public void HandlePacket(int packetID, String pbPacket)
{
KBHTS hts = null;
const int kInit_TraceIDRange = -1;
lock (locker)
{
if (_map.ContainsKey(packetID))
{
hts = _map[packetID];
// remove는 최종 패킷까지 받거든 할 것
// _map.Remove(packetID);
}
else
{
if (packetID == kInit_TraceIDRange)
{
// 8 byte를 읽는다.
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(pbPacket);
long start = iPacket.DecodeLong(8);
long end = iPacket.DecodeLong(8);
_startOffset = start;
_endOffset = end;
this._bInit = true;
return;
}
else
{
logger.Error("({0}) packet id가 존재하지 않는다.", packetID);
}
}
}
if (hts != null)
{
hts.HandleTossPacket(packetID, pbPacket);
}
}
void DecodeAndUpdate_B7_BidAsk(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
RawMarketData rmd = GetData(longCode);
if (rmd == null)
{
rmd = RmdManager.Register(longCode, "", Detail.ProductType.Stock, _rmdDict);
}
if (rmd != null)
{
//누적체결수량: 000000000000 (12)
iPacket.SkipDecode(12);
//매도호가1: 000000570 (9)
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수호가1: 000000365 (9)
rmd.BidPrice1 = iPacket.DecodeInt(9);
//매도호가잔량1: 000000033000 (12)
rmd.AskCount1 = iPacket.DecodeLong(12);
//매수호가잔량1: 000000031000 (12)
rmd.BidCount1 = iPacket.DecodeLong(12);
//매도호가2: 000000570 (9)
rmd.AskPrice2 = iPacket.DecodeInt(9);
//매수호가2: 000000365 (9)
rmd.BidPrice2 = iPacket.DecodeInt(9);
//매도호가잔량2: 000000033000 (12)
rmd.AskCount2 = iPacket.DecodeLong(12);
//매수호가잔량2: 000000031000 (12)
rmd.BidCount2 = iPacket.DecodeLong(12);
//매도호가3: 000000570 (9)
rmd.AskPrice3 = iPacket.DecodeInt(9);
//매수호가3: 000000365 (9)
rmd.BidPrice3 = iPacket.DecodeInt(9);
//매도호가잔량3: 000000033000 (12)
rmd.AskCount3 = iPacket.DecodeLong(12);
//매수호가잔량3: 000000031000 (12)
rmd.BidCount3 = iPacket.DecodeLong(12);
//매도호가4: 000000570 (9)
rmd.AskPrice4 = iPacket.DecodeInt(9);
//매수호가4: 000000365 (9)
rmd.BidPrice4 = iPacket.DecodeInt(9);
//매도호가잔량4: 000000033000 (12)
rmd.AskCount4 = iPacket.DecodeLong(12);
//매수호가잔량4: 000000031000 (12)
rmd.BidCount4 = iPacket.DecodeLong(12);
//매도호가5: 000000570 (9)
rmd.AskPrice5 = iPacket.DecodeInt(9);
//매수호가5: 000000365 (9)
rmd.BidPrice5 = iPacket.DecodeInt(9);
//매도호가잔량5: 000000033000 (12)
rmd.AskCount5 = iPacket.DecodeLong(12);
//매수호가잔량5: 000000031000 (12)
rmd.BidCount5 = iPacket.DecodeLong(12);
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void DecodeBody_체결(InPacket iPacket)
{
//주문시장코드 X 2
this.주문시장코드 = iPacket.DecodeString(2);
//주문유형코드 X 2
this.주문유형코드 = iPacket.DecodeString(2);
//계좌번호 X 20
iPacket.SkipDecode(20);
//종목번호 X 12
this.종목번호 = iPacket.DecodeString(12);
//주문번호 9 10
this.주문번호 = iPacket.DecodeLong(10);
//원주문번호 9 10
this.원주문번호 = iPacket.DecodeLong(10);
//주문수량 9 16
this.주문수량 = iPacket.DecodeLong(16);
//주문가격 9 13
this.주문가격 = iPacket.DecodeLong(13);
//체결수량 9 16
this.체결수량 = iPacket.DecodeLong(16);
//체결가격 9 16
this.체결가격 = iPacket.DecodeLong(16);
//정정확인수량 9 16
iPacket.SkipDecode(16);
//정정확인가격 9 13
iPacket.SkipDecode(13);
//취소확인수량 9 16
this.취소확인수량 = iPacket.DecodeLong(16);
//총매도체결금액(채권) 9 16
iPacket.SkipDecode(16);
//총매수체결금액(채권) 9 16
iPacket.SkipDecode(16);
//미체결매도수량(종목) 9 16
iPacket.SkipDecode(16);
//매도가능수량(종목) 9 16
iPacket.SkipDecode(16);
//미체결수량(주문) 9 16
iPacket.SkipDecode(16);
//원주문미체결수량 9 16
this.원주문미체결수량 = iPacket.DecodeLong(16);
//원주문정정수량 9 16
iPacket.SkipDecode(16);
//원주문취소수량 9 16
this.원주문취소수량 = iPacket.DecodeLong(16);
//주문금액 9 16
iPacket.SkipDecode(16);
//변동수량 9 16
iPacket.SkipDecode(16);
//매도수구분 X 1
this.매도수구분 = iPacket.DecodeString(1);
//주문거래유형코드 X 2
//합산구분 X 2
//거부사유 9 4
//회원/비회원사번호 9 3
//계좌명 X 20
//체결수익율 9 6
//현금체결금액 9 16
//대용체결금액 9 16
//선물연계지점번호 X 3
//선물계좌번호 X 20
//선물시장구분 X 1
//증거금현금율 9 7
//증거금대용율 9 9
//체결번호 9 10
}
void DecodeHeader(InPacket iPacket)
{
//6 전문길이 (AP) 전문길이 제외
long packetLenWithoutSixBytes = iPacket.DecodeLong(6);
//1 전문구분 (AP)
iPacket.SkipDecode(1);
//1 압축구분 (FEP/PWB)
iPacket.SkipDecode(1);
//1 암호화구분 (FEP/PWB)
iPacket.SkipDecode(1);
//3 데이터 옵셋 (FEP/PWB)
iPacket.SkipDecode(3);
//8 서비스코드 (Client)
this.ServiceCode = iPacket.DecodeString(8);
//3 회사번호 (AP)
iPacket.SkipDecode(3);
//16 사용자ID (Client)
iPacket.SkipDecode(16);
//2 접속분류코드 (Client)
iPacket.SkipDecode(2);
//3 접속채널번호 (FEP/PWB)
iPacket.SkipDecode(3);
//9 트랜잭션순차번호 (FEP/PWB)
iPacket.SkipDecode(9);
//16 트랜잭션추적ID (공통)
iPacket.SkipDecode(16);
//12 공인IP (AP)
iPacket.SkipDecode(12);
//12 사설IP (Client)
iPacket.SkipDecode(12);
//3 처리지점 번호(000) (AP)
iPacket.SkipDecode(3);
//3 지점번호 (000) (AP)
iPacket.SkipDecode(3);
//8 단말번호 (매체(3)+화면번호(4)+fi(1)))
iPacket.SkipDecode(8);
//1 언어구분 (Client)
iPacket.SkipDecode(1);
//9 AP처리시각 (AP)
iPacket.SkipDecode(9);
//4 메시지코드(요청시SPACE)
iPacket.SkipDecode(4);
//1 출력메시지구분((요청시SPACE)
iPacket.SkipDecode(1);
//1 압축요청구분 (FEP/PWB)
iPacket.SkipDecode(1);
//4 기능키목록 (Client)
iPacket.SkipDecode(4);
//4 요청 레코드 개수 (Client)
iPacket.SkipDecode(4);
