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Requestor.cpp
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// Copyright 2015-present Sheldon Thomas
#include "Requestor.h"
#include <fstream>
#include <stdio.h>
#include <string>
#include <string.h>
#include <node.h>
#include <Shared/ATServerAPIDefines.h>
#include <ActiveTickServerAPI/ATQuoteStreamResponseParser.h>
#include <ActiveTickServerAPI/ATBarHistoryDbResponseParser.h>
#include <ActiveTickServerAPI/ATQuoteDbResponseParser.h>
#include "NodeActiveTick.h"
#include "protobuf/messages.pb.h"
#include "import/atfeed-cppsdk/example/Helper.h"
using namespace v8;
Requestor::Requestor(const uint64_t session):ActiveTickServerRequestor(session) {
// session_handle = session;
}
Requestor::~Requestor() {
}
void Requestor::OnATQuoteDbResponse ( uint64_t origRequest,
ATQuoteDbResponseType responseType,
LPATQUOTEDB_RESPONSE pResponse,
uint32_t responseCount ) {
ATQuoteDbResponseParser parser(pResponse, responseCount);
NodeActiveTickProto::ATQuoteDbResponse quoteDbResponse;
if (NodeActiveTickProto::ATQuoteDbResponse::ATQuoteDbResponseType_IsValid(static_cast<int>(responseType))) // Sample of using native protobuf enums
quoteDbResponse.set_responsetype(NodeActiveTickProto::ATQuoteDbResponse::ATQuoteDbResponseType(static_cast<int>(responseType)));
if (parser.MoveToFirstResponse()) {
if (parser.MoveToFirstDataItem()) {
for (int32_t response_index = 0; response_index < parser.GetSymbolCount(); response_index++) {
NodeActiveTickProto::ATQuoteDbResponseData* responseData = quoteDbResponse.add_datum();
ATSYMBOL currentSymbol = parser.GetSymbol()[0];
NodeActiveTickProto::ATSymbol* sym = responseData->mutable_symbol();
ProtobufHelper::atsymbol_insert(& currentSymbol, sym);
ATSymbolStatus symbolStatus = parser.GetSymbolStatus();
responseData->set_symbolstatus(NodeActiveTickProto::ATSymbolStatus(symbolStatus));
for (int32_t data_index = 0; data_index < parser.GetDataItemCount(); data_index++) {
NodeActiveTickProto::ATQuoteDbResponseSymbolFieldData* fieldData = responseData->add_symbolfielddata();
fieldData->set_fieldtype(NodeActiveTickProto::ATQuoteFieldType(parser.GetDataItemQuoteFieldType())); // could be wrong
fieldData->set_fieldstatus(NodeActiveTickProto::ATQuoteDbResponseSymbolFieldData::ATFieldStatus(parser.GetDataItemFieldStatus()));
fieldData->set_datatype(NodeActiveTickProto::ATQuoteDbResponseSymbolFieldData::ATDataType(parser.GetDataItemDataType()));
switch (parser.GetDataItemDataType()) {
case DataByte: {
char data[512] = {0};
sprintf(data, "%c", *(char*)parser.GetDataItemData());
fieldData->set_databytepb(data);
}
break;
case DataByteArray: {
char* a = (char*)parser.GetDataItemData();
fieldData->set_databytearraypb(a);
}
break;
case DataUInteger32: {
uint32_t val = *(uint32_t*)parser.GetDataItemData();
fieldData->set_datauinteger32pb(val);
}
break;
case DataUInteger64: {
uint64_t val = *(uint64_t*)parser.GetDataItemData();
fieldData->set_datauinteger64pb(val);
}
break;
case DataInteger32: {
int32_t val = *(int32_t*)parser.GetDataItemData();
fieldData->set_datainteger32pb(val);
}
break;
case DataInteger64: {
int64_t val = *(int64_t*)parser.GetDataItemData();
fieldData->set_datainteger64pb(val);
}
break;
case DataPrice: {
NodeActiveTickProto::ATPrice* pricePB = fieldData->mutable_datapricepb();
