public MarketData DeQueueInfo()
{
lock (Queue_Data.GetQueue().SyncRoot)
{
if (Queue_Data.GetQueue().Count > 0)
{
EnQueueType OBJ = (EnQueueType)Queue_Data.GetQueue().Dequeue();
if (OBJ == null)
{
return(null);
}
if (OBJ.Type == "S")
{
return(new MarketData((TDFMarketData)(OBJ.value)));
}
else if (OBJ.Type == "I")
{
return(new MarketData((TDFIndexData)(OBJ.value)));
}
else if (OBJ.Type == "F")
{
return(new MarketData((TDFFutureData)(OBJ.value)));
}
else
{
return(null);
}
}
else
{
return(null);
}
}
}
//delegate String ToString(String[] args);
/// <summary>
/// 行情订阅主线程
/// </summary>
static void MainThread()
{
TDFServerInfo[] theServers = new TDFServerInfo[4];
uint iServerNum = 1;
theServers[0] = new TDFServerInfo()
{
//Ip = CHangQingPARA.IP,
//Port = CHangQingPARA.PORT,
//Username = CHangQingPARA.USERNAME,
//Password = CHangQingPARA.PASSWORD
//Ip = "114.80.154.34",
//Port = "6231", //服务器端口
//Username = "******", //服务器用户名
//Password = "******"
Ip = ip,
Port = port,
Username = userName,
Password=password
};
/******即使不用，也要初始化******/
theServers[1] = new TDFServerInfo();
theServers[2] = new TDFServerInfo();
theServers[3] = new TDFServerInfo();
//初始化行情模拟系统
simulate_trade.InitSimTable(simulate_trade.SimMarketCode);
/************订阅的类型需要再确认***********/
var openSetting_ext = new TDFOpenSetting_EXT()
{
Servers = theServers,
ServerNum = iServerNum,
Markets = "",
Subscriptions = subscribeList.Replace('\n', ';'),
ConnectionID = 1,
Time =0,
TypeFlags = 0
};
using (var dataSource = new TDFSourceImp(openSetting_ext))
{
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_HEART_BEAT_INTERVAL, 0);//环境设置
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_MISSED_BEART_COUNT, 0);//环境设置
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_OPEN_TIME_OUT, 0);//环境设置
TDFERRNO nOpenRet = dataSource.Open();
if (nOpenRet == TDFERRNO.TDF_ERR_SUCCESS)
{
//连接成功
Queue_Data.Connected = true;
}
else
{
Queue_Data.Connected = false;
//连接失败，告警顶级日志
//GlobalErrorLog.LogInstance.LogEvent(String.Format("open returned:{0}, program quit", nOpenRet));
}
while (true)
{
if (webservice.STOP) { break; }
Thread.Sleep(1000);
//每隔10s发送一次停盘信息
if ((DateTime.Now - RunningTime.CurrentTime).TotalSeconds > 10)
{
foreach (TDFMarketData data in stop_plate_stocks.GetInstance().GetStopList())
{
EnQueueType obj = new EnQueueType() { Type = "S", value = (object)data };
Queue_Data.GetQueue().Enqueue((object)obj);
}
RunningTime.CurrentTime = DateTime.Now;
}
if ((simulate_trade.SimSwitch)&&(Queue_Data.Suspend == false))
{
for (int i = 0; i < simulate_trade.SimMarketPerSecond; i++)
{
TDFMarketData objs = simulate_trade.GetSimMarketDate();
new EnQueueType() { Type = "S", value = (object)objs };
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)(new EnQueueType() { Type = "S", value = (object)objs }));
}
TDFFutureData objf = simulate_trade.GetSimFutureData();
Queue_Data.GetQueue().Enqueue((object)(new EnQueueType() { Type = "F", value = (object)objf }));
}
}
continue;
}
}
}
//delegate String ToString(String[] args);
/// <summary>
/// 行情订阅主线程
/// </summary>
static void MainThread()
{
TDFServerInfo[] theServers = new TDFServerInfo[4];
uint iServerNum = 1;
theServers[0] = new TDFServerInfo()
{
//Ip = CHangQingPARA.IP,
//Port = CHangQingPARA.PORT,
//Username = CHangQingPARA.USERNAME,
//Password = CHangQingPARA.PASSWORD
//Ip = "114.80.154.34",
//Port = "6231", //服务器端口
//Username = "******", //服务器用户名
//Password = "******"
Ip = ip,
Port = port,
Username = userName,
Password = password
};
/******即使不用，也要初始化******/
theServers[1] = new TDFServerInfo();
theServers[2] = new TDFServerInfo();
theServers[3] = new TDFServerInfo();
//初始化行情模拟系统
simulate_trade.InitSimTable(simulate_trade.SimMarketCode);
/************订阅的类型需要再确认***********/
var openSetting_ext = new TDFOpenSetting_EXT()
{
Servers = theServers,
ServerNum = iServerNum,
Markets = "",
Subscriptions = subscribeList.Replace('\n', ';'),
ConnectionID = 1,
Time = 0,
TypeFlags = 0
};
using (var dataSource = new TDFSourceImp(openSetting_ext))
{
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_HEART_BEAT_INTERVAL, 0); //环境设置
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_MISSED_BEART_COUNT, 0); //环境设置