//2 예외처리 (default)
iPacket.SkipDecode(2);
//4 예비영역 (default)
iPacket.SkipDecode(4);
//1 연속여부 (Client)
iPacket.SkipDecode(1);
//18 연속키 (Client)
iPacket.SkipDecode(18);
//2 가변시스템정보길이 (FEP/PWB)
iPacket.SkipDecode(2);
//2 가변헤더정보길이 (default)
iPacket.SkipDecode(2);
//2 가변메시지길이 (default)
iPacket.SkipDecode(2);
//1 KB 가변해더 (공동)
iPacket.SkipDecode(1);
}
void Handle_Elw_A3_Contract(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
String shortCode = ElwUtil.ConvertToShortCode(longCode);
if (MarketDataLogOn)
{
logger.Info("Elw_A3(체결데이터) {0}, A3({1:n0}), B7({2:n0})", shortCode, ++_stock_A3_Count, _stock_B7_Count);
}
if (shortCode.Length == 0)
{
return;
}
//정규시간외구분코드 1
//"전일대비(기준가대비) 1
//전일대비 9
iPacket.SkipDecode(1 + 1 + 9);
//체결가격 9
double curPrice = iPacket.DecodeInt(9);
//체결수량 10
long contractCount = iPacket.DecodeLong(10);
//체결유형코드 2
//시가 9
//고가 9
//저가 9
//누적체결수량 12
//누적거래대금 18
//최종매도매수구분코드 1
//체결가와1호가일치여부 1
iPacket.SkipDecode(2 + 9 + 9 + 9 + 12 + 18 + 1 + 1);
//체결시각 6
int time = iPacket.DecodeInt(6);
//LP보유수량 15
iPacket.SkipDecode(15);
RawMarketData rmd = GetData(shortCode);
if (rmd != null)
{
rmd.CurPrice = curPrice;
//매도1호가 9
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수1호가 9
rmd.BidPrice1 = iPacket.DecodeInt(9);
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetElwLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
Boolean UpdateBondNormalSmallData(ref InPacket iPacket, String targetCode, String curTimeStringWithFormat)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HEADER
//종목코드 12
String code = iPacket.DecodeString(12);
if (targetCode.CompareTo(code) != 0)
{
return false;
}
String shortCode = code;
//매도 우선 수익률1 6
iPacket.SkipDecode(6);
//매수 우선 수익률1 6
iPacket.SkipDecode(6);
//매도 우선 호가1 5
int askPrice1 = iPacket.DecodeInt(5);
//매수 우선 호가1 5
int bidPrice1 = iPacket.DecodeInt(5);
//매도 우선 호가잔량1 12
long askCount1 = iPacket.DecodeLong(12);
//매수 우선 호가잔량1 12
long bidCount1 = iPacket.DecodeLong(12);
//매도 우선 수익률2 6
iPacket.SkipDecode(6);
//매수 우선 수익률2 6
iPacket.SkipDecode(6);
//매도 우선 호가2 5
int askPrice2 = iPacket.DecodeInt(5);
//매수 우선 호가2 5
int bidPrice2 = iPacket.DecodeInt(5);
//매도 우선 호가잔량2 12
long askCount2 = iPacket.DecodeLong(12);
//매수 우선 호가잔량2 12
long bidCount2 = iPacket.DecodeLong(12);
//매도 우선 수익률3 6
iPacket.SkipDecode(6);
//매수 우선 수익률3 6
iPacket.SkipDecode(6);
int askPrice3 = iPacket.DecodeInt(5);
//매수 우선 호가3 5
int bidPrice3 = iPacket.DecodeInt(5);
//매도 우선 호가잔량3 12
long askCount3 = iPacket.DecodeLong(12);
//매수 우선 호가잔량3 12
long bidCount3 = iPacket.DecodeLong(12);
//매도 우선 수익률4 6
iPacket.SkipDecode(6);
//매수 우선 수익률4 6
iPacket.SkipDecode(6);
int askPrice4 = iPacket.DecodeInt(5);
//매수 우선 호가4 5
int bidPrice4 = iPacket.DecodeInt(5);
//매도 우선 호가잔량4 12
long askCount4 = iPacket.DecodeLong(12);
//매수 우선 호가잔량4 12
long bidCount4 = iPacket.DecodeLong(12);
//매도 우선 수익률5 6
iPacket.SkipDecode(6);
//매수 우선 수익률5 6
iPacket.SkipDecode(6);
int askPrice5 = iPacket.DecodeInt(5);
//매수 우선 호가5 5
int bidPrice5 = iPacket.DecodeInt(5);
//매도 우선 호가잔량5 12
long askCount5 = iPacket.DecodeLong(12);
//매수 우선 호가잔량5 12
long bidCount5 = iPacket.DecodeLong(12);
//매도 총잔량 12
iPacket.SkipDecode(12);
//매수 총잔량 12
iPacket.SkipDecode(12);
//소액시장참여여부 1
int small = iPacket.DecodeInt(1);
//FILLER 7
//FF 1
if (small == 0)
{
code += NormalSmallConst.TAIL_NORMAL;
}
else if (small == 1)
{
code += NormalSmallConst.TAIL_SMALL;
}
else
{
logger.Error("Unknown small value {0}", small);
Util.KillWithNotice("Unknown small value");
}
RawMarketData rmd = new RawMarketData(code, code, Detail.ProductType.BondSpot);
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
if (small == 0)
{
// Normal
textBox4.Text = curTimeStringWithFormat;
textBox5.Text = BondUtil.GetRmdTextFormString(rmd);
}
else
{
//Small
textBox11.Text = curTimeStringWithFormat;
textBox12.Text = BondUtil.GetRmdTextFormString(rmd);
}
return true;
}
RawMarketData Decode_Contract(InPacket iPacket, String targetCode, DateTime curDateTime)
{
try
{
//A3
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167FC0003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
if (code != targetCode)
{
return null;
}
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//현재가격부호 X 1
iPacket.SkipDecode(1);
//현재가격 9 8
double curPrice = ((double)iPacket.DecodeInt(8)) / 100.0;
//체결수량 9 6
long contractedCount = iPacket.DecodeLong(6);
RawMarketData rmd = new RawMarketData(code, Detail.ProductType.Unknown);
rmd.CurPrice = curPrice;
rmd.LastUpdatedTime = curDateTime;
return rmd;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
ProcessUtil.Kill();
}
return null;
}
void UpdateBondNormalSmallData(ref InPacket iPacket)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HEADER
//종목코드 12
String code = iPacket.DecodeString(12);
String shortCode = code;
//매도 우선 수익률1 6
