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MicexViewer.cpp
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MicexViewer.cpp
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/***************************
*** www.solontay.com ***
*** [email protected] ***
***************************/
#pragma comment(lib, "micex_md_142.lib")
#include "micex_md_142.h"
#include <atomic>
#include <process.h>
#include <windows.h>
#define MAX_LOADSTRING 100
#define IDC_MICEXVIEWER 109
#define IDM_EXIT 105
const int _px_width = 90;
const int _qty_width = 80;
const int _q_height = 20;
const int _t_height = 18;
const size_t _x_instr = 8;
const size_t _y_instr = 2;
const size_t _instr = _x_instr * _y_instr;
const double _ulTimer = 5;
int wWidth, wHeight;
const COLORREF _aBkRGB = RGB(220, 190, 190);
const COLORREF _bBkRGB = RGB(180, 220, 180);
const COLORREF _bkRGB = RGB(220, 220, 200);
const COLORREF _tBkRGB = RGB(230, 230, 230);
const int
DefaultPriority = 0, /// not set, use OS default
IdlePriority = 1, /// Idle thread priority
LowestPriority = 2, /// Lower than LowPriority
LowPriority = 3, /// Lower than NormalPriority
NormalPriority = 4, /// Normal thread priority
HighPriority = 5, /// Higher than NormalPriority
HighestPriority = 6, /// Higher than HighPriority
RealtimePriority = 15; /// Realtime thread priority
class AstsThread {
private:
HANDLE m_handle;
int priority_;
static void starthook(void* ptr) {
((AstsThread*)ptr)->run();
}
public:
HANDLE getHandle() const { return m_handle; }
AstsThread() : priority_(0) {}
void start() {
m_handle = (HANDLE)_beginthread(&this->starthook, 0, (void*)this);
if (priority_ != 0) {
SetThreadPriority(m_handle, priority_);
}
}
virtual void run() = 0;
~AstsThread() {}
void join() {
WaitForSingleObject(m_handle, INFINITE);
}
void setCurrentThreadPriority(const int priority) {
priority_ = priority;
}
void sleep(const size_t ms) {
Sleep(ms);
}
};
class AstsMutex {
std::atomic_flag flag{ ATOMIC_FLAG_INIT };
public:
inline void lock() {
while (flag.test_and_set(std::memory_order_acquire));
}
inline bool tryLock() {
return !(flag.test_and_set(std::memory_order_acquire));
}
inline void unlock() {
flag.clear(std::memory_order_release);
}
};
struct Quote {
double px;
size_t qty;
LARGE_INTEGER timer;
size_t ul;
Quote(const double p, const size_t q) {
px = p; qty = q;
QueryPerformanceCounter(&timer);
ul = true;
}
};
HFONT font, tFont;
HBRUSH hbrBk, tHbrBk, bHbrBk, aHbrBk;
HWND bidPxHwnd[_instr][10], bidQtyHwnd[_instr][10], askPxHwnd[_instr][10], askQtyHwnd[_instr][10],
tHwnd[_instr], hWnd;
std::vector<Quote> bid[_instr], ask[_instr];
std::vector<std::string> t;
volatile bool _working = true;
size_t wBidPxChange[_instr], wAskPxChange[_instr];
bool wBidQtyChange[_instr][10], wAskQtyChange[_instr][10];
AstsMutex instrBidLocker[_instr], instrAskLocker[_instr], ctBidLocker[_instr], ctAskLocker[_instr];
HINSTANCE hInst;
WCHAR szTitle[MAX_LOADSTRING];
WCHAR szWindowClass[MAX_LOADSTRING];
LARGE_INTEGER freq;
inline std::wstring pxStr(const double px) {
std::wstring str = std::to_wstring(px);
str.resize(8);
return str;
}
