remove checking sequence behavior

longportapp · Mar 15, 2024 · 08450ee · 08450ee
1 parent e3f01c5
commit 08450ee
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Showing 3 changed files with 11 additions and 36 deletions.
diff --git a/rust/src/quote/core.rs b/rust/src/quote/core.rs
@@ -711,6 +711,8 @@ impl Core {
             }
         }
 
+        tracing::debug!(subscriptions = ?subscriptions, "resubscribe");
+
         for (flags, symbols) in subscriptions {
             self.ws_cli
                 .request(
@@ -724,17 +726,16 @@ impl Core {
                 )
                 .await?;
         }
-
         Ok(())
     }
 
     async fn handle_push(&mut self, command_code: u8, body: Vec<u8>) -> Result<()> {
         match PushEvent::parse(command_code, &body) {
             Ok((mut event, tag)) => {
+                tracing::debug!(event = ?event, tag = ?tag,"push event");
+
                 if tag != Some(PushQuoteTag::Eod) {
-                    if !self.store.handle_push(&mut event) {
-                        return Ok(());
-                    }
+                    self.store.handle_push(&mut event);
                 }
 
                 if let PushEventDetail::Trade(trades) = &event.detail {

diff --git a/rust/src/quote/push_types.rs b/rust/src/quote/push_types.rs
@@ -99,6 +99,7 @@ pub enum PushEventDetail {
 /// Push event
 #[derive(Debug)]
 pub struct PushEvent {
+    #[allow(dead_code)]
     pub(crate) sequence: i64,
     /// Security code
     pub symbol: String,

diff --git a/rust/src/quote/store.rs b/rust/src/quote/store.rs
@@ -10,15 +10,6 @@ use crate::quote::{
 
 const MAX_TRADES: usize = 500;
 
-macro_rules! check_sequence {
-    ($prev:expr, $new:expr) => {
-        if $new != 0 && $new <= $prev {
-            return false;
-        }
-        $prev = $new;
-    };
-}
-
 macro_rules! merge_decimal {
     ($prev:expr, $new:expr, $field:ident) => {
         if !$new.$field.is_zero() {
@@ -41,18 +32,14 @@ macro_rules! merge_i64 {
 
 #[derive(Debug, Default)]
 pub(crate) struct SecuritiesData {
-    pub(crate) quote_sequence: i64,
     pub(crate) quote: PushQuote,
 
-    pub(crate) depth_sequence: i64,
     pub(crate) asks: Vec<Depth>,
     pub(crate) bids: Vec<Depth>,
 
-    pub(crate) brokers_sequence: i64,
     pub(crate) ask_brokers: Vec<Brokers>,
     pub(crate) bid_brokers: Vec<Brokers>,
 
-    pub(crate) trades_sequence: i64,
     pub(crate) trades: Vec<Trade>,
 
     pub(crate) board: SecurityBoard,
@@ -65,30 +52,16 @@ pub(crate) struct Store {
 }
 
 impl Store {
-    pub(crate) fn handle_push(&mut self, event: &mut PushEvent) -> bool {
+    pub(crate) fn handle_push(&mut self, event: &mut PushEvent) {
         let data = self.securities.entry(event.symbol.clone()).or_default();
 
         match &mut event.detail {
-            PushEventDetail::Quote(quote) => {
-                check_sequence!(data.quote_sequence, event.sequence);
-                merge_quote(data, quote);
-            }
-            PushEventDetail::Depth(depth) => {
-                check_sequence!(data.depth_sequence, event.sequence);
-                merge_depth(data, depth);
-            }
-            PushEventDetail::Brokers(brokers) => {
-                check_sequence!(data.brokers_sequence, event.sequence);
-                merge_brokers(data, brokers);
-            }
-            PushEventDetail::Trade(trade) => {
-                check_sequence!(data.trades_sequence, event.sequence);
-                merge_trades(data, trade);
-            }
+            PushEventDetail::Quote(quote) => merge_quote(data, quote),
+            PushEventDetail::Depth(depth) => merge_depth(data, depth),
+            PushEventDetail::Brokers(brokers) => merge_brokers(data, brokers),
+            PushEventDetail::Trade(trade) => merge_trades(data, trade),
             PushEventDetail::Candlestick(_) => unreachable!(),
         }
-
-        true
     }
 }