public MarketData(TDFMarketData _mData)
{
ActionDay = _mData.ActionDay;
AskPrice = _mData.AskPrice;
AskVol = _mData.AskVol;
BidPrice = _mData.BidPrice;
BidVol = _mData.BidVol;
Code = _mData.Code;
High = _mData.High;
HighLimited = _mData.HighLimited;
IOPV = _mData.IOPV;
Low = _mData.Low;
LowLimited = _mData.LowLimited;
Match = _mData.Match;
NumTrades = _mData.NumTrades;
Open = _mData.Open;
PreClose = _mData.PreClose;
Prefix = _mData.Prefix;
SD2 = _mData.SD2;
WindCode = _mData.WindCode;
Time = _mData.Time;
Status = _mData.Status;
IOPV = 0;
}
//获取股票市场信息
public static TDFMarketData GetSimMarketDate()
{
if (_simulate_trade_table.Count == 0)
{
return(null);
}
Random seed = new Random();
Sim_HQ_Struct unit = _simulate_trade_table[seed.Next(_simulate_trade_table.Count - 1)];
uint price = Convert.ToUInt32(unit.PRICE * 10000);
double wave = seed.NextDouble(); //涨幅/跌幅
if (seed.Next(0, 1) == 0)
{
wave *= -1;
}
TDFMarketData data = new TDFMarketData()
{
AskPrice = new uint[5] {
price - 100, price - 200, price, price + 100, price + 200
},
AskVol = new uint[5] {
100, 100, 100, 100, 100
},
BidPrice = new uint[5] {
price - 100, price - 200, price, price + 100, price + 200
},
BidVol = new uint[5] {
100, 100, 100, 100, 100
},
Code = unit.CODE,
High = price + 1,
HighLimited = Convert.ToUInt32(price * 1.1),
IOPV = 0,
Low = price - 1,
LowLimited = Convert.ToUInt32(price * 0.9),
Match = price,
Time = Convert.ToInt32(DateTime.Now.ToString("HHmmss")) * 1000,
WindCode = "60000.SH"
};
return(data);
}
/// <summary>
/// 刷新行情集合
/// </summary>
private void UpdateMarkets()
{
while (ChinaMarketValue.isStartMarket)
{
try
{
object obj = ChinaMarketValue.blkMarketInfo.Take();
if (obj is TDFMarketData)
{
TDFMarketData data = (TDFMarketData)obj;
MarketInfo market = null;
if (ChinaMarketValue.dicMarketInfo.ContainsKey(data.WindCode))
{
market = ChinaMarketValue.dicMarketInfo[data.WindCode];
}
else
{
market = new MarketInfo();
ChinaMarketValue.dicMarketInfo.TryAdd(data.WindCode, market);
}
ConvertTDFMarketData(data, market);
if (market.type == "2")
{
MarketInfo market2 = new MarketInfo();
market2.exchangeCode = market.exchangeCode;
market2.code = market.code;
market2.currNumber = market.currNumber;
market2.currPrice = market2.currPrice;
market2.time = market2.time;
SendUDPPacket(market2.MyToString());
market.type = "Z";
}
SendUDPPacket(market.MyToString());
}
}
catch (Exception ex)
{
ChinaMarketValue.exceptionLog.log(ChinaMarketValue.logLevel, ex.ToString());
}
}
}
/// <summary>
/// 更新停盘列表
/// </summary>
/// <param name="data"></param>
public void updateStopList(TDFMarketData data)
{
if (data.Status != 68)
{
return;
}
if (stop_stocks.Count != 0)
{
var temp = (from item in stop_stocks where item.Code == data.Code select item);
if (temp.Count() > 0)
{
//已经添加
return;
}
}
lock (stop_stocks)
{
data.Match = data.PreClose;
stop_stocks.Add(data);
}
}
public MarketData(TDFMarketData _mData)
{
ActionDay = _mData.ActionDay;
AskPrice = _mData.AskPrice;
AskVol = _mData.AskVol;
BidPrice = _mData.BidPrice;
BidVol = _mData.BidVol;
Code = _mData.Code;
High = _mData.High;
HighLimited = _mData.HighLimited;
IOPV = _mData.IOPV;
Low = _mData.Low;
LowLimited = _mData.LowLimited;
Match = _mData.Match;