iPacket.SkipDecode(6);
//매수 우선 수익률1 6
iPacket.SkipDecode(6);
//매도 우선 호가1 5
int askPrice1 = iPacket.DecodeInt(5);
//매수 우선 호가1 5
int bidPrice1 = iPacket.DecodeInt(5);
//매도 우선 호가잔량1 12
long askCount1 = iPacket.DecodeLong(12);
//매수 우선 호가잔량1 12
long bidCount1 = iPacket.DecodeLong(12);
//매도 우선 수익률2 6
iPacket.SkipDecode(6);
//매수 우선 수익률2 6
iPacket.SkipDecode(6);
//매도 우선 호가2 5
int askPrice2 = iPacket.DecodeInt(5);
//매수 우선 호가2 5
int bidPrice2 = iPacket.DecodeInt(5);
//매도 우선 호가잔량2 12
long askCount2 = iPacket.DecodeLong(12);
//매수 우선 호가잔량2 12
long bidCount2 = iPacket.DecodeLong(12);
//매도 우선 수익률3 6
iPacket.SkipDecode(6);
//매수 우선 수익률3 6
iPacket.SkipDecode(6);
int askPrice3 = iPacket.DecodeInt(5);
//매수 우선 호가3 5
int bidPrice3 = iPacket.DecodeInt(5);
//매도 우선 호가잔량3 12
long askCount3 = iPacket.DecodeLong(12);
//매수 우선 호가잔량3 12
long bidCount3 = iPacket.DecodeLong(12);
//매도 우선 수익률4 6
iPacket.SkipDecode(6);
//매수 우선 수익률4 6
iPacket.SkipDecode(6);
int askPrice4 = iPacket.DecodeInt(5);
//매수 우선 호가4 5
int bidPrice4 = iPacket.DecodeInt(5);
//매도 우선 호가잔량4 12
long askCount4 = iPacket.DecodeLong(12);
//매수 우선 호가잔량4 12
long bidCount4 = iPacket.DecodeLong(12);
//매도 우선 수익률5 6
iPacket.SkipDecode(6);
//매수 우선 수익률5 6
iPacket.SkipDecode(6);
int askPrice5 = iPacket.DecodeInt(5);
//매수 우선 호가5 5
int bidPrice5 = iPacket.DecodeInt(5);
//매도 우선 호가잔량5 12
long askCount5 = iPacket.DecodeLong(12);
//매수 우선 호가잔량5 12
long bidCount5 = iPacket.DecodeLong(12);
//매도 총잔량 12
iPacket.SkipDecode(12);
//매수 총잔량 12
iPacket.SkipDecode(12);
//소액시장참여여부 1
int small = iPacket.DecodeInt(1);
//FILLER 7
//FF 1
if (small == 0)
{
code += NormalSmallConst.TAIL_NORMAL;
}
else if (small == 1)
{
code += NormalSmallConst.TAIL_SMALL;
}
else
{
logger.Error("Unknown small value {0}", small);
Util.KillWithNotice("Unknown small value");
}
RegisterBond(code);
lock (_bondLock)
{
RawMarketData rmd = _bondRmds[code];
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
}
}
void DecodeAndUpdate_BidAsk(InPacket iPacket)
{
try
{
//B60161057523068KR4167F9000300740000280 00010578000050 00010577000040 00010576000060 00010575000100 00010574000030000326 00010580000071 00010581000036 00010582000045 00010583000102 000105840000720001800040003000400050002000220007000200030006000410575227?
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167F90003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//장상태구분코드 X 2
iPacket.SkipDecode(2);
//매수총호가잔량 9 6
long totalBidCount = iPacket.DecodeLong(6);
//매수1단계부호 X 1
iPacket.SkipDecode(1);
//매수1단계우선호가가격 9 8
double 매수1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수1단계우선호가잔량 9 6
long 매수1잔량 = iPacket.DecodeLong(6);
//매수2단계부호 X 1
iPacket.SkipDecode(1);
//매수2단계우선호가가격 9 8
double 매수2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수2단계우선호가잔량 9 6
long 매수2잔량 = iPacket.DecodeLong(6);
//매수3단계부호 X 1
iPacket.SkipDecode(1);
//매수3단계우선호가가격 9 8
double 매수3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수3단계우선호가잔량 9 6
long 매수3잔량 = iPacket.DecodeLong(6);
//매수4단계부호 X 1
iPacket.SkipDecode(1);
//매수4단계우선호가가격 9 8
double 매수4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수4단계우선호가잔량 9 6
long 매수4잔량 = iPacket.DecodeLong(6);
//매수5단계부호 X 1
iPacket.SkipDecode(1);
//매수5단계우선호가가격 9 8
double 매수5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수5단계우선호가잔량 9 6
long 매수5잔량 = iPacket.DecodeLong(6);
//매도총호가잔량 9 6
long totalAskCount = iPacket.DecodeLong(6);
//매도1단계부호 X 1
iPacket.SkipDecode(1);
//매도1단계우선호가가격 9 8
double 매도1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도1단계우선호가잔량 9 6
long 매도1잔량 = iPacket.DecodeLong(6);
//매도2단계부호 X 1
iPacket.SkipDecode(1);
//매도2단계우선호가가격 9 8
double 매도2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도2단계우선호가잔량 9 6
long 매도2잔량 = iPacket.DecodeLong(6);
//매도3단계부호 X 1
iPacket.SkipDecode(1);
//매도3단계우선호가가격 9 8
double 매도3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도3단계우선호가잔량 9 6
long 매도3잔량 = iPacket.DecodeLong(6);
//매도4단계부호 X 1
iPacket.SkipDecode(1);
//매도4단계우선호가가격 9 8
double 매도4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도4단계우선호가잔량 9 6
long 매도4잔량 = iPacket.DecodeLong(6);
//매도5단계부호 X 1
iPacket.SkipDecode(1);
//매도5단계우선호가가격 9 8
double 매도5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도5단계우선호가잔량 9 6
long 매도5잔량 = iPacket.DecodeLong(6);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.AskPrice1 = 매도1가격;
rmd.BidPrice1 = 매수1가격;
rmd.AskCount1 = 매도1잔량;
rmd.BidCount1 = 매수1잔량;
rmd.AskPrice2 = 매도2가격;
rmd.BidPrice2 = 매수2가격;
rmd.AskCount2 = 매도2잔량;
rmd.BidCount2 = 매수2잔량;
rmd.AskPrice3 = 매도3가격;
rmd.BidPrice3 = 매수3가격;
rmd.AskCount3 = 매도3잔량;
rmd.BidCount3 = 매수3잔량;
rmd.AskPrice4 = 매도4가격;
rmd.BidPrice4 = 매수4가격;
rmd.AskCount4 = 매도4잔량;
rmd.BidCount4 = 매수4잔량;
rmd.AskPrice5 = 매도5가격;
rmd.BidPrice5 = 매수5가격;
rmd.AskCount5 = 매도5잔량;
rmd.BidCount5 = 매수5잔량;
rmd.TotalBidCount = totalBidCount;
