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4 files changed

+33
-32
lines changed

4 files changed

+33
-32
lines changed

CMakeLists.txt

Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -69,10 +69,8 @@ endif()
6969

7070
# Project construction ...
7171
# src files ...
72-
file(GLOB MY_SOURCE_FILES "include/cpprest/*.h" "include/cpprest/details/*.h" "include/tigerapi/push_socket/*.h" "include/tigerapi/*.h")
73-
add_library(${PROJECT_NAME}
74-
src/tiger_client.cpp src/quote_client.cpp src/trade_client.cpp src/order_util.cpp
75-
cpprest/ src/easylogging++.cc ${MY_SOURCE_FILES})
72+
file(GLOB MY_SOURCE_FILES "include/cpprest/*.h" "include/cpprest/details/*.h" "include/tigerapi/push_socket/*.h" "include/tigerapi/*.h" "src/*.cpp" "src/push_socket/*.cpp")
73+
add_library(${PROJECT_NAME} cpprest/ ${MY_SOURCE_FILES})
7674

7775
# headers search paths ...
7876
#set(HEADER_SEARCH_PATHS ${CPPREST_INCLUDE_DIR} ${Boost_INCLUDE_DIR} ${OPENSSL_INCLUDE_DIR})

include/tigerapi/push_socket/push_socket.h

Lines changed: 0 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -1,9 +1,6 @@
11
#ifndef PUSH_SOCKET_H
22
#define PUSH_SOCKET_H
33

4-
#ifdef _WIN32
5-
#define NOMINMAX // ��ֹ Windows ����� min/max �����
6-
#endif
74

85
#include <memory>
96
#include <string>

src/push_socket/push_client_impl.cpp

Lines changed: 29 additions & 24 deletions
Original file line numberDiff line numberDiff line change
@@ -87,12 +87,12 @@ void TIGER_API::PushClientImpl::set_asset_changed_callback(const std::function<v
8787

8888
bool TIGER_API::PushClientImpl::subscribe_asset(const std::string& account)
8989
{
90-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Asset, account);
90+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Asset, account);
9191
}
9292

9393
bool TIGER_API::PushClientImpl::unsubscribe_asset(const std::string& account)
9494
{
95-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Asset, account);
95+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Asset, account);
9696
}
9797

9898
void TIGER_API::PushClientImpl::set_position_changed_callback(const std::function<void(const tigeropen::push::pb::PositionData&)>& cb)
@@ -102,12 +102,12 @@ void TIGER_API::PushClientImpl::set_position_changed_callback(const std::functio
102102

103103
bool TIGER_API::PushClientImpl::subscribe_position(const std::string& account)
104104
{
105-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Position, account);
105+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Position, account);
106106
}
107107

108108
bool TIGER_API::PushClientImpl::unsubscribe_position(const std::string& account)
109109
{
110-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Position, account);
110+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Position, account);
111111
}
112112

113113
void TIGER_API::PushClientImpl::set_order_changed_callback(const std::function<void(const tigeropen::push::pb::OrderStatusData&)>& cb)
@@ -117,12 +117,12 @@ void TIGER_API::PushClientImpl::set_order_changed_callback(const std::function<v
117117

118118
bool TIGER_API::PushClientImpl::subscribe_order(const std::string& account)
119119
{
120-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Order, account);
120+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_OrderStatus, account);
121121
}
122122

123123
bool TIGER_API::PushClientImpl::unsubscribe_order(const std::string& account)
124124
{
125-
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Order, account);
125+
return send_trade_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_OrderStatus , account);
126126
}
127127

128128
void TIGER_API::PushClientImpl::set_quote_changed_callback(const std::function<void(const tigeropen::push::pb::QuoteData&)>& cb)
@@ -132,13 +132,13 @@ void TIGER_API::PushClientImpl::set_quote_changed_callback(const std::function<v
132132

133133
bool TIGER_API::PushClientImpl::subscribe_quote(const std::vector<std::string>& symbols)
134134
{
135-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, symbols);
135+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, symbols);
136136
}
137137

138138

139139
bool TIGER_API::PushClientImpl::unsubscribe_quote(const std::vector<std::string>& symbols)
140140
{
141-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, symbols);
141+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, symbols);
142142
}
143143

144144
void TIGER_API::PushClientImpl::set_quote_bbo_changed_callback(const std::function<void(const tigeropen::push::pb::QuoteData&)>& cb)
@@ -148,12 +148,12 @@ void TIGER_API::PushClientImpl::set_quote_bbo_changed_callback(const std::functi
148148

149149
bool TIGER_API::PushClientImpl::subscribe_quote_bbo(const std::vector<std::string>& symbols)
150150
{
151-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, symbols);
151+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, symbols);
152152
}
153153

154154
bool TIGER_API::PushClientImpl::unsubscribe_quote_bbo(const std::vector<std::string>& symbols)
155155
{
156-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, symbols);
156+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, symbols);
157157
}
158158

159159
void TIGER_API::PushClientImpl::set_quote_depth_changed_callback(const std::function<void(const tigeropen::push::pb::QuoteDepthData&)>& cb)
@@ -163,12 +163,12 @@ void TIGER_API::PushClientImpl::set_quote_depth_changed_callback(const std::func
163163

164164
bool TIGER_API::PushClientImpl::subscribe_quote_depth(const std::vector<std::string>& symbols)
165165
{
166-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_QuoteDepth, symbols);
166+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_QuoteDepth, symbols);
167167
}
168168

