lua53: error loading module 'qlua' from file 'E:\Programs\qlua.dll':
        Не найдена указанная процедура.

package.cpath = package.cpath .. ";" .. getScriptPath() .. [[\?51.dll]]
--require"QL"
require"zmq"
local json=require("dkjson")
--require"zhelpers"
is_run=false
itosend={}
postosend={}
new_postosend={}
acctosend={}
filter_acc=''
instruments={}
accounts={}
positions={}
positions_keys={}
--accounts_list=""
publisher_binding="tcp://10.1.1.108:5563"
subscriber_binding="tcp://10.1.1.108:5562"
accounts_keys={}
is_connected=false
local sfind=string.find
FUT_OPT_CLASSES="FUTUX,SPBFUT,OPTUX,SPBOPT"


function OnParam(class,sec)
   if is_run and is_connected and (class=='SPBFUT' or class=='FUTUX' or class=='OPTUX' or class=='SPBOPT') then
      --local st=os.clock()
      -- or class=='OPTUX' class=='SPBOPT' or 
      local i=instruments[sec].Dynamic
      i.LastPrice=tonumber(getParamEx(class,sec,"Last").param_value)
      i.Volatility=tonumber(getParamEx(class,sec,"Volatility").param_value)
      i.TheorPrice=tonumber(getParamEx(class,sec,"theorprice").param_value)
      i.Bid=tonumber(getParamEx(class,sec,'BID').param_value)
      i.Ask=tonumber(getParamEx(class,sec,'OFFER').param_value)
      i.BidVol=tonumber(getParamEx(class,sec,'BIDDEPTH').param_value)
      i.AskVol=tonumber(getParamEx(class,sec,'OFFERDEPTH').param_value)
      if class=='FUTUX' or class=='SPBFUT' then
         i.SettlePrice=tonumber(getParamEx(class,sec,'settleprice').param_value)
      else
         i.SettlePrice=tonumber(getParamEx(instruments[sec].Static.BaseContractClass,static.BaseContract,'last').param_value)
      end
      itosend[#itosend+1]=json.encode(i)
      --[[if instruments[sec]==nil then message("nil "..sec,3) return end
      --if pr~=i.LastPrice or volat~=i.Volatility or theorpr~=i.TheorPrice then
         --table.insert(tosend,tostring(sec.."="..pr))
         
         --message('sended',1)
         --publisher:send(sec..' Last='..pr)
         --..' Volat='..volat..' TheorPrice='..theorpr
         i.LastPrice=pr
         i.Volatility=volat
         i.TheorPrice=theorpr
      end
      ]]
      --message("time="..(os.clock()-st),3)
   end
end

function OnFuturesClientHolding(hold)
   if is_run and is_connected and hold~=nil and (filter_acc=='' or string.find(filter_acc,hold.trdaccid)~=nil) then
      --toLog(log,'New holding update')
      --table.insert(acctosend,jsonhold)
      local key=positions_keys[hold.trdaccid..hold.sec_code]
      if key==nil then
         positions[#positions+1]={
         ['AccountName']=hold.trdaccid,
         ['SecurityCode']=hold.sec_code,
         ['TotalNet']=hold.totalnet,
         ['BuyQty']=hold.openbuys,
         ['SellQty']=hold.opensells,
         ['VarMargin']=hold.varmargin
         }
         positions_keys[hold.trdaccid..hold.sec_code]=#positions
         new_postosend[#new_postosend+1]=json.encode(positions[#positions])
      else
         local t=positions[key]
         t.TotalNet=hold.totalnet
         t.BuyQty=hold.openbuys
         t.SellQty=hold.opensells
         t.VarMargin=hold.varmargin
         postosend[#postosend+1]=json.encode(t)
      end
   end
end

function OnStop()
   is_run=false
   --publisher:close()
   --context:term()
end

function OnInitDo()
   --context=zmq.init(1)
   --publisher=context:socket(zmq.PUB)
   --publisher:bind("tcp://127.0.0.1:5563")
   local id=1
   for cl in string.gmatch(FUT_OPT_CLASSES,"%a+") do
      local sec_list=getClassSecurities(cl)
      for sec in string.gmatch(sec_list,"%w+%.?%w+") do
         instruments[sec]={}
         instruments[sec].Static={}
         instruments[sec].Dynamic={}
         local static=instruments[sec].Static
         local dynamic=instruments[sec].Dynamic
         static.Class=cl
         static.Code=sec
         static.FullName=getParamEx(cl,sec,'LONGNAME').param_image
         static.Id=id
         if cl=='FUTUX' or cl=='SPBFUT' then
            static.InstrumentType='Futures'
            static.BaseContractClass='RTSIND'
            static.BaseContract=getParamEx(cl,sec,"OPTIONBASE").param_image..'I'
         else
            static.InstrumentType='Option'
            static.BaseContractClass=getSecurityInfo('',sec).class_code
            static.BaseContract=getParamEx(cl,sec,"OPTIONBASE").param_image
         end

         static.OptionType=getParamEx(cl,sec,"OPTIONTYPE").param_image
         static.Strike=tonumber(getParamEx(cl,sec,"STRIKE").param_value)
         