rmd.TotalAskCount = totalAskCount;
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
RawMarketData Decode_BidAskContract(InPacket iPacket, String targetCode, DateTime curDateTime)
{
try
{
//G7
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167FC0003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
if (code != targetCode)
{
return null;
}
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//현재가격부호 X 1
iPacket.SkipDecode(1);
//현재가격 9 8
double curPrice = ((double)iPacket.DecodeInt(8)) / 100.0;
//체결수량 9 6
long contractedCount = iPacket.DecodeLong(6);
//체결유형코드 X 2
iPacket.SkipDecode(2);
//체결시각 X 8
iPacket.SkipDecode(8);
//최근월물의제약정가격 9 8
iPacket.SkipDecode(8);
//원월물의제약정가격 9 8
iPacket.SkipDecode(8);
//시가부호 X 1
iPacket.SkipDecode(1);
//시가 9 8
iPacket.SkipDecode(8);
//고가부호 X 1
iPacket.SkipDecode(1);
//고가 9 8
iPacket.SkipDecode(8);
//저가부호 X 1
iPacket.SkipDecode(1);
//저가 9 8
iPacket.SkipDecode(8);
//직전가격부호 X 1
iPacket.SkipDecode(1);
//직전가격 9 8
iPacket.SkipDecode(8);
//누적체결수량 9 7
iPacket.SkipDecode(7);
//누적거래대금(단위:원) 9 15
iPacket.SkipDecode(15);
//협의대량누적체결수량 9 7
iPacket.SkipDecode(7);
//EFP누적체결수량 9 7
iPacket.SkipDecode(7);
//장상태구분코드 X 2
iPacket.SkipDecode(2);
//매수총호가잔량 9 6
long totalBidCount = iPacket.DecodeLong(6);
//매수1단계부호 X 1
iPacket.SkipDecode(1);
//매수1단계우선호가가격 9 8
double 매수1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수1단계우선호가잔량 9 6
long 매수1잔량 = iPacket.DecodeLong(6);
//매수2단계부호 X 1
iPacket.SkipDecode(1);
//매수2단계우선호가가격 9 8
double 매수2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수2단계우선호가잔량 9 6
long 매수2잔량 = iPacket.DecodeLong(6);
//매수3단계부호 X 1
iPacket.SkipDecode(1);
//매수3단계우선호가가격 9 8
double 매수3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수3단계우선호가잔량 9 6
long 매수3잔량 = iPacket.DecodeLong(6);
//매수4단계부호 X 1
iPacket.SkipDecode(1);
//매수4단계우선호가가격 9 8
double 매수4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수4단계우선호가잔량 9 6
long 매수4잔량 = iPacket.DecodeLong(6);
//매수5단계부호 X 1
iPacket.SkipDecode(1);
//매수5단계우선호가가격 9 8
double 매수5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수5단계우선호가잔량 9 6
long 매수5잔량 = iPacket.DecodeLong(6);
//매도총호가잔량 9 6
long totalAskCount = iPacket.DecodeLong(6);
//매도1단계부호 X 1
iPacket.SkipDecode(1);
//매도1단계우선호가가격 9 8
double 매도1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도1단계우선호가잔량 9 6
long 매도1잔량 = iPacket.DecodeLong(6);
//매도2단계부호 X 1
iPacket.SkipDecode(1);
//매도2단계우선호가가격 9 8
double 매도2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도2단계우선호가잔량 9 6
long 매도2잔량 = iPacket.DecodeLong(6);
//매도3단계부호 X 1
iPacket.SkipDecode(1);
//매도3단계우선호가가격 9 8
double 매도3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도3단계우선호가잔량 9 6
long 매도3잔량 = iPacket.DecodeLong(6);
//매도4단계부호 X 1
iPacket.SkipDecode(1);
//매도4단계우선호가가격 9 8
double 매도4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도4단계우선호가잔량 9 6
long 매도4잔량 = iPacket.DecodeLong(6);
//매도5단계부호 X 1
iPacket.SkipDecode(1);
//매도5단계우선호가가격 9 8
double 매도5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도5단계우선호가잔량 9 6
long 매도5잔량 = iPacket.DecodeLong(6);
RawMarketData rmd = new RawMarketData(code, Detail.ProductType.Unknown);
rmd.CurPrice = curPrice;
rmd.AskPrice1 = 매도1가격;
rmd.BidPrice1 = 매수1가격;
rmd.AskCount1 = 매도1잔량;
rmd.BidCount1 = 매수1잔량;
rmd.AskPrice2 = 매도2가격;
rmd.BidPrice2 = 매수2가격;
rmd.AskCount2 = 매도2잔량;
rmd.BidCount2 = 매수2잔량;
rmd.AskPrice3 = 매도3가격;
rmd.BidPrice3 = 매수3가격;
rmd.AskCount3 = 매도3잔량;
rmd.BidCount3 = 매수3잔량;
rmd.AskPrice4 = 매도4가격;
rmd.BidPrice4 = 매수4가격;
rmd.AskCount4 = 매도4잔량;
rmd.BidCount4 = 매수4잔량;
rmd.AskPrice5 = 매도5가격;
rmd.BidPrice5 = 매수5가격;
rmd.AskCount5 = 매도5잔량;
rmd.BidCount5 = 매수5잔량;
rmd.TotalBidCount = totalBidCount;
rmd.TotalAskCount = totalAskCount;
rmd.LastUpdatedTime = curDateTime;
return rmd;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
ProcessUtil.Kill();
}
return null;
}
void DecodeAndUpdate_Contract(InPacket iPacket)
{
try
{
//A3
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167F90003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//현재가격부호 X 1
iPacket.SkipDecode(1);
//현재가격 9 8
double curPrice = ((double)iPacket.DecodeInt(8)) / 100.0;
//체결수량 9 6
long contractedCount = iPacket.DecodeLong(6);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.CurPrice = curPrice;
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void DecodeAndUpdate_BidAskContract(InPacket iPacket)
{
try
{
//G7
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167F90003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//현재가격부호 X 1
iPacket.SkipDecode(1);
//현재가격 9 8
double curPrice = ((double)iPacket.DecodeInt(8)) / 100.0;
//체결수량 9 6
long contractedCount = iPacket.DecodeLong(6);
//체결유형코드 X 2
iPacket.SkipDecode(2);
//체결시각 X 8
iPacket.SkipDecode(8);
//최근월물의제약정가격 9 8
iPacket.SkipDecode(8);
//원월물의제약정가격 9 8
iPacket.SkipDecode(8);
//시가부호 X 1
iPacket.SkipDecode(1);
