用中泰证券的XTP接口编写L2行情接收c++代码

最新推荐文章于 2025-12-02 20:42:11 发布

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最新推荐文章于 2025-12-02 20:42:11 发布 · 525 阅读

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#c++ #jvm #java

以下是针对 存储10档买卖盘行情数据 的完整实现方案，包含 SQLite内存数据库表结构设计、回调函数数据处理 和 高性能存储优化：

一、SQLite表结构设计（存储10档数据）

// 创建包含10档买卖盘的表结构

const char* create_table_sql = 
    "CREATE TABLE IF NOT EXISTS market_data ("
    "timestamp  INTEGER, "          // 时间戳
    "ticker     TEXT, "              // 股票代码
    "last_price REAL, "              // 最新价
    // 买盘10档
    "bid_price1 REAL, bid_qty1 INTEGER, "
    "bid_price2 REAL, bid_qty2 INTEGER, "
    "bid_price3 REAL, bid_qty3 INTEGER, "
    "bid_price4 REAL, bid_qty4 INTEGER, "
    "bid_price5 REAL, bid_qty5 INTEGER, "
    "bid_price6 REAL, bid_qty6 INTEGER, "
    "bid_price7 REAL, bid_qty7 INTEGER, "
    "bid_price8 REAL, bid_qty8 INTEGER, "
    "bid_price9 REAL, bid_qty9 INTEGER, "
    "bid_price10 REAL, bid_qty10 INTEGER, "
    // 卖盘10档
    "ask_price1 REAL, ask_qty1 INTEGER, "
    "ask_price2 REAL, ask_qty2 INTEGER, "
    "ask_price3 REAL, ask_qty3 INTEGER, "
    "ask_price4 REAL, ask_qty4 INTEGER, "
    "ask_price5 REAL, ask_qty5 INTEGER, "
    "ask_price6 REAL, ask_qty6 INTEGER, "
    "ask_price7 REAL, ask_qty7 INTEGER, "
    "ask_price8 REAL, ask_qty8 INTEGER, "
    "ask_price9 REAL, ask_qty9 INTEGER, "
    "ask_price10 REAL, ask_qty10 INTEGER"
    ");";