init

2025-11-21 02:45:33 +08:00 · 2022-05-08 22:41:43 +08:00
parent bd44e60cf4
commit ab01ec7539
10 changed files with 530 additions and 0 deletions
--- a/client.go
+++ b/client.go
@@ -0,0 +1,140 @@
+package gotdx
+
+import (
+	"bytes"
+	"compress/zlib"
+	"encoding/binary"
+	"gotdx/proto"
+	"io"
+	"log"
+	"net"
+	"strconv"
+	"strings"
+)
+
+type Client struct {
+	conn     net.Conn
+	opt      *Opt
+	complete chan bool
+	sending  chan bool
+}
+
+type Opt struct {
+	Host          string
+	Port          int
+	MaxRetryTimes int
+}
+
+func NewClient(opt *Opt) *Client {
+	client := &Client{}
+	if opt.MaxRetryTimes <= 0 {
+		opt.MaxRetryTimes = DefaultRetryTimes
+	}
+
+	client.opt = opt
+	client.sending = make(chan bool, 1)
+	client.complete = make(chan bool, 1)
+
+	return client
+}
+
+func (client *Client) connect() error {
+	addr := strings.Join([]string{client.opt.Host, strconv.Itoa(client.opt.Port)}, ":")
+	conn, err := net.Dial("tcp", addr)
+	if err != nil {
+		return err
+	}
+	client.conn = conn
+	return err
+}
+
+func (client *Client) do(msg proto.Msg) error {
+	sendData, err := msg.Serialize()
+	if err != nil {
+		return err
+	}
+
+	retryTimes := 0
+
+	for {
+		n, err := client.conn.Write(sendData)
+		if n < len(sendData) {
+			retryTimes++
+			if retryTimes <= client.opt.MaxRetryTimes {
+				log.Printf("第%d次重试\n", retryTimes)
+			} else {
+				return err
+			}
+		} else {
+			if err != nil {
+				return err
+			}
+			break
+		}
+	}
+
+	headerBytes := make([]byte, proto.MessageHeaderBytes)
+	_, err = io.ReadFull(client.conn, headerBytes)
+	if err != nil {
+		return err
+	}
+
+	headerBuf := bytes.NewReader(headerBytes)
+	var header proto.RespHeader
+	if err := binary.Read(headerBuf, binary.LittleEndian, &header); err != nil {
+		return err
+	}
+
+	if header.ZipSize > proto.MessageMaxBytes {
+		log.Printf("msgData has bytes(%d) beyond max %d\n", header.ZipSize, proto.MessageMaxBytes)
+		return ErrBadData
+	}
+
+	msgData := make([]byte, header.ZipSize)
+	_, err = io.ReadFull(client.conn, msgData)
+	if err != nil {
+		return err
+	}
+
+	var out bytes.Buffer
+	if header.ZipSize != header.UnZipSize {
+		b := bytes.NewReader(msgData)
+		r, _ := zlib.NewReader(b)
+		io.Copy(&out, r)
+		err = msg.UnSerialize(header, out.Bytes())
+	} else {
+		err = msg.UnSerialize(header, msgData)
+	}
+
+	return err
+}
+
+// Connect 连接券商行情服务器
+func (client *Client) Connect() (*proto.Hello1Reply, error) {
+	err := client.connect()
+	if err != nil {
+		return nil, err
+	}
+	obj := proto.NewHello1()
+	err = client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply, err
+}
+
+// Disconnect 断开服务器
+func (client *Client) Disconnect() error {
+	return client.conn.Close()
+}
+
+// GetSecurityCount 获取指定市场内的证券数目
+func (client *Client) GetSecurityCount(market uint16) (*proto.SecurityCountReply, error) {
+	obj := proto.NewSecurityCount()
+	obj.SetParams(market)
+	err := client.do(obj)
+	if err != nil {
+		return nil, err
+	}
+	return obj.Reply, err
+}
--- a/client_test.go
+++ b/client_test.go
@@ -0,0 +1,54 @@
+package gotdx
+
+import (
+	"fmt"
+	"testing"
+)
+
+var opt = &Opt{
+	Host: "119.147.212.81",
+	//Host: "58.63.254.191",
+	//Host: "218.16.117.138",
+	//Host: "222.85.139.177",
+	Port: 7709,
+}
+
+func prepare() *Client {
