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校对了数据，上海的没啥问题，深圳的还不行

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钱纯净
2024-10-24 22:23:06 +08:00
parent 1bdc7ef8e1
commit 9c7923d939
6 changed files with 107 additions and 81 deletions
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76
protocol/model.go
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@@ -3,7 +3,7 @@ package protocol
import (
"errors"
"fmt"
bytes2 "github.com/injoyai/base/bytes"
"strings"
)
var (
@@ -85,27 +85,30 @@ func (securityList) Decode(bs []byte) (*SecurityListResp, error) {
type SecurityQuotesResp []*SecurityQuote
type SecurityQuote struct {
Market uint8 // 市场
Code string // 代码
Active1 uint16 // 活跃度
//Price float64 // 现价
//Close float64 // 昨收
//Open float64 // 开盘
//High float64 // 最高
//Low float64 // 最低
K K //k线
func (this SecurityQuotesResp) String() string {
ls := []string(nil)
for _, v := range this {
ls = append(ls, v.String())
}
return strings.Join(ls, "\n")
}
ServerTime string // 时间
ReversedBytes0 int // 保留(时间 ServerTime)
ReversedBytes1 int // 保留
Vol int // 总量
CurVol int // 现量
Amount float64 // 总金额
SVol int // 内盘
BVol int // 外盘
ReversedBytes2 int // 保留
ReversedBytes3 int // 保留
type SecurityQuote struct {
Exchange Exchange // 市场
Code string // 代码
Active1 uint16 // 活跃度
K K //k线
ServerTime string // 时间
ReversedBytes0 int // 保留(时间 ServerTime)
ReversedBytes1 int // 保留
TotalHand int // 总手（东财的盘口-总手）
Intuition int // 现量（东财的盘口-现量）
Amount float64 // 金额（东财的盘口-金额）
InsideDish int // 内盘（东财的盘口-外盘）（和东财对不上）
OuterDisc int // 外盘（东财的盘口-外盘）（和东财对不上）
ReversedBytes2 int // 保留
ReversedBytes3 int // 保留
BidLevels [5]PriceLevel
AskLevels [5]PriceLevel
Bid1 float64
@@ -138,6 +141,13 @@ type SecurityQuote struct {
Active2 uint16 // 活跃度
}
func (this *SecurityQuote) String() string {
return this.K.String() + fmt.Sprintf(", 总量：%s, 现量：%s, 总金额：%s, 内盘：%s, 外盘：%s",
IntUnitString(this.TotalHand), IntUnitString(this.Intuition), FloatUnitString(this.Amount),
IntUnitString(this.InsideDish), IntUnitString(this.OuterDisc)) + "\n" +
fmt.Sprintf("%#v\n", this)
}
type securityQuote struct{}
func (this securityQuote) Frame(m map[Exchange]string) (*Frame, error) {
@@ -176,34 +186,36 @@ func (this securityQuote) Decode(bs []byte) SecurityQuotesResp {
for i := uint16(0); i < number; i++ {
sec := &SecurityQuote{
Market: bs[0],
Code: string(UTF8ToGBK(bytes2.Reverse(bs[1:7]))),
Active1: Uint16(bs[7:9]),
Exchange: Exchange(bs[0]),
Code: string(UTF8ToGBK(bs[1:7])),
Active1: Uint16(bs[7:9]),
}
bs, sec.K = DecodeK(bs[9:])
bs, sec.ReversedBytes0 = CutInt(bs)
sec.ServerTime = fmt.Sprintf("%d", sec.ReversedBytes0)
bs, sec.ReversedBytes1 = CutInt(bs)
bs, sec.Vol = CutInt(bs)
bs, sec.CurVol = CutInt(bs)
bs, sec.TotalHand = CutInt(bs)
bs, sec.Intuition = CutInt(bs)
sec.Amount = getVolume(Uint32(bs[:4]))
bs, sec.SVol = CutInt(bs[4:])
bs, sec.BVol = CutInt(bs)
bs, sec.InsideDish = CutInt(bs[4:])
bs, sec.OuterDisc = CutInt(bs)
bs, sec.ReversedBytes2 = CutInt(bs)
bs, sec.ReversedBytes3 = CutInt(bs)
var p Price
for i := 0; i < 5; i++ {
bidele := PriceLevel{}
offerele := PriceLevel{}
bs, p = GetPrice(bs)
bidele.Price = p + sec.K.Close
bs, bidele.Vol = CutInt(bs)
sec.BidLevels[i] = bidele
offerele := PriceLevel{}
bs, p = GetPrice(bs)
offerele.Price = p + sec.K.Close
bs, bidele.Vol = CutInt(bs)
bs, offerele.Vol = CutInt(bs)
sec.BidLevels[i] = bidele
sec.AskLevels[i] = offerele
}