//시가 9 8
iPacket.SkipDecode(8);
//고가부호 X 1
iPacket.SkipDecode(1);
//고가 9 8
iPacket.SkipDecode(8);
//저가부호 X 1
iPacket.SkipDecode(1);
//저가 9 8
iPacket.SkipDecode(8);
//직전가격부호 X 1
iPacket.SkipDecode(1);
//직전가격 9 8
iPacket.SkipDecode(8);
//누적체결수량 9 7
iPacket.SkipDecode(7);
//누적거래대금(단위:원) 9 15
iPacket.SkipDecode(15);
//협의대량누적체결수량 9 7
iPacket.SkipDecode(7);
//EFP누적체결수량 9 7
iPacket.SkipDecode(7);
//장상태구분코드 X 2
iPacket.SkipDecode(2);
//매수총호가잔량 9 6
long totalBidCount = iPacket.DecodeLong(6);
//매수1단계부호 X 1
iPacket.SkipDecode(1);
//매수1단계우선호가가격 9 8
double 매수1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수1단계우선호가잔량 9 6
long 매수1잔량 = iPacket.DecodeLong(6);
//매수2단계부호 X 1
iPacket.SkipDecode(1);
//매수2단계우선호가가격 9 8
double 매수2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수2단계우선호가잔량 9 6
long 매수2잔량 = iPacket.DecodeLong(6);
//매수3단계부호 X 1
iPacket.SkipDecode(1);
//매수3단계우선호가가격 9 8
double 매수3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수3단계우선호가잔량 9 6
long 매수3잔량 = iPacket.DecodeLong(6);
//매수4단계부호 X 1
iPacket.SkipDecode(1);
//매수4단계우선호가가격 9 8
double 매수4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수4단계우선호가잔량 9 6
long 매수4잔량 = iPacket.DecodeLong(6);
//매수5단계부호 X 1
iPacket.SkipDecode(1);
//매수5단계우선호가가격 9 8
double 매수5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수5단계우선호가잔량 9 6
long 매수5잔량 = iPacket.DecodeLong(6);
//매도총호가잔량 9 6
long totalAskCount = iPacket.DecodeLong(6);
//매도1단계부호 X 1
iPacket.SkipDecode(1);
//매도1단계우선호가가격 9 8
double 매도1가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도1단계우선호가잔량 9 6
long 매도1잔량 = iPacket.DecodeLong(6);
//매도2단계부호 X 1
iPacket.SkipDecode(1);
//매도2단계우선호가가격 9 8
double 매도2가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도2단계우선호가잔량 9 6
long 매도2잔량 = iPacket.DecodeLong(6);
//매도3단계부호 X 1
iPacket.SkipDecode(1);
//매도3단계우선호가가격 9 8
double 매도3가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도3단계우선호가잔량 9 6
long 매도3잔량 = iPacket.DecodeLong(6);
//매도4단계부호 X 1
iPacket.SkipDecode(1);
//매도4단계우선호가가격 9 8
double 매도4가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도4단계우선호가잔량 9 6
long 매도4잔량 = iPacket.DecodeLong(6);
//매도5단계부호 X 1
iPacket.SkipDecode(1);
//매도5단계우선호가가격 9 8
double 매도5가격 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도5단계우선호가잔량 9 6
long 매도5잔량 = iPacket.DecodeLong(6);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.CurPrice = curPrice;
rmd.AskPrice1 = 매도1가격;
rmd.BidPrice1 = 매수1가격;
rmd.AskCount1 = 매도1잔량;
rmd.BidCount1 = 매수1잔량;
rmd.AskPrice2 = 매도2가격;
rmd.BidPrice2 = 매수2가격;
rmd.AskCount2 = 매도2잔량;
rmd.BidCount2 = 매수2잔량;
rmd.AskPrice3 = 매도3가격;
rmd.BidPrice3 = 매수3가격;
rmd.AskCount3 = 매도3잔량;
rmd.BidCount3 = 매수3잔량;
rmd.AskPrice4 = 매도4가격;
rmd.BidPrice4 = 매수4가격;
rmd.AskCount4 = 매도4잔량;
rmd.BidCount4 = 매수4잔량;
rmd.AskPrice5 = 매도5가격;
rmd.BidPrice5 = 매수5가격;
rmd.AskCount5 = 매도5잔량;
rmd.BidCount5 = 매수5잔량;
rmd.TotalBidCount = totalBidCount;
rmd.TotalAskCount = totalAskCount;
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void DecodeAndUpdate_FOD1(InPacket iPacket)
{
//거래일 9 8
iPacket.SkipDecode(8);
//기일물구분 X 2
String maturity = iPacket.DecodeString(2);
if (maturity != "SP")
{
// Spot이 아니면 그냥 넘어가자
return;
}
//만기일(결제일) 9 8
iPacket.SkipDecode(8);
//BID BEST 9 6
double bidBest = Convert.ToDouble(iPacket.DecodeString(6));
//OFFER BEST 9 6
double askBest = Convert.ToDouble(iPacket.DecodeString(6));
//BID VOLUME 9 6
long bidCount = iPacket.DecodeLong(6);
//OFFER VOLUME 9 6
long askCount = iPacket.DecodeLong(6);
RawMarketData rmd = GetData(UsdSpotName);
if (rmd != null)
{
rmd.BidPrice1 = bidBest;
rmd.AskPrice1 = askBest;
rmd.BidCount1 = bidCount;
rmd.AskCount1 = askCount;
}
}
void DecodeAndUpdate_A3_Contract(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
//정규시간외구분코드 1
//"전일대비(기준가대비) 1
//전일대비 9
iPacket.SkipDecode(1 + 1 + 9);
//체결가격 9
double curPrice = iPacket.DecodeInt(9);
//체결수량 10
long contractCount = iPacket.DecodeLong(10);
//체결유형코드 2
//시가 9
//고가 9
//저가 9
//누적체결수량 12
//누적거래대금 18
//최종매도매수구분코드 1
//체결가와1호가일치여부 1
iPacket.SkipDecode(2 + 9 + 9 + 9 + 12 + 18 + 1 + 1);
//체결시각 6
int time = iPacket.DecodeInt(6);
//LP보유수량 15
iPacket.SkipDecode(15);
RawMarketData rmd = GetData(longCode);
if (rmd == null)
{
rmd = RmdManager.Register(longCode, "", Detail.ProductType.Stock, _rmdDict);
}
if (rmd != null)
{
rmd.CurPrice = curPrice;
//매도1호가 9
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수1호가 9
rmd.BidPrice1 = iPacket.DecodeInt(9);
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
RawMarketData Decode_BidAsk(InPacket iPacket, String targetCode, DateTime curDateTime)
{
try
{
//B60161057523068KR4167FC000300740000280 00010578000050 00010577000040 00010576000060 00010575000100 00010574000030000326 00010580000071 00010581000036 00010582000045 00010583000102 000105840000720001800040003000400050002000220007000200030006000410575227?
