tickserver/api/lmaxapi/base/base.go

package base

/*
#cgo CFLAGS: -I./include
#cgo LDFLAGS: -L./lib -lm -lbase
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <timezone.h>
#include <candle.h>
#include <ctype.h>
*/
import "C"
import "fmt"
import "unsafe"
import "reflect"

type Candle struct {
	obj *C.struct_candle
}

type Timezone struct {
	obj *C.struct_timezone
}

type TimezoneTrans struct {
	obj *C.struct_timezone_trans
}

type Ohlc struct {
	data C.struct_ohlc
}

type Tick struct {
	data C.struct_tick
}

type OhlcTmp struct {
	Time       int32
	Open       float32
	High       float32
	Low        float32
	Close      float32
	Spread     int32
	TickVolumn int64
	RealVolumn int64
}

type OhlcGo struct {
	Time       int32
	Open       float64
	High       float64
	Low        float64
	Close      float64
	Spread     int32
	TickVolumn int64
	RealVolumn int64
}

//类型转换
func (ohlc *OhlcGo) ToCStruct() *Ohlc {
	tmp := &OhlcTmp{}
	tmp.Time = ohlc.Time
	tmp.Spread = ohlc.Spread
	tmp.TickVolumn = ohlc.TickVolumn
	tmp.RealVolumn = ohlc.RealVolumn
	tmp.Open = float32(ohlc.Open)
	tmp.High = float32(ohlc.High)
	tmp.Low = float32(ohlc.Low)
	tmp.Close = float32(ohlc.Close)
	return (*Ohlc)(unsafe.Pointer(tmp))
}

type TickGo struct {
	Time   int32
	Bid    float32
	Ask    float32
	Bidv   int32
	Askv   int32
	Ms     int16
	Symbol int16
}

const (
	S1  = 1
	S2  = 2
	S3  = 3
	S4  = 4
	S5  = 5
	S15 = 15
	S30 = 30
	M1  = 1 * 60
	M2  = 2 * 60
	M3  = 3 * 60
	M4  = 4 * 60
	M5  = 5 * 60
	M15 = 15 * 60
	M30 = 30 * 60
	H1  = 60 * 60
	H2  = 2 * 60 * 60
	H3  = 3 * 60 * 60
	H4  = 4 * 60 * 60
	H6  = 6 * 60 * 60
	H8  = 8 * 60 * 60
	D1  = 24 * 3600
	W1  = 7 * 24 * 3600
	MN1 = 30 * 24 * 3600
)

var periodName = map[int]string{
	S1:  "S1",
	S2:  "S2",
	S3:  "S3",
	S4:  "S4",
	S5:  "S5",
	S15: "S15",
	S30: "S30",
	M1:  "M1",
	M2:  "M2",
	M3:  "M3",
	M4:  "M4",
	M5:  "M5",
	M15: "M15",
	M30: "M30",
	H1:  "H1",
	H2:  "H2",
	H3:  "H3",
	H4:  "H4",
	H6:  "H6",
	H8:  "H8",
	D1:  "D1",
	W1:  "W1",
	MN1: "MN1",
}

var periodIds = map[string]int{
	"S1":  S1,
	"S2":  S2,
	"S3":  S3,
	"S4":  S4,
	"S5":  S5,
	"S15": S15,
	"S30": S30,
	"M1":  M1,
	"M2":  M2,
	"M3":  M3,
	"M4":  M4,
	"M5":  M5,
	"M15": M15,
	"M30": M30,
	"H1":  H1,
	"H2":  H2,
	"H3":  H3,
	"H4":  H4,
	"H6":  H6,
	"H8":  H8,
	"D1":  D1,
	"W1":  W1,
	"MN1": MN1,
}

const CANDLE_OHLC = 0
const CANDLE_TICK = 1
const CANDLE_ASK = 0
const CANDLE_BID = 1
const CANDLE_TIME_IN = 1
const CANDLE_TIME_OUT = 2
const CANDLE_TIME_GMT = 3

const (
	CANDLE_LINE_TYPR        = iota //bid = CANDLE_BID, ask = CANDLE_ASK, default = CANDLE_BID
	CANDLE_AUTOCOMPLETE            //1 complete, 0 not complete, default = 0, 补全暂时只考虑周末.元旦，圣诞，时间.
	CANDLE_CLOSE_AS_OPEN           //1 on , 0 off, default = off
	CANDLE_AUTOCOMPLETE_MAX        //默认情况下，12个小时内没有数据，就不进行补全
	CANDLE_TIMEZONE_CACHE_TIME
	CANDLE_SPREAD_AGV
	CANDLE_MAX_INT_CONF
)

var sizeofOhlcTmp int

func init() {
	tmp := OhlcTmp{}
	sizeofOhlcTmp = int(unsafe.Sizeof(tmp))
}

func PeriodName(period int) (string, error) {
	value, ok := periodName[period]
	if !ok {
		return "", fmt.Errorf("find period name error")
	}
	return value, nil
}

func PeriodId(name string) (int, error) {
	value, ok := periodIds[name]
	if !ok {
		return 0, fmt.Errorf("find period id error")
	}
	return value, nil
}

