ah_md_spi_inl.cpp File Reference

Subscribe demo for annhoo_md_sdk. More...

#include "ah_md_spi_inl.h"
#include <arpa/inet.h>
#include <endian.h>
#include <fcntl.h>
#include <sys/stat.h>
#include <sys/time.h>
#include <sys/types.h>
#include <unistd.h>
#include <iostream>

Go to the source code of this file.

Namespaces
	annhoo
	namespace for annhoo::IAHMdApi

Macros
#define	TEST_VERSION
#define	CSV_TABLE
#define	X(a, b)   a,
#define	X(a, b)   [a] = b,

Enumerations
enum	CSV_HEADER { CSV_TABLE }

Functions
static bool	annhoo::FileExists (const std::string &name, struct stat *st)
static int64_t	annhoo::GetTimeStampNano (void)

Variables
const char *	annhoo::CsvHeaderTableStr [] = {CSV_TABLE}

Detailed Description

Subscribe demo for annhoo_md_sdk.

Copyright

2021-2022 annhoo

Definition in file ah_md_spi_inl.cpp.

Macro Definition Documentation

#define CSV_TABLE

Value:

X(CSV_INDEX,                                                                                                                              \
      "MsgType,ExchangeID,MDStreamID(SZ),OrigTime/TradeTime,ChannelNo(SZ),TradingPhaseCode(SZ),SecurityID,LastIndex,PreCloseIndex,OpenIndex," \
      "HighIndex,LowIndex,CloseIndex,TotalVolumeTrade,TotalValueTrade,NumTrades\n")                                                           \
    X(CSV_ENTRUST,                                                                                                                            \
      "MsgType,MsgLength,ExchangeID,MsgID,MDStreamID,ChannelNo,ApplSeqNum,SecurityID,Price,OrderQty,Side,"                                    \
      "TransactTime,OrdType\n")                                                                                                               \
    X(CSV_TRADE,                                                                                                                              \
      "MsgType,MsgLength,ExchangeID,MsgID,MDStreamID,ChannelNo,ApplSeqNum,BidApplSeqNum,OfferApplSeqNum,SecurityID,"                          \
      "LastPx,LastQty,ExecType,TransactTime\n")                                                                                               \
    X(CSV_SNAP_SHOT,                                                                                                                          \
      "MsgType,ExchangeID,MDStreamID(SZ),OrigTime,ChannelNo,SecurityID,TradingPhaseCode,BidPrice[0],"                                         \
      "BidPrice[1],BidPrice[2],BidPrice[3],BidPrice[4],BidPrice[5],BidPrice[6],BidPrice[7],BidPrice[8],BidPrice[9],"                          \
      "AskPrice[0],AskPrice[1],AskPrice[2],AskPrice[3],AskPrice[4],AskPrice[5],AskPrice[6],AskPrice[7],AskPrice[8],"                          \
      "AskPrice[9],BidVolume[0],BidVolume[1],BidVolume[2],BidVolume[3],BidVolume[4],BidVolume[5],BidVolume[6],"                               \
      "BidVolume[7],BidVolume[8],BidVolume[9],AskVolume[0],AskVolume[1],AskVolume[2],AskVolume[3],AskVolume[4],"                              \
      "AskVolume[5],AskVolume[6],AskVolume[7],AskVolume[8],AskVolume[9],PrevClosePx,OpenPrice,HighPrice,LowPrice,"                            \
      "LastPrice,NumTrades,TotalVolumeTrade,TotalValueTrade,OpenInterest,LastSubPrevClosePrice,LastSubPrevLastPrice,"                         \
      "TotalBidVolume,TotalAskVolume,MaBidPrice,MaAskPrice,PreIOPV,IOPV,UpperLimitPrice,LowerLimitPrice\n")

Definition at line 23 of file ah_md_spi_inl.cpp.