iPacket.SkipDecode(10); // 시간, 1057523068
//종목코드 X 12
//KR4167FC0003
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
if (code != targetCode)
{
return null;
}
iPacket.SkipDecode(1);
//종목SEQ 9 3
iPacket.SkipDecode(3);
//장상태구분코드 X 2
iPacket.SkipDecode(2);
//매수총호가잔량 9 6
long totalBidCount = iPacket.DecodeLong(6);
//매수1단계부호 X 1
iPacket.SkipDecode(1);
//매수1단계우선호가가격 9 8
double bidPrice1 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수1단계우선호가잔량 9 6
long bidCount1 = iPacket.DecodeLong(6);
//매수2단계부호 X 1
iPacket.SkipDecode(1);
//매수2단계우선호가가격 9 8
double BidPrice2 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수2단계우선호가잔량 9 6
long BidCount2 = iPacket.DecodeLong(6);
//매수3단계부호 X 1
iPacket.SkipDecode(1);
//매수3단계우선호가가격 9 8
double BidPrice3 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수3단계우선호가잔량 9 6
long BidCount3 = iPacket.DecodeLong(6);
//매수4단계부호 X 1
iPacket.SkipDecode(1);
//매수4단계우선호가가격 9 8
double BidPrice4 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수4단계우선호가잔량 9 6
long BidCount4 = iPacket.DecodeLong(6);
//매수5단계부호 X 1
iPacket.SkipDecode(1);
//매수5단계우선호가가격 9 8
double BidPrice5 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매수5단계우선호가잔량 9 6
long BidCount5 = iPacket.DecodeLong(6);
//매도총호가잔량 9 6
long totalAskCount = iPacket.DecodeLong(6);
//매도1단계부호 X 1
iPacket.SkipDecode(1);
//매도1단계우선호가가격 9 8
double AskPrice1 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도1단계우선호가잔량 9 6
long AskCount1 = iPacket.DecodeLong(6);
//매도2단계부호 X 1
iPacket.SkipDecode(1);
//매도2단계우선호가가격 9 8
double AskPrice2 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도2단계우선호가잔량 9 6
long AskCount2 = iPacket.DecodeLong(6);
//매도3단계부호 X 1
iPacket.SkipDecode(1);
//매도3단계우선호가가격 9 8
double AskPrice3 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도3단계우선호가잔량 9 6
long AskCount3 = iPacket.DecodeLong(6);
//매도4단계부호 X 1
iPacket.SkipDecode(1);
//매도4단계우선호가가격 9 8
double AskPrice4 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도4단계우선호가잔량 9 6
long AskCount4 = iPacket.DecodeLong(6);
//매도5단계부호 X 1
iPacket.SkipDecode(1);
//매도5단계우선호가가격 9 8
double AskPrice5 = ((double)iPacket.DecodeInt(8)) / 100.0;
//매도5단계우선호가잔량 9 6
long AskCount5 = iPacket.DecodeLong(6);
RawMarketData rmd = new RawMarketData(code, Detail.ProductType.Unknown);
rmd.AskPrice1 = AskPrice1;
rmd.BidPrice1 = bidPrice1;
rmd.AskCount1 = AskCount1;
rmd.BidCount1 = bidCount1;
rmd.AskPrice2 = AskPrice2;
rmd.BidPrice2 = BidPrice2;
rmd.AskCount2 = AskCount2;
rmd.BidCount2 = BidCount2;
rmd.AskPrice3 = AskPrice3;
rmd.BidPrice3 = BidPrice3;
rmd.AskCount3 = AskCount3;
rmd.BidCount3 = BidCount3;
rmd.AskPrice4 = AskPrice4;
rmd.BidPrice4 = BidPrice4;
rmd.AskCount4 = AskCount4;
rmd.BidCount4 = BidCount4;
rmd.AskPrice5 = AskPrice5;
rmd.BidPrice5 = BidPrice5;
rmd.AskCount5 = AskCount5;
rmd.BidCount5 = BidCount5;
rmd.TotalBidCount = totalBidCount;
rmd.TotalAskCount = totalAskCount;
rmd.LastUpdatedTime = curDateTime;
return rmd;
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
ProcessUtil.Kill();
}
return null;
}
void Handle_Stock_B7_BidAsk(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
if (MarketDataLogOn)
{
logger.Info("Stock_B7(호가데이터) {0}, A3({1:n0}), B7({2:n0})", longCode, _stock_A3_Count, ++_stock_B7_Count);
}
String shortCode = StockUtil.Ins().LongCodeToShortCode(longCode);
if (shortCode == null)
{
return;
}
RawMarketData rmd = GetData(shortCode);
if (rmd == null)
{
rmd = Register(shortCode, "", Detail.ProductType.Stock);
}
if (rmd != null)
{
//누적체결수량: 000000000000 (12)
iPacket.SkipDecode(12);
//매도호가1: 000000570 (9)
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수호가1: 000000365 (9)
rmd.BidPrice1 = iPacket.DecodeInt(9);
//매도호가잔량1: 000000033000 (12)
rmd.AskCount1 = iPacket.DecodeLong(12);
//매수호가잔량1: 000000031000 (12)
rmd.BidCount1 = iPacket.DecodeLong(12);
//매도호가2: 000000570 (9)
rmd.AskPrice2 = iPacket.DecodeInt(9);
//매수호가2: 000000365 (9)
rmd.BidPrice2 = iPacket.DecodeInt(9);
//매도호가잔량2: 000000033000 (12)
rmd.AskCount2 = iPacket.DecodeLong(12);
//매수호가잔량2: 000000031000 (12)
rmd.BidCount2 = iPacket.DecodeLong(12);
//매도호가3: 000000570 (9)
rmd.AskPrice3 = iPacket.DecodeInt(9);
//매수호가3: 000000365 (9)
rmd.BidPrice3 = iPacket.DecodeInt(9);
//매도호가잔량3: 000000033000 (12)
rmd.AskCount3 = iPacket.DecodeLong(12);
//매수호가잔량3: 000000031000 (12)
rmd.BidCount3 = iPacket.DecodeLong(12);
//매도호가4: 000000570 (9)
rmd.AskPrice4 = iPacket.DecodeInt(9);
//매수호가4: 000000365 (9)
rmd.BidPrice4 = iPacket.DecodeInt(9);
//매도호가잔량4: 000000033000 (12)
rmd.AskCount4 = iPacket.DecodeLong(12);
//매수호가잔량4: 000000031000 (12)
rmd.BidCount4 = iPacket.DecodeLong(12);
//매도호가5: 000000570 (9)
rmd.AskPrice5 = iPacket.DecodeInt(9);
//매수호가5: 000000365 (9)
rmd.BidPrice5 = iPacket.DecodeInt(9);
//매도호가잔량5: 000000033000 (12)
rmd.AskCount5 = iPacket.DecodeLong(12);
//매수호가잔량5: 000000031000 (12)
rmd.BidCount5 = iPacket.DecodeLong(12);
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetStockLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void Handle_Elw_B7_BidAsk(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
RawMarketData rmd = GetData(longCode);
if (rmd != null)
{
//누적체결수량: 000000000000 (12)
iPacket.SkipDecode(12);
//매도호가1: 000000570 (9)
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수호가1: 000000365 (9)
rmd.BidPrice1 = iPacket.DecodeInt(9);