+	api := NewClient(opt)
+	r, err := api.Connect()
+	if err != nil {
+		fmt.Println(err)
+	}
+	fmt.Println(r)
+	return api
+}
+
+func Test_tdx_Connect(t *testing.T) {
+	api := NewClient(opt)
+	reply, err := api.Connect()
+	if err != nil {
+		fmt.Println(err)
+	}
+	fmt.Println(reply)
+
+	_ = api.Disconnect()
+
+}
+
+func Test_tdx_GetSecurityCount(t *testing.T) {
+	api := prepare()
+	reply, err := api.GetSecurityCount(MarketSh)
+	if err != nil {
+		fmt.Println(err)
+	}
+	fmt.Println(reply)
+
+	reply, err = api.GetSecurityCount(MarketSz)
+	if err != nil {
+		fmt.Println(err)
+	}
+	fmt.Println(reply)
+
+	_ = api.Disconnect()
+
+}
--- a/constants.go
+++ b/constants.go
@@ -0,0 +1,32 @@
+package gotdx
+
+import "errors"
+
+const (
+	MarketSz = 0 // 深圳
+	MarketSh = 1 // 上海
+	MarketBj = 2 // 北京
+)
+
+const (
+	KLINE_TYPE_5MIN      = 0  // 5 分钟K 线
+	KLINE_TYPE_15MIN     = 1  // 15 分钟K 线
+	KLINE_TYPE_30MIN     = 2  // 30 分钟K 线
+	KLINE_TYPE_1HOUR     = 3  // 1 小时K 线
+	KLINE_TYPE_DAILY     = 4  // 日K 线
+	KLINE_TYPE_WEEKLY    = 5  // 周K 线
+	KLINE_TYPE_MONTHLY   = 6  // 月K 线
+	KLINE_TYPE_EXHQ_1MIN = 7  //  1 分钟
+	KLINE_TYPE_1MIN      = 8  // 1 分钟K 线
+	KLINE_TYPE_RI_K      = 9  // 日K 线
+	KLINE_TYPE_3MONTH    = 10 // 季K 线
+	KLINE_TYPE_YEARLY    = 11 // 年K 线
+)
+
+const (
+	DefaultRetryTimes = 3 // 重试次数
+)
+
+var (
+	ErrBadData = errors.New("more than 8M data")
+)
--- a/docs/TdxProtocol.md
+++ b/docs/TdxProtocol.md
@@ -0,0 +1,52 @@
+
+API
+
+```
+头部数据包含 流水号、命令字、包类型、压缩包类型、包长度、数据长度、数据内容
+响应数据包含 流水号、命令字、包类型、压缩包类型、包长度、数据长度、数据内容
+```
+
+解析
+```
+通过协议头的解析，获取长度、获取数据，数据解压成标准的byte数据，二次封装为标准对象。
+数据的格式是 小端在前的GBK格式。
+根据 命令字 以及流水号 实现多线程异步处理，命令字可知道是什么请求，流水号可以进行业务处理。
+压缩包的解压方式为 Inflater 类解压响应内容会携带通达信标准协议字段，用来区分协议的类型。
+
+```
+
+连接
+```
+socket连接上后需要进行2次连接
+发送内容为监听招商证券的连接的二进制数据
+连接成功后需要发送心跳连接（用来判断连接是否正常）
+```
+
+
+通信
+```
+正式建立连接后可以通信，可以建立多个socket同时通信
+socket的端口和地址 在通达信的主站行情中可以获取命令字
+```
+
+
+```
+public int LOGIN_ONE                            = 0x000d;//第一次登录
+public int LOGIN_TWO                            = 0x0fdb;//第二次登录
+public int HEART                                = 0x0004;//心跳维持
+public int STOCK_COUNT                          = 0x044e;//股票数目
+public int STOCK_LIST                           = 0x0450;//股票列表
+public int KMINUTE                              = 0x0537;//当天分时K线
+public int KMINUTE_OLD                          = 0x0fb4;//指定日期分时K线
+public int KLINE                                = 0x052d;//股票K线
+public int BIDD                                 = 0x056a;//当日的竞价
+public int QUOTE                                = 0x053e;//实时五笔报价
+public int QUOTE_SORT                           = 0x053e;//沪深排序
+public int TRANSACTION                          = 0x0fc5;//分笔成交明细
+public int TRANSACTION_OLD                      = 0x0fb5;//历史分笔成交明细
+public int FINANCE                              = 0x0010;//财务数据
+public int COMPANY                              = 0x02d0;//公司数据  F10
+public int EXDIVIDEND                           = 0x000f;//除权除息
+public int FILE_DIRECTORY                       = 0x02cf;//公司文件目录
+public int FILE_CONTENT                         = 0x02d0;//公司文件内容
+```
--- a/go.mod
+++ b/go.mod
@@ -0,0 +1,5 @@
+module gotdx
+
+go 1.18
+
+require golang.org/x/text v0.3.7
--- a/proto/get_security_count.go
+++ b/proto/get_security_count.go
