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- #include "pch.h"
- #include "PluginInstance.h"
- #define REDIS_TIMER_ID (1)
- CPluginInstance::CPluginInstance()
- : m_enable(false)
- , m_redis_error_notified(false)
- {
- }
- CPluginInstance::~CPluginInstance()
- {
- Stop();
- }
- void CPluginInstance::Release()
- {
- delete this;
- }
- MTAPIRES CPluginInstance::Start(IMTServerAPI * server)
- {
- MTAPIRES ret = MT_RET_OK;
- if (!server) return MT_RET_ERR_PARAMS;
- m_api = server;
- if ((m_config = m_api->PluginCreate()) == nullptr)
- return MT_RET_ERR_MEM;
- ret = m_api->About(m_info);
- if (ret != MT_RET_OK)
- m_api->LoggerOut(MTLogOK, L"Server info failed [%d]", ret);
- if ((ret = m_api->PluginSubscribe(this)) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogAtt, L"Plugin subscribe failed [%d]", ret);
- return ret;
- }
- if (ret = m_api->OrderSubscribe(this) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogAtt, L"Order subscribe failed [%d]", ret);
- return ret;
- }
- if (ret = m_api->DealSubscribe(this) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogAtt, L"Deal subscribe failed [%d]", ret);
- return ret;
- }
- if ((ret = LoadParam()) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogAtt, L"Load param failed [%d]", ret);
- return ret;
- }
- return MT_RET_OK;
- }
- MTAPIRES CPluginInstance::Stop()
- {
- MTAPIRES ret = MT_RET_OK;
- std::lock_guard<decltype(m_lock)> lk(m_lock);
- m_followers.clear();
- if (m_api == nullptr)
- return MT_RET_OK;
- if (m_config != nullptr)
- {
- m_config->Release();
- m_config = nullptr;
- }
- if ((ret = m_api->PluginUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe from plugin config updates [%s (%u)]",
- SMTFormat::FormatError(ret), ret);
- if ((ret = m_api->OrderUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe order [%s (%u)]",
- SMTFormat::FormatError(ret), ret);
- if ((ret = m_api->DealUnsubscribe(this)) != MT_RET_OK && ret != MT_RET_ERR_NOTFOUND)
- m_api->LoggerOut(MTLogErr, L"failed to unsubscribe deal [%s (%u)]",
- SMTFormat::FormatError(ret), ret);
- m_api = nullptr;
- m_enable = false;
- if (m_work_thread.joinable())
- m_work_thread.join();
- return MT_RET_OK;
- }
- void CPluginInstance::OnPluginUpdate(const IMTConPlugin * plugin)
- {
- int ret = MT_RET_OK;
- if ((ret = LoadParam()) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogAtt, L"Load param failed [%d]", ret);
- }
- }
- //void CPluginInstance::OnOrderAdd(const IMTOrder * order)
- //{
- // if (order == nullptr) return;
- //
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (order->Login() != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnOrderAdd, login: %lld, ord: %lld, pos: %lld, state: %lld, vol_init: %lld, vol_cur: %lld",
- // order->Login(), order->Order(), order->PositionID(), order->State(), order->VolumeInitial(), order->VolumeCurrent());
- //}
- //void CPluginInstance::OnOrderUpdate(const IMTOrder * order)
- //{
- // if (order == nullptr) return;
- //
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (order->Login() != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnOrderAdd, login: %lld, ord: %lld, pos: %lld, state: %lld, vol_init: %lld, vol_cur: %lld",
- // order->Login(), order->Order(), order->PositionID(), order->State(), order->VolumeInitial(), order->VolumeCurrent());
- //}
- void CPluginInstance::OnOrderDelete(const IMTOrder * order)
- {
- if (order == nullptr) return;
- std::lock_guard<decltype(m_lock)> lk(m_lock);
- if (!m_enable) return;
- if (order->Login() != m_trader) return;
- //m_api->LoggerOut(MTLogOK, L"OnOrderDelete, login: %lld, ord: %lld, pos: %lld, state: %d, vol_init: %lld, vol_cur: %lld",
- // order->Login(), order->Order(), order->PositionID(), order->State(), order->VolumeInitial(), order->VolumeCurrent());
-
- // 订单在进入filled状态时,也会产生一个order delete回调
- for (auto login : m_followers)
- {
- if (order->Order() == order->PositionID())
- {
- // 如果是新建订单,那么写入新纪录
- }
- else
- {
- // 如果不是新建订单,先使用position id先检查记录是否存在
- // 如果存在,则继续操作
- // 如果不存在,忽略
- }
- }
- }
- //void CPluginInstance::OnOrderClean(const UINT64 login)