//매도호가잔량1: 000000033000 (12)
rmd.AskCount1 = iPacket.DecodeLong(12);
//매수호가잔량1: 000000031000 (12)
rmd.BidCount1 = iPacket.DecodeLong(12);
//LP 매도호가 잔량1: 000000000000 (12)
//LP 매수호가 잔량1: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가2: 000000570 (9)
rmd.AskPrice2 = iPacket.DecodeInt(9);
//매수호가2: 000000365 (9)
rmd.BidPrice2 = iPacket.DecodeInt(9);
//매도호가잔량2: 000000033000 (12)
rmd.AskCount2 = iPacket.DecodeLong(12);
//매수호가잔량2: 000000031000 (12)
rmd.BidCount2 = iPacket.DecodeLong(12);
//LP 매도호가 잔량2: 000000000000 (12)
//LP 매수호가 잔량2: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가3: 000000570 (9)
rmd.AskPrice3 = iPacket.DecodeInt(9);
//매수호가3: 000000365 (9)
rmd.BidPrice3 = iPacket.DecodeInt(9);
//매도호가잔량3: 000000033000 (12)
rmd.AskCount3 = iPacket.DecodeLong(12);
//매수호가잔량3: 000000031000 (12)
rmd.BidCount3 = iPacket.DecodeLong(12);
//LP 매도호가 잔량3: 000000000000 (12)
//LP 매수호가 잔량3: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가4: 000000570 (9)
rmd.AskPrice4 = iPacket.DecodeInt(9);
//매수호가4: 000000365 (9)
rmd.BidPrice4 = iPacket.DecodeInt(9);
//매도호가잔량4: 000000033000 (12)
rmd.AskCount4 = iPacket.DecodeLong(12);
//매수호가잔량4: 000000031000 (12)
rmd.BidCount4 = iPacket.DecodeLong(12);
//LP 매도호가 잔량4: 000000000000 (12)
//LP 매수호가 잔량4: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가5: 000000570 (9)
rmd.AskPrice5 = iPacket.DecodeInt(9);
//매수호가5: 000000365 (9)
rmd.BidPrice5 = iPacket.DecodeInt(9);
//매도호가잔량5: 000000033000 (12)
rmd.AskCount5 = iPacket.DecodeLong(12);
//매수호가잔량5: 000000031000 (12)
rmd.BidCount5 = iPacket.DecodeLong(12);
//LP 매도호가 잔량5: 000000000000 (12)
//LP 매수호가 잔량5: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
rmd.LastUpdatedTime = DateTime.Now;
_lastUpdated = DateTime.Now;
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void UpdateBondRetailData(ref InPacket iPacket)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HDADER
//종목코드 12
String code = iPacket.DecodeString(12);
String shortCode = code;
code += NormalSmallConst.TAIL_RETAIL;
//만기년월 4
iPacket.SkipDecode(4);
//소매종류코드 2
iPacket.SkipDecode(2);
//매도우선가격1 7
int askPrice1 = iPacket.DecodeInt(7);
//매도우선수익률1 11
iPacket.SkipDecode(11);
//매도우선수량1 20
long askCount1 = iPacket.DecodeLong(20);
//매도우선가격2 7
int askPrice2 = iPacket.DecodeInt(7);
//매도우선수익률2 11
iPacket.SkipDecode(11);
//매도우선수량2 20
long askCount2 = iPacket.DecodeLong(20);
//매도우선가격3 7
int askPrice3 = iPacket.DecodeInt(7);
//매도우선수익률3 11
iPacket.SkipDecode(11);
//매도우선수량3 20
long askCount3 = iPacket.DecodeLong(20);
//매도우선가격4 7
int askPrice4 = iPacket.DecodeInt(7);
//매도우선수익률4 11
iPacket.SkipDecode(11);
//매도우선수량4 20
long askCount4 = iPacket.DecodeLong(20);
//매도우선가격5 7
int askPrice5 = iPacket.DecodeInt(7);
//매도우선수익률5 11
iPacket.SkipDecode(11);
//매도우선수량5 20
long askCount5 = iPacket.DecodeLong(20);
//매수우선가격1 7
int bidPrice1 = iPacket.DecodeInt(7);
//매수우선수익률1 11
iPacket.SkipDecode(11);
//매수우선수량1 20
long bidCount1 = iPacket.DecodeLong(20);
//매수우선가격2 7
int bidPrice2 = iPacket.DecodeInt(7);
//매수우선수익률2 11
iPacket.SkipDecode(11);
//매수우선수량2 20
long bidCount2 = iPacket.DecodeLong(20);
//매수우선가격3 7
int bidPrice3 = iPacket.DecodeInt(7);
//매수우선수익률3 11
iPacket.SkipDecode(11);
//매수우선수량3 20
long bidCount3 = iPacket.DecodeLong(20);
//매수우선가격4 7
int bidPrice4 = iPacket.DecodeInt(7);
//매수우선수익률4 11
iPacket.SkipDecode(11);
//매수우선수량4 20
long bidCount4 = iPacket.DecodeLong(20);
//매수우선가격5 7
int bidPrice5 = iPacket.DecodeInt(7);
//매수우선수익률5 11
iPacket.SkipDecode(11);
//매수우선수량5 20
long bidCount5 = iPacket.DecodeLong(20);
//매도총량 20
iPacket.SkipDecode(20);
//매수총량 20
iPacket.SkipDecode(20);
//현재가 7
iPacket.SkipDecode(7);
//거래량 20
iPacket.SkipDecode(20);
//거래대금 20
iPacket.SkipDecode(20);
//시가 7
iPacket.SkipDecode(7);
//고가 7
iPacket.SkipDecode(7);
//저가 7
iPacket.SkipDecode(7);
//매매일 8
iPacket.SkipDecode(8);
//현재가수익률 11
iPacket.SkipDecode(11);
//시가수익률 11
iPacket.SkipDecode(11);
//고가수익률 11
iPacket.SkipDecode(11);
//저가수익률 11
iPacket.SkipDecode(11);
//FILLER 6
iPacket.SkipDecode(6);
//FF 1
iPacket.SkipDecode(1);
RegisterBond(code);
lock (_bondLock)
{
RawMarketData rmd = _bondRmds[code];
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
}
}
void DecodeBody_주문(InPacket iPacket)
{
//주문시장코드 X 2
this.주문시장코드 = iPacket.DecodeString(2);
//주문유형코드 X 2
this.주문유형코드 = iPacket.DecodeString(2);
//원주문번호 9 10
this.원주문번호 = iPacket.DecodeLong(10);
//계좌번호(11) X 20
iPacket.SkipDecode(20);
//종목번호 X 12
this.종목번호 = iPacket.DecodeString(12);
//주문수량 9 16
this.주문수량 = iPacket.DecodeLong(16);
//주문가격 9 13
this.주문가격 = iPacket.DecodeLong(13);
//회원사번호 9 3
iPacket.SkipDecode(3);
//수수료징수구분 9 1
iPacket.SkipDecode(1);
//매수일자 X 8
iPacket.SkipDecode(8);
//과세구분 X 1
iPacket.SkipDecode(1);
//소액매매조건 X 1
iPacket.SkipDecode(1);
//소액동시매매참여구분 X 1
iPacket.SkipDecode(1);
//대행사반대매도구분 X 1
iPacket.SkipDecode(1);
//채권종류코드 X 3
iPacket.SkipDecode(3);
//선물옵션대용반대매매구분 X 1
iPacket.SkipDecode(1);
//선물계좌번호 X 20
iPacket.SkipDecode(20);
//선물시장구분 X 1
iPacket.SkipDecode(1);
//주문금액 9 16
iPacket.SkipDecode(16);
//변동수량 9 16
iPacket.SkipDecode(16);
//주문번호 9 10
this.주문번호 = iPacket.DecodeLong(10);
//총매도체결금액 9 61
iPacket.SkipDecode(61);
//총매수체결금액 9 16
iPacket.SkipDecode(16);
//매도체결수량 9 16
iPacket.SkipDecode(16);
//미체결매도수량(종목) 9 16
iPacket.SkipDecode(16);
//원주문미체결수량 9 16
this.원주문미체결수량 = iPacket.DecodeLong(16);
