NiKO (Все сообщения пользователя)

stopped = false

ClassCode = "TQBR"
SecCode = "GAZP"


function OnStop(row)
    stopped = true
end

function main()
    
    ds = CreateDataSource("QJSIM", "GAZP", INTERVAL_M1)
    ds: SetUpdateCallback (cb)
    ds: Close()

    ds = CreateDataSource("QJSIM", "GAZP", INTERVAL_M1)
    ds: SetUpdateCallback (cb)
        
    while not stopped do 

    end 

end

function cb( index )
    local t = ds:T(index)
    local _str = string.format("#%d of %d\t%.4f\t%.4f\t%.4f\t%.4f\t%.4f %02d.%02d.%04d %02d:%02d:%02d.%04d\n",
    index, ds:Size(),ds:O(index), ds:H(index), ds:L(index), 
    ds:C(index), ds:V(index),
    t.day, t.month, t.year, t.hour, t.min, t.sec, t.ms)
    message(_str)
    end

8=FIX.4.2
9=233
35=X
34=77
49=QFCC
52=20220906-17:49:55
56=CLIENT1
15=SUR
55=ГАЗПРОМ ао
63=0
75=20220906
100=MICEX
120=SUR
262=AT;GAZP@MICEX
326=17
336=OPEN
387=28510
6143=7261822.00
268=1
279=0
269=2
48=GAZP
22=8
270=260.840000
271=20
273=14:35:09
10=199

Запрос на исполнение сделки
20220906-14:19:19.044 : 8=FIX.4.2
9=199
35=D
34=58
49=CLIENT1
52=20220906-14:19:19.043
56=QFCC
1=L01-00000F00
11=CORID-1662473923-1
21=1
22=8
38=10
40=2
44=263
48=GAZP
54=1
59=0
60=20220906-17:19:19.042
100=MICEX
109=E15
1041=MC0100200000
10=105


Ответ с данными по заявке
20220906-14:19:19.062 : 8=FIX.4.2
9=348
35=8
49=QFCC
56=CLIENT1
34=94
52=20220906-14:19:19
37=220906-TQBR-32465188396
11=CORID-1662473923-1
109=E15
17=220906-TQBR-ZR6cYu-0-BdM05
20=0
150=0
39=0
1=L01-00000F00
22=8
48=GAZP
100=MICEX
207=MICEX
54=1
38=10
151=10
14=0
40=2
44=263
15=SUR
59=0
32=0
31=0.000000
6=0
60=20220906-14:19:18.303
21=1
5015=5224
5017=-3:00:00
5002=32465188396
5060=6
10=104


Запрос на получение сделок по заявке
20220906-14:19:19.063 : 8=FIX.4.2
9=108
35=AD
34=59
49=CLIENT1
52=20220906-14:19:19.062
56=QFCC
11=CORID-1662473923-1
568=TRID-1662473923-16
569=49
10=126


Ответ с ошибкой
20220906-14:19:19.064 : 8=FIX.4.2
9=92
35=3
49=QFCC
56=CLIENT1
34=95
52=20220906-14:19:19
45=59
58=Unsupported message type
373=11
10=239

8=FIX.4.2
9=241
35=D
34=24
49=CLIENT1
52=20220902-22:54:26.932
56=QFCC
1=L01-00000F00
11=1662159220-1
21=1
22=8
38=10
40=t
44=200
48=GAZP
54=1
59=0
60=20220903-01:54:26.931
99=206.51
100=MICEX
109=E15
211=0.15
389=0.1
836=0
842=0
1041=MC0100200000
5080=200
10=124

