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Copy pathApiProcess.h
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92 lines (82 loc) · 2.37 KB
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#ifndef _API_PROCESS_H_
#define _API_PROCESS_H_
#include "../include/ApiStruct.h"
// 先对行情数据进行初始化，然后才能进行
void InitBidAsk(DepthMarketDataNField* pField)
{
pField->Size = sizeof(DepthMarketDataNField);
pField->BidCount = 0;
}
// 必须先AddBid才能AddAsk，先添加的是买一，然后才是买二
int AddBid(DepthMarketDataNField* pField, PriceType price, VolumeType volume, VolumeType Count)
{
char* p = ((char*)pField) + pField->Size;
DepthField* pDF = (DepthField*)p;
pDF->Price = price;
pDF->Size = volume;
pDF->Count = Count;
pField->Size += sizeof(DepthField);
++pField->BidCount;
return 0;
}
// 先添加的是卖一，然后才是卖二
int AddAsk(DepthMarketDataNField* pField, PriceType price, VolumeType volume, VolumeType Count)
{
char* p = ((char*)pField) + pField->Size;
DepthField* pDF = (DepthField*)p;
pDF->Price = price;
pDF->Size = volume;
pDF->Count = Count;
pField->Size += sizeof(DepthField);
return 0;
}
// 从结构体中读出买档，Pos=1是买一
DepthField* GetBid(DepthMarketDataNField* pField, int Pos)
{
if (Pos <= 0 || Pos > pField->BidCount)
return nullptr;
char* p = ((char*)pField) + sizeof(DepthMarketDataNField);
DepthField* pDF = (DepthField*)p;
return pDF + Pos - 1;
}
// 从结构体中读出卖档，Pos=1是卖一
DepthField* GetAsk(DepthMarketDataNField* pField, int Pos)
{
int count = (pField->Size - sizeof(DepthMarketDataNField)) / sizeof(DepthField);
int AskCount = count - pField->BidCount;
if (Pos <= 0 || Pos > AskCount)
return nullptr;
char* p = ((char*)pField) + sizeof(DepthMarketDataNField);
DepthField* pDF = (DepthField*)p;
return pDF + pField->BidCount + (Pos - 1);
}
char* ExchangeType_2_String(ExchangeType exchange)
{
switch (exchange)
{
case ExchangeType::ExchangeType_SHFE:
return "SHFE";
case ExchangeType::ExchangeType_DCE:
return "DCE";
case ExchangeType::ExchangeType_CZCE:
return "CZCE";
case ExchangeType::ExchangeType_CFFEX:
return "CFFEX";
case ExchangeType::ExchangeType_INE:
return "INE";
case ExchangeType::ExchangeType_SSE:
return "SSE";
case ExchangeType::ExchangeType_SZSE:
return "SZSE";
case ExchangeType::ExchangeType_SGE:
return "SGE";
case ExchangeType::ExchangeType_NEEQ:
return "NEEQ";
case ExchangeType::ExchangeType_HKEx:
return "HKEx";
case ExchangeType::ExchangeType_Undefined:
default:
return "Undefined";
}
}
#endif