api

client.go

@@ -201,3 +201,73 @@ func (client *Client) GetIndexBars(category uint16, market uint16, code string,
 	}
 	return obj.Reply(), err
 }
+
+// GetMinuteTimeData 获取分时图数据
+func (client *Client) GetMinuteTimeData(market uint16, code string) (*proto.GetMinuteTimeDataReply, error) {
+	obj := proto.NewGetMinuteTimeData()
+	_code := [6]byte{}
+	copy(_code[:], code)
+	obj.SetParams(&proto.GetMinuteTimeDataRequest{
+		Market: market,
+		Code:   _code,
+	})
+	err := client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply(), err
+}
+
+// GetHistoryMinuteTimeData 获取历史分时图数据
+func (client *Client) GetHistoryMinuteTimeData(date uint32, market uint16, code string) (*proto.GetHistoryMinuteTimeDataReply, error) {
+	obj := proto.NewGetHistoryMinuteTimeData()
+	_code := [6]byte{}
+	copy(_code[:], code)
+	obj.SetParams(&proto.GetHistoryMinuteTimeDataRequest{
+		Date:   date,
+		Market: uint8(market),
+		Code:   _code,
+	})
+	err := client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply(), err
+}
+
+// GetTransactionData 获取分时成交
+func (client *Client) GetTransactionData(market uint16, code string, start uint16, count uint16) (*proto.GetTransactionDataReply, error) {
+	obj := proto.NewGetTransactionData()
+	_code := [6]byte{}
+	copy(_code[:], code)
+	obj.SetParams(&proto.GetTransactionDataRequest{
+		Market: market,
+		Code:   _code,
+		Start:  start,
+		Count:  count,
+	})
+	err := client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply(), err
+}
+
+// GetHistoryTransactionData 获取历史分时成交
+func (client *Client) GetHistoryTransactionData(date uint32, market uint16, code string, start uint16, count uint16) (*proto.GetHistoryTransactionDataReply, error) {
+	obj := proto.NewGetHistoryTransactionData()
+	_code := [6]byte{}
+	copy(_code[:], code)
+	obj.SetParams(&proto.GetHistoryTransactionDataRequest{
+		Date:   date,
+		Market: market,
+		Code:   _code,
+		Start:  start,
+		Count:  count,
+	})
+	err := client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply(), err
+}

client_test.go

@@ -110,3 +110,70 @@ func Test_tdx_GetIndexBars(t *testing.T) {
 	_ = api.Disconnect()
 
 }
+
+func Test_tdx_GetMinuteTimeData(t *testing.T) {
+	api := prepare()
+	reply, err := api.GetMinuteTimeData(0, "159607")
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	fmt.Println(reply)
+	for _, bar := range reply.List {
+		fmt.Println(bar)
+	}
+
+	_ = api.Disconnect()
+
+}
+
+func Test_tdx_GetHistoryMinuteTimeData(t *testing.T) {
+	api := prepare()
+	//reply, err := api.GetHistoryMinuteTimeData(20220511, 0, "159607")
+	reply, err := api.GetHistoryMinuteTimeData(20220511, 0, "159607")
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	fmt.Println(reply)
+	for _, bar := range reply.List {
+		fmt.Println(bar)
+	}
+
+	_ = api.Disconnect()
+
+}
+
+func Test_tdx_GetTransactionData(t *testing.T) {
+	api := prepare()
+	//reply, err := api.GetHistoryMinuteTimeData(20220511, 0, "159607")
+	reply, err := api.GetTransactionData(0, "159607", 0, 10)
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	fmt.Println(reply)
+	for _, bar := range reply.List {
+		fmt.Println(bar)
+	}
+
+	_ = api.Disconnect()
+
+}
+
+func Test_tdx_GetHistoryTransactionData(t *testing.T) {
+	api := prepare()
+	//reply, err := api.GetHistoryMinuteTimeData(20220511, 0, "159607")
+	reply, err := api.GetHistoryTransactionData(20220511, 0, "159607", 0, 10)
+	if err != nil {
+		fmt.Println(err)
+	}
+
+	fmt.Println(reply)
+	for _, bar := range reply.List {
+		fmt.Println(bar)
+	}
+
+	_ = api.Disconnect()
+
+}

