解析了5档价格，还未和实际校对

client.go

@@ -13,35 +13,41 @@ import (
 )
 
 // Dial 与服务器建立连接
-func Dial(addr string, op ...client.Option) (*Client, error) {
+func Dial(addr string, op ...client.Option) (cli *Client, err error) {
-	c, err := dial.TCP(addr, func(c *client.Client) {
+
+	cli = &Client{
+		w: wait.New(time.Second * 2),
+	}
+
+	cli.c, err = dial.TCP(addr, func(c *client.Client) {
 		c.Logger.WithHEX() //以HEX显示
 		c.SetOption(op...) //自定义选项
 		//c.Event.OnReadFrom = protocol.ReadFrom     //分包
-		c.Event.OnDealMessage = handlerDealMessage //处理分包数据
+		c.Event.OnDealMessage = cli.handlerDealMessage //处理分包数据
 	})
 	if err != nil {
 		return nil, err
 	}
 
-	go c.Run()
+	go cli.c.Run()
-
-	cli := &Client{
-		c: c,
-		w: wait.New(time.Second * 2),
-	}
 
 	err = cli.connect()
 	if err != nil {
-		c.Close()
+		cli.c.Close()
 		return nil, err
 	}
 
 	return cli, err
 }
 
+type Client struct {
+	c     *client.Client
+	w     *wait.Entity
+	msgID uint32
+}
+
 // handlerDealMessage 处理服务器响应的数据
-func handlerDealMessage(c *client.Client, msg ios.Acker) {
+func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
 
 	f, err := protocol.Decode(msg.Payload())
 	if err != nil {
@@ -49,14 +55,18 @@ func handlerDealMessage(c *client.Client, msg ios.Acker) {
 		return
 	}
 
-	_ = f
+	logs.Debug(f.Type)
+	switch f.Type {
+	case protocol.TypeSecurityQuote:
+		resp := protocol.MSecurityQuote.Decode(f.Data)
+		logs.Debug(resp)
+		this.w.Done(conv.String(f.MsgID), resp)
+		return
 
 	}
 
-type Client struct {
+	_ = f
-	c     *client.Client
+
-	w     *wait.Entity
-	msgID uint32
 }
 
 func (this *Client) SendFrame(f *protocol.Frame) (any, error) {
@@ -111,7 +121,7 @@ func (this *Client) GetSecurityList() (*protocol.SecurityListResp, error) {
 }
 
 // GetSecurityQuotes 获取盘口五档报价
-func (this *Client) GetSecurityQuotes(m map[protocol.Exchange]string) (*protocol.SecurityQuotesResp, error) {
+func (this *Client) GetSecurityQuotes(m map[protocol.Exchange]string) (protocol.SecurityQuotesResp, error) {
 	f, err := protocol.MSecurityQuote.Frame(m)
 	if err != nil {
 		return nil, err
@@ -120,5 +130,5 @@ func (this *Client) GetSecurityQuotes(m map[protocol.Exchange]string) (*protocol
 	if err != nil {
 		return nil, err
 	}
-	return result.(*protocol.SecurityQuotesResp), nil
+	return result.(protocol.SecurityQuotesResp), nil
 }

example/test/main.go

@@ -9,6 +9,7 @@ import (
 	"github.com/injoyai/ios/server/listen"
 	"github.com/injoyai/logs"
 	"github.com/injoyai/tdx"
+	"github.com/injoyai/tdx/protocol"
 )
 
 func main() {
@@ -26,8 +27,15 @@ func main() {
 		b1cb74001c00000000000d005100bd00789c6378c1cecb252ace6066c5b4898987b9050ed1f90cc5b74c18a5bc18c1b43490fecff09c81819191f13fc3c9f3bb169f5e7dfefeb5ef57f7199a305009308208e5b32bb6bcbf70148712002d7f1e13
 		b1cb74000c02000000003e05ac00ac000102020000303030303031601294121a1c2d4eadabcf0ed412aae5fc01afb0024561124fbcc08301afa47900b2e3174100bf68871a4201b741b6144302bb09af334403972e96354504ac09b619560e00000000f8ff601201363030303038b60fba04060607429788a70efa04ada37ab2531c12974d91e7449dbc354184b6010001844bad324102b5679ea1014203a65abd8d0143048a6ba4dd01440587e101b3d2029613000000000000b60f
 	*/
-	_, err = c.GetSecurityList()
+	resp, err := c.GetSecurityQuotes(map[protocol.Exchange]string{
-	logs.PanicErr(err)
+		protocol.ExchangeSH: "000001",
+		protocol.ExchangeSZ: "600008",
+	})
+	logs.PrintErr(err)
+
+	for _, v := range resp {
+		logs.Debug(*v)
+	}
 
 	select {}
 

protocol/model.go

@@ -2,6 +2,7 @@ package protocol
 
 import (
 	"errors"
+	"fmt"
 	bytes2 "github.com/injoyai/base/bytes"
 )
 
