Files
injoyai-tdx/client.go

313 lines
9.4 KiB
Go

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/client/dial"
"github.com/injoyai/logs"
"github.com/injoyai/tdx/protocol"
"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) {
cli = &Client{
Wait: wait.New(time.Second * 2),
m: maps.NewSafe(),
}
cli.Client, err = dial.TCP(addr, func(c *client.Client) {
c.Logger.Debug(true) //开启日志打印
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 //处理分包数据
//无数据超时时间是60秒
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)
}
}()
f, err := protocol.Decode(msg.Payload())
if err != nil {
logs.Err(err)
return
}
val, _ := this.m.GetAndDel(conv.String(f.MsgID))
var resp any
switch f.Type {
case protocol.TypeConnect:
case protocol.TypeHeart:
case protocol.TypeStockCount:
resp, err = protocol.MStockCount.Decode(f.Data)
case protocol.TypeStockList:
resp, err = protocol.MStockList.Decode(f.Data)
case protocol.TypeStockQuote:
resp = protocol.MStockQuote.Decode(f.Data)
case protocol.TypeStockMinute:
resp, err = protocol.MStockMinute.Decode(f.Data)
case protocol.TypeStockMinuteTrade:
resp, err = protocol.MStockMinuteTrade.Decode(f.Data, conv.String(val)) //todo
case protocol.TypeStockHistoryMinuteTrade:
resp, err = protocol.MStockHistoryMinuteTrade.Decode(f.Data, conv.String(val))
case protocol.TypeStockKline:
resp, err = protocol.MStockKline.Decode(f.Data, protocol.TypeKline(conv.Uint16(val)))
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)
}
func (this *Client) SendFrame(f *protocol.Frame) (any, error) {
this.msgID++
f.MsgID = this.msgID
if _, err := this.Client.Write(f.Bytes()); err != nil {
return nil, err
}
return this.Wait.Wait(conv.String(this.msgID))
}
func (this *Client) connect() error {
f := protocol.MConnect.Frame()
_, err := this.Write(f.Bytes())
return err
}
// GetStockCount 获取市场内的股票数量
func (this *Client) GetStockCount(exchange protocol.Exchange) (*protocol.StockCountResp, error) {
f := protocol.MStockCount.Frame(exchange)
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockCountResp), nil
}
// 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
// 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
func (this *Client) GetStockList(exchange protocol.Exchange, start uint16) (*protocol.StockListResp, error) {
f := protocol.MStockList.Frame(exchange, start)
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockListResp), nil
}
// GetStockQuotes 获取盘口五档报价
func (this *Client) GetStockQuotes(m map[protocol.Exchange]string) (protocol.StockQuotesResp, error) {
f, err := protocol.MStockQuote.Frame(m)
if err != nil {
return nil, err
}
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(protocol.StockQuotesResp), nil
}
// GetStockMinute 获取分时数据,todo 解析好像不对
func (this *Client) GetStockMinute(exchange protocol.Exchange, code string) (*protocol.StockMinuteResp, error) {
f, err := protocol.MStockMinute.Frame(exchange, code)
if err != nil {
return nil, err
}
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockMinuteResp), nil
}
// GetStockMinuteTrade 获取分时交易详情,服务器最多返回1800条,count-start<=1800
func (this *Client) GetStockMinuteTrade(exchange protocol.Exchange, code string, start, count uint16) (*protocol.StockMinuteTradeResp, error) {
f, err := protocol.MStockMinuteTrade.Frame(exchange, code, start, count)
if err != nil {
return nil, err
}
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockMinuteTradeResp), nil
}
// 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
func (this *Client) GetStockMinuteTradeAll(exchange protocol.Exchange, code string) (*protocol.StockMinuteTradeResp, error) {
resp := &protocol.StockMinuteTradeResp{}
maxSize := uint16(1800)
for i := uint16(0); ; i += maxSize {
r, err := this.GetStockMinuteTrade(exchange, code, i, i+maxSize)
if err != nil {
return nil, err
}
resp.Count += r.Count
resp.List = append(resp.List, r.List...)
if r.Count < maxSize {
break
}
}
return resp, nil
}
// 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
func (this *Client) GetStockHistoryMinuteTrade(t time.Time, exchange protocol.Exchange, code string, start, count uint16) (*protocol.StockHistoryMinuteTradeResp, error) {
f, err := protocol.MStockHistoryMinuteTrade.Frame(t, exchange, code, start, count)
if err != nil {
return nil, err
}
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockHistoryMinuteTradeResp), nil
}
// 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
func (this *Client) GetStockHistoryMinuteTradeAll(exchange protocol.Exchange, code string) (*protocol.StockMinuteTradeResp, error) {
resp := &protocol.StockMinuteTradeResp{}
maxSize := uint16(2000)
for i := uint16(0); ; i += maxSize {
r, err := this.GetStockMinuteTrade(exchange, code, i, i+maxSize)
if err != nil {
return nil, err
}
resp.Count += r.Count
resp.List = append(resp.List, r.List...)
if r.Count < maxSize {
break
}
}
return resp, nil
}
// GetStockKline 获取k线数据
func (this *Client) GetStockKline(Type protocol.TypeKline, req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
f, err := protocol.MStockKline.Frame(Type, req)
if err != nil {
return nil, err
}
result, err := this.SendFrame(f)
if err != nil {
return nil, err
}
return result.(*protocol.StockKlineResp), nil
}
// GetStockKlineMinute 获取一分钟k线数据
func (this *Client) GetStockKlineMinute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineMinute, req)
}
// GetStockKline5Minute 获取五分钟k线数据
func (this *Client) GetStockKline5Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKline5Minute, req)
}
// GetStockKline15Minute 获取十五分钟k线数据
func (this *Client) GetStockKline15Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKline15Minute, req)
}
// GetStockKline30Minute 获取三十分钟k线数据
func (this *Client) GetStockKline30Minute(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKline30Minute, req)
}
// GetStockKlineDay 获取日k线数据
func (this *Client) GetStockKlineDay(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineDay, req)
}
// GetStockKlineWeek 获取周k线数据
func (this *Client) GetStockKlineWeek(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineWeek, req)
}
// GetStockKlineMonth 获取月k线数据
func (this *Client) GetStockKlineMonth(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineMonth, req)
}
// GetStockKlineQuarter 获取季k线数据
func (this *Client) GetStockKlineQuarter(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineQuarter, req)
}
// GetStockKlineYear 获取年k线数据
func (this *Client) GetStockKlineYear(req *protocol.StockKlineReq) (*protocol.StockKlineResp, error) {
return this.GetStockKline(protocol.TypeKlineYear, req)
}