@@ -0,0 +1,61 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+)
+
+// SecurityCount
+type SecurityCount struct {
+	ReqHeader
+	content []byte
+	Reply   *SecurityCountReply
+
+	market uint16
+}
+
+type SecurityCountReply struct {
+	Count uint16
+}
+
+func NewSecurityCount() *SecurityCount {
+	obj := &SecurityCount{}
+	obj.Reply = new(SecurityCountReply)
+	obj.Zip = 0x0c
+	obj.SeqID = seqID()
+	obj.PacketType = 0x01
+	obj.Method = KMSG_SECURITYCOUNT
+	obj.content = []byte{0x75, 0xc7, 0x33, 0x01}
+	return obj
+}
+func (obj *SecurityCount) SetParams(market uint16) {
+	obj.market = market
+}
+
+func (obj *SecurityCount) Serialize() ([]byte, error) {
+	obj.PkgLen1 = 2 + uint16(len(obj.content)) + 2
+	obj.PkgLen2 = 2 + uint16(len(obj.content)) + 2
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.ReqHeader)
+	err = binary.Write(buf, binary.LittleEndian, obj.market)
+	buf.Write(obj.content)
+	return buf.Bytes(), err
+}
+
+/*
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                                                                   年月日              年月日
+*/
+func (obj *SecurityCount) UnSerialize(header interface{}, data []byte) error {
+	//serverInfo := utils.Utf8ToGbk(data[58:])
+	//fmt.Println(fmt.Sprintf("服务器:%s;", serverInfo))
+	//fmt.Println(hex.EncodeToString(data))
+	//obj.Reply.Info = serverInfo
+
+	//var tmp uint16
+	//bytesBuffer := bytes.NewBuffer(data)
+	//err := binary.Write(bytesBuffer, binary.LittleEndian, &tmp)
+	//binary.LittleEndian.Uint16(data)
+	obj.Reply.Count = binary.LittleEndian.Uint16(data[:2])
+	return nil
+}
--- a/proto/hello1.go
+++ b/proto/hello1.go
@@ -0,0 +1,51 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"gotdx/utils"
+)
+
+// Hello1 创建握手消息1
+type Hello1 struct {
+	ReqHeader
+	content []byte
+	Reply   *Hello1Reply
+}
+type Hello1Reply struct {
+	Info       string
+	serverTime string
+}
+
+func NewHello1() *Hello1 {
+	obj := &Hello1{}
+	obj.Reply = new(Hello1Reply)
+	obj.Zip = 0x0c
+	obj.SeqID = seqID()
+	obj.PacketType = 0x01
+	obj.Method = KMSG_CMD1
+	obj.content = []byte{0x01}
+	return obj
+}
+
+func (obj *Hello1) Serialize() ([]byte, error) {
+	obj.PkgLen1 = 2 + uint16(len(obj.content))
+	obj.PkgLen2 = 2 + uint16(len(obj.content))
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.ReqHeader)
+	buf.Write(obj.content)
+	return buf.Bytes(), err
+}
+
+/*
+00e60708051 50 f0 00 d3 a02b2020c03840384038403840384033a02b2020c0384038403840384038403 00 5a8a3401 f94a0100 5a8a3401 fd4a0100ff00e 700000101013f
+            分  时    秒                                                                      日期
+*/
+func (obj *Hello1) UnSerialize(header interface{}, data []byte) error {
+	serverInfo := utils.Utf8ToGbk(data[68:])
+	//fmt.Println(fmt.Sprintf("服务器:%s;", serverInfo))
+	//fmt.Println(hex.EncodeToString(data))
+	obj.Reply.Info = serverInfo
+	return nil
+}
--- a/proto/hello2.go
+++ b/proto/hello2.go
@@ -0,0 +1,50 @@
+package proto
+
+import (
+	"bytes"
+	"encoding/binary"
+	"gotdx/utils"
+)
+
+// Hello2 创建握手消息2
+type Hello2 struct {
+	ReqHeader
+	content []byte
+	Reply   *Hello2Reply
+}
+type Hello2Reply struct {
+	Info       string
+	serverTime string
+}
+
+func NewHello2() *Hello2 {
+	obj := &Hello2{}
+	obj.Reply = new(Hello2Reply)
+	obj.Zip = 0x0c
