88 lines
2.4 KiB
C++
88 lines
2.4 KiB
C++
#ifndef QORDERLISTMANAGER_H
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#define QORDERLISTMANAGER_H
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#include <QObject>
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#include <QMap>
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#include <QMutex>
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#include <QSharedPointer>
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#include <QDateTime>
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struct OrderBookItem {
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double price = 0.0;
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double volume = 0.0;
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int orderCount = 0;
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QString orderId;
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bool isValid() const {
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return price > 0 && volume > 0 && !orderId.isEmpty();
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}
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bool operator==(const OrderBookItem& other) const {
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return orderId == other.orderId;
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}
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};
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class QOrderListManager : public QObject
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{
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Q_OBJECT
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public:
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enum OrderType {
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BidOrder, // 买单
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AskOrder // 卖单
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};
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Q_ENUM(OrderType)
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static QOrderListManager* instance();
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static void destroy();
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// 订单簿操作
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bool addOrder(OrderType type, const OrderBookItem& order);
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bool updateOrder(OrderType type, const QString& orderId, const OrderBookItem& newData);
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bool removeOrder(OrderType type, const QString& orderId);
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QSharedPointer<OrderBookItem> getOrder(OrderType type, const QString& orderId) const;
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// 获取订单簿数据
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QMap<double, QList<QSharedPointer<OrderBookItem>>> getBidOrders() const;
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QMap<double, QList<QSharedPointer<OrderBookItem>>> getAskOrders() const;
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// 聚合数据
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QMap<double, double> getBidPriceLevels() const; // 价格 -> 总量
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QMap<double, double> getAskPriceLevels() const;
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// 统计信息
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double getTotalBidVolume() const;
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double getTotalAskVolume() const;
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double getBestBidPrice() const;
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double getBestAskPrice() const;
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signals:
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void orderAdded(OrderType type, const OrderBookItem& order);
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void orderUpdated(OrderType type, const QString& orderId);
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void orderRemoved(OrderType type, const QString& orderId);
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void orderBookChanged();
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private:
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explicit QOrderListManager(QObject* parent = nullptr);
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~QOrderListManager();
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void sortOrders(OrderType type);
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void calculatePriceLevels();
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static QBasicAtomicPointer<QOrderListManager> s_instance;
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static QMutex s_mutex;
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// 买单和卖单分别存储，按价格排序
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QMap<double, QList<QSharedPointer<OrderBookItem>>> m_bidOrders;
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QMap<double, QList<QSharedPointer<OrderBookItem>>> m_askOrders;
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// 价格层级聚合数据
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QMap<double, double> m_bidPriceLevels;
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QMap<double, double> m_askPriceLevels;
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mutable QMutex m_orderMutex;
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Q_DISABLE_COPY(QOrderListManager)
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};
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#endif // QORDERLISTMANAGER_H
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