proto/get_history_minute_time_data.go

@@ -0,0 +1,112 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"encoding/hex"
+	"fmt"
+)
+
+type GetHistoryMinuteTimeData struct {
+	reqHeader  *ReqHeader
+	respHeader *RespHeader
+	request    *GetHistoryMinuteTimeDataRequest
+	reply      *GetHistoryMinuteTimeDataReply
+
+	contentHex string
+}
+
+type GetHistoryMinuteTimeDataRequest struct {
+	Date   uint32
+	Market uint8
+	Code   [6]byte
+}
+
+type GetHistoryMinuteTimeDataReply struct {
+	Count uint16
+	List  []HistoryMinuteTimeData
+}
+
+type HistoryMinuteTimeData struct {
+	Price float32
+	Vol   int
+}
+
+func NewGetHistoryMinuteTimeData() *GetHistoryMinuteTimeData {
+	obj := new(GetHistoryMinuteTimeData)
+	obj.reqHeader = new(ReqHeader)
+	obj.respHeader = new(RespHeader)
+	obj.request = new(GetHistoryMinuteTimeDataRequest)
+	obj.reply = new(GetHistoryMinuteTimeDataReply)
+
+	obj.reqHeader.Zip = 0x0c
+	obj.reqHeader.SeqID = seqID()
+	obj.reqHeader.PacketType = 0x00
+	//obj.reqHeader.PkgLen1  =
+	//obj.reqHeader.PkgLen2  =
+	obj.reqHeader.Method = KMSG_HISTORYMINUTETIMEDATE
+	//obj.reqHeader.Method = KMSG_MINUTETIMEDATA
+	obj.contentHex = ""
+	return obj
+}
+func (obj *GetHistoryMinuteTimeData) SetParams(req *GetHistoryMinuteTimeDataRequest) {
+	obj.request = req
+}
+
+func (obj *GetHistoryMinuteTimeData) Serialize() ([]byte, error) {
+	obj.reqHeader.PkgLen1 = 0x0d
+	obj.reqHeader.PkgLen2 = 0x0d
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.reqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.request)
+	b, err := hex.DecodeString(obj.contentHex)
+	buf.Write(b)
+
+	//b, err := hex.DecodeString(obj.contentHex)
+	//buf.Write(b)
+
+	//err = binary.Write(buf, binary.LittleEndian, uint16(len(obj.stocks)))
+
+	return buf.Bytes(), err
+}
+
+// 结果数据都是\n,\t分隔的中文字符串，比如查询K线数据，返回的结果字符串就形如
+///“时间\t开盘价\t收盘价\t最高价\t最低价\t成交量\t成交额\n
+///20150519\t4.644000\t4.732000\t4.747000\t4.576000\t146667487\t683638848.000000\n
+///20150520\t4.756000\t4.850000\t4.960000\t4.756000\t353161092\t1722953216.000000”
+func (obj *GetHistoryMinuteTimeData) UnSerialize(header interface{}, data []byte) error {
+	obj.respHeader = header.(*RespHeader)
+	fmt.Println(hex.EncodeToString(data))
+
+	pos := 0
+	err := binary.Read(bytes.NewBuffer(data[pos:pos+2]), binary.LittleEndian, &obj.reply.Count)
+	pos += 2
+	// 跳过4个字节 功能未解析
+	_, _, _, bType := data[pos], data[pos+1], data[pos+2], data[pos+3]
+	pos += 4
+
+	lastprice := 0
+	for index := uint16(0); index < obj.reply.Count; index++ {
+		priceraw := getprice(data, &pos)
+		_ = getprice(data, &pos)
+		vol := getprice(data, &pos)
+		lastprice += priceraw
+
+		var p float32
+		if bType > 0x40 {
+			p = float32(lastprice) / 100.0
+		} else {
+			p = float32(lastprice) / 1000.0
+		}
+
+		ele := HistoryMinuteTimeData{Price: p,
+			Vol: vol}
+		obj.reply.List = append(obj.reply.List, ele)
+	}
+	return err
+}
+
+func (obj *GetHistoryMinuteTimeData) Reply() *GetHistoryMinuteTimeDataReply {
+	return obj.reply
+}