- //{
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (login != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnOrderClean, Login: %d", login);
- //}
- //void CPluginInstance::OnDealAdd(const IMTDeal * deal)
- //{
- // if (deal == nullptr) return;
- //
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (deal->Login() != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnDealAdd, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
- // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
- //}
- //void CPluginInstance::OnDealUpdate(const IMTDeal * deal)
- //{
- // if (deal == nullptr) return;
- //
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (deal->Login() != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnDealUpdate, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
- // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
- //}
- //void CPluginInstance::OnDealDelete(const IMTDeal * deal)
- //{
- // if (deal == nullptr) return;
- //
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (deal->Login() != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OnDealDelete, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
- // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
- //}
- //void CPluginInstance::OnDealClean(const UINT64 login)
- //{
- // std::lock_guard<decltype(m_lock)> lk(m_lock);
- // if (!m_enable) return;
- // if (login != m_trader) return;
- //
- // m_api->LoggerOut(MTLogOK, L"OndealClean, Login: %d", login);
- //}
- void CPluginInstance::OnDealPerform(const IMTDeal * deal, IMTAccount * account, IMTPosition * position)
- {
- // position为nullptr时,说明该deal不是由交易本身触发
- // account是deal完成后的用户状况
- // position是交易完成后的持仓状况
- // 对于deal是关闭一个持仓的情况,该position的volume会是0
- if (position == nullptr
- || deal == nullptr
- || account == nullptr)
- return;
- std::lock_guard<decltype(m_lock)> lk(m_lock);
- if (!m_enable) return;
- if (deal->Login() != m_trader) return;
- //m_api->LoggerOut(MTLogOK, L"OnDealPerform, login: %lld, deal: %lld, ord: %lld, pos: %lld, vol: %lld, volc: %lld",
- // deal->Login(), deal->Deal(), deal->Order(), deal->PositionID(), deal->Volume(), deal->VolumeClosed());
- // 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
- }
- MTAPIRES CPluginInstance::LoadParam()
- {
- MTAPIRES res = MT_RET_OK;
- IMTConParam* param = NULL;
- CMTStr128 tmp;
- if (!m_api || !m_config) return MT_RET_ERR_PARAMS;
- if ((res = m_api->PluginCurrent(m_config)) != MT_RET_OK)
- {
- m_api->LoggerOut(MTLogErr, L"failed to get current plugin configuration [%s (%u)]",
- SMTFormat::FormatError(res), res);
- return res;
- }
- if ((param = m_api->PluginParamCreate()) == NULL)
- {
- m_api->LoggerOut(MTLogErr, L"failed to create plugin parameter object");
- return MT_RET_ERR_MEM;
- }
- ScopeGuard param_release([param]()
- {
- param->Release();
- });
- std::lock_guard<decltype(m_lock)> lk(m_lock);
- if ((res = m_config->ParameterGet(L"Redis Server", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_STRING)
- {
- return(MT_RET_ERR_PARAMS);
- }
- std::string redis_server = ws2s(param->ValueString());
- if ((res = m_config->ParameterGet(L"Redis Port", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_INT)
- {
- return(MT_RET_ERR_PARAMS);
- }
- int redis_port = param->ValueInt();
- if ((res = m_config->ParameterGet(L"Redis User", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_STRING)
- {
- return(MT_RET_ERR_PARAMS);
- }
- std::string redis_user = ws2s(param->ValueString());
- if ((res = m_config->ParameterGet(L"Redis Password", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_STRING)
- {
- return(MT_RET_ERR_PARAMS);
- }
- std::string redis_password = ws2s(param->ValueString());
- if (m_redis_server != redis_server
- || m_redis_port != redis_port
- || m_redis_user != redis_user
- || m_redis_password != redis_password)
- {
- m_redis_server = redis_server;
- m_redis_port = redis_port;
- m_redis_user = redis_user;
- m_redis_password = redis_password;
- stop_redis();
- if (start_redis())
- {
- if (!m_work_thread.joinable())
- {
- m_work_thread = std::thread(&CPluginInstance::keep_alive, this);
