/// <summary>
/// 解析指数消息数据包
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public static IndexMessageNode ParseIndexMessageNode(byte[] data)
{
var msg = new IndexMessageNode();
try
{
var marketInfoSize = YunLib.DataHelper.StructSize <MarketMessageNode>();
msg.marketInfo = YunLib.DataHelper.BytesToStruct <MarketMessageNode>(data.Take(marketInfoSize).ToArray());
var NoMDEntriesSize = YunLib.DataHelper.StructSize <BigEndianUInt32>();
msg.NoMDEntries = YunLib.DataHelper.BytesToStruct <BigEndianUInt32>(data.Skip(marketInfoSize).Take(NoMDEntriesSize).ToArray());
UInt32 dataCount = msg.NoMDEntries;
var startIndex = marketInfoSize + NoMDEntriesSize;
var MDEntrySize = YunLib.DataHelper.StructSize <IndexMDEntry>();
msg.MDEntry = new IndexMDEntry[dataCount];
for (int i = 0; i < dataCount; ++i)
{
msg.MDEntry[i] = YunLib.DataHelper.BytesToStruct <IndexMDEntry>(data.Skip(startIndex + i * MDEntrySize).Take(MDEntrySize).ToArray());
}
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
return(msg);
}
/// <summary>
/// 深交所指数消息转云财经统一数据格式
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public IndexTickNode IndexMessageToIndexTick(IndexMessageNode data)
{
IndexTickNode nodeData = new IndexTickNode();
nodeData.foxxcode = string.Format("{0}.SZ", data.marketInfo.SecurityID);
nodeData.code = string.Format("{0}", data.marketInfo.SecurityID);
nodeData.date = int.Parse(string.Format("{0}", data.marketInfo.OrigTime).Substring(0, 8));
nodeData.time = int.Parse(string.Format("{0}", data.marketInfo.OrigTime).Substring(8));
nodeData.status = "idx";
nodeData.name = string.Empty;
nodeData.preclose = (int)((UInt64)data.marketInfo.PrevClosePx);
nodeData.vol = (long)((UInt64)data.marketInfo.TotalVolumeTrade);
nodeData.money = (long)((UInt64)data.marketInfo.TotalValueTrade);
nodeData.transnum = (long)((UInt64)data.marketInfo.NumTrades);
nodeData.buyorder = 0;
nodeData.sellorder = 0;
nodeData.buyorder_aveprice = 0;
nodeData.sellorder_aveprice = 0;
foreach (var item in data.MDEntry)
{
if (item.MDEntryType == "3")
{
nodeData.close = (int)((UInt64)item.MDEntryPx);
continue;
}
if (item.MDEntryType == "xa")
{
nodeData.preclose = (int)((UInt64)item.MDEntryPx);
continue;
}
if (item.MDEntryType == "xb")
{
nodeData.dopen = (int)((UInt64)item.MDEntryPx);
continue;
}
if (item.MDEntryType == "xc")
{
nodeData.dhigh = (int)((UInt64)item.MDEntryPx);
continue;
}
if (item.MDEntryType == "xd")
{
nodeData.dlow = (int)((UInt64)item.MDEntryPx);
continue;
}
}
return(nodeData);
}
public void PubIndexMessage(IndexMessageNode data)
{
try
{
var xData = this.IndexMessageToIndexTick(data);
var dataBuf = YunLib.DataHelper.StructToBytes <IndexTickNode>(xData);
this.pubData("index", dataBuf);
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
}