proto/get_history_transaction_data.go

@@ -0,0 +1,106 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"encoding/hex"
+	"fmt"
+)
+
+type GetHistoryTransactionData struct {
+	reqHeader  *ReqHeader
+	respHeader *RespHeader
+	request    *GetHistoryTransactionDataRequest
+	reply      *GetHistoryTransactionDataReply
+
+	contentHex string
+}
+
+type GetHistoryTransactionDataRequest struct {
+	Date   uint32
+	Market uint16
+	Code   [6]byte
+	Start  uint16
+	Count  uint16
+}
+
+type GetHistoryTransactionDataReply struct {
+	Count uint16
+	List  []HistoryTransactionData
+}
+
+type HistoryTransactionData struct {
+	Time      string
+	Price     float64
+	Vol       int
+	Num       int
+	BuyOrSell int
+}
+
+func NewGetHistoryTransactionData() *GetHistoryTransactionData {
+	obj := new(GetHistoryTransactionData)
+	obj.reqHeader = new(ReqHeader)
+	obj.respHeader = new(RespHeader)
+	obj.request = new(GetHistoryTransactionDataRequest)
+	obj.reply = new(GetHistoryTransactionDataReply)
+
+	obj.reqHeader.Zip = 0x0c
+	obj.reqHeader.SeqID = seqID()
+	obj.reqHeader.PacketType = 0x00
+	//obj.reqHeader.PkgLen1  =
+	//obj.reqHeader.PkgLen2  =
+	obj.reqHeader.Method = KMSG_HISTORYTRANSACTIONDATA
+	//obj.reqHeader.Method = KMSG_MINUTETIMEDATA
+	obj.contentHex = ""
+	return obj
+}
+func (obj *GetHistoryTransactionData) SetParams(req *GetHistoryTransactionDataRequest) {
+	obj.request = req
+}
+
+func (obj *GetHistoryTransactionData) Serialize() ([]byte, error) {
+	obj.reqHeader.PkgLen1 = 0x12
+	obj.reqHeader.PkgLen2 = 0x12
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.reqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.request)
+	b, err := hex.DecodeString(obj.contentHex)
+	buf.Write(b)
+
+	//b, err := hex.DecodeString(obj.contentHex)
+	//buf.Write(b)
+
+	//err = binary.Write(buf, binary.LittleEndian, uint16(len(obj.stocks)))
+
+	return buf.Bytes(), err
+}
+
+func (obj *GetHistoryTransactionData) UnSerialize(header interface{}, data []byte) error {
+	obj.respHeader = header.(*RespHeader)
+
+	pos := 0
+	err := binary.Read(bytes.NewBuffer(data[pos:pos+2]), binary.LittleEndian, &obj.reply.Count)
+	// 跳过4个字节
+	pos += 6
+
+	lastprice := 0
+	for index := uint16(0); index < obj.reply.Count; index++ {
+		ele := HistoryTransactionData{}
+		h, m := gettime(data, &pos)
+		ele.Time = fmt.Sprintf("%02d:%02d", h, m)
+		priceraw := getprice(data, &pos)
+		ele.Vol = getprice(data, &pos)
+		ele.BuyOrSell = getprice(data, &pos)
+		getprice(data, &pos)
+
+		lastprice = lastprice + priceraw
+		ele.Price = float64(lastprice) / baseUnit(string(obj.request.Code[:]))
+		obj.reply.List = append(obj.reply.List, ele)
+	}
+	return err
+}
+
+func (obj *GetHistoryTransactionData) Reply() *GetHistoryTransactionDataReply {
+	return obj.reply
+}

proto/get_index_bars.go

@@ -27,10 +27,10 @@ type GetIndexBarsRequest struct {
 
 type GetIndexBarsReply struct {
 	Count uint16
-	List  []GetIndexBar
+	List  []IndexBar
 }
 
-type GetIndexBar struct {
+type IndexBar struct {
 	Open      float64
 	Close     float64
 	High      float64
@@ -98,7 +98,7 @@ func (obj *GetIndexBars) UnSerialize(header interface{}, data []byte) error {
 	pre_diff_base := 0
 	//lasttime := ""
 	for index := uint16(0); index < obj.reply.Count; index++ {
-		ele := GetIndexBar{}
+		ele := IndexBar{}
 
 		ele.Year, ele.Month, ele.Day, ele.Hour, ele.Minute = getdatetime(int(obj.request.Category), data, &pos)
 