ATPRICE price = *(LPATPRICE)parser.GetDataItemData();
ProtobufHelper::atprice_insert(&price, pricePB);
}
break;
case DataString: {
char data[512] = {0};
char* pString = (char*)parser.GetDataItemData();
strncpy(data, pString, sizeof(data) - 1);
std::string s(data);
fieldData->set_datastringpb(s);
}
break;
case DataUnicodeString: {
wchar16_t* pString = (wchar16_t*)parser.GetDataItemData();
std::string s = Helper::ConvertString(pString, Helper::StringLength(pString));
fieldData->set_dataunicodestringpb(s);
}
break;
case DataDateTime: {
ATTIME pst = *(LPATTIME)parser.GetDataItemData();
NodeActiveTickProto::ATTime* tpb = fieldData->mutable_datadatetimepb();
ProtobufHelper::attime_insert(&pst, tpb);
}
break;
case DataDouble: {
// double src = 50.50;
// const void* ptr = (const void*)&src;
// const void* ptrA = (const void*)parser.GetDataItemData();
// double dest = *(const double*)ptr;
double destA = *(const double*)parser.GetDataItemData();
fieldData->set_datadoublepb(destA);
}
break;
}
// const char* const ptr = static_cast<const char* const>(parser->GetDataItemData());
parser.MoveToNextDataItem();
}
parser.MoveToNextResponse();
}
}
}
int bin_size = quoteDbResponse.ByteSize();
void *buffer = new char[bin_size];
quoteDbResponse.SerializeToArray(buffer, bin_size);
MessageStruct* m = new MessageStruct();
m->data_sz = bin_size;
m->c_str_data = buffer;
m->message_id = origRequest;
std::strcpy(m->messageType, "ATQuoteDbResponse");
(&NodeActiveTick::s_pInstance->handle)->data = m;
uv_async_send(&NodeActiveTick::s_pInstance->handle);
// delete parser;
}
void Requestor::OnATBarHistoryDbResponse ( uint64_t origRequest,
ATBarHistoryResponseType responseType,
LPATBARHISTORY_RESPONSE pResponse) {
ATBarHistoryDbResponseParser parser(pResponse); // = new ATBarHistoryDbResponseParser(pResponse);
NodeActiveTickProto::ATBarHistoryDbResponse dbResponse;// = new NodeActiveTickProto::ATBarHistoryDbResponse();
if (parser.MoveToFirstRecord()) {
for (uint32_t i=0; i<parser.GetRecordCount(); i++) {
NodeActiveTickProto::ATBarHistoryValue *value = dbResponse.add_value();
NodeActiveTickProto::ATPrice *open = value->mutable_open(); //new NodeActiveTickProto::ATPrice();
ATPRICE o = parser.GetOpen();
ProtobufHelper::atprice_insert(&o, open);
NodeActiveTickProto::ATPrice *high = value->mutable_high();//new NodeActiveTickProto::ATPrice();
ATPRICE h = parser.GetHigh();
ProtobufHelper::atprice_insert(&h, high);
NodeActiveTickProto::ATPrice *low = value->mutable_low();//new NodeActiveTickProto::ATPrice();
ATPRICE l = parser.GetLow();
ProtobufHelper::atprice_insert(&l, low);
NodeActiveTickProto::ATPrice *close = value->mutable_close();//new NodeActiveTickProto::ATPrice();
ATPRICE c = parser.GetClose();
ProtobufHelper::atprice_insert(&c, close);
value->set_volume(parser.GetVolume());
NodeActiveTickProto::ATSymbol *symbol = value->mutable_symbol();//new NodeActiveTickProto::ATSymbol();
ATSYMBOL *s = parser.GetSymbol();
ProtobufHelper::atsymbol_insert(s, symbol);
ATSymbolStatus status = parser.GetSymbolStatus();
value->set_status(NodeActiveTickProto::ATSymbolStatus(status));
NodeActiveTickProto::ATTime *time = value->mutable_time();//new NodeActiveTickProto::ATTime();
ATTIME t = parser.GetDateTime();
ProtobufHelper::attime_insert(&t, time);