169169
bool TIGER_API::PushClientImpl::unsubscribe_quote_depth(const std::vector<std::string>& symbols)
170170
{
171-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_QuoteDepth, symbols);
171+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_QuoteDepth, symbols);
172172
}
173173

174174
void TIGER_API::PushClientImpl::set_kline_changed_callback(const std::function<void(const tigeropen::push::pb::KlineData&)>& cb)
@@ -178,12 +178,12 @@ void TIGER_API::PushClientImpl::set_kline_changed_callback(const std::function<v
178178

179179
bool TIGER_API::PushClientImpl::subscribe_kline(const std::vector<std::string>& symbols)
180180
{
181-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Kline, symbols);
181+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Kline, symbols);
182182
}
183183

184184
bool TIGER_API::PushClientImpl::unsubscribe_kline(const std::vector<std::string>& symbols)
185185
{
186-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Kline, symbols);
186+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Kline, symbols);
187187
}
188188

189189
void TIGER_API::PushClientImpl::set_full_tick_changed_callback(const std::function<void(const tigeropen::push::pb::TickData&)>& cb)
@@ -193,12 +193,12 @@ void TIGER_API::PushClientImpl::set_full_tick_changed_callback(const std::functi
193193

194194
bool TIGER_API::PushClientImpl::subscribe_full_tick(const std::vector<std::string>& symbols)
195195
{
196-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_TradeTick, symbols);
196+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_TradeTick, symbols);
197197
}
198198

199199
bool TIGER_API::PushClientImpl::unsubscribe_full_tick(const std::vector<std::string>& symbols)
200200
{
201-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_TradeTick, symbols);
201+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_TradeTick, symbols);
202202
}
203203

204204
void TIGER_API::PushClientImpl::set_tick_changed_callback(const std::function<void(const tigeropen::push::pb::TickData&)>& cb)
@@ -208,22 +208,22 @@ void TIGER_API::PushClientImpl::set_tick_changed_callback(const std::function<vo
208208

209209
bool TIGER_API::PushClientImpl::subscribe_tick(const std::vector<std::string>& symbols)
210210
{
211-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_TradeTick, symbols);
211+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_TradeTick, symbols);
212212
}
213213

214214
bool TIGER_API::PushClientImpl::unsubscribe_tick(const std::vector<std::string>& symbols)
215215
{
216-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_TradeTick, symbols);
216+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_TradeTick, symbols);
217217
}
218218

219219
bool TIGER_API::PushClientImpl::subscribe_market(const std::string& market)
220220
{
221-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, {}, market);
221+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, {}, market);
222222
}
223223

224224
bool TIGER_API::PushClientImpl::unsubscribe_market(const std::string& market)
225225
{
226-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_Quote, {}, market);
226+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_Quote, {}, market);
227227
}
228228

229229
void TIGER_API::PushClientImpl::set_stock_top_changed_callback(const std::function<void(const tigeropen::push::pb::StockTopData&)>& cb)
@@ -233,12 +233,12 @@ void TIGER_API::PushClientImpl::set_stock_top_changed_callback(const std::functi
233233

234234
bool TIGER_API::PushClientImpl::subscribe_stock_top(const std::string& market)
235235
{
236-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_StockTop, {}, market);
236+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_StockTop, {}, market);
237237
}
238238

239239
bool TIGER_API::PushClientImpl::unsubscribe_stock_top(const std::string& market)
240240
{
241-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_StockTop, {}, market);
241+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_StockTop, {}, market);
242242
}
243243

244244
void TIGER_API::PushClientImpl::set_option_top_changed_callback(const std::function<void(const tigeropen::push::pb::OptionTopData&)>& cb)
@@ -248,12 +248,12 @@ void TIGER_API::PushClientImpl::set_option_top_changed_callback(const std::funct
248248

249249
bool TIGER_API::PushClientImpl::subscribe_option_top(const std::string& market)
250250
{
251-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_OptionTop, {}, market);
251+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_SUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_OptionTop, {}, market);
252252
}
253253

254254
bool TIGER_API::PushClientImpl::unsubscribe_option_top(const std::string& market)
255255
{
256-
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType_OptionTop, {}, market);
256+
return send_quote_request(tigeropen::push::pb::SocketCommon_Command_UNSUBSCRIBE, tigeropen::push::pb::SocketCommon_DataType::SocketCommon_DataType_OptionTop, {}, market);
257257
}
258258

259259
bool TIGER_API::PushClientImpl::send_quote_request(tigeropen::push::pb::SocketCommon_Command command, tigeropen::push::pb::SocketCommon_DataType datatype, std::vector<std::string> symbols, const std::string& market)
@@ -282,6 +282,11 @@ bool TIGER_API::PushClientImpl::send_quote_request(tigeropen::push::pb::SocketCo
282282
return true;
283283
}
284284

285+
bool TIGER_API::PushClientImpl::send_quote_request(tigeropen::push::pb::SocketCommon_Command command, tigeropen::push::pb::SocketCommon_DataType datatype, std::vector<std::string> symbols)
286+
{
287+
return send_quote_request(command, datatype, symbols, "");
288+
}
289+
285290
bool TIGER_API::PushClientImpl::send_trade_request(tigeropen::push::pb::SocketCommon_Command command, tigeropen::push::pb::SocketCommon_DataType datatype, const std::string& account)
286291
{
287292
if (account.empty())

src/tick_util.cpp

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,5 @@
1-
#include "tick_util.h"
1+
#include "../include/tigerapi/tick_util.h"
2+
#include "../include/tigerapi/enums.h"
23
#include <algorithm>
34
#include <cctype>
45

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