package proto import ( "bytes" "encoding/binary" "math" "sync/atomic" "time" ) 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_SECURITYBARS = 0x052d // 股票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 ) 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 ) 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 } // pytdx : 类似utf-8的编码方式保存有符号数字 func getprice(b []byte, pos *int) int { /* 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] 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] 0x80 1000 0000 0x7f 0111 1111 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 { for { *pos += 1 bData = b[*pos] data += (int(bData&0x7f) << posByte) posByte += 7 if (bData & 0x80) <= 0 { break } } } *pos++ if bSign { data = -data } return data } func gettime(b []byte, pos *int) (h uint16, m uint16) { var sec uint16 binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &sec) h = sec / 60 m = sec % 60 (*pos) += 2 return } func getdatetime(category int, b []byte, pos *int) (year int, month int, day int, hour int, minute int) { hour = 15 if category < 4 || category == 7 || category == 8 { var zipday, tminutes uint16 binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &zipday) (*pos) += 2 binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &tminutes) (*pos) += 2 year = int((zipday >> 11) + 2004) month = int((zipday % 2048) / 100) day = int((zipday % 2048) % 100) hour = int(tminutes / 60) minute = int(tminutes % 60) } else { var zipday uint32 binary.Read(bytes.NewBuffer(b[*pos:*pos+4]), binary.LittleEndian, &zipday) (*pos) += 4 year = int(zipday / 10000) month = int((zipday % 10000) / 100) day = int(zipday % 100) } return } func getdatetimenow(category int, lasttime string) (year int, month int, day int, hour int, minute int) { utime, _ := time.Parse("2006-01-02 15:04:05", lasttime) switch category { case KLINE_TYPE_5MIN: utime = utime.Add(time.Minute * 5) case KLINE_TYPE_15MIN: utime = utime.Add(time.Minute * 15) case KLINE_TYPE_30MIN: utime = utime.Add(time.Minute * 30) case KLINE_TYPE_1HOUR: utime = utime.Add(time.Hour) case KLINE_TYPE_DAILY: utime = utime.AddDate(0, 0, 1) case KLINE_TYPE_WEEKLY: utime = utime.Add(time.Hour * 24 * 7) case KLINE_TYPE_MONTHLY: utime = utime.AddDate(0, 1, 0) case KLINE_TYPE_EXHQ_1MIN: utime = utime.Add(time.Minute) case KLINE_TYPE_1MIN: utime = utime.Add(time.Minute) case KLINE_TYPE_RI_K: utime = utime.AddDate(0, 0, 1) case KLINE_TYPE_3MONTH: utime = utime.AddDate(0, 3, 0) case KLINE_TYPE_YEARLY: utime = utime.AddDate(1, 0, 0) } if category < 4 || category == 7 || category == 8 { if (utime.Hour() >= 15 && utime.Minute() > 0) || (utime.Hour() > 15) { utime = utime.AddDate(0, 0, 1) utime = utime.Add(time.Minute * 30) hour = (utime.Hour() + 18) % 24 } else { hour = utime.Hour() } minute = utime.Minute() } else { if utime.Unix() > time.Now().Unix() { utime = time.Now() } hour = utime.Hour() minute = utime.Minute() if utime.Hour() > 15 { hour = 15 minute = 0 } } year = utime.Year() month = int(utime.Month()) day = utime.Day() return } func getvolume(ivol int) (volume float64) { logpoint := ivol >> (8 * 3) //hheax := ivol >> (8 * 3) // [3] hleax := (ivol >> (8 * 2)) & 0xff // [2] lheax := (ivol >> 8) & 0xff //[1] lleax := ivol & 0xff //[0] //dbl_1 := 1.0 //dbl_2 := 2.0 //dbl_128 := 128.0 dwEcx := logpoint*2 - 0x7f dwEdx := logpoint*2 - 0x86 dwEsi := logpoint*2 - 0x8e dwEax := logpoint*2 - 0x96 tmpEax := dwEcx if dwEcx < 0 { tmpEax = -dwEcx } else { tmpEax = dwEcx } dbl_xmm6 := 0.0 dbl_xmm6 = math.Pow(2.0, float64(tmpEax)) if dwEcx < 0 { dbl_xmm6 = 1.0 / dbl_xmm6 } dbl_xmm4 := 0.0 dbl_xmm0 := 0.0 if hleax > 0x80 { tmpdbl_xmm3 := 0.0 //tmpdbl_xmm1 := 0.0 dwtmpeax := dwEdx + 1 tmpdbl_xmm3 = math.Pow(2.0, float64(dwtmpeax)) dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * 128.0 dbl_xmm0 += float64(hleax&0x7f) * tmpdbl_xmm3 dbl_xmm4 = dbl_xmm0 } else { if dwEdx >= 0 { dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * float64(hleax) } else { dbl_xmm0 = (1 / math.Pow(2.0, float64(dwEdx))) * float64(hleax) } dbl_xmm4 = dbl_xmm0 } dbl_xmm3 := math.Pow(2.0, float64(dwEsi)) * float64(lheax) dbl_xmm1 := math.Pow(2.0, float64(dwEax)) * float64(lleax) if (hleax & 0x80) > 0 { dbl_xmm3 *= 2.0 dbl_xmm1 *= 2.0 } volume = dbl_xmm6 + dbl_xmm4 + dbl_xmm3 + dbl_xmm1 return } func baseUnit(code string) float64 { switch code[:2] { case "60", "30", "68", "00": return 100.0 default: return 1000.0 } }