else{
pMarketRsp->m_pMarketReq->RegisterFront((char*)market_serv_addr.c_str());
}
pMarketRsp->m_pMarketReq->Init();
// Trade
CThostFtdcTradingAccountField Account;
memset(&Account,0x00,sizeof(Account));
strcpy(Account.BrokerID, BrokerID.c_str());
strcpy(Account.AccountID, UserID.c_str());
vAccounts.push_back(Account);
pTradeRsp=new CTradeRsp();
strcpy(pTradeRsp->BrokerID, BrokerID.c_str());
strcpy(pTradeRsp->UserID, UserID.c_str());
strcpy(pTradeRsp->Password, password.c_str());
strcpy(pTradeRsp->UserProductInfo,UserProductInfo.c_str());
strcpy(pTradeRsp->ClientIPAddress,ClientIPAddress.c_str());
strcpy(pTradeRsp->MacAddress,MacAddress.c_str());
strcpy(pTradeRsp->LoginRemark,LoginRemark.c_str());
strcpy(pTradeRsp->AppID,AppID.c_str());
strcpy(pTradeRsp->AuthCode,AuthCode.c_str());
strcpy(order_curr_accname, UserID.c_str());
sprintf(user_trade_flow_path,"%s_%s_trade", BrokerID.c_str(), UserID.c_str());
pTradeRsp->m_pTradeReq=CThostFtdcTraderApi::CreateFtdcTraderApi(user_trade_flow_path);
pTradeRsp->m_pTradeReq->RegisterSpi(pTradeRsp);
if(trade_name_server.length()){
CThostFtdcFensUserInfoField FensUserInfo;
memset(&FensUserInfo,0x00,sizeof(FensUserInfo));
strncpy(FensUserInfo.BrokerID,BrokerID.c_str(),sizeof(FensUserInfo.BrokerID)-1);
strncpy(FensUserInfo.UserID,UserID.c_str(),sizeof(FensUserInfo.UserID)-1);
FensUserInfo.LoginMode = THOST_FTDC_LM_Trade;
pTradeRsp->m_pTradeReq->RegisterFensUserInfo(&FensUserInfo);
pTradeRsp->m_pTradeReq->RegisterNameServer((char*)trade_name_server.c_str());
}else{
pTradeRsp->m_pTradeReq->RegisterFront((char*)trade_serv_addr.c_str());
}
pTradeRsp->m_pTradeReq->SubscribePrivateTopic(THOST_TERT_RESTART);
pTradeRsp->m_pTradeReq->SubscribePublicTopic(THOST_TERT_RESTART);
pTradeRsp->m_pTradeReq->Init();
// Init Columns
mcolumns[COL_SYMBOL]=true;vcolumns.push_back(COL_SYMBOL);
mcolumns[COL_SYMBOL_NAME]=true;vcolumns.push_back(COL_SYMBOL_NAME);
mcolumns[COL_CLOSE]=true;vcolumns.push_back(COL_CLOSE);
mcolumns[COL_PERCENT]=true;vcolumns.push_back(COL_PERCENT);
mcolumns[COL_VOLUME]=true;vcolumns.push_back(COL_VOLUME);
mcolumns[COL_BID_PRICE]=true;vcolumns.push_back(COL_BID_PRICE);
mcolumns[COL_BID_VOLUME]=true;vcolumns.push_back(COL_BID_VOLUME);
mcolumns[COL_ASK_PRICE]=true;vcolumns.push_back(COL_ASK_PRICE);
mcolumns[COL_ASK_VOLUME]=true;vcolumns.push_back(COL_ASK_VOLUME);
mcolumns[COL_UpperLimitPrice] = true; vcolumns.push_back(COL_UpperLimitPrice);
mcolumns[COL_LowerLimitPrice] = true; vcolumns.push_back(COL_LowerLimitPrice);
mcolumns[COL_PREV_SETTLEMENT]=true;vcolumns.push_back(COL_PREV_SETTLEMENT);
mcolumns[COL_ADVANCE]=true;vcolumns.push_back(COL_ADVANCE);
mcolumns[COL_OPEN]=true;vcolumns.push_back(COL_OPEN);
mcolumns[COL_HIGH]=true;vcolumns.push_back(COL_HIGH);
mcolumns[COL_LOW]=true;vcolumns.push_back(COL_LOW);
mcolumns[COL_AVERAGE_PRICE]=true;vcolumns.push_back(COL_AVERAGE_PRICE);
mcolumns[COL_PREV_CLOSE]=true;vcolumns.push_back(COL_PREV_CLOSE);