8=FIX.4.2
9=370
35=8
49=QFCC
56=CLIENT1
34=60
52=20220902-22:54:26
37=220902-TQBR-1311
11=1662159220-1
109=E15
17=220903-TQBR-L9-0-12jFk
20=0
150=0
39=0
1=L01-00000F00
22=8
48=GAZP
100=MICEX
207=MICEX
54=1
38=10
151=10
14=0
40=t
44=200
15=SUR
59=0
32=0
31=0.000000
99=206.51
6=0
60=20220902-22:54:26.752
21=1
5015=5224
5017=-3:00:00
636=N
836=0
211=0.15
842=0
389=0.1
5002=1311
5060=39
10=213

stopped = false


function OnStop(row)
   stopped = true
end


function main()
   
   
   sec = getSecurityInfo("TQBR", "GAZP")
   message(sec["name"])
   message(sec["type"])

end

_luafix.DoStr("while not stopped do   sleep(999)   end"; 

while (_stopped) { Sleep(999);

int lua_main(lua_State*st)
{
            //_luafix.DoStr("while not stopped do   sleep(999)   end";
      while (_stopped) { Sleep(999);  
   return 1;
}

function  main()
   while not stopped do   sleep(1000)   end
end

function OnQuote(class_code, sec_code)
        tb=getQuoteLevel2(class_code, sec_code)

   for i=1,tb.bid_count,1 do
            b = tb.bid[i].price
            q = tb.bid[i].quantity
       end
   for i=1,tb.offer_count,1 do
            b = tb.bid[i].price   << на эту строку ругается "test.lua:43: attempt to index field '?' (a nil value)"
       q = tb.bid[i].quantity
      end
end

test.lua:43: attempt to index field '?' (a nil value)

typedef map<string, string> ROW;
typedef map<int, ROW> TABL;

int lua_OnQuote(lua_State *st)
{
   try
   {
      int top = lua_gettop(st);
      if (top == 0) return 0;

      string sec_code = lua_tostring(st, -1);// qlua.ToString(-1);   // код бумаги
      string class_code = lua_tostring(st, -2);// qlua.ToString(-2);// код класса

      //Quote quote = qlua.getQuoteLevel2(class_code, sec_code);
      top = lua_gettop(st);
      lua_getglobal(st, "getQuoteLevel2");
      lua_pushstring(st, class_code.c_str());
      lua_pushstring(st, sec_code.c_str());
      lua_pcall(st, 2, 1, 0);

      int top2 = lua_gettop(st);
      lua_pushnil(st);
      string key; // ключ

      int bid_count;
      int offer_count;
      TABL bid; // массив bid
      TABL offer; // массиы offer
      
      while (lua_next(st, top2) != 0) {
         int type = lua_type(st, -1);
         if (type == LUA_TNUMBER) key = to_string(lua_tointeger(st, -2));
         else key = lua_tostring(st, -2);

         type = lua_type(st, -1);
         switch (type)
         {
         case LUA_TSTRING:
            if (key == "bid_count") bid_count = lua_tointeger(st, -1);
            else offer_count = lua_tointeger(st, -1);
            break;
         case LUA_TTABLE:
            int   top3 = lua_gettop(st);
            int len;
            if (key == "bid") len = bid_count;
            else len = offer_count;

            for (int j = 1; j <= len; j++)
            {
               lua_rawgeti(st, top3, j);
               // получаем ячейки стакана
               int top4 = lua_gettop(st);
               lua_pushnil(st);
               ROW row;
               while (lua_next(st, top4) != 0) {
                  string key2 = lua_tostring(st, -2);
                  row[key2] = lua_tostring(st, -1);
                  lua_pop(st, 1);
               }
               if (key == "bid") bid[j] = row;   
               else offer[j] = row;
               lua_pop(st, 1);
            }
            break;
         }
         lua_pop(st, 1);
      }
      lua_pop(st, 1);
      if (0 != top - lua_gettop(st) - 1) LOG_ERROR << "Lua stack is changed!\n getTop=" << lua_gettop(st);
   }
   catch (...)
   {
      LOG_ERROR << "Ошибка в стакане";
      //lua_unlock(_luafix.lua);
   }


   return 0;
}

int lua_OnQuote(lua_State *st)
{

   int top = _luafix.GetTop();
   if (top == 0) return 0;
   string sec_code = _luafix.ToString(-1);   // код бумаги
   string class_code = _luafix.ToString(-2);// код класса

   TABLEQuote quote = _luafix.getQuoteLevel2(class_code, sec_code);

   _luafix.Pop(1);

   _luafix.sendQuote(quote); // здесь отправка стакана в торговый робот

   return 0;
}