inline std::wstring qtyStr(const size_t qty) {
std::wstring str = std::to_wstring(qty).append(L" ");
return str;
}
inline bool ulca(const size_t i, const size_t l) {
if (!ask[i][l].ul) return false;
LARGE_INTEGER ct;
QueryPerformanceCounter(&ct);
if (double(ct.QuadPart - ask[i][l].timer.QuadPart) / freq.QuadPart > _ulTimer) {
ask[i][l].ul = false;
return true;
}
return false;
}
inline bool ulcb(const size_t i, const size_t l) {
if (!bid[i][l].ul) return false;
LARGE_INTEGER ct;
QueryPerformanceCounter(&ct);
if (double(ct.QuadPart - bid[i][l].timer.QuadPart) / freq.QuadPart > _ulTimer) {
bid[i][l].ul = false;
return true;
}
return false;
}
class AstsMonitor : public AstsThread {
size_t i, l, c, n; std::wstring s;
public:
void run() {
while (_working) {
for (n = 0; n < _instr; ++n) {
instrBidLocker[n].lock();
l = bid[n].size();
c = wBidPxChange[n];
wBidPxChange[n] = 10;
for (i = 0; i < 10; ++i) {
if (i < l) {
if (i >= c || ulcb(n, i)) {
SendMessage(bidPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)pxStr(bid[n][i].px).c_str());
SendMessage(bidQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)qtyStr(bid[n][i].qty).c_str());
}
else {
if (wBidQtyChange[n][i]) {
wBidQtyChange[n][i] = false;
SendMessage(bidPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)pxStr(bid[n][i].px).c_str());
SendMessage(bidQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)qtyStr(bid[n][i].qty).c_str());
}
}
}
else {
if (i >= c) {
SendMessage(bidPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
SendMessage(bidQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
}
else {
if (wBidQtyChange[n][i]) {
wBidQtyChange[n][i] = false;
SendMessage(bidPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
SendMessage(bidQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
}
}
}
}
instrBidLocker[n].unlock();
instrAskLocker[n].lock();
l = ask[n].size();
c = wAskPxChange[n];
wAskPxChange[n] = 10;
for (i = 0; i < 10; ++i) {
if (i < l) {
if (i >= c || ulca(n, i)) {
SendMessage(askPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)pxStr(ask[n][i].px).c_str());
SendMessage(askQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)qtyStr(ask[n][i].qty).c_str());
}
else {
if (wAskQtyChange[n][i]) {
wAskQtyChange[n][i] = false;
SendMessage(askPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)pxStr(ask[n][i].px).c_str());
SendMessage(askQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)qtyStr(ask[n][i].qty).c_str());
}
}
}
else {
if (i >= c) {
SendMessage(askPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
SendMessage(askQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
}
else {
if (wAskQtyChange[n][i]) {
wAskQtyChange[n][i] = false;
SendMessage(askPxHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
SendMessage(askQtyHwnd[n][i], WM_SETTEXT, (WPARAM)NULL, (LPARAM)L"");
}
}
}
}
instrAskLocker[n].unlock();
}
this->sleep(30);
}
}
};
AstsMonitor* am;
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
switch (message)
{
case WM_COMMAND:
{
int wmId = LOWORD(wParam);
switch (wmId)
{
case IDM_EXIT:
DestroyWindow(hWnd);
break;
default:
return DefWindowProc(hWnd, message, wParam, lParam);
}
}
break;
case WM_CTLCOLORSTATIC: {
const ptrdiff_t _hm = ptrdiff_t(GetMenu(HWND(lParam)));
if (_hm == 50000) {
SetTextColor(HDC(wParam), RGB(0, 0, 0));
SetBkColor(HDC(wParam), _tBkRGB);
return (INT_PTR)tHbrBk;
}
else if (_hm % 100 > 49) {
const ptrdiff_t _i = (_hm % 10000) / 100;
const ptrdiff_t _l = _hm % 100 - 50;
LARGE_INTEGER ct;
QueryPerformanceCounter(&ct);
SetBkColor(HDC(wParam), _bkRGB);
ctAskLocker[_i].lock();
if (ask[_i].size() > _l && double(ct.QuadPart - ask[_i][_l].timer.QuadPart) / freq.QuadPart < _ulTimer) {
ctAskLocker[_i].unlock();
SetTextColor(HDC(wParam), RGB(220, 0, 0));
SetBkColor(HDC(wParam), _aBkRGB);
return (INT_PTR)aHbrBk;
}
else {
ctAskLocker[_i].unlock();
SetTextColor(HDC(wParam), RGB(220, 0, 0));
SetBkColor(HDC(wParam), _bkRGB);
return (INT_PTR)hbrBk;
}
}
else {
const ptrdiff_t _i = (_hm % 10000) / 100;
const ptrdiff_t _l = _hm % 100;
LARGE_INTEGER ct;
QueryPerformanceCounter(&ct);
ctBidLocker[_i].lock();
if (bid[_i].size() > _l && double(ct.QuadPart - bid[_i][_l].timer.QuadPart) / freq.QuadPart < _ulTimer) {
ctBidLocker[_i].unlock();
SetTextColor(HDC(wParam), RGB(0, 130, 0));
SetBkColor(HDC(wParam), _bBkRGB);
return (INT_PTR)bHbrBk;
}
else {
ctBidLocker[_i].unlock();
SetTextColor(HDC(wParam), RGB(0, 130, 0));
SetBkColor(HDC(wParam), _bkRGB);
return (INT_PTR)hbrBk;
}
}
}
case WM_PAINT: {
PAINTSTRUCT ps; int x = wWidth - 1, y = 0, xi=_x_instr, yi=_y_instr;
HDC hdc = BeginPaint(hWnd, &ps);
while (yi > 0) {
MoveToEx(hdc, 0, y, NULL);
LineTo(hdc, x, y);
y += _t_height + 1;
MoveToEx(hdc, 0, y, NULL);
LineTo(hdc, x, y);
y += _q_height * 10 + 1;
MoveToEx(hdc, 0, y, NULL);
LineTo(hdc, x, y);
y += _q_height * 10 + 1;
MoveToEx(hdc, 0, y, NULL);
LineTo(hdc, x, y);
--yi;
}
x = _px_width + _qty_width;
y = wHeight - 1;
while (xi > 1) {
MoveToEx(hdc, x, 0, NULL);
LineTo(hdc, x, y);
x += _px_width + _qty_width + 1;
--xi;
}
EndPaint(hWnd, &ps);
break;
}
case WM_DESTROY:
PostQuitMessage(0);
break;
default:
return DefWindowProc(hWnd, message, wParam, lParam);
}
return 0;
}
ATOM MyRegisterClass(HINSTANCE hInstance) {
WNDCLASSEXW wcex;
wcex.cbSize = sizeof(WNDCLASSEX);
wcex.style = 0;
wcex.lpfnWndProc = WndProc;
wcex.cbClsExtra = 0;
wcex.cbWndExtra = 0;
wcex.hInstance = hInstance;
wcex.hIcon = 0;
wcex.hCursor = LoadCursor(nullptr, IDC_ARROW);
wcex.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
wcex.lpszMenuName = 0;
wcex.lpszClassName = L"main_window";
wcex.hIconSm = 0;
return RegisterClassExW(&wcex);
}
void printStr(const std::string str) {
}
void onError() {
_working = false;
}
void recStart(const size_t instr) {
instrBidLocker[instr].lock();
bid[instr].clear();
wBidPxChange[instr] = 0;
instrBidLocker[instr].unlock();
instrAskLocker[instr].lock();
ask[instr].clear();
wAskPxChange[instr] = 0;
instrAskLocker[instr].unlock();
}
void recStop(const size_t instr) {
}
void newBidLine(const size_t instr, const size_t line, const double px, const size_t qty) {
instrBidLocker[instr].lock();
ctBidLocker[instr].lock();
bid[instr].insert(bid[instr].begin() + line, Quote(px, qty));
ctBidLocker[instr].unlock();