@@ -84,20 +85,17 @@ func (securityList) Decode(bs []byte) (*SecurityListResp, error) {
 
 type SecurityQuotesResp []*SecurityQuote
 
-type PriceLevel struct {
-	Price float64
-	Vol   int
-}
-
 type SecurityQuote struct {
 	Market  uint8  // 市场
 	Code    string // 代码
 	Active1 uint16 // 活跃度
-	Price          float64 // 现价
+	//Price   float64 // 现价
-	LastClose      float64 // 昨收
+	//Close   float64 // 昨收
-	Open           float64 // 开盘
+	//Open    float64 // 开盘
-	High           float64 // 最高
+	//High    float64 // 最高
-	Low            float64 // 最低
+	//Low     float64 // 最低
+	K K //k线
+
 	ServerTime     string  // 时间
 	ReversedBytes0 int     // 保留(时间 ServerTime)
 	ReversedBytes1 int     // 保留
@@ -108,8 +106,8 @@ type SecurityQuote struct {
 	BVol           int     // 外盘
 	ReversedBytes2 int     // 保留
 	ReversedBytes3 int     // 保留
-	BidLevels      []PriceLevel
+	BidLevels      [5]PriceLevel
-	AskLevels      []PriceLevel
+	AskLevels      [5]PriceLevel
 	Bid1           float64
 	Ask1           float64
 	BidVol1        int
@@ -135,6 +133,7 @@ type SecurityQuote struct {
 	ReversedBytes6 int     // 保留
 	ReversedBytes7 int     // 保留
 	ReversedBytes8 int     // 保留
+	ReversedBytes9 uint16  // 保留
 	Rate           float64 // 涨速
 	Active2        uint16  // 活跃度
 }
@@ -165,7 +164,9 @@ func (this securityQuote) Frame(m map[Exchange]string) (*Frame, error) {
 Decode
 b1cb74000c02000000003e05af00af000136020000303030303031320bb2124c56105987e6d10cf212b78fa801ae01293dc54e8bd740acb8670086ca1e0001af36ba0c4102b467b6054203a68a0184094304891992114405862685108d0100000000e8ff320b0136303030303859098005464502468defd10cc005bed2668e05be15804d8ba12cb3b13a0083c3034100badc029d014201bc990384f70443029da503b7af074403a6e501b9db044504a6e2028dd5048d050000000000005909
 */
-func (this securityQuote) Decode(bs []byte) (*SecurityQuotesResp, error) {
+func (this securityQuote) Decode(bs []byte) SecurityQuotesResp {
+
+	resp := SecurityQuotesResp{}
 
 	//前2字节是什么?
 	bs = bs[2:]
@@ -174,14 +175,50 @@ func (this securityQuote) Decode(bs []byte) (*SecurityQuotesResp, error) {
 	bs = bs[2:]
 
 	for i := uint16(0); i < number; i++ {
-		sec := SecurityQuote{
+		sec := &SecurityQuote{
 			Market:  bs[0],
 			Code:    string(UTF8ToGBK(bytes2.Reverse(bs[1:7]))),
 			Active1: Uint16(bs[7:9]),
 		}
-		_ = sec
+		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)
+		sec.Amount = getVolume(Uint32(bs[:4]))
+		bs, sec.SVol = CutInt(bs[4:])
+		bs, sec.BVol = CutInt(bs)
+		bs, sec.ReversedBytes2 = CutInt(bs)
+		bs, sec.ReversedBytes3 = CutInt(bs)
 
+		var p Price
+		for i := 0; i < 5; i++ {
+			bidele := 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, offerele.Vol = CutInt(bs)
+			sec.AskLevels[i] = offerele
 		}
 
