SG (Все сообщения пользователя)

class_code, sec_code = "SPBFUT", "SiH1"

local run = true
local logFile

function OnStop()
    run = nil
end

local function WriteLog(message)
    local t = os.sysdate()
    local timestamp = string.format("%02u:%02u:%02u.%03u", t.hour, t.min, t.sec, t.ms)
    logFile:write(timestamp .. " " .. message .. "\n")
    logFile:flush()
end

function main()
    logFile = io.open("ds_test.log", "a+")

    WriteLog("subscribing for D1")
    local dsd = CreateDataSource(class_code, sec_code, INTERVAL_D1)
    while dsd:Size() == 0 do
        sleep(100)
    end
    sleep(200)
    WriteLog("D1 filled: " .. dsd:Size())
    
    local count = 10
    while run do
        WriteLog("subscribing for H2 & H4")
        local ds2 = CreateDataSource(class_code, sec_code, INTERVAL_H2)
        local ds4 = CreateDataSource(class_code, sec_code, INTERVAL_H4)
        while ds2:Size() == 0 or ds4:Size() == 0 do
            sleep(100)
        end
        sleep(200)
        WriteLog("H2 filled: " .. ds2:Size())
        WriteLog("H4 filled: " .. ds4:Size())
    
        local vol2, vol4
        repeat
            local vol4 = ds4:V(ds4:Size())
            local vol2 = ds2:V(ds2:Size()) + (ds4:T(ds4:Size()).hour == ds2:T(ds2:Size()).hour and 0 or ds2:V(ds2:Size() - 1))
            if vol4 == vol2 then
                WriteLog("V4 = " .. vol4 .. "  V2 = " .. vol2)
                break
            end
            WriteLog("error: V4 = " .. vol4 .. "  V2 = " .. vol2 .. "  difference = " .. (vol4 - vol2))
            sleep(1000)
            count = count - 1
            if count == 0 then
                run = false
            end
        until not run

        WriteLog("closing H2 & H4")
        ds2:Close()
        ds2 = nil
        ds4:Close()
        ds4 = nil
    end
    
    dsd:Close()
    logFile:close()
    logFile = nil
end

local accountName = "SPBFUT00000"  -- заменить на правильный номер счёта
local classCode = "SPBFUT"
local secCode = "SRZ6"
local priceMin = nil
local logFile = nil
local running = true
local testStarted = false
local activeOrders = {}

function Log(message)
   if logFile ~= nil then
      local timestamp = os.date("[%Y-%m-%d %X]")
      logFile:write(timestamp .. " " .. message .. "\n")
      logFile:flush()
   end
end

function LogTable(message, tbl)
   local res = {}
   for key, value in pairs(tbl) do
      local vtype = type(value)
      if vtype == "nil" then
         res[#res + 1] = key .. " = <nil>"
      elseif vtype == "number" then
         res[#res + 1] = key .. " = " .. value
      elseif vtype == "string" then
         res[#res + 1] = key .. " = " .. string.format("%q", value)
      else
         res[#res + 1] = key .. " = ?"
      end
   end
   Log(message .. table.concat(res, "; "))
end   

function PlaceOrders(price, count, id)
   for i = 1, count do
      local transaction = {
         ["ACTION"] = "NEW_ORDER",
         ["CLASSCODE"] = classCode,
         ["SECCODE"] = secCode,
         ["ACCOUNT"] = accountName,
         ["OPERATION"] = "B",
         ["PRICE"] = tostring(price),
         ["QUANTITY"] = "1",
         ["TRANS_ID"] = tostring(id),
      }
      LogTable("Placing order: ", transaction)
      local message = sendTransaction(transaction)
      Log("Result: " .. id .. ", [" .. message .. "]")
      id = id + 1
   end   
end

function CancelOrders(id)
   for ordernum, value in pairs(activeOrders) do
      local transaction = {
         ["ACTION"] = "KILL_ORDER",
         ["CLASSCODE"] = classCode,
         ["SECCODE"] = secCode,
         ["ORDER_KEY"] = tostring(ordernum),
         ["TRANS_ID"] = tostring(id),
      }
      LogTable("Cancelling order: ", transaction)
      local message = sendTransaction(transaction)
      Log("Result: " .. id .. ", [" .. message .. "]")
      id = id + 1
   end
end

function OnTransReply(transaction)
   LogTable("OnTransReply: ", transaction)
   if not testStarted then
      -- этот код вызывается только один раз для старта теста
      Log("Starting test")
      testStarted = true
      -- ставим тестовые заявки
      PlaceOrders(priceMin, 5, 3000)
   end
   if transaction.status == 3 then
      activeOrders[transaction.order_num] = true
   else
      -- если попали сюда, значит произошла ошибка
      Log("ERROR: " .. transaction.result_msg)
   end
end

function OnStop()
   running = false
end

function GetPriceMin()
   local param = getParamEx(classCode, secCode, "pricemin")
   if param == nil or param.result ~= "1" then
      return 0
   end
   local value = tonumber(param.param_value)
   if value == nil then
      return 0
   end
   Log("pricemin = " .. value)
   return value
end

function OnInit(scriptName)
   logFile = io.open(scriptName .. ".log", "at")
end

function main()
   -- получаем нижний лимит цены
   priceMin = GetPriceMin()
   while running and priceMin == 0 do
      sleep(100)
      priceMin = GetPriceMin()
   end

   -- отправляем первую заявку
   PlaceOrders(priceMin, 1, 1000)
   
   -- активное ожидание начала теста
   while not testStarted do
   end
   
   -- ставим тестовые заявки
   PlaceOrders(priceMin, 5, 2000)
   -- ждём исполнение всех транзакций
   sleep(2000)
   
   -- снимаем все заявки
   CancelOrders(4000)
   -- ждём исполнение всех транзакций
   sleep(2000)
   
   logFile:close()
   logFile = nil
end