//원주문정정수량 9 16
this.원주문정정수량 = iPacket.DecodeLong(16);
//원주문취소수량 9 16
this.원주문취소수량 = iPacket.DecodeLong(16);
//비회원사송신번호 9 10
iPacket.SkipDecode(10);
//주문가능수량 9 16
iPacket.SkipDecode(16);
//사용수량 9 16
iPacket.SkipDecode(16);
//주문가능현금 9 16
iPacket.SkipDecode(16);
//사용현금 9 16
iPacket.SkipDecode(16);
//주문가능대용 9 16
iPacket.SkipDecode(16);
//사용대용 9 16
iPacket.SkipDecode(16);
//매도수구분 X 1
this.매도수구분 = iPacket.DecodeString(1);
}
void Handle_Elw_B7_BidAsk(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
String shortCode = ElwUtil.ConvertToShortCode(longCode);
if (MarketDataLogOn)
{
logger.Info("Elw_B7(호가데이터) {0}, A3({1:n0}), B7({2:n0})", shortCode, _elw_A3_Count, ++_elw_B7_Count);
}
if (shortCode.Length == 0)
{
return;
}
RawMarketData rmd = GetData(shortCode);
if (rmd != null)
{
//누적체결수량: 000000000000 (12)
iPacket.SkipDecode(12);
//매도호가1: 000000570 (9)
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수호가1: 000000365 (9)
rmd.BidPrice1 = iPacket.DecodeInt(9);
//매도호가잔량1: 000000033000 (12)
rmd.AskCount1 = iPacket.DecodeLong(12);
//매수호가잔량1: 000000031000 (12)
rmd.BidCount1 = iPacket.DecodeLong(12);
//LP 매도호가 잔량1: 000000000000 (12)
//LP 매수호가 잔량1: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가2: 000000570 (9)
rmd.AskPrice2 = iPacket.DecodeInt(9);
//매수호가2: 000000365 (9)
rmd.BidPrice2 = iPacket.DecodeInt(9);
//매도호가잔량2: 000000033000 (12)
rmd.AskCount2 = iPacket.DecodeLong(12);
//매수호가잔량2: 000000031000 (12)
rmd.BidCount2 = iPacket.DecodeLong(12);
//LP 매도호가 잔량2: 000000000000 (12)
//LP 매수호가 잔량2: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가3: 000000570 (9)
rmd.AskPrice3 = iPacket.DecodeInt(9);
//매수호가3: 000000365 (9)
rmd.BidPrice3 = iPacket.DecodeInt(9);
//매도호가잔량3: 000000033000 (12)
rmd.AskCount3 = iPacket.DecodeLong(12);
//매수호가잔량3: 000000031000 (12)
rmd.BidCount3 = iPacket.DecodeLong(12);
//LP 매도호가 잔량3: 000000000000 (12)
//LP 매수호가 잔량3: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가4: 000000570 (9)
rmd.AskPrice4 = iPacket.DecodeInt(9);
//매수호가4: 000000365 (9)
rmd.BidPrice4 = iPacket.DecodeInt(9);
//매도호가잔량4: 000000033000 (12)
rmd.AskCount4 = iPacket.DecodeLong(12);
//매수호가잔량4: 000000031000 (12)
rmd.BidCount4 = iPacket.DecodeLong(12);
//LP 매도호가 잔량4: 000000000000 (12)
//LP 매수호가 잔량4: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가5: 000000570 (9)
rmd.AskPrice5 = iPacket.DecodeInt(9);
//매수호가5: 000000365 (9)
rmd.BidPrice5 = iPacket.DecodeInt(9);
//매도호가잔량5: 000000033000 (12)
rmd.AskCount5 = iPacket.DecodeLong(12);
//매수호가잔량5: 000000031000 (12)
rmd.BidCount5 = iPacket.DecodeLong(12);
//LP 매도호가 잔량5: 000000000000 (12)
//LP 매수호가 잔량5: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetElwLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
Boolean UpdateBondRetailData(ref InPacket iPacket, String targetCode, String curTimeStringWithFormat)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HDADER
//종목코드 12
String code = iPacket.DecodeString(12);
if (targetCode.CompareTo(code) != 0)
{
return false;
}
String shortCode = code;
code += NormalSmallConst.TAIL_RETAIL;
//만기년월 4
iPacket.SkipDecode(4);
//소매종류코드 2
iPacket.SkipDecode(2);
//매도우선가격1 7
int askPrice1 = iPacket.DecodeInt(7);
//매도우선수익률1 11
iPacket.SkipDecode(11);
//매도우선수량1 20
long askCount1 = iPacket.DecodeLong(20);
//매도우선가격2 7
int askPrice2 = iPacket.DecodeInt(7);
//매도우선수익률2 11
iPacket.SkipDecode(11);
//매도우선수량2 20
long askCount2 = iPacket.DecodeLong(20);
//매도우선가격3 7
int askPrice3 = iPacket.DecodeInt(7);
//매도우선수익률3 11
iPacket.SkipDecode(11);
//매도우선수량3 20
long askCount3 = iPacket.DecodeLong(20);
//매도우선가격4 7
int askPrice4 = iPacket.DecodeInt(7);
//매도우선수익률4 11
iPacket.SkipDecode(11);
//매도우선수량4 20
long askCount4 = iPacket.DecodeLong(20);
//매도우선가격5 7
int askPrice5 = iPacket.DecodeInt(7);
//매도우선수익률5 11
iPacket.SkipDecode(11);
//매도우선수량5 20
long askCount5 = iPacket.DecodeLong(20);
//매수우선가격1 7
int bidPrice1 = iPacket.DecodeInt(7);
//매수우선수익률1 11
iPacket.SkipDecode(11);
//매수우선수량1 20
long bidCount1 = iPacket.DecodeLong(20);
//매수우선가격2 7
int bidPrice2 = iPacket.DecodeInt(7);
//매수우선수익률2 11
iPacket.SkipDecode(11);
//매수우선수량2 20
long bidCount2 = iPacket.DecodeLong(20);
//매수우선가격3 7
int bidPrice3 = iPacket.DecodeInt(7);
//매수우선수익률3 11
iPacket.SkipDecode(11);
//매수우선수량3 20
long bidCount3 = iPacket.DecodeLong(20);
//매수우선가격4 7
int bidPrice4 = iPacket.DecodeInt(7);
//매수우선수익률4 11
iPacket.SkipDecode(11);
//매수우선수량4 20
long bidCount4 = iPacket.DecodeLong(20);
//매수우선가격5 7
int bidPrice5 = iPacket.DecodeInt(7);
//매수우선수익률5 11
iPacket.SkipDecode(11);
//매수우선수량5 20
long bidCount5 = iPacket.DecodeLong(20);
//매도총량 20
iPacket.SkipDecode(20);
//매수총량 20
iPacket.SkipDecode(20);
//현재가 7
iPacket.SkipDecode(7);
//거래량 20
iPacket.SkipDecode(20);
//거래대금 20
iPacket.SkipDecode(20);
//시가 7
iPacket.SkipDecode(7);
//고가 7
iPacket.SkipDecode(7);
//저가 7
iPacket.SkipDecode(7);
//매매일 8
iPacket.SkipDecode(8);
//현재가수익률 11
iPacket.SkipDecode(11);
//시가수익률 11
iPacket.SkipDecode(11);
//고가수익률 11
iPacket.SkipDecode(11);
//저가수익률 11
iPacket.SkipDecode(11);
//FILLER 6
iPacket.SkipDecode(6);
//FF 1
iPacket.SkipDecode(1);
RawMarketData rmd = new RawMarketData(code, code, Detail.ProductType.BondSpot);
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
textBox15.Text = curTimeStringWithFormat;
textBox16.Text = BondUtil.GetRmdTextFormString(rmd);
return true;
}
