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flashfunk's Issues

接口生产规范

在底层尽可能处理掉操作逻辑, 暴露给上层的都是统一的API Interface

接口包括
行情接口 ---》 rust层自动生成对接的API md_api.rs
交易接口 ---> rust层自动生成对接的API td_api.rs

根据接口不同 可以实现feature=["ctp", "ess"]来实现对接各种不同的接口

Risk 架构需求

添加一个Risk trait

pub trait Risk{
    fn new() -> Self;

     fn check_order(&self,  order: &OrderData) -> bool;
}

pub struct RiskControl{

}

impl  Risk for  RiskControl {
       fn new() -> Self{
            RiskControl {} 
        }

     fn check_order(&self,  order: &OrderData) -> bool{
             true
    }
}

该trait实现检查报单

   CtpbeeR::builder::<MdApi, TdApi, _>("ctpbee")
        .strategies(vec![strategy_1.into_str()])
        .risk(RiskControl ) 
        .id("name")
        .pwd("id")
        .path("bug")
        .login_form(login_form)
        .start();

Todo

In here we provide the todo list,

  • SIMD opt
  • function in c_func.rs need a test!
  • in context, we need to store all data in a map as soon as possible

Logging system needed

在不影响报单的性能下 将底层函数执行的日志按照logger格式

添加Log
传送出来 。

clippy修復

將不安全的底層封裝單個crate 基於特性 來增加額外接口

来自其他客户端的API的报单和成交单

设定一个TdOtherApiMessage的 结构,在识别到其他的行情的客户端的报单的时候 作为单独的行情发送到 Context上面去 ,不做其他处理, 并不进行回调 。 这样能保证数据的准确,防止重复插入。

仓位管理

需要一个统一的仓位管理器来让程序知道当前有多少个仓位

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