parser.MoveToNextRecord();
}
int bin_size = dbResponse.ByteSize();
void *buffer = new char[bin_size];
dbResponse.SerializeToArray(buffer, bin_size);
MessageStruct* m = new MessageStruct();
m->data_sz = bin_size;
m->c_str_data = buffer;
m->message_id = origRequest;
std::strcpy(m->messageType, "ATBarHistoryDbResponse");
(&NodeActiveTick::s_pInstance->handle)->data = m;
uv_async_send(&NodeActiveTick::s_pInstance->handle);
}
}
void Requestor::OnATConstituentListResponse(uint64_t origRequest, LPATSYMBOL pSymbols, uint32_t symbolsCount) {
NodeActiveTickProto::ATConstituentResponse msg;// = new NodeActiveTickProto::ATConstituentResponse;
for (uint32_t i = 0; i < symbolsCount; i++) {
NodeActiveTickProto::ATSymbol *symbol = msg.add_symbols();
ATSYMBOL s = pSymbols[i];
ProtobufHelper::atsymbol_insert(&s, symbol);
}
int size = msg.ByteSize();
void *buffer = new char[size];
msg.SerializeToArray(buffer, size);
MessageStruct* m = new MessageStruct();
m->data_sz = size;
m->c_str_data = buffer;
m->message_id = origRequest;
std::strcpy(m->messageType, "ATConstituentResponse");
(&NodeActiveTick::s_pInstance->handle)->data = m;
uv_async_send(&NodeActiveTick::s_pInstance->handle);
}
// Response that tells you whether your stream request was accepted
// Actual stream callbacks are sent are in ActiveTickStreamListener::OnATStream*
// Either all success or all failure. We pass back responseType
// ATStreamResponseType responseType
// uint16_t dataItemCount
void Requestor::OnATQuoteStreamResponse (uint64_t origRequest,
ATStreamResponseType responseType,
LPATQUOTESTREAM_RESPONSE pResponse,
uint32_t responseCount) {
NodeActiveTickProto::ATQuoteStreamResponse msg;// = new NodeActiveTickProto::ATQuoteStreamResponse;
ATQuoteStreamResponseParser parser = ATQuoteStreamResponseParser(pResponse);
msg.set_responsetype(NodeActiveTickProto::ATStreamResponseType(responseType));
msg.set_quoteresponsecount(responseCount);
parser.MoveToBeginning();
if (parser.MoveToFirstDataItem()) {
// parse the first item
NodeActiveTickProto::ATQuoteStreamResponseItem *item = msg.add_quotestreamitems();
item->set_responsetype(NodeActiveTickProto::ATStreamResponseType(parser.GetResponseType()));
NodeActiveTickProto::ATSymbol *symbol = item->mutable_symbol();//new NodeActiveTickProto::ATSymbol();
ProtobufHelper::atsymbol_insert(parser.GetSymbol(), symbol);
item->set_symbolstatus(NodeActiveTickProto::ATSymbolStatus(parser.GetSymbolStatus()));
while (parser.MoveToNextDataItem()) {
// parse all subsequent items
NodeActiveTickProto::ATQuoteStreamResponseItem *item = msg.add_quotestreamitems();
item->set_responsetype(NodeActiveTickProto::ATStreamResponseType(parser.GetResponseType()));
NodeActiveTickProto::ATSymbol *symbol = item->mutable_symbol();//new NodeActiveTickProto::ATSymbol();
ProtobufHelper::atsymbol_insert(parser.GetSymbol(), symbol);
item->set_symbolstatus(NodeActiveTickProto::ATSymbolStatus(parser.GetSymbolStatus()));
}
}
int size = msg.ByteSize();
void *buffer = new char[size];
msg.SerializeToArray(buffer, size);
MessageStruct* m = new MessageStruct();
m->data_sz = size;
m->c_str_data = buffer;
m->message_id = origRequest;
std::strcpy(m->messageType, "ATQuoteStreamResponse");
(&NodeActiveTick::s_pInstance->handle)->data = m;
uv_async_send(&NodeActiveTick::s_pInstance->handle);
}