fix40::MdAdapter Class Reference

行情适配器抽象接口 More...

#include <md_adapter.hpp>

Inheritance diagram for fix40::MdAdapter:

Collaboration diagram for fix40::MdAdapter:

Public Member Functions
virtual	~MdAdapter ()=default
	虚析构函数
virtual bool	start ()=0
	启动适配器
virtual void	stop ()=0
	停止适配器
virtual bool	isRunning () const =0
	检查适配器是否正在运行
virtual MdAdapterState	getState () const =0
	获取当前状态
virtual bool	subscribe (const std::vector< std::string > &instruments)=0
	订阅合约行情
virtual bool	unsubscribe (const std::vector< std::string > &instruments)=0
	退订合约行情
virtual void	setStateCallback (StateCallback callback)=0
	设置状态变更回调
virtual std::string	getName () const =0
	获取适配器名称
virtual std::string	getTradingDay () const =0
	获取交易日

Protected Member Functions
	MdAdapter (moodycamel::BlockingConcurrentQueue< MarketData > &queue)
	构造函数
void	pushMarketData (const MarketData &data)
	将行情数据写入队列
void	pushMarketData (MarketData &&data)
	将行情数据写入队列（移动语义）

Protected Attributes
moodycamel::BlockingConcurrentQueue< MarketData > &	marketDataQueue_
	行情数据输出队列

Detailed Description

行情适配器抽象接口

所有行情数据源都应实现此接口。适配器的职责：

1. 管理与数据源的连接
2. 处理登录/登出
3. 订阅/退订合约
4. 将收到的行情转换为 MarketData 格式
5. 将 MarketData 写入无锁队列供下游消费

线程模型

• 适配器内部可能有自己的回调线程（如 CTP）
• 所有行情数据通过无锁队列传递，避免阻塞回调线程
• start()/stop() 应由主线程调用

使用示例

moodycamel::BlockingConcurrentQueue<MarketData> mdQueue;
auto adapter = std::make_unique<MockMdAdapter>(mdQueue);
 
adapter->setStateCallback([](MdAdapterState state, const std::string& msg) {
    LOG() << "State: " << static_cast<int>(state) << " - " << msg;
});
 
adapter->start();
adapter->subscribe({"IF2401", "IC2401"});
 
// 消费行情
MarketData md;
while (mdQueue.wait_dequeue_timed(md, std::chrono::milliseconds(100))) {
    process(md);
}
 
adapter->stop();

Constructor & Destructor Documentation

~MdAdapter()

virtual fix40::MdAdapter::~MdAdapter ( )

virtualdefault

虚析构函数

MdAdapter()

fix40::MdAdapter::MdAdapter ( moodycamel::BlockingConcurrentQueue< MarketData > &  queue )

inlineexplicitprotected

构造函数

Parameters

queue

行情数据输出队列

Member Function Documentation

getName()

virtual std::string fix40::MdAdapter::getName ( ) const

pure virtual

获取适配器名称

Returns

std::string 适配器名称（如 "CTP", "Mock"）

Implemented in fix40::MockMdAdapter.

getState()

virtual MdAdapterState fix40::MdAdapter::getState ( ) const

pure virtual

获取当前状态

Returns

MdAdapterState 当前状态

Implemented in fix40::MockMdAdapter.

getTradingDay()

virtual std::string fix40::MdAdapter::getTradingDay ( ) const

pure virtual

获取交易日

Returns

std::string 交易日 (YYYYMMDD)，未连接时返回空

Implemented in fix40::MockMdAdapter.

isRunning()

virtual bool fix40::MdAdapter::isRunning ( ) const

pure virtual

检查适配器是否正在运行

Returns

true 正在运行

false 已停止

Implemented in fix40::MockMdAdapter.

pushMarketData() [1/2]

void fix40::MdAdapter::pushMarketData ( const MarketData &  data )

inlineprotected

将行情数据写入队列

Parameters

data

行情数据

子类在收到行情后调用此方法将数据写入队列。

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pushMarketData() [2/2]

void fix40::MdAdapter::pushMarketData ( MarketData &&  data )

inlineprotected

将行情数据写入队列（移动语义）

Parameters

data

行情数据

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setStateCallback()

virtual void fix40::MdAdapter::setStateCallback ( StateCallback  callback )

pure virtual

设置状态变更回调

Parameters

callback

回调函数

Implemented in fix40::MockMdAdapter.

start()

virtual bool fix40::MdAdapter::start ( )

pure virtual

启动适配器

Returns

true 启动成功

false 启动失败

启动后适配器会尝试连接数据源并登录。 状态变化通过 StateCallback 通知。

Implemented in fix40::MockMdAdapter.

stop()

virtual void fix40::MdAdapter::stop ( )

pure virtual

停止适配器

断开与数据源的连接，释放资源。 调用后适配器进入 DISCONNECTED 状态。

Implemented in fix40::MockMdAdapter.

subscribe()

virtual bool fix40::MdAdapter::subscribe ( const std::vector< std::string > &  instruments )

pure virtual

订阅合约行情

Parameters

instruments

合约代码列表

Returns

true 订阅请求已发送

false 订阅失败（如未连接）

Note

订阅结果通过 StateCallback 异步通知

Implemented in fix40::MockMdAdapter.

unsubscribe()

virtual bool fix40::MdAdapter::unsubscribe ( const std::vector< std::string > &  instruments )

pure virtual

退订合约行情

Parameters

instruments

合约代码列表

Returns

true 退订请求已发送

false 退订失败

Implemented in fix40::MockMdAdapter.

Member Data Documentation

marketDataQueue_

moodycamel::BlockingConcurrentQueue<MarketData>& fix40::MdAdapter::marketDataQueue_

protected

行情数据输出队列

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The documentation for this class was generated from the following file:

• include/market/md_adapter.hpp