/// <summary>
/// 解析股票消息数据包
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public static StockMessageNode ParseStockMessageNode(byte[] data)
{
var msg = new StockMessageNode();
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 <StockMDEntry>();
msg.MDEntry = new StockMDEntry[dataCount];
for (int i = 0; i < dataCount; ++i)
{
msg.MDEntry[i] = YunLib.DataHelper.BytesToStruct <StockMDEntry>(data.Skip(startIndex + i * MDEntrySize).Take(MDEntrySize).ToArray());
}
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
return(msg);
}
public void PubStockMessage(StockMessageNode data)
{
try
{
var xData = this.StockMessageMarketTick(data);
var dataBuf = YunLib.DataHelper.StructToBytes <MarketTickNode>(xData);
this.pubData("stock", dataBuf);
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
}
/// <summary>
/// 深交所股票消息转云财经统一数据格式
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public MarketTickNode StockMessageMarketTick(StockMessageNode data)
{
MarketTickNode nodeData = new MarketTickNode();
nodeData.foxxcode = string.Format("{0}.SZ", MessageHelper.GetMessageString(data.marketInfo.SecurityID).Trim());
nodeData.code = string.Format("{0}", MessageHelper.GetMessageString(data.marketInfo.SecurityID).Trim());
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 = MessageHelper.GetMessageString(data.marketInfo.TradingPhaseCode).Trim();
nodeData.name = string.Empty;
nodeData.preclose = (int)((UInt64)data.marketInfo.PrevClosePx);
nodeData.vol = (long)((Int64)data.marketInfo.TotalVolumeTrade / 100);
nodeData.money = (long)((Int64)data.marketInfo.TotalValueTrade / 10000);
nodeData.transnum = (long)((Int64)data.marketInfo.NumTrades);
nodeData.buyorder = 0;
nodeData.sellorder = 0;
nodeData.buyorder_aveprice = 0;
nodeData.sellorder_aveprice = 0;
nodeData.buy1 = 0;
nodeData.buy1_count = 0;
nodeData.sell1 = 0;
nodeData.sell1_count = 0;
nodeData.buy2 = 0;
nodeData.buy2_count = 0;
nodeData.sell2 = 0;
nodeData.sell2_count = 0;
nodeData.buy3 = 0;
nodeData.buy3_count = 0;
nodeData.sell3 = 0;
nodeData.sell3_count = 0;
nodeData.buy4 = 0;
nodeData.buy4_count = 0;
nodeData.sell4 = 0;
nodeData.sell4_count = 0;
nodeData.buy5 = 0;
nodeData.buy5_count = 0;
nodeData.sell5 = 0;
nodeData.sell5_count = 0;
nodeData.buy6 = 0;
nodeData.buy6_count = 0;
nodeData.sell6 = 0;
nodeData.sell6_count = 0;
nodeData.buy7 = 0;
nodeData.buy7_count = 0;
nodeData.sell7 = 0;
nodeData.sell7_count = 0;
nodeData.buy8 = 0;
nodeData.buy8_count = 0;
nodeData.sell8 = 0;
nodeData.sell8_count = 0;
nodeData.buy9 = 0;
nodeData.buy9_count = 0;
nodeData.sell9 = 0;
nodeData.sell9_count = 0;
nodeData.buy10 = 0;
nodeData.buy10_count = 0;
nodeData.sell10 = 0;
nodeData.sell10_count = 0;
foreach (var item in data.MDEntry)
{
var mdType = MessageHelper.GetMessageString(item.MDEntryType).Trim();
//买五档
if (mdType == "0")
{
if (item.MDPriceLevel == 1)
{
nodeData.buy1 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy1_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 2)
{
nodeData.buy2 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy2_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 3)
{
nodeData.buy3 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy3_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 4)
{
nodeData.buy4 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy4_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 5)
{
nodeData.buy5 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy5_count = (long)((UInt64)item.MDEntrySize / 100);
}
}
//卖五档
if (mdType == "1")
{
if (item.MDPriceLevel == 1)
{
nodeData.sell1 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell1_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 2)
{
nodeData.sell2 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell2_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 3)
{
nodeData.sell3 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell3_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 4)
{
nodeData.sell4 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell4_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 5)
{
nodeData.sell5 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell5_count = (long)((UInt64)item.MDEntrySize / 100);
}
}
//最新价格
if (mdType == "2")
{
nodeData.close = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//开盘价格
if (mdType == "4")
{
nodeData.dopen = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//最高价格
if (mdType == "7")
{
nodeData.dhigh = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//最低价格
if (mdType == "8")
{
nodeData.dlow = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//平均委托买,不知道level1有不有
if (mdType == "x3")
{
nodeData.buyorder = (long)((UInt64)item.MDEntrySize / 100);
nodeData.buyorder_aveprice = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//平均委托卖,不知道level1有不有
if (mdType == "x4")
{
nodeData.sellorder = (long)((UInt64)item.MDEntrySize / 100);
nodeData.sellorder_aveprice = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
}
nodeData.status = this.getStatus(nodeData);
return(nodeData);
}
