package tdx import ( "fmt" "github.com/injoyai/base/maps" "github.com/injoyai/base/maps/wait/v2" "github.com/injoyai/conv" "github.com/injoyai/ios" "github.com/injoyai/ios/client" "github.com/injoyai/ios/module/tcp" "github.com/injoyai/logs" "github.com/injoyai/tdx/protocol" "runtime/debug" "strings" "sync/atomic" "time" ) // WithDebug 是否打印通讯数据 func WithDebug(b ...bool) client.Option { return func(c *client.Client) { c.Logger.Debug(b...) } } // WithRedial 断线重连 func WithRedial(b ...bool) client.Option { return func(c *client.Client) { c.SetRedial(b...) } } // Dial 与服务器建立连接 func Dial(addr string, op ...client.Option) (cli *Client, err error) { if !strings.Contains(addr, ":") { addr += ":7709" } return DialWith(tcp.NewDial(addr), op...) } // DialDefault 默认连接方式 func DialDefault(op ...client.Option) (cli *Client, err error) { return DialWith(NewHostDial(Hosts), op...) } // DialHosts 与服务器建立连接,多个服务器轮询,开启重试生效 func DialHosts(hosts []string, op ...client.Option) (cli *Client, err error) { return DialWith(NewHostDial(hosts), op...) } // DialHostsRandom 与服务器建立连接,多个服务器随机连接 func DialHostsRandom(hosts []string, op ...client.Option) (cli *Client, err error) { return DialWith(NewRandomDial(hosts), op...) } // DialWith 与服务器建立连接 func DialWith(dial ios.DialFunc, op ...client.Option) (cli *Client, err error) { cli = &Client{ Wait: wait.New(time.Second * 2), m: maps.NewSafe(), } cli.Client, err = client.Dial(dial, func(c *client.Client) { c.Logger.Debug(false) //关闭日志打印 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 = cli.handlerDealMessage //解析数据并处理 //无数据超时时间是60秒,30秒发送一个心跳包 c.GoTimerWriter(30*time.Second, func(w ios.MoreWriter) error { bs := protocol.MHeart.Frame().Bytes() _, err := w.Write(bs) return err }) f := protocol.MConnect.Frame() if _, err = c.Write(f.Bytes()); err != nil { c.Close() } }) if err != nil { return nil, err } go cli.Client.Run() return cli, nil } type Client struct { *client.Client //客户端实例 Wait *wait.Entity //异步回调,设置超时时间,超时则返回错误 m *maps.Safe //有部分解析需要用到代码,返回数据获取不到,固请求的时候缓存下 msgID uint32 //消息id,使用SendFrame自动累加 } // handlerDealMessage 处理服务器响应的数据 func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) { defer func() { if e := recover(); e != nil { logs.Err(e) debug.PrintStack() } }() f, err := protocol.Decode(msg.Payload()) if err != nil { logs.Err(err) return } //从缓存中获取数据,响应数据中不同类型有不同的处理方式,但是响应无返回该类型,固根据消息id进行缓存 val, _ := this.m.GetAndDel(conv.String(f.MsgID)) var resp any switch f.Type { case protocol.TypeConnect: case protocol.TypeHeart: case protocol.TypeCount: resp, err = protocol.MCount.Decode(f.Data) case protocol.TypeCode: resp, err = protocol.MCode.Decode(f.Data) case protocol.TypeQuote: resp = protocol.MQuote.Decode(f.Data) case protocol.TypeMinute: resp, err = protocol.MMinute.Decode(f.Data) case protocol.TypeHistoryMinute: resp, err = protocol.MHistoryMinute.Decode(f.Data) case protocol.TypeMinuteTrade: resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val)) case protocol.TypeHistoryMinuteTrade: resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val)) case protocol.TypeKline: resp, err = protocol.MKline.Decode(f.Data, val.(protocol.KlineCache)) default: err = fmt.Errorf("通讯类型未解析:0x%X", f.Type) } if err != nil { logs.Err(err) return } this.Wait.Done(conv.String(f.MsgID), resp) } // SendFrame 发送数据,并等待响应 func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) { f.MsgID = atomic.AddUint32(&this.msgID, 1) if len(cache) > 0 { this.m.Set(conv.String(f.MsgID), cache[0]) } if _, err := this.Client.Write(f.Bytes()); err != nil { return nil, err } return this.Wait.Wait(conv.String(f.MsgID)) } // GetCount 获取市场内的股票数量 func (this *Client) GetCount(exchange protocol.Exchange) (*protocol.CountResp, error) { f := protocol.MCount.Frame(exchange) result, err := this.SendFrame(f) if err != nil { return nil, err } return result.(*protocol.CountResp), nil } // GetCode 获取市场内指定范围内的所有证券代码,一次固定返回1000只,上证股票有效范围370-1480 // 上证前370只是395/399开头的(中证500/总交易等辅助类),在后面的话是一些100开头的国债 // 600开头的股票是上证A股,属于大盘股,其中6006开头的股票是最早上市的股票, 6016开头的股票为大盘蓝筹股;900开头的股票是上证B股; // 000开头的股票是深证A股,001、002开头的股票也都属于深证A股, 其中002开头的股票是深证A股中小企业股票;200开头的股票是深证B股; // 300开头的股票是创业板股票;400开头的股票是三板市场股票。 func (this *Client) GetCode(exchange protocol.Exchange, start uint16) (*protocol.CodeResp, error) { f := protocol.MCode.Frame(exchange, start) result, err := this.SendFrame(f) if err != nil { return nil, err } return result.