dataSource.SetEnv(EnvironSetting.TDF_ENVIRON_OPEN_TIME_OUT, 0); //环境设置
TDFERRNO nOpenRet = dataSource.Open();
if (nOpenRet == TDFERRNO.TDF_ERR_SUCCESS)
{
//连接成功
Queue_Data.Connected = true;
}
else
{
Queue_Data.Connected = false;
MessageBox.Show(nOpenRet.ToString());
//连接失败，告警顶级日志
//GlobalErrorLog.LogInstance.LogEvent(String.Format("open returned:{0}, program quit", nOpenRet));
}
while (true)
{
if (webservice.STOP)
{
break;
}
Thread.Sleep(1000);
//每隔10s发送一次停盘信息
if ((DateTime.Now - RunningTime.CurrentTime).TotalSeconds > 10)
{
foreach (TDFMarketData data in stop_plate_stocks.GetInstance().GetStopList())
{
EnQueueType obj = new EnQueueType()
{
Type = "S", value = (object)data
};
if (simulate_trade.MarketRecorder)
{
MarketInfoQueue.EnQueueNew(data);
}
else
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
}
RunningTime.CurrentTime = DateTime.Now;
}
if ((simulate_trade.SimSwitch) && (Queue_Data.Suspend == false))
{
for (int i = 0; i < simulate_trade.SimMarketPerSecond; i++)
{
TDFMarketData objs = simulate_trade.GetSimMarketDate();
new EnQueueType()
{
Type = "S", value = (object)objs
};
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)(new EnQueueType()
{
Type = "S", value = (object)objs
}));
}
TDFFutureData objf = simulate_trade.GetSimFutureData();
Queue_Data.GetQueue().Enqueue((object)(new EnQueueType()
{
Type = "F", value = (object)objf
}));
}
}
continue;
}
}
}
//重载OnRecvDataMsg方法，接收行情数据
// 请注意：
// 1. 不要在这个函数里做耗时操作
// 2. 只在这个函数里做数据获取工作 -- 将数据复制到其它数据缓存区，由其它线程做业务逻辑处理
public override void OnRecvDataMsg(TDFMSG msg)
{
if (msg.MsgID == TDFMSGID.MSG_DATA_MARKET)
{
//行情消息
TDFMarketData[] marketDataArr = msg.Data as TDFMarketData[];
foreach (TDFMarketData data in marketDataArr)
{
EnQueueType obj = new EnQueueType() { Type = "S", value = (object)data };
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)obj);
if (data.Status == 68)
{
stop_plate_stocks.GetInstance().updateStopList(data);
}
}
}
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_FUTURE)
{
//期货行情数据
TDFFutureData[] futureDataArr = msg.Data as TDFFutureData[];
foreach (TDFFutureData data in futureDataArr)
{
EnQueueType obj = new EnQueueType() { Type = "F", value = (object)data };
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
}
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_INDEX)
{
//指数消息
TDFIndexData[] indexDataArr = msg.Data as TDFIndexData[];
foreach (TDFIndexData data in indexDataArr)
{
EnQueueType obj = new EnQueueType() { Type = "I", value = (object)data };
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
}
}
}
//重载OnRecvDataMsg方法，接收行情数据
// 请注意：
// 1. 不要在这个函数里做耗时操作
// 2. 只在这个函数里做数据获取工作 -- 将数据复制到其它数据缓存区，由其它线程做业务逻辑处理
public override void OnRecvDataMsg(TDFMSG msg)
{
if (Queue_Data.GetQueueNumber() > 2000)
{
Queue_Data.GetQueue().Clear();
GlobalMarketLog.LogInstance.LogEvent("Queue_Data超量自动删除，时间：" + DateTime.Now.ToString());
}
if (MarketInfoQueue.GetQueueLength() > 2000)
{
MarketInfoQueue.ClearQueue();
GlobalMarketLog.LogInstance.LogEvent("MarketInfoQueue超量自动删除，时间：" + DateTime.Now.ToString());
}
if (msg.MsgID == TDFMSGID.MSG_DATA_MARKET)
{
//行情消息
TDFMarketData[] marketDataArr = msg.Data as TDFMarketData[];
foreach (TDFMarketData data in marketDataArr)
{
EnQueueType obj = new EnQueueType()
{
Type = "S", value = (object)data
};
if (Queue_Data.Suspend == false)
{
if (!simulate_trade.MarketRecorder)
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
if (data.Status == 68)
{
stop_plate_stocks.GetInstance().updateStopList(data);
}
if (simulate_trade.MarketRecorder)
{
MarketInfoQueue.EnQueueNew(data);
}
}
}
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_FUTURE)
{
//期货行情数据
TDFFutureData[] futureDataArr = msg.Data as TDFFutureData[];
foreach (TDFFutureData data in futureDataArr)
{
EnQueueType obj = new EnQueueType()
{
Type = "F", value = (object)data
};
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
}
}
else if (msg.MsgID == TDFMSGID.MSG_DATA_INDEX)
{
//指数消息
TDFIndexData[] indexDataArr = msg.Data as TDFIndexData[];
foreach (TDFIndexData data in indexDataArr)
{
EnQueueType obj = new EnQueueType()
{
Type = "I", value = (object)data
};
if (Queue_Data.Suspend == false)
{
Queue_Data.GetQueue().Enqueue((object)obj);
}
}
}
}