mcolumns[COL_OPENINT]=true;vcolumns.push_back(COL_OPENINT);
mcolumns[COL_PREV_OPENINT]=true;vcolumns.push_back(COL_PREV_OPENINT);
mcolumns[COL_SETTLEMENT]=true;vcolumns.push_back(COL_SETTLEMENT);
mcolumns[COL_DATE] = true; vcolumns.push_back(COL_DATE);
mcolumns[COL_TIME] = true; vcolumns.push_back(COL_TIME);
mcolumns[COL_EXCHANGE] = true; vcolumns.push_back(COL_EXCHANGE);
mcolumns[COL_TRADE_DAY] = true; vcolumns.push_back(COL_TRADE_DAY);
// Init Order List Columns
morderlist_columns[ORDERLIST_COL_ACC_ID]=true;vorderlist_columns.push_back(ORDERLIST_COL_ACC_ID);
morderlist_columns[ORDERLIST_COL_SYMBOL]=true;vorderlist_columns.push_back(ORDERLIST_COL_SYMBOL);
morderlist_columns[ORDERLIST_COL_SYMBOL_NAME]=true;vorderlist_columns.push_back(ORDERLIST_COL_SYMBOL_NAME);
morderlist_columns[ORDERLIST_COL_DIRECTION]=true;vorderlist_columns.push_back(ORDERLIST_COL_DIRECTION);
morderlist_columns[ORDERLIST_COL_VOLUME]=true;vorderlist_columns.push_back(ORDERLIST_COL_VOLUME);
morderlist_columns[ORDERLIST_COL_VOLUME_FILLED]=true;vorderlist_columns.push_back(ORDERLIST_COL_VOLUME_FILLED);
morderlist_columns[ORDERLIST_COL_PRICE]=true;vorderlist_columns.push_back(ORDERLIST_COL_PRICE);
morderlist_columns[ORDERLIST_COL_AVG_PRICE]=true;vorderlist_columns.push_back(ORDERLIST_COL_AVG_PRICE);
morderlist_columns[ORDERLIST_COL_APPLY_TIME]=true;vorderlist_columns.push_back(ORDERLIST_COL_APPLY_TIME);
morderlist_columns[ORDERLIST_COL_UPDATE_TIME]=true;vorderlist_columns.push_back(ORDERLIST_COL_UPDATE_TIME);
morderlist_columns[ORDERLIST_COL_STATUS]=true;vorderlist_columns.push_back(ORDERLIST_COL_STATUS);
morderlist_columns[ORDERLIST_COL_SH_FLAG]=true;vorderlist_columns.push_back(ORDERLIST_COL_SH_FLAG);
morderlist_columns[ORDERLIST_COL_ORDERID]=true;vorderlist_columns.push_back(ORDERLIST_COL_ORDERID);
morderlist_columns[ORDERLIST_COL_EXCHANGE_NAME]=true;vorderlist_columns.push_back(ORDERLIST_COL_EXCHANGE_NAME);
morderlist_columns[ORDERLIST_COL_DESC]=true;vorderlist_columns.push_back(ORDERLIST_COL_DESC);
// Init Fill List Columns
mfilllist_columns[FILLLIST_COL_ACC_ID]=true;vfilllist_columns.push_back(FILLLIST_COL_ACC_ID);
mfilllist_columns[FILLLIST_COL_SYMBOL]=true;vfilllist_columns.push_back(FILLLIST_COL_SYMBOL);
mfilllist_columns[FILLLIST_COL_SYMBOL_NAME]=true;vfilllist_columns.push_back(FILLLIST_COL_SYMBOL_NAME);
mfilllist_columns[FILLLIST_COL_DIRECTION]=true;vfilllist_columns.push_back(FILLLIST_COL_DIRECTION);
mfilllist_columns[FILLLIST_COL_VOLUME]=true;vfilllist_columns.push_back(FILLLIST_COL_VOLUME);
mfilllist_columns[FILLLIST_COL_PRICE]=true;vfilllist_columns.push_back(FILLLIST_COL_PRICE);
mfilllist_columns[FILLLIST_COL_TIME]=true;vfilllist_columns.push_back(FILLLIST_COL_TIME);
mfilllist_columns[FILLLIST_COL_SH_FLAG]=true;vfilllist_columns.push_back(FILLLIST_COL_SH_FLAG);
mfilllist_columns[FILLLIST_COL_ORDERID]=true;vfilllist_columns.push_back(FILLLIST_COL_ORDERID);