if (line < 10) {
wBidPxChange[instr] = min(wBidPxChange[instr], line);
}
instrBidLocker[instr].unlock();
}
void newAskLine(const size_t instr, const size_t line, const double px, const size_t qty) {
instrAskLocker[instr].lock();
ctAskLocker[instr].lock();
ask[instr].insert(ask[instr].begin() + line, Quote(px, qty));
ctAskLocker[instr].unlock();
if (line < 10) {
wAskPxChange[instr] = min(wAskPxChange[instr], line);
}
instrAskLocker[instr].unlock();
}
void bidLineChange(const size_t instr, const size_t line, const double px, const size_t qty) {
instrBidLocker[instr].lock();
bid[instr][line].qty = qty;
QueryPerformanceCounter(&bid[instr][line].timer);
if (!bid[instr][line].ul) bid[instr][line].ul = true;
if (line < 10) {
wBidQtyChange[instr][line] = true;
}
instrBidLocker[instr].unlock();
}
void askLineChange(const size_t instr, const size_t line, const double px, const size_t qty) {
instrAskLocker[instr].lock();
ask[instr][line].qty = qty;
QueryPerformanceCounter(&ask[instr][line].timer);
if (!ask[instr][line].ul) ask[instr][line].ul = true;
if (line < 10) {
wAskQtyChange[instr][line] = true;
}
instrAskLocker[instr].unlock();
}
void bidLineRemove(const size_t instr, const size_t line, const double px) {
instrBidLocker[instr].lock();
ctBidLocker[instr].lock();
bid[instr].erase(bid[instr].begin() + line);
ctBidLocker[instr].unlock();
if (line < 10) {
wBidPxChange[instr] = min(wBidPxChange[instr], line);
}
instrBidLocker[instr].unlock();
}
void askLineRemove(const size_t instr, const size_t line, const double px) {
instrAskLocker[instr].lock();
ctAskLocker[instr].lock();
ask[instr].erase(ask[instr].begin() + line);
ctAskLocker[instr].unlock();
if (line < 10) {
wAskPxChange[instr] = min(wAskPxChange[instr], line);
}
instrAskLocker[instr].unlock();
}
BOOL InitInstance(HINSTANCE hInstance) {
_onInfoMessage = printStr;
_onFatalError = onError;
_onEquityRecoveryStart = recStart;
_onEquityRecoveryComplete = recStop;
_onEquityNewBidLine = newBidLine;
_onEquityNewAskLine = newAskLine;
_onEquityBidLineChange = bidLineChange;
_onEquityAskLineChange = askLineChange;
_onEquityBidLineRemove = bidLineRemove;
_onEquityAskLineRemove = askLineRemove;
OLR_FOND_Port[0] = 16041;
OLR_FOND_Port[1] = 17041;
OLR_FOND_MultiAddr[0] = "239.195.1.41";
OLR_FOND_MultiAddr[1] = "239.195.1.169";
OLS_FOND_Port[0] = 16042;
OLS_FOND_Port[1] = 17042;
OLS_FOND_MultiAddr[0] = "239.195.1.42";
OLS_FOND_MultiAddr[1] = "239.195.1.170";
OLS_FOND_IP[0] = "91.203.253.227";
OLS_FOND_IP[1] = "91.203.255.227";
t.push_back("SBER");
t.push_back("GAZP");
t.push_back("GMKN");
t.push_back("ROSN");
t.push_back("VTBR");
t.push_back("LKOH");
t.push_back("NVTK");
t.push_back("TATN");
t.push_back("CHMF");
t.push_back("SNGS");
t.push_back("NLMK");
t.push_back("PLZL");
t.push_back("MGNT");
t.push_back("RTKM");
t.push_back("GLTR");
t.push_back("TCSG");
QueryPerformanceFrequency(&freq);
hbrBk = CreateSolidBrush(_bkRGB);
aHbrBk = CreateSolidBrush(_aBkRGB);
bHbrBk = CreateSolidBrush(_bBkRGB);
tHbrBk = CreateSolidBrush(_tBkRGB);
hInst = hInstance;
const int _caption = GetSystemMetrics(SM_CYCAPTION);
