mirror of
https://github.com/injoyai/tdx.git
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420 lines
14 KiB
Go
420 lines
14 KiB
Go
package tdx
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import (
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"errors"
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"fmt"
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"github.com/injoyai/base/maps"
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"github.com/injoyai/base/maps/wait/v2"
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"github.com/injoyai/conv"
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"github.com/injoyai/ios"
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"github.com/injoyai/ios/client"
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"github.com/injoyai/ios/client/dial"
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"github.com/injoyai/logs"
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"github.com/injoyai/tdx/protocol"
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"runtime/debug"
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"sync/atomic"
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"time"
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)
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// WithDebug 是否打印通讯数据
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func WithDebug(b ...bool) client.Option {
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return func(c *client.Client) {
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c.Logger.Debug(b...)
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}
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}
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// WithRedial 断线重连
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func WithRedial(b ...bool) client.Option {
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return func(c *client.Client) {
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c.SetRedial(b...)
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}
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}
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// Dial 与服务器建立连接
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func Dial(addr string, op ...client.Option) (cli *Client, err error) {
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cli = &Client{
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Wait: wait.New(time.Second * 2),
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m: maps.NewSafe(),
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}
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cli.Client, err = dial.TCP(addr, func(c *client.Client) {
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c.Logger.Debug(true) //开启日志打印
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c.Logger.WithHEX() //以HEX显示
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c.SetOption(op...) //自定义选项
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c.Event.OnReadFrom = protocol.ReadFrom //分包
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c.Event.OnDealMessage = cli.handlerDealMessage //处理分包数据
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//无数据超时时间是60秒
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c.GoTimerWriter(30*time.Second, func(w ios.MoreWriter) error {
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bs := protocol.MHeart.Frame().Bytes()
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_, err := w.Write(bs)
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return err
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})
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f := protocol.MConnect.Frame()
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if _, err = c.Write(f.Bytes()); err != nil {
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c.Close()
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}
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})
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if err != nil {
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return nil, err
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}
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go cli.Client.Run()
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return cli, nil
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}
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type Client struct {
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*client.Client //客户端实例
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Wait *wait.Entity //异步回调,设置超时时间,超时则返回错误
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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
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msgID uint32 //消息id,使用SendFrame自动累加
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}
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// handlerDealMessage 处理服务器响应的数据
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func (this *Client) handlerDealMessage(c *client.Client, msg ios.Acker) {
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defer func() {
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if e := recover(); e != nil {
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logs.Err(e)
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debug.PrintStack()
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}
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}()
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f, err := protocol.Decode(msg.Payload())
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if err != nil {
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logs.Err(err)
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return
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}
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//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
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val, _ := this.m.GetAndDel(conv.String(f.MsgID))
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var resp any
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switch f.Type {
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case protocol.TypeConnect:
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case protocol.TypeHeart:
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case protocol.TypeStockCount:
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resp, err = protocol.MStockCount.Decode(f.Data)
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case protocol.TypeStockList:
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resp, err = protocol.MStockList.Decode(f.Data)
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case protocol.TypeStockQuote:
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resp = protocol.MStockQuote.Decode(f.Data)
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case protocol.TypeStockMinute:
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resp, err = protocol.MStockMinute.Decode(f.Data)
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case protocol.TypeStockMinuteTrade:
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resp, err = protocol.MStockMinuteTrade.Decode(f.Data, conv.String(val)) //todo
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case protocol.TypeStockHistoryMinuteTrade:
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resp, err = protocol.MStockHistoryMinuteTrade.Decode(f.Data, conv.String(val))
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case protocol.TypeStockKline:
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resp, err = protocol.MStockKline.Decode(f.Data, protocol.TypeKline(conv.Uint16(val)))
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default:
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err = fmt.Errorf("通讯类型未解析:0x%X", f.Type)
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}
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if err != nil {
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logs.Err(err)
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return
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}
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this.Wait.Done(conv.String(f.MsgID), resp)
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}
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// SendFrame 发送数据,并等待响应
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func (this *Client) SendFrame(f *protocol.Frame, cache ...any) (any, error) {
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f.MsgID = atomic.AddUint32(&this.msgID, 1)
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if len(cache) > 0 {
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this.m.Set(conv.String(f.MsgID), cache[0])
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}
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if _, err := this.Client.Write(f.Bytes()); err != nil {
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return nil, err
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}
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return this.Wait.Wait(conv.String(this.msgID))
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}
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// GetStockCount 获取市场内的股票数量
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func (this *Client) GetStockCount(exchange protocol.Exchange) (*protocol.StockCountResp, error) {
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f := protocol.MStockCount.Frame(exchange)
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result, err := this.SendFrame(f)
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockCountResp), nil
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}
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// GetStockList 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
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// 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
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// 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；
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// 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；
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// 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。
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func (this *Client) GetStockList(exchange protocol.Exchange, start uint16) (*protocol.StockListResp, error) {
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f := protocol.MStockList.Frame(exchange, start)
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result, err := this.SendFrame(f)
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockListResp), nil
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}
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// GetStockAll 通过多次请求的方式获取全部证券代码
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func (this *Client) GetStockAll(exchange protocol.Exchange) (*protocol.StockListResp, error) {
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resp := &protocol.StockListResp{}
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size := uint16(1000)
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for start := uint16(0); ; start += size {
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r, err := this.GetStockList(exchange, start)
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if err != nil {
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return nil, err
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}
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resp.Count += r.Count
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resp.List = append(resp.List, r.List...)
