Старатель (Автор тем)

local n = 50000
for i = 1, n do
  _G["f"..i] = function () end
end

local class = "SPBFUT"
local sec = "SiZ1"
local param = {"BIDDEPTHT", "OFFERDEPTHT"}

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

function main()
  assert(Subscribe_Level_II_Quotes(class, sec))
  for i = 1, #param do
    ParamRequest(class, sec, param[i])
  end
  while run do sleep(500) end
  Unsubscribe_Level_II_Quotes(class, sec)
  for i = 1, #param do
    CancelParamRequest(class, sec, param[i])
  end
end

function OnQuote(class_code, sec_code) end
function OnParam(class_code, sec_code) end
function OnAllTrade(alltrade) end

local run = true
local id
function OnStop()
  run = nil
  local t = id
  id = nil
  if t then DestroyTable(t) end
end

function main()
  id = AllocTable()
  AddColumn(id, 1, "Row", true, QTABLE_INT_TYPE, 10)
  AddColumn(id, 2, "Selected", true, QTABLE_INT_TYPE, 15)
  CreateWindow(id)
  for i = 1, 4 do
    SetCell(id, InsertRow(id, i), 1, tostring(i), i)
  end
  SetTableNotificationCallback(id, function(t, event, row)
    if event == QTABLE_VKEY then
      message("SetSelectedRow: " .. tostring(SetSelectedRow(id, 2)))
    elseif event == QTABLE_SELCHANGED then
      SetCell(id, row, 2, tostring(row))
    end
  end)
  while run do sleep(1000) end
end

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

function main()
  local pos
  while run do 
    local fut_pos = getFuturesHolding(FIRMID, ACCOUNT, SEC_CODE, TYPE)
    if type(fut_pos) == "table" then
      local totalnet = fut_pos.totalnet
      if pos ~= totalnet then
        message(SEC_CODE .. ": pos = " .. tostring(pos) .. "\n" .. fut_pos.sec_code .. ": totalnet = " .. tostring(totalnet), 3)
        pos = totalnet
      end
    else
     message("getFuturesHolding error", 3)
    end
    sleep(1)
  end
end

local run = true
function OnStop()
  run = nil
end
function main()
  while run do 
    getFuturesHolding(FIRMID, ACCOUNT, SEC_CODE, TYPE)
    sleep(1)
  end
end

class, sec_code = "SPBFUT", "SiH1"

local run = true
function OnStop()
  run = nil
  return 500
end

function main()
  local Volume  -- Дневной объём
  local ds_D1 = assert(CreateDataSource(class, sec_code, INTERVAL_D1))
  ds_D1:SetUpdateCallback(function (index)
    if not run then return end
    Volume = ds_D1:V(index)
  end)
  sleep(1000)

  local Day = os.date("*t").day
  local CreateDS = true
  local ds_M1, Index
  local function cb(index)
    if not run then return end
    if Index and index > Index then
      run = false return  -- Ждём закрытия свечи, на которой обнаружена ошибка
    end
    if math.floor(os.time() / 60) ~= math.floor(os.time(ds_M1:T(index)) / 60) then return end  -- Время свечи не совпадает с текущим
    local volume = 0  -- Суммарный объём за текущий день
    for i = index, 1, -1 do
      local day = ds_M1:T(i).day
      if day < Day then break
      elseif day == Day then
        volume = volume + ds_M1:V(i)
      end
    end
    if volume == Volume then
      CreateDS = true  -- Если ошибки нет, открываем новый DS
    elseif Index == nil then
      Index = index  -- Если есть ошибка, запомним номер последней свечи
      message(string.format("[ERROR] %s: index: %u: %s, %s", sec_code, Index, Volume, volume), 3)
    end
  end

  while run do
    if CreateDS then
      if ds_M1 then
        ds_M1:Close()
        sleep(2000)
      end
      if run then
        ds_M1 = assert(CreateDataSource(class, sec_code, INTERVAL_M1))
        ds_M1:SetUpdateCallback(cb)
        CreateDS = false
      end
    else sleep(1) end
  end
  ds_D1:Close()
  if Index then
    local function canle(ds, index)
      local t = ds:T(index)
      return string.format("%02u:%02u:%02u: %s; %s; %s; %s; %s", t.hour, t.min, t.sec, ds:O(index), ds:H(index), ds:L(index), ds:C(index), ds:V(index))
    end
    local s = string.format("%s: index: %u\n%s", sec_code, Index, canle(ds_M1, Index))  -- Выводим свечу, на которой обнаружена ошибка
    ds_M1:Close()
    sleep(100)
    ds_M1 = assert(CreateDataSource(class, sec_code, INTERVAL_M1))
    repeat sleep(1000) until ds_M1:Size() > Index
    message(s .. "\n" .. canle(ds_M1, Index), 2)  -- Сравниваем со свечой с тем же индексом из другого DS
  end
  ds_M1:Close()
end

function main()
  if sendTransaction{
    TRANS_ID = tostring(trans_id),
    ACTION = "NEW_ORDER",
    ACCOUNT = account,
    CLIENT_CODE = client,
    CLASSCODE = class_code,
    SECCODE = sec_code,
    OPERATION = "B",
    TYPE = "L",
    PRICE = price,
    QUANTITY = "1"
  } == "" then run = true end
  while run do sleep(1) end
end

function OnTransReply(trans_reply)
  if trans_reply.trans_id ~= trans_id then return end
  run = nil
  sendTransaction{
    TRANS_ID = tostring(trans_id + 1),
    ACTION = "KILL_ORDER",
    CLASSCODE = class_code,
    ORDER_KEY = tostring(trans_reply.order_num)
  }
end

function OnStop()
  run = nil
end

local run = true
function main()
  local id = AllocTable()
  AddColumn(id, 1, 'Количество', true, QTABLE_INT_TYPE, 13)
  CreateWindow(id)
  InsertRow(id, -1)
  while run do
    local len = getNumberOf('all_trades')
    SetCell(id, 1, 1, tostring(len), len)
    sleep(100)
  end
end
function OnStop()
  run = nil
end

local run = true

local AllTrades = {}
function OnAllTrade(alltrade)
  table.sinsert(AllTrades, alltrade)
  --[[table.ssort({0, 0}, function()
      AllTrades[#AllTrades+1] = alltrade
    return true
  end)]]
end

function main()
  while run do
    while #AllTrades > 0 do
      table.sremove(AllTrades, 1)
    end
    sleep(1)
  end
end

function OnStop()
  run = nil
end