-	return nil, nil
+		sec.ReversedBytes4 = Uint16(bs[:2])
+		bs, sec.ReversedBytes5 = CutInt(bs[2:])
+		bs, sec.ReversedBytes6 = CutInt(bs)
+		bs, sec.ReversedBytes7 = CutInt(bs)
+		bs, sec.ReversedBytes8 = CutInt(bs)
+		sec.ReversedBytes9 = Uint16(bs[:2])
+
+		sec.Rate = float64(sec.ReversedBytes9) / 100
+		sec.Active2 = Uint16(bs[2:4])
+
+		resp = append(resp, sec)
+	}
+
+	return resp
 }

protocol/model_k.go

@@ -0,0 +1,195 @@
+package protocol
+
+import (
+	"fmt"
+	"math"
+)
+
+// Price 价格，单位分
+type Price int32
+
+func (this Price) Float64() float64 {
+	return float64(this) / 100
+}
+
+func (this Price) String() string {
+	return fmt.Sprintf("%.2f 元", this.Float64())
+}
+
+type PriceLevel struct {
+	Price Price
+	Vol   int
+}
+
+// K k线图
+type K struct {
+	Last  Price //昨天收盘价
+	Open  Price //今日开盘价
+	High  Price //今日最高价
+	Low   Price //今日最低价
+	Close Price //今日收盘价
+}
+
+func DecodeK(bs []byte) ([]byte, K) {
+	k := K{}
+
+	//当日收盘价
+	bs, k.Close = GetPrice(bs)
+
+	//前日收盘价
+	bs, k.Last = GetPrice(bs)
+	k.Last += k.Close
+
+	//当日开盘价
+	bs, k.Open = GetPrice(bs)
+	k.Open += k.Close
+
+	//当日最高价
+	bs, k.High = GetPrice(bs)
+	k.High += k.Close
+
+	//当日最低价
+	bs, k.Low = GetPrice(bs)
+	k.Low += k.Close
+
+	return bs, k
+}
+
+func GetPrice(bs []byte) ([]byte, Price) {
+	for i := range bs {
+		if bs[i]&0x80 == 0 {
+			return bs[i+1:], getPrice(bs[:i+1])
+		}
+	}
+	return bs, 0
+}
+
+/*
+字节的第一位表示后续是否有数据（字节）
+第一字节 的第二位表示正负 1负0正 有效数据为后6位
+后续字节 的有效数据为后7位
+最大长度未知
+0x20说明有后续数据
+*/
+func getPrice(bs []byte) (data Price) {
+
+	for i := range bs {
+		switch i {
+		case 0:
+			//取后6位
+			data += Price(int32(bs[0] & 0x3F))
+
+		default:
+			//取后7位
+			data += Price(int32(bs[i]&0x7F) << uint8(6+(i-1)*7))
+
+		}
+
+		//判断是否有后续数据
+		if bs[i]&0x80 == 0 {
+			break
+		}
+	}
+
+	//第一字节的第二位为1表示为负数
+	if len(bs) > 0 && bs[0]&0x40 > 0 {
+		data = -data
+	}
+
+	return
+}
+
+func CutInt(bs []byte) ([]byte, int) {
+	for i := range bs {
+		if bs[i]&0x80 == 0 {
+			return bs[i+1:], getData(bs[:i+1])
+		}
+	}
+	return bs, 0
+}
+
+func getData(bs []byte) (data int) {
+
+	for i := range bs {
+		switch i {
+		case 0:
+			//取后6位
+			data += int(bs[0] & 0x3F)
+
+		default:
+			//取后7位
+			data += int(bs[i]&0x7F) << uint8(6+(i-1)*7)
+
+		}
+
+		//判断是否有后续数据
+		if bs[i]&0x80 == 0 {
+			break
+		}
+	}
+
+	//第一字节的第二位为1表示为负数
+	if len(bs) > 0 && bs[0]&0x40 > 0 {
+		data = -data
+	}
+
+	return
+}
+
+func getVolume(ivol uint32) (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
+}

protocol/model_k_test.go

@@ -0,0 +1,14 @@
+package protocol
+
+import (
+	"math"
+	"testing"
+)
+
+func Test_getVolume(t *testing.T) {
+	f := float32(1.03)
+	n := math.Float32bits(f)
+	t.Log(n)
+
+	t.Log(getVolume(n))
+}

protocol/model_test.go

@@ -37,3 +37,8 @@ func Test_securityQuote_Decode(t *testing.T) {
 	//SecurityQuote.Decode(f.Data)
 
 }
+
+func Test_getPrice(t *testing.T) {
+	t.Log(getPrice([]byte{0x7f, 0x3f, 0x40, 0x3f, 0x01})) //预期-63
+	t.Log(getPrice([]byte{0x2f, 0x3f, 0x40, 0x3f, 0x01})) //预期47
+}