NumTrades = _mData.NumTrades;
Open = _mData.Open;
PreClose = _mData.PreClose;
Prefix = _mData.Prefix;
SD2 = _mData.SD2;
WindCode = _mData.WindCode;
Time = _mData.Time;
Status = _mData.Status;
IOPV = 0;
}
/// <summary>
/// TDFMarketData
/// public int ActionDay; //业务发生日（自然日） YYMMDD
/// public uint[] AskPrice; //申卖价
/// public uint[] AskVol; //申卖量
/// public uint[] BidPrice; //申买价
/// public uint[] BidVol; //申买量
/// public string Code; //原始代码
/// public uint High; //最高价
/// public uint HighLimited; //涨停价
/// public int IOPV; //IOPV净值估值
/// public uint Low; //最低价
/// public uint LowLimited; //跌停价
/// public uint Match; //最新价
/// public uint NumTrades; //成交笔数
/// public uint Open; //开盘价
/// public uint PreClose; //前收盘价
/// public byte[] Prefix; //证券信息前缀
/// public int SD2; //升跌2（对比上一笔）
/// public int Status; //状态
/// public int Syl1; //市盈率1
/// public int Syl2; //市盈率2
/// public int Time; //时间(HHMMSSmmm)
/// public long TotalAskVol; //委托卖出总量
/// public long TotalBidVol; //委托买入总量
/// public int TradingDay; //
/// public long Turnover; //成交总金额
/// public long Volume; //成交总量
/// public uint WeightedAvgAskPrice; //加权平均委卖价格
/// public uint WeightedAvgBidPrice; //加权平均委买价格
/// public string WindCode; //万得代码,如：600001.SH
/// public int YieldToMaturity; //到期收益率
///
/// Status状态
/// //0 首日上市
/// //1 增发新股
/// //2 上网定价发行
/// //3 上网竞价发行
/// //A 交易节休市
/// //B 整体停牌
/// //C 全天收市
/// //D 暂停交易
/// //E Start - 启动交易盘
/// //F PRETR - 盘前处理
/// //H Holiday - 放假
/// //I OCALL - 开市集合竞价
/// //J ICALL - 盘中集合竞价
/// //K OPOBB - 开市订单簿平衡前期
/// //L IPOBB - 盘中订单簿平衡前期
/// //M OOBB - 开市订单簿平衡
/// //N IOBB - 盘中订单簿平衡
/// //O TRADE - 连续撮合
/// //P BREAK - 休市
/// //Q VOLA - 波动性中断
/// //R BETW - 交易间
/// //S NOTRD - 非交易服务支持
/// //T FCALL - 固定价格集合竞价
/// //U POSTR - 盘后处理
/// //V ENDTR - 结束交易
/// //W HALT - 暂停
/// //X SUSP - 停牌
/// //Y ADD - 新增产品
/// //Z DEL - 可删除的产品
/// //d 集合竞价阶段结束到连续竞价阶段开始之前的时段（如有）
/// //G DEL - 不可恢复交易的熔断阶段（上交所的N）
/// //Q VOLA - 波动性中断
/// //q 可恢复交易的熔断时段（上交所的M）
///
/// TDFIndexData
/// public int ActionDay; //业务发生日（自然日）(YYMMDD)
/// public string Code; //原始代码
/// public int HighIndex; //最高指数
/// public int LastIndex; //最新指数
/// public int LowIndex; //最低指数
/// public int OpenIndex; //今开盘指数
/// public int PreCloseIndex;//前盘指数
/// public int Time; //时间(HHMMSSmmm)
/// public long TotalVolume;//参与计算相应指数的交易数量
/// public int TradingDay; //
/// public long Turnover; //参与计算相应指数的成交金额
/// public string WindCode; //万得代码
///
///
/// TDFFutureData
/// public int ActionDay; //业务发生日（自然日）(YYMMDD)
/// public uint[] AskPrice; //申卖价
/// public uint[] AskVol; //申卖量
/// public uint[] BidPrice; //申买价
/// public uint[] BidVol; //申买量
/// public uint Close; //今收盘
/// public string Code; //原始代码
/// public int CurrDelta; //今虚实度
/// public uint High; //最高价
/// public uint HighLimited; //涨停价
/// public uint Low; //最低价
/// public uint LowLimited; //跌停价
/// public uint Match; //最新价
/// public uint Open; //开盘价
/// public long OpenInterest; //持仓总量
/// public uint PreClose; //昨收盘价
/// public int PreDelta; //昨虚实度
/// public long PreOpenInterest;//昨持仓
/// public uint PreSettlePrice; //昨结算
/// public uint SettlePrice; //今结算
/// public int Status; //状态
/// public int Time; //时间(HHMMSSmmm)
