Работа колбеков

local run = true
function OnStop()
  run = nil
end

function main()
  local n = getNumberOf("all_trades")
  local m = n
  message("Num all trades: " .. n)
  repeat
    sleep(1)
    m = n; n = getNumberOf("all_trades")
    if run == nil then return end
  until n < m
  local t = os.clock()
  message("Num all trades: " .. m)
  repeat
    sleep(1)
    n = getNumberOf("all_trades")
    if run == nil then return end
  until n >= m         -- ожидание пока прокачаются все сделки
  t = os.clock() - t
  message(string.format("%.1f s; num: %u; avg: %.3f ms", t, n, t / n * 1000))
end

local run = true
function OnStop()
  run = nil
end

function main()
  local n = getNumberOf("all_trades")
  local m = n
  message("Num all trades: " .. n)
  repeat
    sleep(1)
    m = n; n = getNumberOf("all_trades")
    if run == nil then return end
  until n < m
  local t = os.clock()
  message("Num all trades: " .. m)
  repeat
    sleep(1)
    n = getNumberOf("all_trades")
    if run == nil then return end
  until n >= m         -- ожидание пока прокачаются все сделки
  t = os.clock() - t
  message(string.format("with OnAllTrade:  %.1f s; num: %u; avg: %.3f ms", t, n, t / n * 1000))
end

function OnAllTrade(alltrade) end

40.2 s; num: 5719275; avg: 0.007 ms
with OnAllTrade:  85.7 s; num: 5731311; avg: 0.015 ms

local path = _G.getScriptPath()
package.path = path.."/?.lua;"

local bl1 = require('big_lib')
local bl2 = require('big_lib2')
local bl3 = require('big_lib3')
local bl4 = require('big_lib4')

local logFile

local function log_tostring(...)
    local n = select('#', ...)
    if n == 1 then
    return tostring(select(1, ...))
    end
    local t = {}
    for i = 1, n do
    t[#t + 1] = tostring((select(i, ...)))
    end
    return table.concat(t, " ")
end

local function log(...)
    if logFile==nil then return end
    logFile:write(log_tostring(...).."\n");
    logFile:flush();
end


local sec_list      = {
    {'SPBFUT', 'MMU6'},
    {'SPBFUT', 'SiU6'},
    {'SPBFUT', 'RIU6'},
    {'SPBFUT', 'USDRUBF'},
    {'SPBFUT', 'CNYRUBF'},
    {'TQBR', 'SBER'},
    {'TQBR', 'GAZP'}
}

local rev_lis = {}
for i = 1, #sec_list do
    rev_lis[sec_list[i][2]] = i
end

local sleep         = _G.sleep
local isRun         = true

local t_id          = nil

-- local SeaGreen      = 12713921  --  RGB(193, 255, 193) нежно-зеленый
-- local RosyBrown     = 12698111  --  RGB(255, 193, 193) нежно-розовый
-- local GetCell       = _G.GetCell
-- local Highlight     = _G.Highlight
local SetCell           = _G.SetCell
local getParamEx        = _G.getParamEx
local getInfoParam      = _G.getInfoParam
local getQuoteLevel2    = _G.getQuoteLevel2
local IsWindowClosed    = _G.IsWindowClosed
local message           = _G.message
local table_sremove     = _G.table.sremove
local queue             = {}
local get_dom           = {}

function _G.OnParam(class_code,  sec_code)
    local s = os.clock()
    if t_id and rev_lis[sec_code] then
        log('Enter OnParam', class_code,  sec_code)
        local last_price = tonumber((getParamEx(class_code,  sec_code, 'LAST') or {}).param_value) or nil
        local res = {}
        res.last_time  = tonumber((getParamEx(class_code,  sec_code, 'TIME') or {}).param_value) or 0
        if res.last_time == 0 then return end
        res.last_price = last_price
        if not res.last_price then return end
        local bid_depth  = tonumber((getParamEx(class_code,  sec_code, 'BIDDEPTHT') or {}).param_value) or 0
        res.best_bid   = bid_depth > 0 and tonumber((getParamEx(class_code,  sec_code, 'BID') or {}).param_value) or nil
        local ask_depth  = tonumber((getParamEx(class_code,  sec_code, 'OFFERDEPTHT') or {}).param_value) or 0
        res.best_ask   = ask_depth > 0 and tonumber((getParamEx(class_code,  sec_code, 'OFFER') or {}).param_value) or nil
        res.last_rec   = tonumber((tostring(getInfoParam('LASTRECORDTIME') or ''):gsub(':', ''))) or 0
        res.local_time = (tonumber((tostring(getInfoParam('LOCALTIME') or ''):gsub(':', ''))) or 0)
        res.time_diff  = math.abs(res.local_time - res.last_rec) + 10

        queue[#queue+1] = {class_code,  sec_code, last_price}
        log('Exit OnParam', os.clock() - s, class_code,  sec_code, res.last_rec, last_price)
        log('---------------------------------------------------------------------------')
    end
end

function _G.OnQuote(class_code,  sec_code)
    local s = os.clock()
    if t_id and rev_lis[sec_code] and not get_dom[sec_code] then
        log('Enter OnQuote', class_code,  sec_code)
        get_dom[sec_code] = {class_code,  sec_code}
        log('Exit OnQuote', os.clock() - s, class_code,  sec_code)
        log('---------------------------------------------------------------------------')
   end
end

local function CreateTable()

    t_id = _G.AllocTable()

