//計算個股(開盤價 最高價 最低價)
internal static void CalculatePrice(MitakeIndex index, DateTime time, double price) {
if (price > 0) {
if (index.Open == 0) {
index.Open = price;
}
index.High = ((index.High == 0) ? price : ((price > index.High) ? price : index.High));
index.Low = ((index.Low == 0) ? price : ((price < index.Low) ? price : index.Low));
index.Close = price;
}
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
int iSize = 0;
byte bMode = 0, bType = 0, bFlag = 0;
iSize = Buffer.Length - 2;
//移動至資料結構(時間欄位)
Buffer.Position = 7;
do {
//取得Format旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得家數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得家數代號(有持平家數，上漲家數，下跌家數 等......)
bType = BitConvert.GetValue(bFlag, 0, 6);
switch (bType) {
case 0: //持平家數
index.持平家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 1: //未成交家數
index.未成交家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 2: //上漲家數
index.上漲家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //下跌家數
index.下跌家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //漲停家數
index.漲停家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //跌停家數
index.跌停家數 = Volumn.GetVolumn(bMode, Buffer);
break;
}
} while (Buffer.Position < iSize);//End While
++index.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
int iSize = 0;
uint uValue = 0;
byte bMode = 0, bIType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(8);
if (!bHave) {
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 8);
if (cPrevTick != null) {
cTick.Clone(cPrevTick, 8);
}
}
do {
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得指數代號(有加權指數，不含金融 等......)
bIType = Buffer[0];
++Buffer.Position;
//取得類股成交金額
bMode = BitConvert.GetValue(bFlag, 6, 2);
uValue = Volumn.GetVolumn(bMode, Buffer);
cTick.Classifys[bIType].Amount = uValue;
//取得類股成交量
bMode = BitConvert.GetValue(bFlag, 4, 2);
uValue = Volumn.GetVolumn(bMode, Buffer);
cTick.Classifys[bIType].Totals = uValue;
} while (Buffer.Position < iSize);//End While
++index.UpdateCount;
}
/// <summary>
/// 取得陣列內的MitakeIndex類別資料
/// </summary>
/// <param name="serial">股票流水號</param>
/// <returns>返回值: MitakeIndex類別</returns>
internal MitakeIndex GetIndex(int serial) {
MitakeIndex cMitakeIndex = null;
if (!__cIndexs.TryGetValue(serial, out cMitakeIndex)) {
Product cProduct = MitakeSymbolManager.GetIndexSymbolInformation(serial);
cMitakeIndex = new MitakeIndex();
cMitakeIndex.Serial = serial;
if (cProduct != null) {
cMitakeIndex.SymbolId = cProduct.SymbolId;
cMitakeIndex.SymbolName = cProduct.SymbolName;
}
lock (__cIndexs) {
__cIndexs.Add(serial, cMitakeIndex);
}
}
return cMitakeIndex;
}
internal static void Decode(MitakeIndex index, PacketBuffer Buffer) {
byte bMode = 0, bFlag = 0;
MitakeIndexTick cTick = null;
//移動至資料結構
Buffer.Position = 7;
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(2);
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 2);
if (!bHave) {
if (cPrevTick != null) {
cTick.Clone(cPrevTick, 2);
}
}
//取得format
bFlag = Buffer[0];
++Buffer.Position;
//取得成交總額
bMode = BitConvert.GetValue(bFlag, 6, 2);
uint uVolume = Volumn.GetVolumn(bMode, Buffer);
cTick.Volume = uVolume;
if (uVolume > index.成交總額) {
index.成交總額 = uVolume;
}
//取得成交張數
bMode = BitConvert.GetValue(bFlag, 4, 2);
cTick.成交張數 = Volumn.GetVolumn(bMode, Buffer);
//取得成交筆數
bMode = BitConvert.GetValue(bFlag, 2, 2);
cTick.成交筆數 = Volumn.GetVolumn(bMode, Buffer);
CalculateSingle(cTick, cPrevTick);
++index.UpdateCount;
}
/// <summary>
/// 取得陣列內的MitakeIndex類別資料
/// </summary>
/// <param name="serial">股票流水號</param>
/// <returns>返回值: MitakeIndex類別</returns>
internal MitakeIndex GetIndex(int serial)
{
MitakeIndex cMitakeIndex = null;
if (!__cIndexs.TryGetValue(serial, out cMitakeIndex))
{
Product cProduct = MitakeSymbolManager.GetIndexSymbolInformation(serial);
cMitakeIndex = new MitakeIndex();
cMitakeIndex.Serial = serial;
if (cProduct != null)
{
cMitakeIndex.SymbolId = cProduct.SymbolId;
cMitakeIndex.SymbolName = cProduct.SymbolName;
}
lock (__cIndexs) {
__cIndexs.Add(serial, cMitakeIndex);
}
}
return(cMitakeIndex);
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
int iSize = 0;
byte bMode = 0, bType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(4);
if (!bHave) {
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 4);
if (cPrevTick != null) {
cTick.Clone(cPrevTick, 4);
}
}
do {
//取得Format旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得委託張數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得委託代號(有委賣合計張數，委買合計張數 等......)
