md_adapter.hpp File Reference

行情适配器接口定义 More...

#include <string>
#include <vector>
#include <functional>
#include <atomic>
#include "market/market_data.hpp"
#include "base/blockingconcurrentqueue.h"

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Classes
class	fix40::MdAdapter
	行情适配器抽象接口 More...

Namespaces
namespace	fix40

Typedefs
using	fix40::StateCallback = std::function< void(MdAdapterState state, const std::string &message)>
	状态变更回调类型

Enumerations
enum class	fix40::MdAdapterState {   fix40::DISCONNECTED , fix40::CONNECTING , fix40::CONNECTED , fix40::LOGGING_IN ,   fix40::READY , fix40::ERROR }
	行情适配器状态 More...

Detailed Description

行情适配器接口定义

定义行情数据源的抽象接口，支持多种行情源（CTP、模拟等）。 适配器负责：连接数据源 -> 接收原始数据 -> 转换为 MarketData -> 写入队列