(*protocol.CodeResp), nil } // GetCodeAll 通过多次请求的方式获取全部证券代码 func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp, error) { resp := &protocol.CodeResp{} size := uint16(1000) for start := uint16(0); ; start += size { r, err := this.GetCode(exchange, start) if err != nil { return nil, err } resp.Count += r.Count resp.List = append(resp.List, r.List...) if r.Count < size { break } } return resp, nil } // GetQuote 获取盘口五档报价 func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) { f, err := protocol.MQuote.Frame(codes...) if err != nil { return nil, err } result, err := this.SendFrame(f) if err != nil { return nil, err } return result.(protocol.QuotesResp), nil } // GetMinute 获取分时数据,todo 解析好像不对,先用历史数据 func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) { return this.GetHistoryMinute(time.Now().Format("20060102"), code) f, err := protocol.MMinute.Frame(code) if err != nil { return nil, err } result, err := this.SendFrame(f) if err != nil { return nil, err } return result.(*protocol.MinuteResp), nil } // GetHistoryMinute 获取历史分时数据 func (this *Client) GetHistoryMinute(date, code string) (*protocol.MinuteResp, error) { f, err := protocol.MHistoryMinute.Frame(date, code) if err != nil { return nil, err } result, err := this.SendFrame(f) if err != nil { return nil, err } return result.(*protocol.MinuteResp), nil } // GetMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800 func (this *Client) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) { code = protocol.AddPrefix(code) f, err := protocol.MMinuteTrade.Frame(code, start, count) if err != nil { return nil, err } result, err := this.SendFrame(f, code) if err != nil { return nil, err } return result.(*protocol.MinuteTradeResp), nil } // GetMinuteTradeAll 获取分时全部交易详情,todo 只做参考 因为交易实时在进行,然后又是分页读取的,所以会出现读取间隔内产生的交易会丢失 func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, error) { resp := &protocol.MinuteTradeResp{} size := uint16(1800) for start := uint16(0); ; start += size { r, err := this.GetMinuteTrade(code, start, size) if err != nil { return nil, err } resp.Count += r.Count resp.List = append(r.List, resp.List...) if r.Count < size { break } } return resp, nil } // GetHistoryMinuteTrade 获取历史分时交易 // 只能获取昨天及之前的数据,服务器最多返回2000条,count-start<=2000,如果日期输入错误,则返回0 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则 func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryMinuteTradeResp, error) { code = protocol.AddPrefix(code) f, err := protocol.MHistoryMinuteTrade.Frame(date, code, start, count) if err != nil { return nil, err } result, err := this.SendFrame(f, code) if err != nil { return nil, err } return result.(*protocol.HistoryMinuteTradeResp), nil } // GetHistoryMinuteTradeAll 获取历史分时全部交易,通过多次请求来拼接,只能获取昨天及之前的数据 // 历史数据sz000001在20241116只能查到21111112,13年差几天,3141天,或者其他规则 func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryMinuteTradeResp, error) { resp := &protocol.HistoryMinuteTradeResp{} size := uint16(2000) for start := uint16(0); ; start += size { r, err := this.GetHistoryMinuteTrade(date, code, start, size) if err != nil { return nil, err } resp.Count += r.Count resp.List = append(r.List, resp.List...) if r.Count < size { break } } return resp, nil } // GetIndex 获取指数,接口是和k线一样的,但是解析不知道怎么区分(解析方式不一致),所以加一个方法 func (this *Client) GetIndex(Type uint8, code string, start, count uint16) (*protocol.KlineResp, error) { code = protocol.AddPrefix(code) f, err := protocol.MKline.Frame(Type, code, start, count) if err != nil { return nil, err } result, err := this.SendFrame(f, protocol.KlineCache{Type: Type, Kind: protocol.KindIndex}) if err != nil { return nil, err } return result.(*protocol.KlineResp), nil } // GetKline 获取k线数据,推荐收盘之后获取,否则会获取到当天的数据 func (this *Client) GetKline(Type uint8, code string, start, count uint16) (*protocol.KlineResp, error) { code = protocol.AddPrefix(code) f, err := protocol.MKline.Frame(Type, code, start, count) if err != nil { return nil, err } result, err := this.SendFrame(f, protocol.KlineCache{Type: Type, Kind: protocol.KindStock}) if err != nil { return nil, err } return result.(*protocol.KlineResp), nil } // GetKlineUntil 获取k线数据,通过多次请求来拼接,直到满足func返回true func (this *Client) GetKlineUntil(Type uint8, code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { resp := &protocol.KlineResp{} size := uint16(800) var last *protocol.Kline for start := uint16(0); ; start += size { r, err := this.GetKline(Type, code, start, size) if err != nil { return nil, err } if last != nil && len(r.List) > 0 { last.Last = r.List[len(r.List)-1].Close } if len(r.List) > 0 { last = r.List[0] } for i := len(r.List) - 1; i >= 0; i-- { if f(r.List[i]) { resp.Count += r.Count - uint16(i) resp.List = append(r.List[i:], resp.List...) return resp, nil } } resp.Count += r.Count resp.List = append(r.List, resp.List...) if r.Count < size { break } } return resp, nil } // GetKlineAll 获取全部k线数据 func (this *Client) GetKlineAll(Type