mirror of
https://github.com/bensema/gotdx.git
synced 2025-11-21 02:45:33 +08:00
280 lines
6.6 KiB
Go
280 lines
6.6 KiB
Go
package proto
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import (
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"bytes"
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"encoding/binary"
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"math"
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"sync/atomic"
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"time"
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)
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const (
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MessageHeaderBytes = 0x10
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MessageMaxBytes = 1 << 15
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)
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const (
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KMSG_CMD1 = 0x000d // 建立链接
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KMSG_CMD2 = 0x0fdb // 建立链接
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KMSG_PING = 0x0015 // 测试连接
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KMSG_HEARTBEAT = 0xFFFF // 心跳(自定义)
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KMSG_SECURITYCOUNT = 0x044e // 证券数量
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KMSG_BLOCKINFOMETA = 0x02c5 // 板块文件信息
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KMSG_BLOCKINFO = 0x06b9 // 板块文件
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KMSG_COMPANYCATEGORY = 0x02cf // 公司信息文件信息
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KMSG_COMPANYCONTENT = 0x02d0 // 公司信息描述
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KMSG_FINANCEINFO = 0x0010 // 财务信息
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KMSG_HISTORYMINUTETIMEDATE = 0x0fb4 // 历史分时信息
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KMSG_HISTORYTRANSACTIONDATA = 0x0fb5 // 历史分笔成交信息
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KMSG_INDEXBARS = 0x052d // 指数K线
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KMSG_MINUTETIMEDATA = 0x0537 // 分时数据
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KMSG_SECURITYLIST = 0x0450 // 证券列表
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KMSG_SECURITYQUOTES = 0x053e // 行情信息
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KMSG_TRANSACTIONDATA = 0x0fc5 // 分笔成交信息
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KMSG_XDXRINFO = 0x000f // 除权除息信息
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/*
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K线种类
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# K 线种类
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# 0 - 5 分钟K 线
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# 1 - 15 分钟K 线
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# 2 - 30 分钟K 线
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# 3 - 1 小时K 线
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# 4 - 日K 线
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# 5 - 周K 线
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# 6 - 月K 线
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# 7 - 1 分钟
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# 8 - 1 分钟K 线
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# 9 - 日K 线
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# 10 - 季K 线
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# 11 - 年K 线
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*/
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KLINE_TYPE_5MIN = 0
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KLINE_TYPE_15MIN = 1
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KLINE_TYPE_30MIN = 2
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KLINE_TYPE_1HOUR = 3
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KLINE_TYPE_DAILY = 4
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KLINE_TYPE_WEEKLY = 5
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KLINE_TYPE_MONTHLY = 6
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KLINE_TYPE_EXHQ_1MIN = 7
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KLINE_TYPE_1MIN = 8
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KLINE_TYPE_RI_K = 9
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KLINE_TYPE_3MONTH = 10
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KLINE_TYPE_YEARLY = 11
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)
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type Msg interface {
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Serialize() ([]byte, error)
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UnSerialize(head interface{}, in []byte) error
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}
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var _seqId uint32
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/*
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0c 02000000 00 1c00 1c00 2d05 0100363030303030080001000000140000000000000000000000
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0c 02189300 01 0300 0300 0d00 01
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0c 00000000 00 0200 0200 1500
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*/
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type ReqHeader struct {
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Zip uint8 // ZipFlag
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SeqID uint32 // 请求编号
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PacketType uint8
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PkgLen1 uint16
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PkgLen2 uint16
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Method uint16 // method 请求方法
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}
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type RespHeader struct {
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I1 uint32
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I2 uint8
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SeqID uint32 // 请求编号
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I3 uint8
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Method uint16 // method
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ZipSize uint16 // 长度
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UnZipSize uint16 // 未压缩长度
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}
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func seqID() uint32 {
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atomic.AddUint32(&_seqId, 1)
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return _seqId
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}
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// pytdx : 类似utf-8的编码方式保存有符号数字
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func getprice(b []byte, pos *int) int {
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posbype := 6
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bdata := b[*pos]
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intdata := int(bdata & 0x3f)
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sign := false
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if (bdata & 0x40) > 0 {
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sign = true
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}
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if (bdata & 0x80) > 0 {
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for {
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*pos += 1
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bdata = b[*pos]
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intdata += (int(bdata&0x7f) << posbype)
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posbype += 7
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if (bdata & 0x80) <= 0 {
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break
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}
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}
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}
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*pos += 1
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if sign {
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intdata = -intdata
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}
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return intdata
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}
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func gettime(b []byte, pos *int) (h uint16, m uint16) {
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var sec uint16
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binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &sec)
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h = sec / 60
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m = sec % 60
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(*pos) += 2
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return
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}
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func getdatetime(category int, b []byte, pos *int) (year int, month int, day int, hour int, minute int) {
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hour = 15
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if category < 4 || category == 7 || category == 8 {
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var zipday, tminutes uint16
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binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &zipday)