/// public int TradingDay; //交易日
/// public long Turnover; //成交总金额
/// public long Volume; //成交总量
/// public string WindCode; //万得代码
///
///
///
/// TDFOrderQueue
/// public int ABItems; //明细个数
/// public int[] ABVolume; //订单明细
/// public int ActionDay; //自然日(YYMMDD)
/// public string Code; //原始代码
/// public int Orders; //订单数量
/// public int Price; //委托价格
/// public int Side; //买卖方向('B': Bid, 'A': Ask)
/// public int Time; //时间(HHMMSSmmm)
/// public string WindCode; //万得代码
///
///
/// TDFTransaction
/// public int ActionDay; //成交日期(YYMMDD)
/// public int AskOrder; //叫卖方委托序号
/// public int BidOrder; //叫买方委托序号
/// public int BSFlag; //买卖方向(买：'B', 卖：'A'，不明：' '）
/// public string Code; //原始代码
/// public byte FunctionCode;//成交代码
/// public int Index; //成交编号
/// public byte OrderKind; //成交类别
/// public int Price; //成交价格
/// public int Time; //成交时间(HHMMSS)
/// public int Turnover; //成交金额
/// public int Volume; //成交数量
/// public string WindCode; //万得代码
///
/// TDFOrder
/// public int ActionDay; //委托日期(YYMMDD)
/// public string Code; //原始代码
/// public byte FunctionCode; //委托代码
/// public int Order; //委托号
/// public byte OrderKind; //委托类别
/// public int Price; //委托价格
/// public int Time; //委托时间(HHMMSSmmm)
/// public int Volume; //委托数量
/// public string WindCode; //万得代码
/// </summary>
/// <param name="msg"></param>
private void OnRecvDataMsg(TDFMSG msg)
{
switch (msg.MsgID)
{
case TDFMSGID.MSG_DATA_MARKET:
{
//行情消息
TDFMarketData[] marketOldDataArr = msg.Data as TDFMarketData[];
for (int i = 0, length = marketOldDataArr.Length; i < length; i++)
{
TDFMarketData data = marketOldDataArr[i];
string code = data.Code;
string windCode = data.WindCode;
MarketData marketData = new MarketData
{
InstrumentID = windCode,
LimitUpDownFlag = LimitUpDownFlag.Normal,
};
char status = (char)data.Status;
switch (status)
{
case 'B':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
break;
case 'C':
{
marketData.TradingStatus = TradingStatus.Close;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
}
break;
case 'D':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.SuspendTemp;
}
break;
case 'W':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.SuspendTemp;
}
break;
case 'X':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
break;
default:
{
//正常交易
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
}
break;
}
if (data.Match == 0)
{
//TODO: fix the close period
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
else if (data.Match >= data.HighLimited)
{
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
marketData.LimitUpDownFlag = LimitUpDownFlag.LimitUp;
}
else if (data.Match <= data.LowLimited)
{
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
marketData.LimitUpDownFlag = LimitUpDownFlag.LimitDown;
}
marketData.CurrentPrice = (double)data.Match / 10000;
marketData.PreClose = data.PreClose / 10000;
if (data.AskPrice != null && data.AskPrice.Length >= 5)
{
marketData.SellPrice1 = (double)data.AskPrice[0] / 10000;
marketData.SellPrice2 = (double)data.AskPrice[1] / 10000;
marketData.SellPrice3 = (double)data.AskPrice[2] / 10000;
marketData.SellPrice4 = (double)data.AskPrice[3] / 10000;
marketData.SellPrice5 = (double)data.AskPrice[4] / 10000;
}