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if r.Count < size {
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break
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}
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}
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return resp, nil
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}
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// GetStockQuotes 获取盘口五档报价
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func (this *Client) GetStockQuotes(m map[protocol.Exchange]string) (protocol.StockQuotesResp, error) {
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f, err := protocol.MStockQuote.Frame(m)
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if err != nil {
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return nil, err
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}
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result, err := this.SendFrame(f)
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if err != nil {
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return nil, err
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}
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return result.(protocol.StockQuotesResp), nil
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}
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// GetStockMinute 获取分时数据,todo 解析好像不对
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func (this *Client) GetStockMinute(exchange protocol.Exchange, code string) (*protocol.StockMinuteResp, error) {
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f, err := protocol.MStockMinute.Frame(exchange, code)
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if err != nil {
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return nil, err
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}
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result, err := this.SendFrame(f)
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockMinuteResp), nil
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}
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// GetStockMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800
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func (this *Client) GetStockMinuteTrade(exchange protocol.Exchange, code string, start, count uint16) (*protocol.StockMinuteTradeResp, error) {
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if count > 1800 {
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return nil, errors.New("数量不能超过1800")
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}
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f, err := protocol.MStockMinuteTrade.Frame(exchange, code, start, count)
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if err != nil {
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return nil, err
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}
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result, err := this.SendFrame(f, code)
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockMinuteTradeResp), nil
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}
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// GetStockMinuteTradeAll 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
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func (this *Client) GetStockMinuteTradeAll(exchange protocol.Exchange, code string) (*protocol.StockMinuteTradeResp, error) {
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resp := &protocol.StockMinuteTradeResp{}
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size := uint16(1800)
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for i := uint16(0); ; i += size {
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r, err := this.GetStockMinuteTrade(exchange, code, i, i+size)
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if err != nil {
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return nil, err
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}
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resp.Count += r.Count
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resp.List = append(resp.List, r.List...)
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if r.Count < size {
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break
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}
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}
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return resp, nil
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}
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// GetStockHistoryMinuteTrade 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
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func (this *Client) GetStockHistoryMinuteTrade(t time.Time, exchange protocol.Exchange, code string, start, count uint16) (*protocol.StockHistoryMinuteTradeResp, error) {
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if count > 2000 {
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return nil, errors.New("数量不能超过2000")
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}
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f, err := protocol.MStockHistoryMinuteTrade.Frame(t, exchange, code, start, count)
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if err != nil {
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return nil, err
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}
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result, err := this.SendFrame(f, code)
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockHistoryMinuteTradeResp), nil
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}
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// GetStockHistoryMinuteTradeAll 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
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func (this *Client) GetStockHistoryMinuteTradeAll(exchange protocol.Exchange, code string) (*protocol.StockMinuteTradeResp, error) {
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resp := &protocol.StockMinuteTradeResp{}
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size := uint16(2000)
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for i := uint16(0); ; i += size {
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r, err := this.GetStockMinuteTrade(exchange, code, i, i+size)
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if err != nil {
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return nil, err
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}
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resp.Count += r.Count
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resp.List = append(resp.List, r.List...)
