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@@ -42,9 +42,14 @@ MTAPIRES CPluginInstance::Start(IMTServerAPI * server)
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m_api->LoggerOut(MTLogAtt, L"Order subscribe failed [%d]", ret);
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return ret;
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}
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- if (ret = m_api->DealSubscribe(this) != MT_RET_OK)
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+ //if (ret = m_api->DealSubscribe(this) != MT_RET_OK)
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+ //{
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+ // m_api->LoggerOut(MTLogAtt, L"Deal subscribe failed [%d]", ret);
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+ // return ret;
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+ //}
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+ if (ret = m_api->TradeSubscribe(this) != MT_RET_OK)
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{
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- m_api->LoggerOut(MTLogAtt, L"Deal subscribe failed [%d]", ret);
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+ m_api->LoggerOut(MTLogAtt, L"Trade subscribe failed [%d]", ret);
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return ret;
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}
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@@ -75,13 +80,16 @@ MTAPIRES CPluginInstance::Stop()
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}
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if ((ret = m_api->PluginUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
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- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe from plugin config updates [%s (%u)]",
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+ m_api->LoggerOut(MTLogErr, L"Failed to unsubscribe from plugin config updates [%s (%u)]",
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SMTFormat::FormatError(ret), ret);
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if ((ret = m_api->OrderUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
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- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe order [%s (%u)]",
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+ m_api->LoggerOut(MTLogErr, L"Failed to unsubscribe order sink [%s (%u)]",
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SMTFormat::FormatError(ret), ret);
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- if ((ret = m_api->DealUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
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- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe deal [%s (%u)]",
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+ //if ((ret = m_api->DealUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
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+ // m_api->LoggerOut(MTLogErr, L"failed to unsubscribe deal [%s (%u)]",
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+ // SMTFormat::FormatError(ret), ret);
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+ if ((ret = m_api->TradeUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
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+ m_api->LoggerOut(MTLogErr, L"Failed to unsubscribe trade sink [%s (%u)]",
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SMTFormat::FormatError(ret), ret);
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m_api = nullptr;
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@@ -148,6 +156,8 @@ void CPluginInstance::OnOrderDelete(const IMTOrder * order)
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char order_buf[128];
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sprintf(order_buf, "%lld", order->PositionID());
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+ UINT64 position = order->PositionID();
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+ UINT64 order_id = order->Order();
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IMTAccount* account = m_api->UserCreateAccount();
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IMTOrder* new_order = m_api->OrderCreate();
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@@ -165,7 +175,8 @@ void CPluginInstance::OnOrderDelete(const IMTOrder * order)
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if (order->Order() == order->PositionID())
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{
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// 如果是新建订单，那么写入新纪录
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- char login_buf[128];
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+ char login_buf[128] = { 0 };
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+ char req_buf[128] = { 0 };
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for (auto login : m_followers)
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{
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if (m_api->UserAccountGet(login, account) != MT_RET_OK)
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@@ -184,6 +195,18 @@ void CPluginInstance::OnOrderDelete(const IMTOrder * order)
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m_api->LoggerOut(MTLogOK, L"add order, vol_init: %lld, vol_cur: %lld", init_volume, volume);
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+ char msg[1024] = { 0 };
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+ sprintf(msg, "orig_position=&lld&login=%lld&source_login=1005&symbol=%s&action=200&type=%d&volume=%lld&price_order=%lf",
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+ order->PositionID(), login, ws2s(order->Symbol()).c_str(), order->Type(), init_volume, order->PriceOrder());
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+ m_redis_client->publish("dealer_send", msg, [this, position, login, order_id](cpp_redis::reply& r)
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+ {
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+ // 记录下login order等信息
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+ m_api->LoggerOut(MTLogErr, L"original position #%lld, original order #%lld, login %lld, failed to excute dealer_send",
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+ );
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+ });
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+
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+ // dealer send之后需要另外一边记录request id
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+
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// 尚未完成建仓，目前position id不填，仅完成订单后记录
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new_order->Clear();
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new_order->VolumeInitial(init_volume);
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@@ -404,151 +427,161 @@ void CPluginInstance::OnOrderDelete(const IMTOrder * order)
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// m_api->LoggerOut(MTLogOK, L"OndealClean, Login: %d", login);
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//}
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-void CPluginInstance::OnDealPerform(const IMTDeal * deal, IMTAccount * account, IMTPosition * position)
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-{
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- // position为nullptr时，说明该deal不是由交易本身触发
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- // account是deal完成后的用户状况
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- // position是交易完成后的持仓状况
