//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;
}
}
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.漲家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //下跌家數
index.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;
}
/*
* 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;
}
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 = null;
if (index.ComplementStatus != ComplementStatus.NotComplement)
{
cPrevTick = index.GetPreviousTick(cTime, 2);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
//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;
}
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 (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 8);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
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;
}
//計算個股(開盤價 最高價 最低價)
private static void CalculatePrice(MitakeIndex index, DateTime time, double price)
{
if (price > 0)
{
if (index.Open == 0)
{
if (Time.ConvertForTotalSeconds(time) == 32405) //9:00:05 才是真的開盤價格
{
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));
}
}
/// <summary>
/// 回補即時報價今天的所有歷史Tick
/// </summary>
/// <param name="symbolId">商品代號</param>
public override void Complement(string symbolId) {
int iSerial = MitakeSymbolManager.ConvertToSerial(symbolId);
if (iSerial > 0) {
switch (iSerial) {
case 9998: //OTC上櫃指數
case 9999: //TWI加權指數
MitakeIndex cIndex = MitakeStorage.Storage.GetIndex(iSerial);
cIndex.ComplementStatus = ComplementStatus.Complementing;
break;
default:
MitakeQuote cQuote = MitakeStorage.Storage.GetQuote(iSerial);
cQuote.ComplementStatus = ComplementStatus.Complementing;
break;
}
Complement cComplement = new Complement();
cComplement.Serial = iSerial;
this.Send(cComplement);
}
}
//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 1:
index.加權指數漲跌幅 = fValue;
break;
case 3:
index.含金融漲跌幅 = fValue;
break;
case 5:
index.OTC指數漲跌幅 = fValue;
break;
}
}
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 (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 1);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
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
}
else
{
if (fIndex > 0)
{
cTick.Classifys[bIType].IndexValue = fIndex;
switch (bIType)
{
case 0: //加權指數
cTick.Ask = new DOMPrice(fIndex, cTick.Ask.Size);
cTick.Bid = new DOMPrice(fIndex, cTick.Bid.Size);
CalculatePrice(index, cTime, fIndex);
if (cTime >= index.即時資訊.Time)
{
index.Close = fIndex;
if (index.Serial == 9999)
{
index.加權指數價差 = fIndex - index.ReferPrices[0];
}
else if (index.Serial == 9998)
{
index.OTC指數價差 = fIndex - index.ReferPrices[0];
}
}
break;
case 9: //不含金融
if (index.Serial == 9999)
{
if (cTime >= index.即時資訊.Time)
{
index.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;
}
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
if (cTime.TimeOfDay == __c忽略報價時間) //這個時間點可以直接忽略
{
return;
}
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(4);
if (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 4);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
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;
}