proto/get_minute_time_data.go

@@ -0,0 +1,102 @@
+package proto
+
+// todo API未有效解析
+
+import (
+	"bytes"
+	"encoding/binary"
+	"encoding/hex"
+	"fmt"
+)
+
+type GetMinuteTimeData struct {
+	reqHeader  *ReqHeader
+	respHeader *RespHeader
+	request    *GetMinuteTimeDataRequest
+	reply      *GetMinuteTimeDataReply
+
+	contentHex string
+}
+
+type GetMinuteTimeDataRequest struct {
+	Market uint16
+	Code   [6]byte
+	Date   uint32
+}
+
+type GetMinuteTimeDataReply struct {
+	Count uint16
+	List  []MinuteTimeData
+}
+
+type MinuteTimeData struct {
+	Price float32
+	Vol   int
+}
+
+func NewGetMinuteTimeData() *GetMinuteTimeData {
+	obj := new(GetMinuteTimeData)
+	obj.reqHeader = new(ReqHeader)
+	obj.respHeader = new(RespHeader)
+	obj.request = new(GetMinuteTimeDataRequest)
+	obj.reply = new(GetMinuteTimeDataReply)
+
+	obj.reqHeader.Zip = 0x0c
+	obj.reqHeader.SeqID = seqID()
+	obj.reqHeader.PacketType = 0x00
+	//obj.reqHeader.PkgLen1  =
+	//obj.reqHeader.PkgLen2  =
+	obj.reqHeader.Method = 0x051d
+	//obj.reqHeader.Method = KMSG_MINUTETIMEDATA
+	obj.contentHex = ""
+	return obj
+}
+func (obj *GetMinuteTimeData) SetParams(req *GetMinuteTimeDataRequest) {
+	obj.request = req
+}
+
+func (obj *GetMinuteTimeData) Serialize() ([]byte, error) {
+	obj.reqHeader.PkgLen1 = 0x0e
+	obj.reqHeader.PkgLen2 = 0x0e
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.reqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.request)
+	b, err := hex.DecodeString(obj.contentHex)
+	buf.Write(b)
+
+	//b, err := hex.DecodeString(obj.contentHex)
+	//buf.Write(b)
+
+	//err = binary.Write(buf, binary.LittleEndian, uint16(len(obj.stocks)))
+
+	return buf.Bytes(), err
+}
+
+// 结果数据都是\n,\t分隔的中文字符串，比如查询K线数据，返回的结果字符串就形如
+///“时间\t开盘价\t收盘价\t最高价\t最低价\t成交量\t成交额\n
+///20150519\t4.644000\t4.732000\t4.747000\t4.576000\t146667487\t683638848.000000\n
+///20150520\t4.756000\t4.850000\t4.960000\t4.756000\t353161092\t1722953216.000000”
+func (obj *GetMinuteTimeData) UnSerialize(header interface{}, data []byte) error {
+	obj.respHeader = header.(*RespHeader)
+	fmt.Println(hex.EncodeToString(data))
+	pos := 0
+	err := binary.Read(bytes.NewBuffer(data[pos:pos+2]), binary.LittleEndian, &obj.reply.Count)
+	// 跳过4个字节
+	pos += 6
+
+	lastprice := 0
+	for index := uint16(0); index < obj.reply.Count; index++ {
+		priceraw := getprice(data, &pos)
+		getprice(data, &pos)
+		vol := getprice(data, &pos)
+		lastprice = lastprice + priceraw
+		ele := MinuteTimeData{float32(lastprice) / 100.0, vol}
+		obj.reply.List = append(obj.reply.List, ele)
+	}
+	return err
+}
+
+func (obj *GetMinuteTimeData) Reply() *GetMinuteTimeDataReply {
+	return obj.reply
+}

proto/get_security_bars.go

@@ -27,10 +27,10 @@ type GetSecurityBarsRequest struct {
 
 type GetSecurityBarsReply struct {
 	Count uint16
-	List  []GetSecurityBar
+	List  []SecurityBar
 }
 
-type GetSecurityBar struct {
+type SecurityBar struct {
 	Open     float64
 	Close    float64
 	High     float64
@@ -100,7 +100,7 @@ func (obj *GetSecurityBars) UnSerialize(header interface{}, data []byte) error {
 	pre_diff_base := 0
 
 	for index := uint16(0); index < obj.reply.Count; index++ {
-		ele := GetSecurityBar{}
+		ele := SecurityBar{}
 		ele.Year, ele.Month, ele.Day, ele.Hour, ele.Minute = getdatetime(int(obj.request.Category), data, &pos)
 
 		ele.DateTime = fmt.Sprintf("%d-%02d-%02d %02d:%02d:00", ele.Year, ele.Month, ele.Day, ele.Hour, ele.Minute)