if (data.BidPrice != null && data.BidPrice.Length >= 5)
{
marketData.BuyPrice1 = (double)data.BidPrice[0] / 10000;
marketData.BuyPrice2 = (double)data.BidPrice[1] / 10000;
marketData.BuyPrice3 = (double)data.BidPrice[2] / 10000;
marketData.BuyPrice4 = (double)data.BidPrice[3] / 10000;
marketData.BuyPrice5 = (double)data.BidPrice[4] / 10000;
}
marketData.HighLimitPrice = (double)data.HighLimited / 10000;
marketData.LowLimitPrice = (double)data.LowLimited / 10000;
marketData.BuyAmount = data.TotalBidVol;
marketData.SellAmount = data.TotalAskVol;
_quote.Add(windCode, marketData);
}
}
break;
case TDFMSGID.MSG_DATA_FUTURE:
{
//期货行情消息
TDFFutureData[] futureDataArr = msg.Data as TDFFutureData[];
foreach (TDFFutureData data in futureDataArr)
{
string windCode = data.WindCode;
if (!windCode.EndsWith(".CF"))
{
continue;
}
MarketData marketData = new MarketData
{
InstrumentID = windCode
};
char status = (char)data.Status;
switch (status)
{
case 'B':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
break;
case 'C':
{
marketData.TradingStatus = TradingStatus.Close;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
}
break;
case 'D':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.SuspendTemp;
}
break;
case 'W':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.SuspendTemp;
}
break;
case 'X':
{
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
break;
default:
{
//正常交易
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.NoSuspension;
}
break;
}
if (data.Match == 0)
{
//TODO: fix the close period
marketData.TradingStatus = TradingStatus.Suspend;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
}
else if (data.Match >= data.HighLimited)
{
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
marketData.LimitUpDownFlag = LimitUpDownFlag.LimitUp;
}
else if (data.Match <= data.LowLimited)
{
marketData.TradingStatus = TradingStatus.Normal;
marketData.SuspendFlag = SuspendFlag.Suspend1Day;
marketData.LimitUpDownFlag = LimitUpDownFlag.LimitDown;
}
marketData.CurrentPrice = (double)data.Match / 10000;
marketData.PreClose = (double)data.PreClose / 10000;
if (data.AskPrice != null && data.AskPrice.Length >= 5)
{
marketData.SellPrice1 = (double)data.AskPrice[0] / 10000;
marketData.SellPrice2 = (double)data.AskPrice[1] / 10000;
marketData.SellPrice3 = (double)data.AskPrice[2] / 10000;
marketData.SellPrice4 = (double)data.AskPrice[3] / 10000;
marketData.SellPrice5 = (double)data.AskPrice[4] / 10000;
}
if (data.BidPrice != null && data.BidPrice.Length >= 5)
{
marketData.BuyPrice1 = (double)data.BidPrice[0] / 10000;
marketData.BuyPrice2 = (double)data.BidPrice[1] / 10000;
marketData.BuyPrice3 = (double)data.BidPrice[2] / 10000;
marketData.BuyPrice4 = (double)data.BidPrice[3] / 10000;
marketData.BuyPrice5 = (double)data.BidPrice[4] / 10000;
}
marketData.HighLimitPrice = (double)data.HighLimited / 10000;
marketData.LowLimitPrice = (double)data.LowLimited / 10000;
//BuyAmount, SellAmount
_quote.Add(windCode, marketData);
}
}
break;
case TDFMSGID.MSG_DATA_INDEX:
{
//指数消息
TDFIndexData[] indexDataArr = msg.Data as TDFIndexData[];
foreach (TDFIndexData data in indexDataArr)
{
string windCode = data.WindCode;
MarketData marketData = new MarketData
{
