66 lines
1.8 KiB
C++
66 lines
1.8 KiB
C++
/*
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订单处理类
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- 维护一个线程池，用于处理接收到的订单数据
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- 检测大单
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单笔订单股票数量大于指定阈值，会被认定为大单
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*/
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#ifndef QORDERPROCESSOR_H
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#define QORDERPROCESSOR_H
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#include <QObject>
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#include <QVector>
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#include <QThreadPool>
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#include <QMutex>
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#include <QtConcurrent\QtConcurrent>
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#include "BZStruct.h"
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#include "tool.h"
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#include "..\Sqbase\OrderBookParser.h"
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class QOrderProcessor : public QObject
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{
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Q_OBJECT
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public:
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explicit QOrderProcessor(QObject *parent = nullptr);
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~QOrderProcessor();
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void setProcessingEnabled(bool enabled);
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void processOrderBook(const Qot_UpdateOrderBook::Response &stRsp);
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//void batchProcess(const QVector<QByteArray>& jsonDataList);
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void setreplyCodeQuantity(QMap<QString, float> CodeQuantity)
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{
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m_replyCodeQuantity = CodeQuantity;
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}
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public:
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OrderBookParser parser;
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signals:
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// 基础信号
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void maxOrderReady(BigOrderInfo bigOrderInfo);
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// 状态信号
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void processingStarted(const QString& code);
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void processingFinished(const QString& code);
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void errorOccurred(const QString& code, const QString& error);
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private:
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QVector<BigOrderInfo> findExtremeOrders(const OrderBookData& data) const;
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OrderBookEntry findMaxVolumeItemEx(const QVector<OrderBookEntry>& items, double volumeRatio) const;
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QVector<BigOrderInfo> findMaxVolumeItem(const OrderBookData& data) const;
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OrderBookEntry findMinPriceItem(const QVector<OrderBookEntry>& items) const;
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double QOrderProcessor::sumQuantity(const QVector<OrderBookEntry>& items) const;
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void internalProcess(const OrderBookData& orderData);
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QThreadPool m_threadPool;
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mutable QMutex m_dataMutex;
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bool m_enabled = true;
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QSet<QString> m_processingCodes;
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QMap<QString, float> m_replyCodeQuantity;
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};
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#endif // QORDERPROCESSOR_H
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