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- // 对于deal是关闭一个持仓的情况，该position的volume会是0
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- if (position == nullptr
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- || deal == nullptr
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- || account == nullptr)
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- return;
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-
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- std::lock_guard<decltype(m_lock)> lk(m_lock);
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- if (!m_enable) return;
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- if (deal->Login() != m_trader) return;
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-
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- //m_api->LoggerOut(MTLogOK, L"OnDealPerform, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
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- // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
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-
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- // FIXME: 需要检查现在的deal是否和之前的order对应。如果没有记录到，则没法根本无法正常跟单以及平仓
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- char order_buf[128];
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- sprintf(order_buf, "%lld", deal->PositionID());
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- IMTDeal* new_deal = m_api->DealCreate();
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-
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- std::vector<std::string>* fields = nullptr;
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-
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- ScopeGuard guard([new_deal, &fields, this]
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- {
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- new_deal->Release();
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- if (fields)
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- {
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- fields->clear();
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- delete fields;
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- fields = nullptr;
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- }
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-
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- // 退出前调用commit
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- m_redis_client->commit();
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- });
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-
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- char login_buf[128];
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- for (auto login : m_followers)
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- {
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- ScopeGuard g([position, &fields, this, login, login_buf]()
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- {
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- if (position->Volume() == 0)
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- {
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- if (fields == nullptr)
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- fields = new(std::vector<std::string>);
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-
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- m_api->LoggerOut(MTLogOK, L"add field %lld to be delete", login);
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- fields->push_back(login_buf);
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- }
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- });
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-
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- sprintf(login_buf, "%lld", login);
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- auto fut = m_redis_client->hget(order_buf, login_buf);
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- m_redis_client->sync_commit();
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- auto reply = fut.get();
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-
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- m_api->LoggerOut(MTLogOK, L"%lld add deal, original deal #%lld", login, deal->Deal());
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-
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- // 如果不存在，忽略
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- if (reply.ko()) continue;
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- if (reply.is_null()) continue;
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-
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- // 获取context
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- position_context context;
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- memcpy(&context, reply.as_string().c_str(), sizeof(position_context));
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-
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- // 按建仓时的叙述，如果level或者position为0，亦忽略该记录
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- if (context.level == 0) continue;
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- if (context.position_id == 0) continue;
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-
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- uint64_t volume = context.level * deal->Volume() / 100;
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- uint64_t volume_ext = context.level * deal->VolumeExt() / 100;
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- uint64_t volume_closed = context.level * deal->VolumeClosed() / 100;
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- uint64_t volume_closed_ext = context.level * deal->VolumeClosed() / 100;
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-
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- double prop = (double)volume / deal->Volume();
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- double profit = deal->Profit() * prop;
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- double commission = deal->Commission() * prop;
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- double storage = deal->Storage() * prop;
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- double raw_profit = deal->ProfitRaw() * prop;
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-
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- m_api->LoggerOut(MTLogOK, L"add new deal, volume %lld, volume closed %lld, order #%lld, position #%lld", volume, volume_closed, context.cur_ord, context.position_id);
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-
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- new_deal->Clear();
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- new_deal->Assign(deal);
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-
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- new_deal->Login(login);
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- new_deal->DealSet(0);
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- new_deal->Volume(volume);
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- new_deal->VolumeExt(volume_ext);
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- new_deal->VolumeClosed(volume_closed);
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- new_deal->VolumeClosedExt(volume_closed_ext);
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- new_deal->ProfitRaw(raw_profit);
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- new_deal->Profit(profit);