const int _xedge = GetSystemMetrics(SM_CXEDGE);
const int _yedge = GetSystemMetrics(SM_CYEDGE);
const int _x_shift = _px_width + _qty_width + 1;
const int _y_shift = _q_height * 20 + _t_height + 3;
wHeight = _y_instr * (_q_height * 20) +_y_instr * _t_height + _y_instr + 1;
wWidth = _x_instr * (_qty_width + _px_width) + _x_instr;
hWnd = CreateWindowW(L"main_window", L"MicexViewer", WS_POPUP | WS_CAPTION | WS_SYSMENU, 100, 100, wWidth + _xedge * 2, wHeight + _caption + 2 * _yedge,
nullptr, nullptr, hInstance, nullptr);
if (!hWnd) return FALSE;
std::wstring str;
font = CreateFont(-16, 0, 0, 0, 700, ANSI_CHARSET, 0u, 0u, 0u, 0u, 0u, 0u, 0u, TEXT("Courier New"));
tFont = CreateFont(-16, 0, 0, 0, 400, ANSI_CHARSET, 0u, 0u, 0u, 0u, 0u, 0u, 0u, TEXT("Courier New"));
for (size_t yi = 0; yi < _y_instr; ++yi) {
for (size_t xi = 0; xi < _x_instr; ++xi) {
const size_t _n = yi * _x_instr + xi;
tHwnd[_n] = CreateWindow(L"Static", L"", WS_CHILD | WS_VISIBLE | SS_CENTER,
xi * _x_shift, 1 + yi * _y_shift, _px_width + _qty_width, _t_height, hWnd, (HMENU)50000, hInstance, NULL);
SendMessage(tHwnd[_n], WM_SETFONT, (WPARAM)tFont, TRUE);
SetWindowText(tHwnd[_n], std::wstring(t[_n].begin(), t[_n].end()).c_str());
for (size_t i = 0; i < 10; ++i) {
askPxHwnd[_n][9 - i] = CreateWindow(L"Static", L"", WS_CHILD | WS_VISIBLE | SS_RIGHT,
xi * _x_shift, i * _q_height + _t_height + 2 + yi * _y_shift, _px_width, _q_height, hWnd,
(HMENU)(40000 + 100 * _n + 50 + 9 - i), hInstance, NULL);
SendMessage(askPxHwnd[_n][9 - i], WM_SETFONT, (WPARAM)font, TRUE);
askQtyHwnd[_n][9 - i] = CreateWindow(L"Static", L"", WS_CHILD | WS_VISIBLE | SS_RIGHT,
_px_width + xi * _x_shift, i * _q_height + _t_height + 2 + yi * _y_shift, _qty_width, _q_height, hWnd,
(HMENU)(40000 + 100 * _n + 50 + 9 - i), hInstance, NULL);
SendMessage(askQtyHwnd[_n][9 - i], WM_SETFONT, (WPARAM)font, TRUE);
bidPxHwnd[_n][i] = CreateWindow(L"Static", L"", WS_CHILD | WS_VISIBLE | SS_RIGHT,
xi * _x_shift, (i + 10) * _q_height + _t_height + 3 + yi * _y_shift, _px_width, _q_height, hWnd,
(HMENU)(40000 + 100 * _n + i), hInstance, NULL);
SendMessage(bidPxHwnd[_n][i], WM_SETFONT, (WPARAM)font, TRUE);
bidQtyHwnd[_n][i] = CreateWindow(L"Static", L"", WS_CHILD | WS_VISIBLE | SS_RIGHT,
_px_width + xi * _x_shift, (i + 10) * _q_height + _t_height + 3 + yi * _y_shift, _qty_width, _q_height, hWnd,
(HMENU)(40000 + 100 * _n + i), hInstance, NULL);
SendMessage(bidQtyHwnd[_n][i], WM_SETFONT, (WPARAM)font, TRUE);
}
}
}
ShowWindow(hWnd, SW_SHOW);
UpdateWindow(hWnd);
astsInit(2, 20, t, true);
return TRUE;
}
int APIENTRY wWinMain(_In_ HINSTANCE hInstance, _In_opt_ HINSTANCE hPrevInstance, _In_ LPWSTR lpCmdLine, _In_ int nCmdShow) {
UNREFERENCED_PARAMETER(hPrevInstance);
UNREFERENCED_PARAMETER(lpCmdLine);
MyRegisterClass(hInstance);
if (!InitInstance (hInstance)) return FALSE;
MSG msg;
am = new AstsMonitor();
am->start();
while (_working && GetMessage(&msg, nullptr, 0, 0)) {
if (msg.message == WM_KEYDOWN && msg.wParam == VK_ESCAPE) {
_working = false;
}
else {
TranslateMessage(&msg);
DispatchMessage(&msg);
}
}
return (int) msg.wParam;
}