适配 BrokerApi 更新将 Security 改名为 SecurityInfo

Author: RationalityFrontline

lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/ctp/CtpBrokerApi.kt

@@ -76,11 +76,11 @@ class CtpBrokerApi(config: Map<String, Any>, kEvent: KEvent) : BrokerApi(config,
         return runWithRetry({ tdApi.queryLastTick(code, useCache, extras) })
     }
 
-    override suspend fun querySecurity(code: String, useCache: Boolean, extras: Map<String, Any>?): Security? {
+    override suspend fun querySecurity(code: String, useCache: Boolean, extras: Map<String, Any>?): SecurityInfo? {
         return runWithRetry({ tdApi.queryInstrument(code, useCache, extras) })
     }
 
-    override suspend fun queryAllSecurities(useCache: Boolean, extras: Map<String, Any>?): List<Security> {
+    override suspend fun queryAllSecurities(useCache: Boolean, extras: Map<String, Any>?): List<SecurityInfo> {
         return runWithRetry({ tdApi.queryAllInstruments(useCache, extras) })
     }
 

lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/ctp/CtpBrokerInfo.kt

@@ -3,7 +3,7 @@ package org.rationalityfrontline.ktrader.broker.ctp
 import org.rationalityfrontline.jctp.CThostFtdcTraderApi
 
 object CtpBrokerInfo {
-    val name: String = "CTP"
+    const val name: String = "CTP"
     val version: String = CThostFtdcTraderApi.GetApiVersion()
     val configKeys: List<Pair<String, String>> = listOf(
         Pair("mdFronts", "List<String> 行情前置"),

lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/ctp/CtpTdApi.kt

@@ -84,7 +84,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 缓存的合约信息，key 为合约 code
      */
-    val instruments: MutableMap<String, Security> = mutableMapOf()
+    val instruments: MutableMap<String, SecurityInfo> = mutableMapOf()
     /**
      * 品种代码表，key 为合约 code，value 为品种代码(productId)。用于从 code 快速映射到 [productStatusMap]
      */
@@ -438,7 +438,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 查询某一特定合约的信息。[extras.queryFee: Boolean = false]【是否查询保证金率及手续费率，如果之前没查过，可能会耗时。当 useCache 为 false 时无效】
      */
-    suspend fun queryInstrument(code: String, useCache: Boolean = true, extras: Map<String, Any>? = null): Security? {
+    suspend fun queryInstrument(code: String, useCache: Boolean = true, extras: Map<String, Any>? = null): SecurityInfo? {
         if (useCache) {
             val cachedInstrument = instruments[code]
             if (cachedInstrument != null) {
@@ -464,13 +464,13 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 查询全市场合约的信息
      */
-    suspend fun queryAllInstruments(useCache: Boolean = true, extras: Map<String, Any>? = null): List<Security> {
+    suspend fun queryAllInstruments(useCache: Boolean = true, extras: Map<String, Any>? = null): List<SecurityInfo> {
         if (useCache && instruments.isNotEmpty()) return instruments.values.toList()
         val qryField = CThostFtdcQryInstrumentField()
         val requestId = nextRequestId()
         return runWithResultCheck({ tdApi.ReqQryInstrument(qryField, requestId) }, {
             suspendCoroutineWithTimeout(TIMEOUT_MILLS * 2) { continuation ->
-                requestMap[requestId] = RequestContinuation(requestId, continuation, data = mutableListOf<Security>())
+                requestMap[requestId] = RequestContinuation(requestId, continuation, data = mutableListOf<SecurityInfo>())
             }
         })
     }
@@ -867,7 +867,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 获取缓存的期货/期权手续费率，如果没有，则查询后再获取
      */
-    private fun getOrQueryCommissionRate(instrument: Security): CommissionRate? {
+    private fun getOrQueryCommissionRate(instrument: SecurityInfo): CommissionRate? {
         if (config.disableFeeCalculation) return null
         if (instrument.commissionRate == null) {
             runBlocking { prepareFeeCalculation(instrument.code, false) }
@@ -878,7 +878,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 获取缓存的期货保证金率，如果没有，则查询后再获取
      */
-    private fun getOrQueryMarginRate(instrument: Security): MarginRate? {
+    private fun getOrQueryMarginRate(instrument: SecurityInfo): MarginRate? {
         if (config.disableFeeCalculation) return null
         if (instrument.marginRate == null) {
             runBlocking { prepareFeeCalculation(instrument.code, false) }
@@ -991,7 +991,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 计算期货保证金
      */
-    private fun calculateFuturesMargin(instrument: Security, direction: Direction, yesterdayVolume: Int, todayVolume: Int, avgOpenPrice: Double, fallback: Double): Double {
+    private fun calculateFuturesMargin(instrument: SecurityInfo, direction: Direction, yesterdayVolume: Int, todayVolume: Int, avgOpenPrice: Double, fallback: Double): Double {
         if (yesterdayVolume + todayVolume == 0) return 0.0
         val marginRate = getOrQueryMarginRate(instrument) ?: return fallback
         val (tick, isLatestTick) = getOrQueryTick(instrument.code)
@@ -1032,7 +1032,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
     /**
      * 计算期权保证金
      */
-    private fun calculateOptionsMargin(instrument: Security, direction: Direction, volume: Int, avgOpenPrice: Double, fallback: Double, isOpen: Boolean): Double {
+    private fun calculateOptionsMargin(instrument: SecurityInfo, direction: Direction, volume: Int, avgOpenPrice: Double, fallback: Double, isOpen: Boolean): Double {
         if (volume == 0) return 0.0
         when (direction) {
             Direction.LONG -> {  // 买方
@@ -1986,7 +1986,7 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
             checkRspInfo(pRspInfo, {
                 // 如果是查询单个合约
                 if (reqData is String) {
-                    val con = request.continuation as Continuation<Security?>
+                    val con = request.continuation as Continuation<SecurityInfo?>
                     if (instrument == null) {
                         con.resume(null)
                         requestMap.remove(nRequestID)
@@ -2002,10 +2002,10 @@ internal class CtpTdApi(val config: CtpConfig, val kEvent: KEvent, val sourceId:
                         }
                     }
                 } else { // 如果是查询多个合约
-                    val insList = request.data as MutableList<Security>
+                    val insList = request.data as MutableList<SecurityInfo>
                     if (instrument != null) insList.add(instrument)
                     if (bIsLast) {
-                        (request.continuation as Continuation<List<Security>>).resume(insList)
+                        (request.continuation as Continuation<List<SecurityInfo>>).resume(insList)
                         requestMap.remove(nRequestID)
                     }
                 }

lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/ctp/Translator.kt

@@ -10,6 +10,7 @@ import java.time.format.DateTimeFormatter
 /**
  * 翻译器，用于将本地的 CTP 信息翻译为标准的 BrokerApi 信息
  */
+@Suppress("MemberVisibilityCanBePrivate")
 internal object Translator {
 
     private val THOST_FTDC_OF_Open_S = jctpConstants.THOST_FTDC_OF_Open.toString()
@@ -110,6 +111,7 @@ internal object Translator {
     /**
      * 行情推送的 [Tick] 中很多字段可能是无效值，CTP 内用 [Double.MAX_VALUE] 表示，在此需要统一为 0.0
      */
+    @Suppress("NOTHING_TO_INLINE")
     private inline fun formatDouble(input: Double): Double {
         return if (input == Double.MAX_VALUE) 0.0 else input
     }
@@ -125,7 +127,7 @@ internal object Translator {
         }
     }
 
-    fun securityC2A(insField: CThostFtdcInstrumentField, onTimeParseError: (Exception) -> Unit): Security? {
+    fun securityC2A(insField: CThostFtdcInstrumentField, onTimeParseError: (Exception) -> Unit): SecurityInfo? {
         return try {
             val type = when (insField.productClass) {
                 jctpConstants.THOST_FTDC_PC_Futures -> SecurityType.FUTURES
@@ -134,7 +136,7 @@ internal object Translator {
                 else -> SecurityType.UNKNOWN
             }
             if (type == SecurityType.UNKNOWN) null else {
-                Security(
+                SecurityInfo(
                     code = "${insField.exchangeID}.${insField.instrumentID}",
                     type = type,
                     productId = insField.productID,

lib/src/main/kotlin/org/rationalityfrontline/ktrader/broker/ctp/utils.kt

@@ -200,6 +200,7 @@ internal data class BiPosition(
 /**
  * 交易所 ID
  */
+@Suppress("unused")
 object ExchangeID {
     const val SHFE = "SHFE"
     const val INE = "INE"