量化交易之One Piece篇 - DataCore.h

#pragma once

#include <onepiece/models/AccountModel.h>
#include <onepiece/traderctp/TraderCTP.h>
#include <onepiece/marketctp/MarketCTP.h>

#include <onepiece/templates/ITraderApi.h>
#include <onepiece/templates/IMarketApi.h>

#include <onepiece/templates/ICoreListener.h>
#include <onepiece/templates/IPluginContext.h>
#include <onepiece/plugins/RecordDataContext.h>
#include <memory>
#include <fstream>
#include <unordered_map>

#include <boost/asio.hpp>

using namespace std;

class DataCore: public ICoreListener {

public:
    DataCore() = delete;

    DataCore(string configPath);
    
    virtual ~DataCore();


public:
    virtual void OnTraderReady(StatusInfoFieldSPtr statusInfoFieldSPtr);

    virtual void OnMarketReady(StatusInfoFieldSPtr statusInfoFieldSPtr);

    virtual void OnTickReceived(TickSPtr tickSPtr);

    virtual void OnOrderReceived(OrderSPtr orderSPtr) {};

    virtual void OnErrorOrderReceived(OrderSPtr orderSPtr) {};

    virtual void OnTradeReceived(TradeSPtr tradeSPtr) {};

    virtual void Run();

    virtual ContractSPtr GetSysContractSPtr(const string & instrumentID);

public:
    virtual const shared_ptr<vector<string>> SysInstruments();

    virtual void UpdateContractsInfo(ContractSPtr contractSPtr);

    virtual void DumpContractsInfoJson();


private:
    AccountSPtr m_accountPtr;

    unordered_map<string, unordered_map<string, string>> m_contractInfoMap;

    shared_ptr<vector<string>> m_sysInstruments;

    shared_ptr<thread> m_dumpThread;

    ofstream m_marketDepthDataCsv;
};