         static.DaysToMate=getParamEx(cl,sec,"DAYS_TO_MAT_DATE").param_image
         static.MaturityDate=getParamEx(cl,sec,"MAT_DATE").param_image
         
         dynamic.LastPrice=tonumber(getParamEx(cl,sec,'last').param_value)
         dynamic.Volatility=tonumber(getParamEx(cl,sec,'volatility').param_value)
         dynamic.TheorPrice=tonumber(getParamEx(cl,sec,'theorprice').param_value)
         if cl=='FUTUX' or cl=='SPBFUT' then
            dynamic.SettlePrice=tonumber(getParamEx(cl,sec,'settleprice').param_value)
         else
            dynamic.SettlePrice=tonumber(getParamEx(static.BaseContractClass,static.BaseContract,'last').param_value)
         end
         dynamic.Bid=tonumber(getParamEx(cl,sec,'BID').param_value)
         dynamic.Ask=tonumber(getParamEx(cl,sec,'OFFER').param_value)
         dynamic.BidVol=tonumber(getParamEx(cl,sec,'BIDDEPTH').param_value)
         dynamic.AskVol=tonumber(getParamEx(cl,sec,'OFFERDEPTH').param_value)
         dynamic.Id=id
         --dynamic.MsgType='INSTRUMENT'
         id=id+1
      end
   end
   local sf=string.find
   id=1
   for i=1,getNumberOf('trade_accounts') do
      local itm=getItem('trade_accounts',i)
      if ((accounts_keys[itm.trdaccid]==nil) and (sf(itm.class_codes,'FUTUX')~=nil or sf(itm.class_codes,'OPTUX')~=nil or sf(itm.class_codes,'SPBFUT')~=nil or sf(itm.class_codes,'SPBOPT')~=nil )) then
         accounts[#accounts+1]={['Name']=itm.trdaccid,['Id']=id}
         id=id+1
         --account_list=accountListt..','..itm.trdaccid
         accounts_keys[itm.trdaccid]=#accounts
      end
   end
   for i=1,getNumberOf('futures_client_holding') do
      local itm=getItem('futures_client_holding',i)
      positions[#positions+1]={
         ['AccountName']=itm.trdaccid,
         ['SecurityCode']=itm.sec_code,
         ['TotalNet']=itm.totalnet,
         ['BuyQty']=itm.openbuys,
         ['SellQty']=itm.opensells,
         ['VarMargin']=itm.varmargin
      }
      positions_keys[itm.trdaccid..itm.sec_code]=#positions
   end
   return true
   --is_run=true
end
function OnConnected(rep,pub)
   --reply:recv()
   message('Connected',3)
   rep:send('CONNECTED')
   for k,v in pairs(instruments) do
      pub:send('NEWINSTRUMENT',zmq.SNDMORE)
      pub:send(json.encode(v.Static))

      pub:send('INSTRUMENT',zmq.SNDMORE)
      pub:send(json.encode(v.Dynamic))

   end
   for k,v in ipairs(accounts) do
      pub:send('NEWACCOUNT',zmq.SNDMORE)
      pub:send(json.encode(v))
   end
   for k,v in ipairs(positions) do
      pub:send('NEWPOSITION',zmq.SNDMORE)
      pub:send(json.encode(v))
   end

   pub:send('COMMON',zmq.SNDMORE)
   pub:send('INITIALSYNCEND')
   message('INITIALSYNCEND',3)
   return true
end
function main()
   is_run=OnInitDo()
   local context=zmq.init(1)
   local publisher=context:socket(zmq.PUB)
   local reply=context:socket(zmq.REP)
   publisher:bind(publisher_binding)
   reply:bind(subscriber_binding)
   
   while is_run do
      msg=reply:recv(zmq.NOBLOCK)
      if msg~=nil then
         -- send info for new connections
         message('start onconnect',3)
         is_connected=OnConnected(reply,publisher)
         message('end onconnect '..tostring(is_connected),3)
      end
      if #itosend~=0 then
         for i=1,#itosend do
            local msg=table.remove(itosend,i)
            if msg~=nil then
               publisher:send("INSTRUMENT",zmq.SNDMORE)
               res=publisher:send(msg)
            end
         end
         --message("#"..#tosend,)2zmq
      end
      if #postosend~=0 then
         for i=1,#postosend do
            local msg=table.remove(postosend,i)
            if msg~=nil then
               publisher:send("POSITION",zmq.SNDMORE)
               res=publisher:send(msg)
            end
         end
         --message("#"..#tosend,2)
      end
      if #new_postosend~=0 then
         for i=1,#new_postosend do
            local msg=table.remove(new_postosend,i)
            if msg~=nil then
               publisher:send("NEWPOSITION",zmq.SNDMORE)
               res=publisher:send(msg)
            end
         end
         --message("#"..#tosend,2)
      end
      sleep (1)
   end
   publisher:close()
   reply:close()
   context:term()
   
   --while is_run do sleep(100) end
end


 

 local zmq = require("zmq") 
 

gPath = do_smth_with_path(getScriptPath())  -- настраиваете пути как Вам надо относительно скрипта
package.cpath = gPath .. "\\?.dll;" .. package.cpath 
package.path = gPath .. "\\?.lua;" .. package.path 

local zmq = require("zmq")