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- new_deal->Commission(commission);
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- new_deal->Storage(storage);
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- new_deal->Order(context.cur_ord);
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- new_deal->PositionID(context.position_id);
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-
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- MTAPIRES ret = m_api->DealAdd(new_deal);
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- if (ret != MT_RET_OK)
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- {
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- // TODO: 有没有更多的错误处理？
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- m_api->LoggerOut(MTLogErr, L"%lld cannot add deal [%d] to order #%lld, original deal: #%lld", login, ret, context.cur_ord, deal->Deal());
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- continue;
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- }
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-
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- m_api->LoggerOut(MTLogOK, L"add deal #%lld, original deal #%lld", new_deal->Deal(), deal->Deal());
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-
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- m_redis_client->publish("mt5_balance_fix", login_buf, [this](cpp_redis::reply r)
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- {
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- if (r.ko())
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- {
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- m_api->LoggerOut(MTLogErr, L"redis publish: %s", r.error().c_str());
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- }
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- });
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- // commit 在退出前完成
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- }
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+//void CPluginInstance::OnDealPerform(const IMTDeal * deal, IMTAccount * account, IMTPosition * position)
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+//{
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+// // position为nullptr时，说明该deal不是由交易本身触发
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+// // account是deal完成后的用户状况
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+// // position是交易完成后的持仓状况
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+// // 对于deal是关闭一个持仓的情况，该position的volume会是0
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+// if (position == nullptr
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+// || deal == nullptr
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+// || account == nullptr)
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+// return;
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+//
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+// std::lock_guard<decltype(m_lock)> lk(m_lock);
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+// if (!m_enable) return;
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+// if (deal->Login() != m_trader) return;
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+//
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+// //m_api->LoggerOut(MTLogOK, L"OnDealPerform, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
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+// // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
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+//
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+// // FIXME: 需要检查现在的deal是否和之前的order对应。如果没有记录到，则没法根本无法正常跟单以及平仓
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+// char order_buf[128];
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+// sprintf(order_buf, "%lld", deal->PositionID());
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+// IMTDeal* new_deal = m_api->DealCreate();
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+//
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+// std::vector<std::string>* fields = nullptr;
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+//
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+// ScopeGuard guard([new_deal, &fields, this]
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+// {
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+// new_deal->Release();
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+// if (fields)
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+// {
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+// fields->clear();
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+// delete fields;
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+// fields = nullptr;
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+// }
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+//
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+// // 退出前调用commit
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+// m_redis_client->commit();
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+// });
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+//
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+// char login_buf[128];
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+// for (auto login : m_followers)
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+// {
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+// ScopeGuard g([position, &fields, this, login, login_buf]()
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+// {
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+// if (position->Volume() == 0)
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+// {
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+// if (fields == nullptr)
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+// fields = new(std::vector<std::string>);
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+//
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+// m_api->LoggerOut(MTLogOK, L"add field %lld to be delete", login);
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+// fields->push_back(login_buf);
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+// }
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+// });
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+//
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+// sprintf(login_buf, "%lld", login);
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+// auto fut = m_redis_client->hget(order_buf, login_buf);
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+// m_redis_client->sync_commit();
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+// auto reply = fut.get();
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+//
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+// m_api->LoggerOut(MTLogOK, L"%lld add deal, original deal #%lld", login, deal->Deal());
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+//
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+// // 如果不存在，忽略
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+// if (reply.ko()) continue;
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+// if (reply.is_null()) continue;
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+//
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+// // 获取context
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+// position_context context;
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+// memcpy(&context, reply.as_string().c_str(), sizeof(position_context));
