quik-lua/qtis.lua

-- QUIK Ticker Information System

json = require "JSON"
require "string"
local zmq = require "zeromq"
local quik = require "quik_api"

running = true

function get_data(class, code)
    local lot_size = tonumber(quik.getParamEx(class, code, "LOTSIZE").param_value)
    local tick_size = tonumber(quik.getParamEx(class, code, "SEC_PRICE_STEP").param_value)
    local tick_value = tonumber(quik.getParamEx(class, code, "STEPPRICET").param_value)
    local long_name = quik.getParamEx(class, code, "LONGNAME").param_image

    return { ticker = class .. "#" .. code,
             lot_size = lot_size,
             tick_size = tick_size,
             tick_value = tick_value,
             long_name = long_name }
end

function handle_message(msg)
    quik.message("Incoming message")
    local rq = json:decode(msg)
    local class, code = string.match(rq.ticker, "(%w+)#(%w+)")
    quik.message("Requested: " .. rq.ticker)

    local data = get_data(class, code)
    if data == nil then
        quik.message("Error")
        return "ERROR: can't get data: (" .. class .. "/" .. code .. ")", ""
    end

    quik.message("Returning data")
    return "OK", json:encode(data)
end

Ctx = nil
Sock = nil

function OnStop()
    if Sock then
        Sock:close()
        Sock = nil
    end
    if Ctx then
        Ctx:term()
        Ctx = nil
    end
end

function main()
    local status, err = pcall(pmain)
    if not status then
        quik.message("Error: " .. err)
    end
    OnStop()
end

function pmain()
    local err
    Ctx = zmq.new_ctx()
    Sock = Ctx:socket(zmq.REP)
    Sock:setsockopt_int(zmq.SOCKOPT_LINGER, 0)
    _, err = Sock:bind("tcp://*:5523")
    if err then
        quik.message("Bind error: " .. tostring(err))
        return
    end

    local poller = Ctx:poller()
    poller:add(Sock, zmq.POLLIN)
    while running do
        local events, msg
        events, err = poller:poll(60000)
        if #events > 0 then
            quik.message("Incoming")
            msg, err = Sock:recv()
            if not err then
                local outmsg_header, outmsg_data = handle_message(msg)
                Sock:send({outmsg_header, outmsg_data})
            end
		end
	end
end