func NewCandle(period int, point int, data unsafe.Pointer, flag int) (candle *Candle, err error) {
	c := C.candle_new(C.int(period), C.int(point), data, C.int(flag))
	if c == nil {
		return nil, fmt.Errorf("create new candle object error.")
	}
	return &Candle{obj: c}, nil
}

func (c *Candle) Free() {
	C.candle_free(c.obj)
}

func (c *Candle) Set(key int, value interface{}) (int, error) {
	v := reflect.ValueOf(value)
	switch v.Kind() {
	case reflect.Int:
		ret := C.candle_set_integer(c.obj, C.int(key), C.int(v.Int()))
		return int(ret), nil
	case reflect.String:
		cstr := C.CString(cstring(v.Bytes()))
		defer C.free(unsafe.Pointer(cstr))
		ret := C.candle_set_string(c.obj, C.int(key), cstr)
		return int(ret), nil
	case reflect.Float64:
		ret := C.candle_set_double(c.obj, C.int(key), C.double(v.Float()))
		return int(ret), nil
	default:
	}
	return 0, fmt.Errorf("unknow type of value.")
}

func (c *Candle) UpdateOhlc(data *Ohlc) int {
	ret := C.candle_updateby_ohlc(c.obj, &data.data)
	return int(ret)
}

func (c *Candle) UpdateTick(data *Tick) int {
	ret := C.candle_updateby_tick(c.obj, &data.data)
	return int(ret)
}

func (c *Candle) Next(data *Ohlc) int {
	ret := C.candle_read_next(c.obj, &data.data)
	return int(ret)
}

func (c *Candle) Last(data *Ohlc) int {
	ret := C.candle_read_last_end(c.obj, &data.data)
	return int(ret)
}

func (c *Candle) SetTimezoneTrans(trans *TimezoneTrans) int {
	ret := C.candle_set_timezone_trans(c.obj, trans.obj)
	return int(ret)
}

func cstring(b []byte) string {
	var i int
	for i = 0; i < len(b) && b[i] != 0; i++ {
	}
	return string(b[0:i])
}

func NewTimezone(s string) (t *Timezone, err error) {
	cstr := C.CString(s)
	defer C.free(unsafe.Pointer(cstr))
	tz := C.timezone_open(cstr)
	if tz == nil {
		return nil, fmt.Errorf("create time zone error")
	}
	return &Timezone{tz}, nil
}

func (t *Timezone) Version() string {
	cstr := C.timezone_version_get()
	return C.GoString(cstr)
}

func (t *Timezone) Name() string {
	cstr := C.timezone_name_get(t.obj)
	return C.GoString(cstr)
}

func (t *Timezone) Offset(time int) int {
	offset := C.timezone_offset_get(t.obj, C.int(time))
	return int(offset)
}

func (t *Timezone) OffsetLocal(time int) int {
	offset := C.timezone_offset_get_local(t.obj, C.int(time))
	return int(offset)
}

func (t *Timezone) FixedOffset() int {
	offset := C.timezone_fixed_offset(t.obj)
	return int(offset)
}

func (t *Timezone) TimeStamp(time int, offset int) int {
	ret := C.timezone_get_timestamp(t.obj, C.int(time), C.int(offset))
	return int(ret)
}

func (t *Timezone) LocalTime(time int, offset int) int {
	ret := C.timezone_get_localtime(t.obj, C.int(time), C.int(offset))
	return int(ret)
}

func (t *Timezone) DumpInfo() {
	C.timezone_dump_tzinfo(t.obj)
}

func (t *Timezone) Free() {
	C.timezone_close(t.obj)
}

type TimezoneConf struct {
	In        string
	Inoffset  int
	Out       string
	Outoffset int
	CacheTime int
}

func NewTimezoneTrans(in string, inoffset int, out string, outoffset int, cache_second int) (t *TimezoneTrans, err error) {
	incstr := C.CString(in)
	defer C.free(unsafe.Pointer(incstr))
	outcstr := C.CString(out)
	defer C.free(unsafe.Pointer(outcstr))
	trans := C.timezone_trans_new(incstr, C.int(inoffset), outcstr, C.int(outoffset), C.int(cache_second))
	if trans == nil {
		return nil, fmt.Errorf("create timezone trans error.")
	}
	return &TimezoneTrans{trans}, nil
}

func (t *TimezoneTrans) Free() {
	C.timezone_trans_free(t.obj)
}

func (t *TimezoneTrans) Offset(time int) int {
	ret := C.timezone_trans_offset(t.obj, C.int(time))
	return int(ret)
}

func (t *Tick) ToGOStruct() (tick TickGo) {
	tmp := (*TickGo)(unsafe.Pointer(t))
	tick = *tmp
	return
}

func (t *Ohlc) ToGOStruct() (tick OhlcGo) {
	tick2 := OhlcTmp{}
	C.memcpy(unsafe.Pointer(&tick2), unsafe.Pointer(t), C.size_t(sizeofOhlcTmp))
	tick.Time = tick2.Time
	tick.Open = float64(tick2.Open)
	tick.High = float64(tick2.High)
	tick.Low = float64(tick2.Low)
	tick.Close = float64(tick2.Close)
	tick.Spread = tick2.Spread
	tick.TickVolumn = tick2.TickVolumn
	tick.RealVolumn = tick2.RealVolumn
	return
}