public static void Test()
{
SocketWorker sw = new SocketWorker();
// sw.Connect();
// SYRequest.QureyCoinSymbolMarket("XDFYX");
// SYRequest.QureyBuy(100, "XDFYX", "12", "0.12");
// SYRequest.QureySell(100, "XDFYX", "20", "99.9999");
// SYRequest.QureyPosition(101, 1, 10);
// SYRequest.QureyCancelOrder(101, "");
// SYRequest.QureyReturnTrade("", EnumOrderType.购买);
// SYRequest.OureyAllOrder(100, "XDFYX");
// SYRequest.QureyOrder("11201903151252423176");
// SocketWorker s = new SocketWorker();
//SYBase bs = new SYStrategy();
//bs.Load();
}
//连接行情端
private bool MarketConnect()
{
socketWorker = new SocketWorker();
socketWorker.Init(this, coinSymbol);
if (socketWorker.Connect())
{
Print("建立行情 socket 连接成功！");
isConnect = true;
return(true);
}
Print("建立行情 socket 连接失败！");
runStatus = EnumRunStatus.行情连接异常;
return(false);
}
public static void ThreadFun(object obj)
{
SocketWorker socketWorker = (SocketWorker)obj;
Socket socket = socketWorker.sock;
try
{
byte[] coin = Encoding.UTF8.GetBytes(socketWorker.subJson);
Head hed = new Head();
hed.length = 26 + coin.Length;
hed.sequencedId = 0L;
hed.code = 20021;
hed.version = 1;
hed.terminal = "1001";
hed.requestId = 0;
byte[] sedh = hed.headToByteArray();
int hdlength = sedh.Length + coin.Length;
byte[] senddata = new byte[hdlength];
// 包头 包体 合并
Buffer.BlockCopy(sedh, 0, senddata, 0, sedh.Length); //这种方法仅适用于字节数组
Buffer.BlockCopy(coin, 0, senddata, sedh.Length, coin.Length);
// 发送请求信息
socket.Send(senddata, senddata.Length, SocketFlags.None);
// 接收交易信息
for (; socket.Connected && !socketWorker.tradeStop;)
{
int headBuf = Head.LENGTH;
int headLeft = Head.LENGTH;
int headOffset = 0;
int readLen = 0;
byte[] HeadBuffer = new byte[Head.LENGTH];//数据长度
while (socket.Connected && headLeft > 0)
{
readLen = socket.Receive(HeadBuffer, headOffset, headLeft, SocketFlags.None);
if (readLen <= 0)
{
break;
}
headOffset += readLen;
headLeft -= readLen;
}
Head head = Head.ByteToHead(HeadBuffer);
if (head == null)
{
throw new Exception("解析包头信息异常");
}
//接收包体数据
int bodyBuf = head.length - Head.LENGTH;
int bodyLeft = bodyBuf;
int bodyOffset = 0;
byte[] bodyBuffer = new byte[head.length - Head.LENGTH];
while (socket.Connected && bodyLeft > 0)
{
readLen = socket.Receive(bodyBuffer, bodyOffset, bodyLeft, SocketFlags.None);//读取socket数据
if (readLen <= 0)
{
break;
}
bodyLeft -= readLen;
bodyOffset += readLen;
}
//读取信息后 解析
string json = Encoding.UTF8.GetString(bodyBuffer);
if (head.code == 20023 || head.code == 20024)
{
socketWorker.attrbute.OnMarket(head.code, json);
}
}
}
catch (ThreadAbortException tae)
{
try {
socketWorker.attrbute.OnError(EnumExceptionCode.线程被终止, "【SocketWorker】 行情线程被强制关闭，线程即将退出！ \r\n 异常信息:" + tae.ToString());
return;
}
catch { }
}
catch (SocketException se)
{
try
{
if (socket.Connected)
{
socket.Shutdown(SocketShutdown.Both);
socket.Close();
}
socketWorker.attrbute.OnError(EnumExceptionCode.socket异常, "【SocketWorker】 Socket 出发异常，线程即将退出！ \r\n 异常信息:" + se.ToString());
return;
}
catch { }
}
catch (Exception ex)
{
socketWorker.attrbute.OnError(EnumExceptionCode.其他异常, "【SocketWorker】 异常信息:" + ex.ToString());
return;
}
}
/// <summary>
/// 加载交易信息
/// </summary>
public sealed override bool Load()
{
try
{
#region 成员属性赋值
//用户ID
userId = 100;
//用户名
userName = "";
//密码
password = "";
//设置 开仓倍数 （必成交）
mustMore = 1;
//设置 开仓倍数 （非成交）
OtherMore = 1;
//真实盘口深度
maxRealQuoteLen = 10;
//伪盘口深度
maxQuoteLen = maxRealQuoteLen + 1;