bType = BitConvert.GetValue(bFlag, 0, 6);
switch (bType) {
case 0: //委買合計張數
cTick.Bid = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
break;
case 1: //委賣合計張數
cTick.Ask = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
break;
case 2: //委買合計筆數
cTick.委買合計筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //委賣合計筆數
cTick.委賣合計筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //委買總漲停張數
cTick.委買總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //委賣總漲停張數
cTick.委賣總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 6: //委買總漲停筆數
cTick.委買總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 7: //委賣總漲停筆數
cTick.委賣總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 8: //委買總跌停張數
cTick.委買總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 9: //委賣總跌停張數
cTick.委賣總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 10: //委買總跌停筆數
cTick.委買總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 11: //委賣總跌停筆數
cTick.委賣總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
default:
Buffer.Position += (bMode + 1);
break;
}//End Switch
} while (Buffer.Position < iSize);//End While
++index.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
float fIndex = 0;
byte bMode = 0, bIType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
int iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(1);
if (!bHave) {
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 1);
if (cPrevTick != null) {
cTick.Clone(cPrevTick, 1);
}
}
do {
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得指數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得指數代號(有加權指數，不含金融 等......)
bIType = BitConvert.GetValue(bFlag, 0, 6);
fIndex = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01);
if (Time.ConvertForTotalSeconds(cTime) == 32400) { //09:00 開盤會送出昨日收盤價
index.ReferPrices[bIType] = fIndex; //昨天收盤指數
}
cTick.Classifys[bIType].IndexValue = fIndex;
if (index.Serial == 9999) {
switch (bIType) {
case 0: //加權指數
if (fIndex > 0) {
cTick.Ask = new DOMPrice(fIndex, cTick.Ask.Size);
cTick.Bid = new DOMPrice(fIndex, cTick.Bid.Size);
if (cTime >= index.即時資訊.Time) {
index.加權指數價差 = fIndex - index.ReferPrices[0];
CalculatePrice(index, cTime, fIndex);
}
}
break;
case 9: //不含金融
if (fIndex > 0) {
if (cTime >= index.即時資訊.Time)
index.不含金融價差 = fIndex - index.ReferPrices[9];
}
break;
default:
break;
}
}
} while (Buffer.Position < iSize);//End While
if (cTime > index.即時資訊.Time) {
index.即時資訊 = cTick;
}
++index.UpdateCount;
}
//大盤指數計算與補價資訊(StockId = 10000)
private static void Decoder_Index_10000(MitakeIndex index, byte Module, uint value, bool Negative) {
float fValue = (float)(value * 0.01);
if (Negative) {
fValue *= -1; //如果是負數
}
switch (Module) {
case 0:
break;
case 1:
index.加權指數漲跌幅 = fValue;
break;
case 2:
break;
case 3:
index.不含金融漲跌幅 = fValue;
break;
case 4:
index.OTC指數價差 = fValue;
break;
case 5:
index.OTC指數漲跌幅 = fValue;
break;
}
}
//大盤指數計算與補價資訊(StockId = 9999)
private static void Decoder_Index_9999(MitakeIndex index, byte Module, uint value) {
switch (Module) {
case 0: //大盤綜合買氣(上市股票最近1000筆)
index.大盤綜合買氣 = value;
break;
case 30: //大盤買賣比 (委買張/委賣張)
index.大盤買賣比 = (float)(value * 0.01);
break;
default: //新編各類股買氣(該類股最近500筆，紡織、電子則為1000筆)
//判斷是否為null 如果是則創建一個Dictionary
if (index.類股綜合買氣 == null) {
index.類股綜合買氣 = new Dictionary<int, uint>();
}
if (index.類股綜合買氣.ContainsKey(Module)) {
index.類股綜合買氣[Module] = value;
} else {
index.類股綜合買氣.Add(Module, value);
}
break;
}
}
/*
* 指數計算及補價資訊：(<stockid:2>=999x...)
* <data:N> = {<subId:1> <值:n1>}重覆直到封包結尾...
*/
/// <summary>
/// 大盤指數計算及補價資訊
/// </summary>
private static void Decoder(int StockId, MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) {
uint uValue = 0;
bool bNegative = false;
byte bMode = 0, bFlag = 0, bModule = 0;
int iSize = Buffer.Length - 2;
Buffer.Position = 7;
do {
//取得subId旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得量價格式
bMode = BitConvert.GetValue(bFlag, 6, 2);
bModule = BitConvert.GetValue(bFlag, 0, 6);
switch (StockId) {
case 9999:
uValue = Volumn.GetVolumn(bMode, Buffer);
Decoder_Index_9999(index, bModule, uValue);
break;
case 10000:
if ((Buffer[0] & 0x80) == 0) {
bNegative = false; //正號
} else {
bNegative = true; //負號
Buffer.Data[Buffer.Position] &= 0x7f; //取消負號旗標
}
uValue = Volumn.GetVolumn(bMode, Buffer);
Decoder_Index_10000(index, bModule, uValue, bNegative);
break;
default:
Volumn.GetVolumn(bMode, Buffer);
break;
}
} while (Buffer.Position < iSize);//end while
++index.UpdateCount;
}
