mirror of
https://github.com/injoyai/tdx.git
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424 lines
13 KiB
Go
424 lines
13 KiB
Go
package tdx
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import (
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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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"strings"
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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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if !strings.Contains(addr, ":") {
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addr += ":7709"
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}
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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(false) //关闭日志打印
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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.TypeCount:
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resp, err = protocol.MCount.Decode(f.Data)
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case protocol.TypeCode:
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resp, err = protocol.MCode.Decode(f.Data)
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case protocol.TypeQuote:
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resp = protocol.MQuote.Decode(f.Data)
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case protocol.TypeMinute:
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resp, err = protocol.MMinute.Decode(f.Data)
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case protocol.TypeMinuteTrade:
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resp, err = protocol.MMinuteTrade.Decode(f.Data, conv.String(val)) //todo
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case protocol.TypeHistoryMinuteTrade:
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resp, err = protocol.MHistoryMinuteTrade.Decode(f.Data, conv.String(val))
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case protocol.TypeKline:
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resp, err = protocol.MKline.Decode(f.Data, conv.Uint8(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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// GetCount 获取市场内的股票数量
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func (this *Client) GetCount(exchange protocol.Exchange) (*protocol.CountResp, error) {
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f := protocol.MCount.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.CountResp), nil
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}
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// 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
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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) GetCode(exchange protocol.Exchange, start uint16) (*protocol.CodeResp, error) {
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f := protocol.MCode.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.CodeResp), nil
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}
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// GetCodeAll 通过多次请求的方式获取全部证券代码
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func (this *Client) GetCodeAll(exchange protocol.Exchange) (*protocol.CodeResp, error) {
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resp := &protocol.CodeResp{}
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size := uint16(1000)
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for start := uint16(0); ; start += size {
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r, err := this.GetCode(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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// GetQuote 获取盘口五档报价
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func (this *Client) GetQuote(codes ...string) (protocol.QuotesResp, error) {
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f, err := protocol.MQuote.Frame(codes...)
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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.QuotesResp), nil
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}
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// GetMinute 获取分时数据,todo 解析好像不对
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func (this *Client) GetMinute(code string) (*protocol.MinuteResp, error) {
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f, err := protocol.MMinute.Frame(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.MinuteResp), nil
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}
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// GetMinuteTrade 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) GetMinuteTrade(code string, start, count uint16) (*protocol.MinuteTradeResp, error) {
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f, err := protocol.MMinuteTrade.Frame(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.MinuteTradeResp), nil
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}
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// 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
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func (this *Client) GetMinuteTradeAll(code string) (*protocol.MinuteTradeResp, error) {
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resp := &protocol.MinuteTradeResp{}
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size := uint16(1800)
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for start := uint16(0); ; start += size {
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r, err := this.GetMinuteTrade(code, start, 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(r.List, resp.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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// 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
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func (this *Client) GetHistoryMinuteTrade(date, code string, start, count uint16) (*protocol.HistoryMinuteTradeResp, error) {
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f, err := protocol.MHistoryMinuteTrade.Frame(date, 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.HistoryMinuteTradeResp), nil
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}
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// 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
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func (this *Client) GetHistoryMinuteTradeAll(date, code string) (*protocol.HistoryMinuteTradeResp, error) {
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resp := &protocol.HistoryMinuteTradeResp{}
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size := uint16(2000)
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for start := uint16(0); ; start += size {
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r, err := this.GetHistoryMinuteTrade(date, code, start, 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(r.List, resp.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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// GetKline 获取k线数据
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func (this *Client) GetKline(Type uint8, req protocol.KlineReq) (*protocol.KlineResp, error) {
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f, err := protocol.MKline.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)
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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.KlineResp), nil
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}
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// GetKlineAll 获取全部k线数据
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func (this *Client) GetKlineAll(Type uint8, exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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resp := &protocol.KlineResp{}
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size := uint16(800)
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var last *protocol.Kline
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for i := uint16(0); ; i += size {
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r, err := this.GetKline(Type, protocol.KlineReq{
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Exchange: exchange,
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Code: code,
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Start: i,
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Count: 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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if last != nil && len(r.List) > 0 {
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last.Last = r.List[len(r.List)-1].Close
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}
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if len(r.List) > 0 {
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last = r.List[0]
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}
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resp.Count += r.Count
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resp.List = append(r.List, resp.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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// GetKlineMinute 获取一分钟k线数据
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func (this *Client) GetKlineMinute(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineMinute, req)
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}
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// GetKlineMinuteAll 获取一分钟k线全部数据
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func (this *Client) GetKlineMinuteAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineMinute, exchange, code)
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}
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// GetKline5Minute 获取五分钟k线数据
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func (this *Client) GetKline5Minute(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKline5Minute, req)
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}
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// GetKline5MinuteAll 获取5分钟k线全部数据
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func (this *Client) GetKline5MinuteAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKline5Minute, exchange, code)
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}
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// GetKline15Minute 获取十五分钟k线数据
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func (this *Client) GetKline15Minute(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKline15Minute, req)
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}
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// GetKline15MinuteAll 获取十五分钟k线全部数据
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func (this *Client) GetKline15MinuteAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKline15Minute, exchange, code)
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}
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// GetKline30Minute 获取三十分钟k线数据
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func (this *Client) GetKline30Minute(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKline30Minute, req)
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}
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// GetKline30MinuteAll 获取三十分钟k线全部数据
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func (this *Client) GetKline30MinuteAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKline30Minute, exchange, code)
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}
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// GetKlineHour 获取小时k线数据
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func (this *Client) GetKlineHour(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineHour, req)
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}
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// GetKlineHourAll 获取小时k线全部数据
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func (this *Client) GetKlineHourAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineHour, exchange, code)
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}
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// GetKlineDay 获取日k线数据
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func (this *Client) GetKlineDay(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineDay, req)
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}
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// GetKlineDayAll 获取日k线全部数据
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func (this *Client) GetKlineDayAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineDay, exchange, code)
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}
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// GetKlineWeek 获取周k线数据
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func (this *Client) GetKlineWeek(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineWeek, req)
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}
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// GetKlineWeekAll 获取周k线全部数据
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func (this *Client) GetKlineWeekAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(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.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineMonth, req)
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}
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// GetKlineMonthAll 获取月k线全部数据
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func (this *Client) GetKlineMonthAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineMonth, exchange, code)
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}
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// GetKlineQuarter 获取季k线数据
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func (this *Client) GetKlineQuarter(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineQuarter, req)
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}
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// GetKlineQuarterAll 获取季k线全部数据
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func (this *Client) GetKlineQuarterAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineQuarter, exchange, code)
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}
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// GetKlineYear 获取年k线数据
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func (this *Client) GetKlineYear(req protocol.KlineReq) (*protocol.KlineResp, error) {
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return this.GetKline(protocol.TypeKlineYear, req)
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}
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// GetKlineYearAll 获取年k线数据
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func (this *Client) GetKlineYearAll(exchange protocol.Exchange, code string) (*protocol.KlineResp, error) {
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return this.GetKlineAll(protocol.TypeKlineYear, exchange, code)
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}
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