//产品编号
coinSymbol = "XDFYX";
//交易对
symbol = coinSymbol + "/CNY";
//最小变动单位
minPrice = 0.01;
//线程休眠等级
timerGrade = 1;
//
mustToBuy = 30;
//
mustToSell = 30;
//
otherToBuy = 80;
//
otherToSell = 80;
maxOrderCount = 60;
//设置线程的休眠等级
SetTimer(timerGrade);
#endregion
#region 交易价格信息处理
//查询当日交易的价格区间
coinSymbolMarket = SYRequest.QureyCoinSymbolMarket(coinSymbol);
if (coinSymbolMarket == null)
{
Print("获取当日涨跌停信息失败,策略启动失败！");
return(false);
}
if (coinSymbolMarket.beginPrice == null || coinSymbolMarket.maxPrice == null || coinSymbolMarket.minPrice == null)
{
Print("获取当日涨跌停信息有误,策略启动失败！");
return(false);
}
// 开盘价
openPrice = (double)decimal.Round((decimal)coinSymbolMarket.beginPrice, 2);
// 最高限价
upLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.maxPrice, 2);
// 最低限价
lowLimitPrice = (double)decimal.Round((decimal)coinSymbolMarket.minPrice, 2);
Print("获取当日涨跌停信息成功！");
#endregion
#region 更新用户持仓信息
//查询所有持仓
position = SYRequest.QureyPosition(userId, coinSymbol);
if (position == null || position.balance == 0)
{
Print("该账户不存在仓位信息！");
}
else
{
Print("获取到所有仓位信息信息！");
}
#endregion
#region 盘口信息更新
//查询盘口信息
Quote q = SYRequest.QureyQuote(symbol);
realQuoteBuy = q.bid.items.ToArray();
realQuoteSell = q.ask.items.ToArray();
int len = maxQuoteLen;
quoteBuy = new QuoteItem[len];
quoteSell = new QuoteItem[len];
for (int i = 0; i < len; i++)
{
quoteBuy[i] = new QuoteItem();
quoteSell[i] = new QuoteItem();
}
productFakeQuote();
#endregion
#region 建立行情连接
socketWorker = new SocketWorker();
if (!socketWorker.Connect())
{
Print("建立行情 socket 连接失败,策略启动失败！");
return(false);
}
socketWorker.Init(this, symbol);
Print("建立行情 socket 连接成功！");
#endregion
return(true);
} catch (Exception ex)
{
OnError(EnumExceptionCode.其他异常, ex.ToString());
return(false);
}
}
public static void ThreadFun(object obj)
{
SocketWorker socketWorker = (SocketWorker)obj;
Socket socket = socketWorker.sock;
byte[] coin = Encoding.UTF8.GetBytes("{\"symbol\":\"XDFYX / CNY\"}");
Head hed = new Head();
hed.length = 26 + coin.Length;
hed.sequencedId = 0L;
hed.code = 20021;
hed.version = 1;
hed.terminal = "1001";
hed.requestId = 0;
byte[] sedh = hed.headToByteArray();
int hdlength = sedh.Length + coin.Length;
byte[] senddata = new byte[hdlength];
Buffer.BlockCopy(sedh, 0, senddata, 0, sedh.Length); //这种方法仅适用于字节数组
Buffer.BlockCopy(coin, 0, senddata, sedh.Length, coin.Length);
int sendlen = socket.Send(senddata, senddata.Length, SocketFlags.None);
try
{
for (; socket.Connected;)
{
int headBuf = Head.LENGTH;
int headLeft = Head.LENGTH;
int headOffset = 0;
int readLen = 0;
byte[] HeadBuffer = new byte[Head.LENGTH];//数据长度
while (socket.Connected && headLeft > 0)
{
readLen = socket.Receive(HeadBuffer, headOffset, headLeft, SocketFlags.None);
if (readLen <= 0)
{
break;
}
headOffset += readLen;
headLeft -= readLen;
}
Head head = Head.ByteToHead(HeadBuffer);
if (head == null)
{
throw new Exception("解析包头信息异常");
}
//接收包体数据
int bodyBuf = head.length - Head.LENGTH;
int bodyLeft = bodyBuf;
int bodyOffset = 0;
byte[] bodyBuffer = new byte[head.length - Head.LENGTH];
while (socket.Connected && bodyLeft > 0)
{
readLen = socket.Receive(bodyBuffer, bodyOffset, bodyLeft, SocketFlags.None);//读取socket数据
if (readLen <= 0)
{
break;
}
bodyLeft -= readLen;
bodyOffset += readLen;
}
//读取信息后 解析
string message = Encoding.UTF8.GetString(bodyBuffer);
socketWorker.op.printmsg(message);
}
}
catch (Exception ex)
{
ex.ToString();
}
}