uint8, code string) (*protocol.KlineResp, error) { resp := &protocol.KlineResp{} size := uint16(800) var last *protocol.Kline for start := uint16(0); ; start += size { r, err := this.GetKline(Type, code, start, size) if err != nil { return nil, err } if last != nil && len(r.List) > 0 { last.Last = r.List[len(r.List)-1].Close } if len(r.List) > 0 { last = r.List[0] } resp.Count += r.Count resp.List = append(r.List, resp.List...) if r.Count < size { break } } return resp, nil } // GetKlineMinute 获取一分钟k线数据,每次最多800条,最多只能获取24000条数据 func (this *Client) GetKlineMinute(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineMinute, code, start, count) } // GetKlineMinuteAll 获取一分钟k线全部数据,最多只能获取24000条数据 func (this *Client) GetKlineMinuteAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineMinute, code) } func (this *Client) GetKlineMinuteUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineMinute, code, f) } // GetKline5Minute 获取五分钟k线数据 func (this *Client) GetKline5Minute(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKline5Minute, code, start, count) } // GetKline5MinuteAll 获取5分钟k线全部数据 func (this *Client) GetKline5MinuteAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKline5Minute, code) } func (this *Client) GetKline5MinuteUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKline5Minute, code, f) } // GetKline15Minute 获取十五分钟k线数据 func (this *Client) GetKline15Minute(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKline15Minute, code, start, count) } // GetKline15MinuteAll 获取十五分钟k线全部数据 func (this *Client) GetKline15MinuteAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKline15Minute, code) } func (this *Client) GetKline15MinuteUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKline15Minute, code, f) } // GetKline30Minute 获取三十分钟k线数据 func (this *Client) GetKline30Minute(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKline30Minute, code, start, count) } // GetKline30MinuteAll 获取三十分钟k线全部数据 func (this *Client) GetKline30MinuteAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKline30Minute, code) } func (this *Client) GetKline30MinuteUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKline30Minute, code, f) } // GetKlineHour 获取小时k线数据 func (this *Client) GetKlineHour(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineHour, code, start, count) } // GetKlineHourAll 获取小时k线全部数据 func (this *Client) GetKlineHourAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineHour, code) } func (this *Client) GetKlineHourUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineHour, code, f) } // GetKlineDay 获取日k线数据 func (this *Client) GetKlineDay(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineDay, code, start, count) } // GetKlineDayAll 获取日k线全部数据 func (this *Client) GetKlineDayAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineDay, code) } func (this *Client) GetKlineDayUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineDay, code, f) } // GetKlineWeek 获取周k线数据 func (this *Client) GetKlineWeek(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineWeek, code, start, count) } // GetKlineWeekAll 获取周k线全部数据 func (this *Client) GetKlineWeekAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineWeek, code) } func (this *Client) GetKlineWeekUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineWeek, code, f) } // GetKlineMonth 获取月k线数据 func (this *Client) GetKlineMonth(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineMonth, code, start, count) } // GetKlineMonthAll 获取月k线全部数据 func (this *Client) GetKlineMonthAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineMonth, code) } func (this *Client) GetKlineMonthUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineMonth, code, f) } // GetKlineQuarter 获取季k线数据 func (this *Client) GetKlineQuarter(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineQuarter, code, start, count) } // GetKlineQuarterAll 获取季k线全部数据 func (this *Client) GetKlineQuarterAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineQuarter, code) } func (this *Client) GetKlineQuarterUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineQuarter, code, f) } // GetKlineYear 获取年k线数据 func (this *Client) GetKlineYear(code string, start, count uint16) (*protocol.KlineResp, error) { return this.GetKline(protocol.TypeKlineYear, code, start, count) } // GetKlineYearAll 获取年k线数据 func (this *Client) GetKlineYearAll(code string) (*protocol.KlineResp, error) { return this.GetKlineAll(protocol.TypeKlineYear, code) } func (this *Client) GetKlineYearUntil(code string, f func(k *protocol.Kline) bool) (*protocol.KlineResp, error) { return this.GetKlineUntil(protocol.TypeKlineYear, code, f) }