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(*pos) += 2
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binary.Read(bytes.NewBuffer(b[*pos:*pos+2]), binary.LittleEndian, &tminutes)
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(*pos) += 2
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year = int((zipday >> 11) + 2004)
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month = int((zipday % 2048) / 100)
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day = int((zipday % 2048) % 100)
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hour = int(tminutes / 60)
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minute = int(tminutes % 60)
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} else {
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var zipday uint32
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binary.Read(bytes.NewBuffer(b[*pos:*pos+4]), binary.LittleEndian, &zipday)
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(*pos) += 4
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year = int(zipday / 10000)
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month = int((zipday % 10000) / 100)
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day = int(zipday % 100)
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}
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return
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}
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func getdatetimenow(category int, lasttime string) (year int, month int, day int, hour int, minute int) {
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utime, _ := time.Parse("2006-01-02 15:04:05", lasttime)
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switch category {
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case KLINE_TYPE_5MIN:
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utime = utime.Add(time.Minute * 5)
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case KLINE_TYPE_15MIN:
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utime = utime.Add(time.Minute * 15)
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case KLINE_TYPE_30MIN:
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utime = utime.Add(time.Minute * 30)
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case KLINE_TYPE_1HOUR:
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utime = utime.Add(time.Hour)
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case KLINE_TYPE_DAILY:
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utime = utime.AddDate(0, 0, 1)
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case KLINE_TYPE_WEEKLY:
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utime = utime.Add(time.Hour * 24 * 7)
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case KLINE_TYPE_MONTHLY:
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utime = utime.AddDate(0, 1, 0)
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case KLINE_TYPE_EXHQ_1MIN:
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utime = utime.Add(time.Minute)
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case KLINE_TYPE_1MIN:
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utime = utime.Add(time.Minute)
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case KLINE_TYPE_RI_K:
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utime = utime.AddDate(0, 0, 1)
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case KLINE_TYPE_3MONTH:
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utime = utime.AddDate(0, 3, 0)
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case KLINE_TYPE_YEARLY:
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utime = utime.AddDate(1, 0, 0)
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}
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if category < 4 || category == 7 || category == 8 {
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if (utime.Hour() >= 15 && utime.Minute() > 0) || (utime.Hour() > 15) {
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utime = utime.AddDate(0, 0, 1)
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utime = utime.Add(time.Minute * 30)
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hour = (utime.Hour() + 18) % 24
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} else {
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hour = utime.Hour()
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}
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minute = utime.Minute()
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} else {
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if utime.Unix() > time.Now().Unix() {
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utime = time.Now()
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}
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hour = utime.Hour()
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minute = utime.Minute()
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if utime.Hour() > 15 {
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hour = 15
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minute = 0
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}
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}
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year = utime.Year()
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month = int(utime.Month())
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day = utime.Day()
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return
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}
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func getvolume(ivol int) (volume float64) {
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logpoint := ivol >> (8 * 3)
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//hheax := ivol >> (8 * 3) // [3]
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hleax := (ivol >> (8 * 2)) & 0xff // [2]
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lheax := (ivol >> 8) & 0xff //[1]
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lleax := ivol & 0xff //[0]
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//dbl_1 := 1.0
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//dbl_2 := 2.0
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//dbl_128 := 128.0
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dwEcx := logpoint*2 - 0x7f
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dwEdx := logpoint*2 - 0x86
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dwEsi := logpoint*2 - 0x8e
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dwEax := logpoint*2 - 0x96
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tmpEax := dwEcx
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if dwEcx < 0 {
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tmpEax = -dwEcx
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} else {
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tmpEax = dwEcx
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}
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dbl_xmm6 := 0.0
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dbl_xmm6 = math.Pow(2.0, float64(tmpEax))
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if dwEcx < 0 {
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dbl_xmm6 = 1.0 / dbl_xmm6
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}
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dbl_xmm4 := 0.0
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dbl_xmm0 := 0.0
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if hleax > 0x80 {
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tmpdbl_xmm3 := 0.0
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//tmpdbl_xmm1 := 0.0
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dwtmpeax := dwEdx + 1
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tmpdbl_xmm3 = math.Pow(2.0, float64(dwtmpeax))
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dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * 128.0
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dbl_xmm0 += float64(hleax&0x7f) * tmpdbl_xmm3
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dbl_xmm4 = dbl_xmm0
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} else {
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if dwEdx >= 0 {
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dbl_xmm0 = math.Pow(2.0, float64(dwEdx)) * float64(hleax)
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} else {
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dbl_xmm0 = (1 / math.Pow(2.0, float64(dwEdx))) * float64(hleax)
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}
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dbl_xmm4 = dbl_xmm0
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}
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dbl_xmm3 := math.Pow(2.0, float64(dwEsi)) * float64(lheax)
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dbl_xmm1 := math.Pow(2.0, float64(dwEax)) * float64(lleax)
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if (hleax & 0x80) > 0 {
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dbl_xmm3 *= 2.0
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dbl_xmm1 *= 2.0
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}
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volume = dbl_xmm6 + dbl_xmm4 + dbl_xmm3 + dbl_xmm1
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return
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}
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