quote_api.h

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#pragma once
#include <string>
 
#include "emt_quote_data_type.h"
#include "sse_hpf_define.h"
#include "sze_hpf_define.h"
#include "emt_quote_struct.h"
 
#ifdef _WIN32
#ifdef LIB_QUOTE_API_EXPORT
#define QUOTE_API_ _declspec(dllexport)
#else
#define QUOTE_API_ _declspec(dllimport)
#endif
#else
#define QUOTE_API_
#endif // _WIN32
 
namespace EMQ {
namespace API {
 
class QuoteSpi {
  public:
 
    virtual void OnError(const EMTRspInfoStruct* error_info) {};
 
    virtual void OnIndexData(EMTIndexDataStruct* index_data) {};
 
    virtual void OnDepthMarketData(EMTMarketDataStruct* market_data, int64_t bid1_qty[], int32_t bid1_count, int32_t max_bid1_count, int64_t ask1_qty[], int32_t ask1_count, int32_t max_ask1_count) {};
 
    virtual void OnSubscribeAllIndexData(EMQ_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
    virtual void OnUnSubscribeAllIndexData(EMQ_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
    virtual void OnSubIndexData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnUnSubIndexData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnSubscribeAllMarketData(EMQ_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
    virtual void OnUnSubscribeAllMarketData(EMQ_EXCHANGE_TYPE exchange_id, EMTRspInfoStruct* error_info) {};
 
    virtual void OnSubMarketData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnUnSubMarketData(EMTSpecificTickerStruct* ticker, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryAllTickers(EMTQuoteStaticInfo* qsi, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryAllTickersFullInfo(EMTQuoteFullInfo* qfi, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryLatestIndexData(EMTIndexDataStruct* index_data, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryLatestMarketData(EMTMarketDataStruct* market_data, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryTickersPriceInfo(EMTTickerPriceInfo* price_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryHKStaticInfo(EMTHKStaticInfo* static_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnQueryBJGZStaticInfo(EMTBJGZStaticInfo* static_info, EMTRspInfoStruct* error_info, bool is_last) {};
 
    virtual void OnRebuildSzData(const EMTRebuildRespData* rebuild_data, const EMTRspInfoStruct* error_info, const bool is_last) {};
};
 
class QUOTE_API_ QuoteApi {
  public:
 
    static QuoteApi* CreateQuoteApi(const char* log_path, EMQ_LOG_LEVEL log_file_level, EMQ_LOG_LEVEL log_console_level);
 
    virtual void RegisterSpi(QuoteSpi* quote_spi) = 0;
 
    virtual int32_t Login(const char* ip, const uint16_t port, const char* user, const char* pwd) = 0;
 
    virtual void Logout() = 0;
 
    virtual int32_t RebuildSzData(const uint32_t chno, const uint64_t beg_seq, const uint64_t end_seq, const uint64_t request_id) = 0;
 
    virtual void SetThreadAffinity(int32_t recv_cpu_no = -1,int32_t process_cpu_no = -1) = 0;
 
    virtual int32_t SetBuffer(size_t buffer_size) = 0;
 
    virtual int SubscribeAllIndexData(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int UnSubscribeAllIndexData(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int SubscribeIndexData(char* tickers[], int count, EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int UnSubscribeIndexData(char* tickers[], int count, EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int SubscribeAllMarketData(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int UnSubscribeAllMarketData(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int SubscribeMarketData(char* tickers[], int count, EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int UnSubscribeMarketData(char* tickers[], int count, EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int QueryAllTickers(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int QueryAllTickersFullInfo(EMQ_EXCHANGE_TYPE exchange_id = EMQ_EXCHANGE_TYPE::EMQ_EXCHANGE_UNKNOWN) = 0;
 
    virtual int QueryLatestInfo(char* tickers[], int count, EMQ_TICKER_TYPE ticker_type, EMQ_EXCHANGE_TYPE exchange_id) = 0;
 
    virtual int QueryTickersPriceInfo(char* tickers[], int count, EMQ_EXCHANGE_TYPE exchange_id) = 0;
 
};
 
} // namespace API
} // namespace EMQ