- }
- }
- else
- {
- m_api->LoggerOut(MTLogErr, L"failed to connect to redis server");
- return MT_RET_ERR_CONNECTION;
- }
- }
- if ((res = m_config->ParameterGet(L"Trader", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_INT)
- {
- return(MT_RET_ERR_PARAMS);
- }
- m_trader = param->ValueInt();
- if ((res = m_config->ParameterGet(L"Step", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_INT)
- {
- return(MT_RET_ERR_PARAMS);
- }
- m_step = param->ValueInt();
- if ((res = m_config->ParameterGet(L"Tolerance", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_INT)
- {
- return(MT_RET_ERR_PARAMS);
- }
- m_tolerance = param->ValueInt();
- if ((res = m_config->ParameterGet(L"Groups", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_STRING)
- {
- return(MT_RET_ERR_PARAMS);
- }
- m_groups = param->ValueString();
- //if ((res = m_config->ParameterGet(L"Logins", param)) != MT_RET_OK || param->Type() != IMTConParam::TYPE_STRING)
- //{
- // return(MT_RET_ERR_PARAMS);
- //}
- //m_logins = param->ValueString();
- res = LoadLogins();
- if (res != MT_RET_OK)
- return res;
- m_enable = true;
- return MT_RET_OK;
- }
- MTAPIRES CPluginInstance::LoadLogins()
- {
- m_followers.clear();
- IMTConGroup* group = m_api->GroupCreate();
- ScopeGuard group_guard([&]()
- {
- group->Release();
- });
- if (group == nullptr) return MT_RET_ERR_MEM;
- UINT total = m_api->GroupTotal();
-
- MTAPIRES ret = MT_RET_OK;
- std::vector<std::wstring> groups;
- for (int i = 0; i < total; i++)
- {
- ret = m_api->GroupNext(i, group);
- if (ret != MT_RET_OK) break;
- groups.push_back(group->Group());
- }
- for (auto& group : groups)
- {
- UINT64* logins = nullptr;
- UINT total_users = 0;
- ret = m_api->UserLogins(group.c_str(), logins, total_users);
- if (ret = MT_RET_OK)
- {
- for (int i = 0; i < total_users; ++i)
- {
- m_followers.push_back(logins[i]);
- }
- }
- if (logins)
- {
- m_api->Free(logins);
- }
- }
- }
- bool CPluginInstance::start_redis()
- {
- try
- {
- m_redis_error_notified = false;
- if (m_redis_client)
- {
- if (m_redis_client->is_connected())
- return true;
- }
- m_redis_client.reset(new cpp_redis::client);
- m_redis_client->connect
- (
- m_redis_server,
- m_redis_port,
- [this](const std::string& host, std::size_t port, cpp_redis::connect_state status)
- {
- if (status == cpp_redis::connect_state::ok)
- {
- m_api->LoggerOut(MTLogErr, L"redis server connected");
- }
- },
- 500,
- 10000000,
- 1000
- );
- }
- catch (tacopie::tacopie_error& e)
- {
- m_api->LoggerOut(MTLogErr, L"redis conn: %s", e.what());
- return false;
- }
- catch (std::exception& e)
- {
- m_api->LoggerOut(MTLogErr, L"redis conn: %s", e.what());
- return false;
- }
- catch (...)
- {
- m_api->LoggerOut(MTLogErr, L"failed to connect to server");
- return false;
- }
- return true;
- }
- void CPluginInstance::stop_redis()
- {
- try
- {
- if (m_redis_client)
- {
- m_redis_client->sync_commit();
- m_redis_client->disconnect();
- m_redis_client.reset();
- }
- }
- catch (tacopie::tacopie_error& e)
- {
- m_api->LoggerOut(MTLogErr, L"stop redis: %s", e.what());
- }
- catch (std::exception& e)
- {
- m_api->LoggerOut(MTLogErr, L"stop redis: %s", e.what());
- }
- catch (...)
- {
- m_api->LoggerOut(MTLogErr, L"stop redis: unknown error");
- }
- }
- void CPluginInstance::keep_alive()
- {
- using namespace std::chrono_literals;
- int counter = 500;
- while (m_enable)
- {
- if (counter-- <= 0)
- {
- counter = 500;
- std::lock_guard<decltype(m_lock)> lk(m_lock);
- if (m_redis_client)
- {
- if (m_redis_client->is_connected())
- {
- m_redis_client->ping([this](cpp_redis::reply& r)
- {
- if (r.ko())
- {
- m_redis_error_notified = true;
- if (!m_redis_error_notified)
- {
- m_api->LoggerOut(MTLogErr, L"redis: %s", r.error().c_str());
- }
- }
- });
- }
- else
- {
- m_redis_error_notified = true;
- if (!m_redis_error_notified)
- {
- m_api->LoggerOut(MTLogErr, L"redis server not connected");
- }
- stop_redis();
- start_redis();
- }
- }
- }
- std::this_thread::sleep_for(16ms);
- }
- }
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