mfilllist_columns[FILLLIST_COL_FILLID]=true;vfilllist_columns.push_back(FILLLIST_COL_FILLID);
mfilllist_columns[FILLLIST_COL_EXCHANGE_NAME]=true;vfilllist_columns.push_back(FILLLIST_COL_EXCHANGE_NAME);
// Init Position List Columns
mpositionlist_columns[POSITIONLIST_COL_ACC_ID]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_ACC_ID);
mpositionlist_columns[POSITIONLIST_COL_SYMBOL]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SYMBOL);
mpositionlist_columns[POSITIONLIST_COL_SYMBOL_NAME]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SYMBOL_NAME);
mpositionlist_columns[POSITIONLIST_COL_VOLUME]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_VOLUME);
mpositionlist_columns[POSITIONLIST_COL_AVG_PRICE]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_AVG_PRICE);
mpositionlist_columns[POSITIONLIST_COL_PROFITLOSS]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_PROFITLOSS);
mpositionlist_columns[POSITIONLIST_COL_MARGIN]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_MARGIN);
mpositionlist_columns[POSITIONLIST_COL_AMOUNT]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_AMOUNT);
mpositionlist_columns[POSITIONLIST_COL_BUY_VOLUME]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_BUY_VOLUME);
mpositionlist_columns[POSITIONLIST_COL_BUY_PRICE]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_BUY_PRICE);
mpositionlist_columns[POSITIONLIST_COL_BUY_PROFITLOSS]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_BUY_PROFITLOSS);
mpositionlist_columns[POSITIONLIST_COL_BUY_TODAY]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_BUY_TODAY);
mpositionlist_columns[POSITIONLIST_COL_SELL_VOLUME]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SELL_VOLUME);
mpositionlist_columns[POSITIONLIST_COL_SELL_PRICE]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SELL_PRICE);
mpositionlist_columns[POSITIONLIST_COL_SELL_PROFITLOSS]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SELL_PROFITLOSS);
mpositionlist_columns[POSITIONLIST_COL_SELL_TODAY]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_SELL_TODAY);
mpositionlist_columns[POSITIONLIST_COL_EXCHANGE_NAME]=true;vpositionlist_columns.push_back(POSITIONLIST_COL_EXCHANGE_NAME);
// Init Account List Columns
macclist_columns[ACCLIST_COL_ACC_ID]=true;vacclist_columns.push_back(ACCLIST_COL_ACC_ID);
macclist_columns[ACCLIST_COL_ACC_NAME]=true;vacclist_columns.push_back(ACCLIST_COL_ACC_NAME);
macclist_columns[ACCLIST_COL_PRE_BALANCE]=true;vacclist_columns.push_back(ACCLIST_COL_PRE_BALANCE);
macclist_columns[ACCLIST_COL_MONEY_IN]=true;vacclist_columns.push_back(ACCLIST_COL_MONEY_IN);
macclist_columns[ACCLIST_COL_MONEY_OUT]=true;vacclist_columns.push_back(ACCLIST_COL_MONEY_OUT);
macclist_columns[ACCLIST_COL_FROZEN_MARGIN]=true;vacclist_columns.push_back(ACCLIST_COL_FROZEN_MARGIN);
macclist_columns[ACCLIST_COL_MONEY_FROZEN]=true;vacclist_columns.push_back(ACCLIST_COL_MONEY_FROZEN);
