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218
protocol/types_price.go
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218
protocol/types_price.go
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@@ -0,0 +1,218 @@
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package protocol
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import (
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"fmt"
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"math"
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)
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// Price 价格,单位分
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type Price int32
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func (this Price) Float64() float64 {
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return float64(this) / 100
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}
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func (this Price) String() string {
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return fmt.Sprintf("%0.2f元", this.Float64())
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}
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type PriceLevel struct {
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Buy bool //买卖
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Price Price //价 想买卖的价格
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Number int //量 想买卖的数量
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}
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type PriceLevels [5]PriceLevel
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func (this PriceLevels) String() string {
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s := ""
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if this[0].Buy {
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for i, v := range this {
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s += fmt.Sprintf("买%d %s %s\n", i+1, v.Price, IntUnitString(v.Number))
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}
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} else {
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for i := 4; i >= 0; i-- {
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s += fmt.Sprintf("卖%d %s %s\n", i+1, this[i].Price, IntUnitString(this[i].Number))
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}
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}
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return s
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}
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// K k线图
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type K struct {
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Last Price //昨天收盘价
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Open Price //今日开盘价
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High Price //今日最高价
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Low Price //今日最低价
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Close Price //今日收盘价
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}
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func (this K) String() string {
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return fmt.Sprintf("昨收:%s, 今开:%s, 最高:%s, 最低:%s, 今收:%s", this.Last, this.Open, this.High, this.Low, this.Close)
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}
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// DecodeK 一般是占用6字节
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func DecodeK(bs []byte) ([]byte, K) {
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k := K{}
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//当日收盘价,一般2字节
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bs, k.Close = GetPrice(bs)
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//前日收盘价,一般1字节
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bs, k.Last = GetPrice(bs)
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k.Last += k.Close
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//当日开盘价,一般1字节
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bs, k.Open = GetPrice(bs)
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k.Open += k.Close
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//当日最高价,一般1字节
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bs, k.High = GetPrice(bs)
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k.High += k.Close
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//当日最低价,一般1字节
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bs, k.Low = GetPrice(bs)
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k.Low += k.Close
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return bs, k
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}
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func GetPrice(bs []byte) ([]byte, Price) {
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for i := range bs {
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if bs[i]&0x80 == 0 {
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return bs[i+1:], getPrice(bs[:i+1])
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}
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}
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return bs, 0
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}
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/*
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字节的第一位表示后续是否有数据(字节)
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第一字节 的第二位表示正负 1负0正 有效数据为后6位
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后续字节 的有效数据为后7位
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最大长度未知
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0x20说明有后续数据
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*/
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func getPrice(bs []byte) (data Price) {
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for i := range bs {
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switch i {
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case 0:
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//取后6位
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data += Price(int32(bs[0] & 0x3F))
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default:
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//取后7位
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data += Price(int32(bs[i]&0x7F) << uint8(6+(i-1)*7))
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}
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//判断是否有后续数据
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if bs[i]&0x80 == 0 {
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break
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}
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}
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//第一字节的第二位为1表示为负数
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if len(bs) > 0 && bs[0]&0x40 > 0 {
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data = -data
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}
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return
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}
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func CutInt(bs []byte) ([]byte, int) {
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for i := range bs {
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if bs[i]&0x80 == 0 {
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return bs[i+1:], getData(bs[:i+1])
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}
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}
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return bs, 0
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}
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func getData(bs []byte) (data int) {
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for i := range bs {
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switch i {
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case 0:
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//取后6位
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data += int(bs[0] & 0x3F)
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default:
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//取后7位
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data += int(bs[i]&0x7F) << uint8(6+(i-1)*7)
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}
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//判断是否有后续数据
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if bs[i]&0x80 == 0 {
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break
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}
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}
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//第一字节的第二位为1表示为负数
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if len(bs) > 0 && bs[0]&0x40 > 0 {
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data = -data
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}
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return
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}
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func getVolume(ivol uint32) (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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