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+//
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+// // 按建仓时的叙述，如果level或者position为0，亦忽略该记录
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+// if (context.level == 0) continue;
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+// if (context.position_id == 0) continue;
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+//
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+// uint64_t volume = context.level * deal->Volume() / 100;
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+// uint64_t volume_ext = context.level * deal->VolumeExt() / 100;
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+// uint64_t volume_closed = context.level * deal->VolumeClosed() / 100;
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+// uint64_t volume_closed_ext = context.level * deal->VolumeClosed() / 100;
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+//
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+// double prop = (double)volume / deal->Volume();
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+// double profit = deal->Profit() * prop;
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+// double commission = deal->Commission() * prop;
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+// double storage = deal->Storage() * prop;
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+// double raw_profit = deal->ProfitRaw() * prop;
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+//
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+// m_api->LoggerOut(MTLogOK, L"add new deal, volume %lld, volume closed %lld, order #%lld, position #%lld", volume, volume_closed, context.cur_ord, context.position_id);
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+//
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+// new_deal->Clear();
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+// new_deal->Assign(deal);
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+//
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+// new_deal->Login(login);
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+// new_deal->DealSet(0);
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+// new_deal->Volume(volume);
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+// new_deal->VolumeExt(volume_ext);
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+// new_deal->VolumeClosed(volume_closed);
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+// new_deal->VolumeClosedExt(volume_closed_ext);
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+// new_deal->ProfitRaw(raw_profit);
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+// new_deal->Profit(profit);
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+// new_deal->Commission(commission);
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+// new_deal->Storage(storage);
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+// new_deal->Order(context.cur_ord);
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+// new_deal->PositionID(context.position_id);
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+//
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+// MTAPIRES ret = m_api->DealAdd(new_deal);
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+// if (ret != MT_RET_OK)
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+// {
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+// // TODO: 有没有更多的错误处理？
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+// m_api->LoggerOut(MTLogErr, L"%lld cannot add deal [%d] to order #%lld, original deal: #%lld", login, ret, context.cur_ord, deal->Deal());
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+// continue;
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+// }
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+//
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+// m_api->LoggerOut(MTLogOK, L"add deal #%lld, original deal #%lld", new_deal->Deal(), deal->Deal());
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+//
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+// m_redis_client->publish("mt5_balance_fix", login_buf, [this](cpp_redis::reply r)
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+// {
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+// if (r.ko())
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+// {
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+// m_api->LoggerOut(MTLogErr, L"redis publish: %s", r.error().c_str());
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+// }
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+// });
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+// // commit 在退出前完成
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+// }
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+//
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+// m_api->LoggerOut(MTLogOK, L"deal #%lld, position #%lld, volume %lld", deal->Deal(), position->Position(), position->Volume());
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+// if (position->Volume() == 0)
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+// {
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+// // 如果平仓，则删除hash值
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+// if (position->Volume() == 0 && fields != nullptr)
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+// {
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+// m_redis_client->hdel(order_buf, *fields, [this](cpp_redis::reply& r)
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+// {
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+// if (r.ko())
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+// {
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|
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+// // TODO 错误处理
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+// try
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+// {
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+// m_api->LoggerOut(MTLogErr, L"redis: %s", r.error().c_str());
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+// }
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+// catch (...)
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+// {
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+// }
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+// }
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+// });
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+// }
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+//
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+// // TODO 当position中的volume为0时，持仓被彻底平调，被跟订单是否也该检查
|
|
|
+// }
|
|
|
+//}
|
|
|
|
|
|
- m_api->LoggerOut(MTLogOK, L"deal #%lld, position #%lld, volume %lld", deal->Deal(), position->Position(), position->Volume());
|
|
|
- if (position->Volume() == 0)
|
|
|
+void CPluginInstance::OnTradeRequestAdd(const IMTRequest * request, const IMTConGroup * group, const IMTConSymbol * symbol, const IMTPosition * position, const IMTOrder * order)
|
|
|
+{
|
|
|
+ if (request == nullptr
|
|
|
+ || group == nullptr
|
|
|
+ || symbol == nullptr)
|
|
|
{
|
|
|
- // 如果平仓，则删除hash值
|
|
|
- if (position->Volume() == 0 && fields != nullptr)
|
|
|
- {
|
|
|
- m_redis_client->hdel(order_buf, *fields, [this](cpp_redis::reply& r)
|
|
|
- {
|
|
|
- if (r.ko())
|
|
|
- {
|
|
|
- // TODO 错误处理
|
|
|
- try
|
|
|
- {
|
|
|
- m_api->LoggerOut(MTLogErr, L"redis: %s", r.error().c_str());
|
|
|
- }
|
|
|
- catch (...)
|
|
|
- {
|
|
|
- }
|
|
|
- }
|
|
|
- });
|
|
|
- }
|
|
|
-
|
|
|
- // TODO 当position中的volume为0时，持仓被彻底平调，被跟订单是否也该检查
|
|
|
+ return;
|
|
|
}
|
|
|
}
|
|
|
|