macclist_columns[ACCLIST_COL_FEE_FROZEN]=true;vacclist_columns.push_back(ACCLIST_COL_FEE_FROZEN);
macclist_columns[ACCLIST_COL_MARGIN]=true;vacclist_columns.push_back(ACCLIST_COL_MARGIN);
macclist_columns[ACCLIST_COL_FEE]=true;vacclist_columns.push_back(ACCLIST_COL_FEE);
macclist_columns[ACCLIST_COL_CLOSE_PROFIT_LOSS]=true;vacclist_columns.push_back(ACCLIST_COL_CLOSE_PROFIT_LOSS);
macclist_columns[ACCLIST_COL_FLOAT_PROFIT_LOSS]=true;vacclist_columns.push_back(ACCLIST_COL_FLOAT_PROFIT_LOSS);
macclist_columns[ACCLIST_COL_BALANCE_AVAILABLE]=true;vacclist_columns.push_back(ACCLIST_COL_BALANCE_AVAILABLE);
macclist_columns[ACCLIST_COL_BROKER_ID]=true;vacclist_columns.push_back(ACCLIST_COL_BROKER_ID);
std::thread workthread(&work_thread);
std::thread timerthread(&time_thread);
// Idle
while(1){
#ifdef WIN32
ch=getch();
#else
ch=getchar();
#endif
if (ch == 224) {
#ifdef WIN32
ch = getch();
#else
ch = getchar();
#endif
switch (ch)
{
case 75: // 左
ch = KEYBOARD_LEFT;
break;
case 80: // 下
ch = KEYBOARD_DOWN;
break;
case 72: // 上
ch = KEYBOARD_UP;
break;
case 77: // 右
ch = KEYBOARD_RIGHT;
break;
case 81: // 下一页
ch = KEYBOARD_PAGEDOWN;
break;
case 73: // 上一页
ch = KEYBOARD_PAGEUP;
break;
case 6: // ^F（下一页）
ch = KEYBOARD_CTRL_F;
break;
case 2: // ^B（上一页）
ch = KEYBOARD_CTRL_B;
break;
case 21: // ^U（上半页）
ch = KEYBOARD_CTRL_U;
break;
case 4: // ^D（下半页）
ch = KEYBOARD_CTRL_D;
break;
case 5: // ^E（向前滚动）
ch = KEYBOARD_CTRL_E;
break;
case 25: // ^Y（向后滚动）
ch = KEYBOARD_CTRL_Y;
break;
case 12: // ^L（刷新）
ch = KEYBOARD_REFRESH;
break;
case 14: // ^N（下一行）
ch = KEYBOARD_NEXT;
break;
case 16: // ^P（上一行）
ch = KEYBOARD_PREVIOUS;
break;
default:
break;
}
}else if (ch == 0) {
#ifdef WIN32
ch = getch();
#else
ch = getchar();
#endif
switch (ch)
{
case 59: // F1
case 60: // F2
case 61: // F3
case 62: // F4
case 63: // F5
case 64: // F6
case 65: // F7
case 66: // F8
case 67: // F9
case 68: // F10
ch = KEYBOARD_F(ch - 59 + 1);
break;
default:
break;
}
}
else {
switch (ch)
{
case 13: // ENTER（回车）
ch = KEYBOARD_ENTER;
break;
case 27: // ESC（取消）
ch = KEYBOARD_ESC;
break;
case 8: // DELETE（删除）
ch = KEYBOARD_DELETE;
break;
case 6: // ^F（下一页）
ch = KEYBOARD_CTRL_F;
break;
case 2: // ^B（上一页）
ch = KEYBOARD_CTRL_B;
break;
case 21: // ^U（上半页）
ch = KEYBOARD_CTRL_U;
break;
case 4: // ^D（下半页）
ch = KEYBOARD_CTRL_D;
break;
case 5: // ^E（向前滚动）
ch = KEYBOARD_CTRL_E;
break;
case 25: // ^Y（向后滚动）
ch = KEYBOARD_CTRL_Y;
break;
case 12: // ^L（刷新）
ch = KEYBOARD_REFRESH;
break;
case 14: // ^N（下一行）
ch = KEYBOARD_NEXT;
break;
case 16: // ^P（上一行）
ch = KEYBOARD_PREVIOUS;
break;
default:
break;
}
}
post_task(std::bind(on_key_pressed, ch));
//if(ch=='q'){
// break;
//}
}
return 0;
}
void post_task(std::function<void()> task)
{
_lock.lock();
_vTasks.push_back(task);
_lock.unlock();
_sem.signal();
}
double GetProfitLoss(const char* InstrumentID)
{
return GetBuyProfitLoss(InstrumentID) + GetSellProfitLoss(InstrumentID);
