EMT API ver: 2.23.1
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quote_api_lv2.h
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1
6
7#pragma once
8#include <cstdint>
9#include <functional>
10#include <string>
11#include <vector>
12
13#include "quote_struct_lv2.h"
14#include "quote_sse_define.h"
15#include "quote_sze_define.h"
16
17namespace EMQ {
18namespace API {
19
21public:
22 /* 以下为深交所行情回调 */
23
28 virtual void OnLv2SnapSze(EMQSzeSnap *snap) {}
29
34 virtual void OnLv2TickSze(EMQSzeTick *tick) {}
35
40 virtual void OnLv2IndexSze(EMQSzeIdx *idx) {}
41
46 virtual void OnLv2BondSnapSze(EMQSzeBondSnap *bond_snap) {}
47
52 virtual void OnLv2BondTickSze(EMQSzeBondTick *bond_tick) {}
53
58 virtual void OnLv2TreeSze(EMQSzeTree *tree) {}
59
60 /* 以下为上交所行情回调 */
61
66 virtual void OnLv2SnapSse(EMQSseSnap *snap) {}
67
72 virtual void OnLv2TickSse(EMQSseTick *tick) {}
73
78 virtual void OnLv2IndexSse(EMQSseIdx *idx) {}
79
84 virtual void OnLv2BondSnapSse(EMQSseBondSnap *bond_snap) {}
85
90 virtual void OnLv2BondTickSse(EMQSseBondTick *bond_tick) {}
91
96 virtual void OnLv2TreeSse(EMQSseTree *tree) {}
97};
98
99
100#ifndef WINDOWS
101#if __GNUC__ >= 4
102#pragma GCC visibility push(default)
103#endif
104#endif
105
107public:
114 static QuoteApiLv2 *CreateQuoteApiLv2(const char *save_file_path, EMQ_LOG_LEVEL log_level = EMQ_LOG_LEVEL_DEBUG);
115
120 virtual void RegisterSpi(QuoteSpiLv2 *spi) = 0;
121
126 virtual const char *GetApiVersion() = 0;
127
136 virtual int32_t Login(const char *ip, const uint16_t port,
137 const char *user_name, const char *user_pwd) = 0;
138
145 virtual int32_t SetChannelConfig(EMQConfigLv2 *config, uint32_t num) = 0;
146
151 virtual int32_t Start() = 0;
152
157 virtual int32_t Stop() = 0;
158
162 virtual void Release() = 0;
163
174 virtual int32_t RebuildQuoteSze(char *ip, uint16_t port, QuoteSpiLv2 *spi,
175 uint32_t channel_num, uint64_t begin_seq,
176 uint64_t end_seq) = 0;
177
189 virtual int32_t RebuildQuoteSse(char *ip, uint16_t port, QuoteSpiLv2 *spi,
190 uint32_t category_id, uint32_t trade_channel,
191 uint64_t begin_seq, uint64_t end_seq) = 0;
192
199 virtual uint64_t GetPacketHardwareRXTs(void *packet) = 0;
200
201protected:
202 virtual ~QuoteApiLv2() {}
203};
204
205#ifndef WINDOWS
206#if __GNUC__ >= 4
207#pragma GCC visibility pop
208#endif
209#endif
210
211} // namespace API
212} // namespace EMQ
Definition quote_api_lv2.h:106
static QuoteApiLv2 * CreateQuoteApiLv2(const char *save_file_path, EMQ_LOG_LEVEL log_level=EMQ_LOG_LEVEL_DEBUG)
virtual int32_t Start()=0
virtual int32_t Stop()=0
virtual uint64_t GetPacketHardwareRXTs(void *packet)=0
virtual void Release()=0
virtual int32_t RebuildQuoteSse(char *ip, uint16_t port, QuoteSpiLv2 *spi, uint32_t category_id, uint32_t trade_channel, uint64_t begin_seq, uint64_t end_seq)=0
virtual int32_t Login(const char *ip, const uint16_t port, const char *user_name, const char *user_pwd)=0
virtual ~QuoteApiLv2()
Definition quote_api_lv2.h:202
virtual void RegisterSpi(QuoteSpiLv2 *spi)=0
virtual int32_t SetChannelConfig(EMQConfigLv2 *config, uint32_t num)=0
virtual int32_t RebuildQuoteSze(char *ip, uint16_t port, QuoteSpiLv2 *spi, uint32_t channel_num, uint64_t begin_seq, uint64_t end_seq)=0
virtual const char * GetApiVersion()=0
Definition quote_api_lv2.h:20
virtual void OnLv2TickSse(EMQSseTick *tick)
Definition quote_api_lv2.h:72
virtual void OnLv2BondTickSse(EMQSseBondTick *bond_tick)
Definition quote_api_lv2.h:90
virtual void OnLv2IndexSse(EMQSseIdx *idx)
Definition quote_api_lv2.h:78
virtual void OnLv2BondTickSze(EMQSzeBondTick *bond_tick)
Definition quote_api_lv2.h:52
virtual void OnLv2TreeSze(EMQSzeTree *tree)
Definition quote_api_lv2.h:58
virtual void OnLv2TickSze(EMQSzeTick *tick)
Definition quote_api_lv2.h:34
virtual void OnLv2SnapSze(EMQSzeSnap *snap)
Definition quote_api_lv2.h:28
virtual void OnLv2BondSnapSse(EMQSseBondSnap *bond_snap)
Definition quote_api_lv2.h:84
virtual void OnLv2IndexSze(EMQSzeIdx *idx)
Definition quote_api_lv2.h:40
virtual void OnLv2SnapSse(EMQSseSnap *snap)
Definition quote_api_lv2.h:66
virtual void OnLv2BondSnapSze(EMQSzeBondSnap *bond_snap)
Definition quote_api_lv2.h:46
virtual void OnLv2TreeSse(EMQSseTree *tree)
Definition quote_api_lv2.h:96
EMQ_LOG_LEVEL
EMQ_LOG_LEVEL 是日志级别枚举
Definition quote_struct_lv2.h:62
@ EMQ_LOG_LEVEL_DEBUG
debug级别
Definition quote_struct_lv2.h:67
Definition quote_api.h:25
定义上交所行情输出结构
定义深交所行情输出结构
Definition quote_sse_define.h:338
债券逐笔
Definition quote_sse_define.h:448
上交所lev2指数消息
Definition quote_sse_define.h:207
上交所lev2快照消息
Definition quote_sse_define.h:124
逐笔合并
Definition quote_sse_define.h:514
上交所lev2 建树消息
Definition quote_sse_define.h:251
深交债券快照消息
Definition quote_sze_define.h:371
深交所债券逐笔行情
Definition quote_sze_define.h:503
深交所指数消息
Definition quote_sze_define.h:218
深交所快照消息
Definition quote_sze_define.h:143
深交所逐笔行情
Definition quote_sze_define.h:299
深交所建树消息
Definition quote_sze_define.h:312
Definition quote_struct_lv2.h:45