proto/get_transaction_data.go

@@ -0,0 +1,104 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"encoding/hex"
+	"fmt"
+)
+
+type GetTransactionData struct {
+	reqHeader  *ReqHeader
+	respHeader *RespHeader
+	request    *GetTransactionDataRequest
+	reply      *GetTransactionDataReply
+
+	contentHex string
+}
+
+type GetTransactionDataRequest struct {
+	Market uint16
+	Code   [6]byte
+	Start  uint16
+	Count  uint16
+}
+
+type GetTransactionDataReply struct {
+	Count uint16
+	List  []TransactionData
+}
+
+type TransactionData struct {
+	Time      string
+	Price     float64
+	Vol       int
+	Num       int
+	BuyOrSell int
+}
+
+func NewGetTransactionData() *GetTransactionData {
+	obj := new(GetTransactionData)
+	obj.reqHeader = new(ReqHeader)
+	obj.respHeader = new(RespHeader)
+	obj.request = new(GetTransactionDataRequest)
+	obj.reply = new(GetTransactionDataReply)
+
+	obj.reqHeader.Zip = 0x0c
+	obj.reqHeader.SeqID = seqID()
+	obj.reqHeader.PacketType = 0x00
+	//obj.reqHeader.PkgLen1  =
+	//obj.reqHeader.PkgLen2  =
+	obj.reqHeader.Method = KMSG_TRANSACTIONDATA
+	//obj.reqHeader.Method = KMSG_MINUTETIMEDATA
+	obj.contentHex = ""
+	return obj
+}
+func (obj *GetTransactionData) SetParams(req *GetTransactionDataRequest) {
+	obj.request = req
+}
+
+func (obj *GetTransactionData) Serialize() ([]byte, error) {
+	obj.reqHeader.PkgLen1 = 0x0e
+	obj.reqHeader.PkgLen2 = 0x0e
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.reqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.request)
+	b, err := hex.DecodeString(obj.contentHex)
+	buf.Write(b)
+
+	//b, err := hex.DecodeString(obj.contentHex)
+	//buf.Write(b)
+
+	//err = binary.Write(buf, binary.LittleEndian, uint16(len(obj.stocks)))
+
+	return buf.Bytes(), err
+}
+
+func (obj *GetTransactionData) UnSerialize(header interface{}, data []byte) error {
+	obj.respHeader = header.(*RespHeader)
+
+	pos := 0
+	err := binary.Read(bytes.NewBuffer(data[pos:pos+2]), binary.LittleEndian, &obj.reply.Count)
+	pos += 2
+
+	lastprice := 0
+	for index := uint16(0); index < obj.reply.Count; index++ {
+		ele := TransactionData{}
+		hour, minute := gettime(data, &pos)
+		ele.Time = fmt.Sprintf("%02d:%02d", hour, minute)
+		priceraw := getprice(data, &pos)
+		ele.Vol = getprice(data, &pos)
+		ele.Num = getprice(data, &pos)
+		ele.BuyOrSell = getprice(data, &pos)
+		lastprice += priceraw
+		ele.Price = float64(lastprice) / baseUnit(string(obj.request.Code[:]))
+		_ = getprice(data, &pos)
+		obj.reply.List = append(obj.reply.List, ele)
+	}
+	return err
+}
+
+func (obj *GetTransactionData) Reply() *GetTransactionDataReply {
+	return obj.reply
+}

proto/proto.go

@@ -102,34 +102,42 @@ func seqID() uint32 {
 
 // pytdx : 类似utf-8的编码方式保存有符号数字
 func getprice(b []byte, pos *int) int {
-	posbype := 6
+	/*
-	bdata := b[*pos]
+		    0x7f与常量做与运算实质是保留常量（转换为二进制形式）的后7位数，既取值区间为[0,127]
-	intdata := int(bdata & 0x3f)
+		    0x3f与常量做与运算实质是保留常量（转换为二进制形式）的后6位数，既取值区间为[0,63]
 
-	sign := false
+			0x80 1000 0000
-	if (bdata & 0x40) > 0 {
+			0x7f 0111 1111
-		sign = true
+			0x40  100 0000
+			0x3f  011 1111
+	*/
+	posByte := 6
+	bData := b[*pos]
+	data := int(bData & 0x3f)
+	bSign := false
+	if (bData & 0x40) > 0 {
+		bSign = true
 	}
 
-	if (bdata & 0x80) > 0 {
+	if (bData & 0x80) > 0 {
 		for {
 			*pos += 1
-			bdata = b[*pos]
+			bData = b[*pos]
-			intdata += (int(bdata&0x7f) << posbype)
+			data += (int(bData&0x7f) << posByte)
 
-			posbype += 7
+			posByte += 7
 
-			if (bdata & 0x80) <= 0 {
+			if (bData & 0x80) <= 0 {
 				break
 			}
 		}
 	}
-	*pos += 1
+	*pos++
 
-	if sign {
+	if bSign {
-		intdata = -intdata
+		data = -data
 	}
-	return intdata
+	return data
 }
 
 func gettime(b []byte, pos *int) (h uint16, m uint16) {
@@ -278,3 +286,13 @@ func getvolume(ivol int) (volume float64) {
 	volume = dbl_xmm6 + dbl_xmm4 + dbl_xmm3 + dbl_xmm1
 	return
 }
+
+func baseUnit(code string) float64 {
+	c := code[:2]
+	switch c {
+	case "60", "30", "68", "00":
+		return 100.0
+
+	}
+	return 1000.0
+}