}
double GetBuyProfitLoss(const char* InstrumentID)
{
auto Instrument = GetInstrument(InstrumentID);
auto DepthMarketData = GetDepthMarketData(InstrumentID);
auto Position = GetPosition(InstrumentID);
double LastPrice = DepthMarketData.LastPrice;
double PreSettlementPrice = DepthMarketData.PreSettlementPrice;
int nPosi = 0, nBuyPosi = 0, nSellPosi = 0;
double AvgBuyPrice = 0, AvgSellPrice = 0;
nPosi = Position.Volume;
nBuyPosi = Position.BuyVolume;
nSellPosi = Position.SellVolume;
AvgBuyPrice = Position.AvgBuyPrice;
AvgSellPrice = Position.AvgSellPrice;
double PL = 0;
if (nBuyPosi && LastPrice != DBL_MAX)
PL = (LastPrice - AvgBuyPrice) * nBuyPosi * Instrument.VolumeMultiple;
return PL;
}
double GetSellProfitLoss(const char* InstrumentID)
{
auto Instrument = GetInstrument(InstrumentID);
auto DepthMarketData = GetDepthMarketData(InstrumentID);
auto Position = GetPosition(InstrumentID);
double LastPrice = DepthMarketData.LastPrice;
double PreSettlementPrice = DepthMarketData.PreSettlementPrice;
int nPosi = 0, nBuyPosi = 0, nSellPosi = 0;
double AvgBuyPrice = 0, AvgSellPrice = 0;
nPosi = Position.Volume;
nBuyPosi = Position.BuyVolume;
nSellPosi = Position.SellVolume;
AvgBuyPrice = Position.AvgBuyPrice;
AvgSellPrice = Position.AvgSellPrice;
double PL = 0;
if (nSellPosi && LastPrice != DBL_MAX)
PL = (AvgSellPrice - LastPrice) * nSellPosi * Instrument.VolumeMultiple;
return PL;
}
double GetPositionBalance(const char* InstrumentID)
{
auto Instrument = GetInstrument(InstrumentID);
auto DepthMarketData = GetDepthMarketData(InstrumentID);
auto Position = GetPosition(InstrumentID);
double LastPrice = DepthMarketData.LastPrice;
if (LastPrice == DBL_MAX)
LastPrice = DepthMarketData.PreSettlementPrice;
int nPosi = 0, nBuyPosi = 0, nSellPosi = 0;
double AvgBuyPrice = 0, AvgSellPrice = 0;
nPosi = Position.Volume;
nBuyPosi = Position.BuyVolume;
nSellPosi = Position.SellVolume;
AvgBuyPrice = Position.AvgBuyPrice;
AvgSellPrice = Position.AvgSellPrice;
double Balance = 0;
Balance = LastPrice * (nSellPosi+nBuyPosi) * Instrument.VolumeMultiple;
return Balance;
}
int GetPrecision(const char* InstrumentID)
{
auto& Instrument = GetInstrument(InstrumentID);
int Precision = 0;
if (Instrument.PriceTick >= 1)
Precision = 0;
else if (Instrument.PriceTick >= 0.1)
Precision = 1;
else if (Instrument.PriceTick >= 0.01)
Precision = 2;
else if (Instrument.PriceTick >= 0.001)
Precision = 3;
else if (Instrument.PriceTick >= 0.0001)
Precision = 4;
else if (Instrument.PriceTick >= 0.00001)
Precision = 5;
else
Precision = 6;
return Precision;
}
CThostFtdcInstrumentField& GetInstrument(const char* InstrumentID)
{
return vInstruments[mInstrumentIndex[InstrumentID]];
}
CThostFtdcDepthMarketDataField& GetDepthMarketData(const char* InstrumentID)
{
return vDepthMarketDatas[mInstrumentIndex[InstrumentID]];
}
stPosition_t& GetPosition(const char* InstrumentID)
{
int index;