    _G.AddColumn(t_id, 0, "sec", true, _G.QTABLE_STRING_TYPE, 15)
    _G.AddColumn(t_id, 1, "price", true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.AddColumn(t_id, 2, "bid", true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.AddColumn(t_id, 3, "ask", true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.AddColumn(t_id, 4, "edit", true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.CreateWindow(t_id)
    _G.SetWindowPos(t_id, 90, 120, 470, 300)
    for i = 1, #sec_list do
        _G.InsertRow(t_id, i)
        SetCell(t_id, i, 0, sec_list[i][2])
    end
end

local function event_callback(_, msg, par1, par2)
    log('Enter TableNotificationCallback')
    if (msg == _G.QTABLE_CLOSE) then
        isRun = false
    end
    if msg == _G.QTABLE_CHAR then
        SetCell(t_id, par1, 4, tostring(par2), par2)
    end
    log('Exit TableNotificationCallback')
    log('---------------------------------------------------------------------------')
end

local function process_queue()
    if #queue == 0 then return end
    while #queue > 0 do
        local last_price = queue[1][3]
        -- local lp = GetCell(t_id, 1, 0).value or last_price
        -- if lp < last_price then
        --     Highlight(t_id, 1, 0, SeaGreen, 0, 500)
        -- elseif lp > last_price then
        --     Highlight(t_id, 1, 0, RosyBrown, 0, 500)
        -- end
        SetCell(t_id, rev_lis[queue[1][2]], 1, tostring(last_price), last_price)
        table_sremove(queue, 1)
    end
end

local function GetQuotes(class_code, sec_code)

    local q             = getQuoteLevel2(class_code, sec_code)
    if not q then return end

    local qbid          = q["bid"]
    local qask          = q["offer"]
    if not qbid and not qask then
        return
    end

    local best_bid = tonumber(qbid[#qbid]["price"])
    local best_ask = tonumber(qask[1]["price"])

    SetCell(t_id, rev_lis[sec_code], 2, tostring(best_bid), best_bid)
    SetCell(t_id, rev_lis[sec_code], 3, tostring(best_ask), best_ask)
    get_dom[sec_code] = nil

end

function _G.OnInit()
    CreateTable()
    _G.SetTableNotificationCallback(t_id, event_callback)
end

function _G.main()

    for i = 1, #sec_list do
        if not _G.Subscribe_Level_II_Quotes(sec_list[i][1], sec_list[i][2]) then
            return message('Не удалось подписаться на получение данных стакана по инструменту '..tostring(sec_list[i][1])..'|'..tostring(sec_list[i][2]))
        end
    end

    logFile = io.open(path.."\\load_test.txt", "w")

    local lt = os.time()

    while isRun do
        local s = os.clock()
        log('Enter main loop', os.date())
      IsWindowClosed(t_id)
        local ct = os.time()
        local u
        -- if ct-lt >= 2 then
            -- for i = 1, #sec_list do
                -- queue[#queue+1] = {sec_list[i][1], sec_list[i][2], tonumber(getParamEx(sec_list[i][1], sec_list[i][2], 'LAST').param_value)}
                -- get_dom[sec_list[i][2]] = {sec_list[i][1], sec_list[i][2]}
                -- u = true
            -- end
            -- lt = ct
        -- end
        process_queue()
        for i = 1, #sec_list do
            if get_dom[sec_list[i][2]] then
                GetQuotes(sec_list[i][1], sec_list[i][2])
            end
        end
        bl1.func1()
        bl2.func100()
        bl3.func200()
        bl4.func300()
        log('Exit main loop', os.clock()-s, u and 'update' or '')
        log('---------------------------------------------------------------------------')
        sleep(60)
    end
end

function _G.OnStop()
    isRun = false
    if t_id and not IsWindowClosed(t_id) then
        _G.DestroyTable(t_id)
    end
end

local function log(...)
    PrintDbgStr(log_tostring(...))
end

res.last_rec    = 0  ---   tonumber((tostring(getInfoParam('LASTRECORDTIME') or ''):gsub(':', ''))) or 0
res.local_time = 0 --- (tonumber((tostring(getInfoParam('LOCALTIME') or ''):gsub(':', ''))) or 0)