+	obj.SeqID = seqID()
+	obj.PacketType = 0x01
+	obj.Method = KMSG_CMD2
+	obj.content = []byte{0xd5, 0xd0, 0xc9, 0xcc, 0xd6, 0xa4, 0xa8, 0xaf, 0x00, 0x00, 0x00, 0x8f, 0xc2, 0x25, 0x40, 0x13, 0x00, 0x00, 0xd5, 0x00, 0xc9, 0xcc, 0xbd, 0xf0, 0xd7, 0xea, 0x00, 0x00, 0x00, 0x02}
+	return obj
+}
+
+func (obj *Hello2) Serialize() ([]byte, error) {
+	obj.PkgLen1 = 2 + uint16(len(obj.content))
+	obj.PkgLen2 = 2 + uint16(len(obj.content))
+
+	buf := new(bytes.Buffer)
+	err := binary.Write(buf, binary.LittleEndian, obj.ReqHeader)
+	buf.Write(obj.content)
+	return buf.Bytes(), err
+}
+
+/*
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                                                                   年月日              年月日
+*/
+func (obj *Hello2) UnSerialize(header interface{}, data []byte) error {
+	serverInfo := utils.Utf8ToGbk(data[58:])
+	//fmt.Println(fmt.Sprintf("服务器:%s;", serverInfo))
+	//fmt.Println(hex.EncodeToString(data))
+	obj.Reply.Info = serverInfo
+	return nil
+}
--- a/proto/proto.go
+++ b/proto/proto.go
@@ -0,0 +1,65 @@
+package proto
+
+import "sync/atomic"
+
+const (
+	MessageHeaderBytes = 0x10
+	MessageMaxBytes    = 1 << 15
+)
+
+const (
+	KMSG_CMD1                   = 0x000d // 建立链接
+	KMSG_CMD2                   = 0x0fdb // 建立链接
+	KMSG_PING                   = 0x0015 // 测试连接
+	KMSG_HEARTBEAT              = 0xFFFF // 心跳(自定义)
+	KMSG_SECURITYCOUNT          = 0x044e // 证券数量
+	KMSG_BLOCKINFOMETA          = 0x02c5 // 板块文件信息
+	KMSG_BLOCKINFO              = 0x06b9 // 板块文件
+	KMSG_COMPANYCATEGORY        = 0x02cf // 公司信息文件信息
+	KMSG_COMPANYCONTENT         = 0x02d0 // 公司信息描述
+	KMSG_FINANCEINFO            = 0x0010 // 财务信息
+	KMSG_HISTORYMINUTETIMEDATE  = 0x0fb4 // 历史分时信息
+	KMSG_HISTORYTRANSACTIONDATA = 0x0fb5 // 历史分笔成交信息
+	KMSG_INDEXBARS              = 0x052d // 指数K线
+	KMSG_MINUTETIMEDATA         = 0x0537 // 分时数据
+	KMSG_SECURITYLIST           = 0x0450 // 证券列表
+	KMSG_SECURITYQUOTES         = 0x053e // 行情信息
+	KMSG_TRANSACTIONDATA        = 0x0fc5 // 分笔成交信息
+	KMSG_XDXRINFO               = 0x000f // 除权除息信息
+)
+
+type Msg interface {
+	Serialize() ([]byte, error)
+	UnSerialize(head interface{}, in []byte) error
+}
+
+var _seqId uint32
+
+/*
+0c 02000000 00 1c00 1c00 2d05 0100363030303030080001000000140000000000000000000000
+0c 02189300 01 0300 0300 0d00 01
+0c 00000000 00 0200 0200 1500
+*/
+type ReqHeader struct {
+	Zip        uint8  // ZipFlag
+	SeqID      uint32 // 请求编号
+	PacketType uint8
+	PkgLen1    uint16
+	PkgLen2    uint16
+	Method     uint16 // method 请求方法
+}
+
+type RespHeader struct {
+	I1        uint32
+	I2        uint8
+	SeqID     uint32 // 请求编号
+	I3        uint8
+	Method    uint16 // method
+	ZipSize   uint16 // 长度
+	UnZipSize uint16 // 未压缩长度
+}
+
+func seqID() uint32 {
+	atomic.AddUint32(&_seqId, 1)
+	return _seqId
+}
--- a/utils/strings.go
+++ b/utils/strings.go
@@ -0,0 +1,20 @@
+package utils
+
+import (
+	"bytes"
+	"golang.org/x/text/encoding/simplifiedchinese"
+	"golang.org/x/text/transform"
+	"io/ioutil"
+	"strings"
+)
+
+func Utf8ToGbk(text []byte) string {
+
+	r := bytes.NewReader(text)
+
+	decoder := transform.NewReader(r, simplifiedchinese.GBK.NewDecoder()) //GB18030
+
+	content, _ := ioutil.ReadAll(decoder)
+
+	return strings.ReplaceAll(string(content), string([]byte{0x00}), "")
+}