auto iterIndex = mPositionIndex.find(InstrumentID);
if (iterIndex != mPositionIndex.end()) {
index = iterIndex->second;
} else {
auto& Instrument = vInstruments[mInstrumentIndex[InstrumentID]];
stPosition_t Posi;
memset(&Posi, 0x00, sizeof(Posi));
strcpy(Posi.InstrumentID, InstrumentID);
strcpy(Posi.ExchangeID, Instrument.ExchangeID);
strcpy(Posi.BrokerID, pTradeRsp->BrokerID);
strcpy(Posi.InvestorID, pTradeRsp->UserID);
index = vPositions.size();
mPositionIndex[InstrumentID] = index;
vPositions.push_back(Posi);
}
return vPositions[index];
}
void HandleStatusClear()
{
memset(status_message, 0x00, sizeof(status_message));
seconds_delayed = 0;
}
void HandleQueryAccount()
{
if (TradeConnectionStatus != CONNECTION_STATUS_LOGINOK)
return;
CThostFtdcQryTradingAccountField Req;
memset(&Req, 0x00, sizeof(Req));
strcpy(Req.BrokerID, pTradeRsp->BrokerID);
strcpy(Req.InvestorID, pTradeRsp->UserID);
pTradeRsp->m_pTradeReq->ReqQryTradingAccount(&Req, 0);
}
void HandleTickTimeout()
{
switch(working_window){
case WIN_MAINBOARD:
display_status();
break;
case WIN_ORDER:
order_display_status();
break;
case WIN_COLUMN_SETTINGS:
column_settings_display_status();
break;
case WIN_SYMBOL:
symbol_display_status();
break;
case WIN_ORDERLIST:
orderlist_display_status();
break;
case WIN_FILLLIST:
filllist_display_status();
break;
case WIN_POSITION:
positionlist_display_status();
break;
case WIN_MONEY:
acclist_display_status();
break;
case WIN_MESSAGE:
break;
default:
break;
}
refresh();
if(corner_win){
corner_redraw();
wrefresh(corner_win);
}
if(order_corner_win){
order_corner_redraw();
wrefresh(order_corner_win);
}
}
int goto_symbol_window_from_mainboard()
{
if(vDepthMarketDatas.size()==0)
return 0;
if(curr_line==0){ // first select
curr_line=1;
mvchgat(curr_line,0,-1,A_REVERSE,0,NULL);
return 0;
}
strcpy(symbol_curr_product_id,vDepthMarketDatas[curr_pos+curr_line-1].InstrumentID);
working_window=WIN_SYMBOL;
symbol_refresh_screen();
unsubscribe(UINT_MAX);
return 0;
}
int goto_order_window_from_mainboard()
{
if(vDepthMarketDatas.size()==0)
return 0;
if(curr_line==0){ // first select
curr_line=1;
mvchgat(curr_line,0,-1,A_REVERSE,0,NULL);
return 0;
}
order_symbol_index=curr_pos+curr_line-1;
working_window=WIN_ORDER;
order_curr_price=0;
order_page_top_price=0;
order_refresh_screen();
order_centralize_current_price();
unsubscribe(UINT_MAX);
subscribe(order_symbol_index);
return 0;
}
int goto_orderlist_window_from_mainboard()
{
working_window=WIN_ORDERLIST;
orderlist_refresh_screen();
unsubscribe(UINT_MAX);
return 0;
}
int goto_filllist_window_from_mainboard()
{
working_window=WIN_FILLLIST;
filllist_refresh_screen();
unsubscribe(UINT_MAX);
return 0;
}
int goto_positionlist_window_from_mainboard()
{
working_window=WIN_POSITION;
positionlist_refresh_screen();
unsubscribe(UINT_MAX);
return 0;
}
int goto_acclist_window_from_mainboard()
{
working_window=WIN_MONEY;
acclist_refresh_screen();
unsubscribe(UINT_MAX);