109 lines
2.6 KiB
C
109 lines
2.6 KiB
C
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#pragma once
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#include <google/protobuf/arena.h>
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#include <QVector>
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#include <QDebug>
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#include <algorithm>
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#include "tool.h"
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#include "BZStruct.h"
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class OrderBookParser {
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public:
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OrderBookParser() {
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}
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bool parse(const char* data, int size, OrderBookData& output) {
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// <20><><EFBFBD><EFBFBD>Response<73><65>Ϣ<EFBFBD><CFA2><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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google::protobuf::Arena arena;
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auto* response = new Qot_UpdateOrderBook::Response;
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if (!response->ParseFromArray(data, size)) {
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return false;
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}
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// <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ӧ״̬ (0<><30>ʾ<EFBFBD>ɹ<EFBFBD>)
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if (response->rettype() != 0) {
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arena.Reset();
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return false;
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}
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// <20><><EFBFBD><EFBFBD><EFBFBD>Ƿ<EFBFBD><C7B7><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ч<EFBFBD><D0A7><EFBFBD><EFBFBD>
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if (!response->has_s2c()) {
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arena.Reset();
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return true;
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}
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const auto& s2c = response->s2c();
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output.clear();
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output.name = QString(s2c.name().c_str());
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output.code = QString(s2c.security().code().c_str());
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output.askTime = QString(s2c.svrrecvtimeask().c_str());
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output.bidTime = QString(s2c.svrrecvtimebid().c_str());
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// <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>̶<EFBFBD><CCB6><EFBFBD><EFBFBD><EFBFBD> (bids)
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if (s2c.orderbookbidlist_size() > 0) {
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parseOrderBookList(s2c.orderbookbidlist(), output.bids);
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}
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// <20><><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>̶<EFBFBD><CCB6><EFBFBD><EFBFBD><EFBFBD> (asks)
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if (s2c.orderbookasklist_size() > 0) {
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parseOrderBookList(s2c.orderbookasklist(), output.asks);
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}
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arena.Reset(); // <20><><EFBFBD><EFBFBD><EFBFBD>ڴ<EFBFBD><DAB4>ع<EFBFBD><D8B9>´<EFBFBD>ʹ<EFBFBD><CAB9>
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return true;
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}
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private:
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void parseOrderBookList(
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const google::protobuf::RepeatedPtrField<Qot_Common::OrderBook>& pbList,
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QVector<OrderBookEntry>& output)
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{
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output.clear();
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const int itemCount = pbList.size();
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if (itemCount == 0) return;
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// Ԥ<><D4A4><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ڴ<EFBFBD>
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output.reserve(itemCount);
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// <20><>һ<EFBFBD>飺<EFBFBD><E9A3BA><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ϸ<EFBFBD><CFB8><EFBFBD><EFBFBD>
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int maxDetails = 0;
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for (int i = 0; i < itemCount; ++i) {
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maxDetails = std::max(maxDetails, pbList.Get(i).detaillist_size());
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}
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// <20>ڶ<EFBFBD><DAB6>飺<EFBFBD><E9A3BA><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ݣ<EFBFBD>ʹ<EFBFBD>þֲ<C3BE><D6B2><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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for (int i = 0; i < itemCount; ++i) {
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const auto& pb_item = pbList.Get(i);
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const int detailCount = pb_item.detaillist_size();
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// Ϊ<><CEAA>ǰ<EFBFBD><C7B0>Ŀ<EFBFBD><C4BF><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ϸ<EFBFBD><CFB8><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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QVector<OrderDetail> detailsBuffer;
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detailsBuffer.reserve(detailCount); // <20><>ʵ<EFBFBD><CAB5><EFBFBD><EFBFBD><EFBFBD><EFBFBD>Ԥ<EFBFBD><D4A4><EFBFBD><EFBFBD>
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// <20><>ȫ<EFBFBD><C8AB><EFBFBD><EFBFBD><EFBFBD><EFBFBD>ϸ
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try {
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for (int j = 0; j < detailCount; ++j) {
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const auto& pb_detail = pb_item.detaillist(j);
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OrderDetail detail;
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detail.orderId = pb_detail.orderid();
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detail.volume = pb_detail.volume();
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detailsBuffer.append(detail);
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}
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}
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catch (const std::exception& e) {
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detailsBuffer.clear(); // <20><><EFBFBD><EFBFBD><EFBFBD>Ƿ<EFBFBD><C7B7><EFBFBD><EFBFBD><EFBFBD>
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}
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// <20><><EFBFBD><EFBFBD> OrderBookEntry<72><79>ֱ<EFBFBD><D6B1><EFBFBD>ƶ<EFBFBD><C6B6><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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OrderBookEntry item;
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item.price = pb_item.price();
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item.volume = pb_item.volume();
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item.orderCount = pb_item.oredercount();
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item.details = detailCount > 0 ? std::move(detailsBuffer) : QVector<OrderDetail>{};
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output.append(item);
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}
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}
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};
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