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if r.Count < size {
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break
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}
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}
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return resp, nil
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}
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// GetStockKline 获取k线数据
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func (this *Client) GetStockKline(Type protocol.TypeKline, req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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f, err := protocol.MStockKline.Frame(Type, req)
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if err != nil {
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return nil, err
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}
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result, err := this.SendFrame(f, Type.Uint16())
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if err != nil {
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return nil, err
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}
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return result.(*protocol.StockKlineResp), nil
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}
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// GetStockKlineAll 获取全部k线数据
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func (this *Client) GetStockKlineAll(Type protocol.TypeKline, exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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resp := &protocol.StockKlineResp{}
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size := uint16(800)
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for i := uint16(0); ; i += size {
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r, err := this.GetStockKline(Type, &protocol.StockKlineReq{
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Exchange: exchange,
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Code: code,
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Start: i,
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Count: i + size,
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})
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if err != nil {
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return nil, err
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}
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resp.Count += r.Count
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resp.List = append(resp.List, r.List...)
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if r.Count < size {
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break
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}
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}
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return resp, nil
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}
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// GetStockKlineMinute 获取一分钟k线数据
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func (this *Client) GetStockKlineMinute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineMinute, req)
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}
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// GetStockKlineMinuteAll 获取一分钟k线全部数据
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func (this *Client) GetStockKlineMinuteAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineMinute, exchange, code)
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}
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// GetStockKline5Minute 获取五分钟k线数据
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func (this *Client) GetStockKline5Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKline5Minute, req)
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}
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// GetStockKline5MinuteAll 获取5分钟k线全部数据
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func (this *Client) GetStockKline5MinuteAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKline5Minute, exchange, code)
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}
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// GetStockKline15Minute 获取十五分钟k线数据
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func (this *Client) GetStockKline15Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKline15Minute, req)
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}
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// GetStockKline15MinuteAll 获取十五分钟k线全部数据
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func (this *Client) GetStockKline15MinuteAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKline15Minute, exchange, code)
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}
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// GetStockKline30Minute 获取三十分钟k线数据
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func (this *Client) GetStockKline30Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKline30Minute, req)
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}
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// GetStockKline30MinuteAll 获取三十分钟k线全部数据
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func (this *Client) GetStockKline30MinuteAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKline30Minute, exchange, code)
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}
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// GetStockKlineHour 获取小时k线数据
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func (this *Client) GetStockKlineHour(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineHour, req)
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}
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// GetStockKlineHourAll 获取小时k线全部数据
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func (this *Client) GetStockKlineHourAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineHour, exchange, code)
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}
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// GetStockKlineDay 获取日k线数据
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func (this *Client) GetStockKlineDay(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineDay, req)
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}
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// GetStockKlineDayAll 获取日k线全部数据
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func (this *Client) GetStockKlineDayAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineDay, exchange, code)
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}
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// GetStockKlineWeek 获取周k线数据
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func (this *Client) GetStockKlineWeek(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineWeek, req)
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}
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// GetStockKlineWeekAll 获取周k线全部数据
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func (this *Client) GetStockKlineWeekAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineWeek, exchange, code)
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}
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// GetStockKlineMonth 获取月k线数据
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func (this *Client) GetStockKlineMonth(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineMonth, req)
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}
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// GetStockKlineMonthAll 获取月k线全部数据
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func (this *Client) GetStockKlineMonthAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineMonth, exchange, code)
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}
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// GetStockKlineQuarter 获取季k线数据
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func (this *Client) GetStockKlineQuarter(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineQuarter, req)
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}
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// GetStockKlineQuarterAll 获取季k线全部数据
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func (this *Client) GetStockKlineQuarterAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineQuarter, exchange, code)
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}
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// GetStockKlineYear 获取年k线数据
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func (this *Client) GetStockKlineYear(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
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return this.GetStockKline(protocol.TypeKlineYear, req)
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}
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// GetStockKlineYearAll 获取年k线数据
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func (this *Client) GetStockKlineYearAll(exchange protocol.Exchange, code string) (*protocol.StockKlineResp, error) {
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return this.GetStockKlineAll(protocol.TypeKlineYear, exchange, code)
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}
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