public TDFSourceImp(TDFOpenSetting_EXT openSetting_ext)
: base(openSetting_ext)
{
ShowAllData = false;
logA.EventSourceName = "行情获取日志A";
logA.EventLogType = System.Diagnostics.EventLogEntryType.Information;
logA.EventLogID = 63001;
logB.EventSourceName = "行情获取日志B";
logB.EventLogType = System.Diagnostics.EventLogEntryType.Information;
logB.EventLogID = 63002;
}
// 非代理方式连接和登陆服务器
public TDFSourceImp(TDFOpenSetting_EXT openSetting)
: base(openSetting)
{
IsOnline = false;
IsLogin = false;
IsClose = false;
AliveTime = DateTime.Now;
MarketDataCache = new ConcurrentQueue <TDFMarketData[]>();
TransactionCache = new ConcurrentQueue <TDFTransaction[]>();
OrderCache = new ConcurrentQueue <TDFOrder[]>();
OrderQueueCache = new ConcurrentQueue <TDFOrderQueue[]>();
}
public TDFSourceImp(TDFOpenSetting_EXT openSetting_ext)
: base(openSetting_ext)
{
ShowAllData = false;
logA.EventSourceName = "行情获取日志A";
logA.EventLogType = System.Diagnostics.EventLogEntryType.Information;
logA.EventLogID = 63001;
logB.EventSourceName = "行情获取日志B";
logB.EventLogType = System.Diagnostics.EventLogEntryType.Information;
logB.EventLogID = 63002;
}
//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;
}
}
}
public int Start()
{
if (_isRunning == true)
{
App.Logger.Info("TDF数据服务：已启动！");
return(1);
}
try
{
TDFServerInfo[] theServers = new TDFServerInfo[4];
theServers[0] = new TDFServerInfo()
{
Ip = _config.Ip, //服务器Ip
Port = _config.Port.ToString(), //服务器端口
Username = _config.Username, //服务器用户名
Password = _config.Password, //服务器密码
};
//theServers[0].Username = "******";
//theServers[0].Password = "******";
//Setting.IsHistory = true;
theServers[1] = new TDFServerInfo();
if (_config.Ip == "114.80.154.34")
{
bool isSpec = false;
if (_config.Port == 6221)
{
isSpec = true;
theServers[1].Port = "6231";
}
else if (_config.Port == 6231)
{
isSpec = true;
theServers[1].Port = "6221";
}
if (isSpec)
{
theServers[1].Ip = _config.Ip;
theServers[1].Username = _config.Username;
theServers[1].Password = _config.Password;
}
}
theServers[2] = new TDFServerInfo();
theServers[3] = new TDFServerInfo();
TDFOpenSetting_EXT openSetting = new TDFOpenSetting_EXT()
{
Servers = theServers,
ServerNum = 1,
Subscriptions = "600000.sh;000001.sz", //订阅列表，以 ; 分割的代码列表，例如:if1406.cf;if1403.cf；如果置为空，则全市场订阅
Markets = "sh-2;sz-2;", //市场列表，以 ; 分割，例如: sh;sz;cf;shf;czc;dce
ConnectionID = 1, //连接ID，标识某个Open调用，跟回调消息中TDFMSG结构nConnectionID字段相同
Time = Setting.IsHistory ? -1 : 0, //请求的时间，格式HHMMSS，为0则请求实时行情，为(uint)-1从头请求
TypeFlags = unchecked ((uint)(DataTypeFlag.DATA_TYPE_ORDER | DataTypeFlag.DATA_TYPE_TRANSACTION | DataTypeFlag.DATA_TYPE_ORDERQUEUE)) //为0请求所有品种，或者取值为DataTypeFlag中多种类别，比如DATA_TYPE_MARKET | DATA_TYPE_TRANSACTION
};
if (IsAllCodes)
{
openSetting.Subscriptions = string.Empty;
openSetting.Markets = "SH-2;SZ-2";
}
_source = new TDFSourceImp(openSetting);
_source.NewSysEvent += _source_NewSysEvent;
TDFERRNO nOpenRet = _source.Open();
if (nOpenRet == TDFERRNO.TDF_ERR_SUCCESS)
{
App.Logger.Info("TDF数据服务：登陆成功！");
_isRunning = true;
if (_subCodes.Count > 0)
{
//重新注册
StringBuilder s = new StringBuilder();
foreach (string wind in _subCodes)
{
s.Append(wind);
s.Append(";");
}
string substring = s.ToString().TrimEnd(new char[] { ';' });
_source.SetSubscription(substring, SubscriptionType.SUBSCRIPTION_ADD);
}
}
else
{
App.Logger.Error(string.Format("TDF数据服务：连接失败，错误代码{0}", nOpenRet));
return(2);
}
}
catch (Exception ex)
{
App.Logger.Error(ex);
App.Logger.Error("TDF数据服务：初始化错误！" + ex.Message);
return(100);
}
return(0);
}