InstrumentID = windCode
};
marketData.CurrentPrice = (double)data.LastIndex / 10000;
marketData.PreClose = (double)data.PreCloseIndex / 10000;
_quote.Add(windCode, marketData);
}
}
break;
//case TDFMSGID.MSG_DATA_TRANSACTION:
// {
// TDFTransaction[] tranDataArr = msg.Data as TDFTransaction[];
// }
// break;
//case TDFMSGID.MSG_DATA_ORDER:
// {
// TDFOrder[] orderDataArr = msg.Data as TDFOrder[];
// }
// break;
//case TDFMSGID.MSG_DATA_ORDERQUEUE:
// {
// TDFOrderQueue[] orderQueueDataArr = msg.Data as TDFOrderQueue[];
// }
// break;
default:
break;
}
}
//获取股票市场信息
public static TDFMarketData GetSimMarketDate()
{
if (_simulate_trade_table.Count == 0) return null;
Random seed = new Random();
Sim_HQ_Struct unit = _simulate_trade_table[seed.Next(_simulate_trade_table.Count - 1)];
uint price = Convert.ToUInt32(unit.PRICE * 10000);
double wave = seed.NextDouble(); //涨幅/跌幅
if(seed.Next(0,1) == 0)
{
wave *= -1;
}
TDFMarketData data = new TDFMarketData()
{
AskPrice = new uint[5] { price - 100, price - 200, price, price + 100, price + 200 },
AskVol = new uint[5] { 100, 100, 100, 100, 100 },
BidPrice = new uint[5] { price - 100, price - 200, price, price + 100, price + 200 },
BidVol = new uint[5] { 100, 100, 100, 100, 100 },
Code = unit.CODE,
High = price + 1,
HighLimited = Convert.ToUInt32(price * 1.1),
IOPV = 0,
Low = price - 1,
LowLimited = Convert.ToUInt32(price * 0.9),
Match = price,
Time = Convert.ToInt32(DateTime.Now.ToString("HHmmss")) * 1000,
WindCode = "60000.SH"
};
return data;
}
/// <summary>
/// 更新停盘列表
/// </summary>
/// <param name="data"></param>
public void updateStopList(TDFMarketData data)
{
if(data.Status != 68)
{
return;
}
if (stop_stocks.Count != 0)
{
var temp = (from item in stop_stocks where item.Code == data.Code select item);
if (temp.Count() > 0)
{
//已经添加
return;
}
}
lock (stop_stocks)
{
data.Match = data.PreClose;
stop_stocks.Add(data);
}
}
private void ConvertTDFMarketData(TDFMarketData tdfdata, MarketInfo data)
{
if (ChinaMarketValue.dicTDFCode.ContainsKey(tdfdata.WindCode))
{
string day = tdfdata.ActionDay.ToString().Substring(0, 4) + "-" + tdfdata.ActionDay.ToString().Substring(4, 2) + "-" + tdfdata.ActionDay.ToString().Substring(6, 2);
string time = "";
if (tdfdata.Time < 100000000)
{
//10点以前
time = "0" + tdfdata.Time.ToString().Substring(0, 1) + ":" + tdfdata.Time.ToString().Substring(1, 2) + ":" + tdfdata.Time.ToString().Substring(3, 2);
}
else
{
time = tdfdata.Time.ToString().Substring(0, 2) + ":" + tdfdata.Time.ToString().Substring(2, 2) + ":" + tdfdata.Time.ToString().Substring(4, 2);
}
data.time = day + " " + time;
if (!string.IsNullOrEmpty(data.time))
{
//换一天的时候把成交量清掉
if (day.CompareTo(data.time.Substring(0, 10)) > 0)
{
data.filledNum = "0";
}
}
data.exchangeCode = ChinaMarketValue.dicTDFCode[tdfdata.WindCode].Market;
data.code = tdfdata.WindCode;
data.salePrice = FormatFracPrx(tdfdata.AskPrice[0]);
data.saleNumber = (tdfdata.AskVol[0]).ToString();
data.buyPrice = FormatFracPrx(tdfdata.BidPrice[0]).ToString();
data.buyNumber = (tdfdata.BidVol[0]).ToString();
data.currPrice = FormatFracPrx(tdfdata.Match).ToString();
if (tdfdata.Volume > CommonFunction.StringToDecimal(data.filledNum) && tdfdata.Volume > 0)
{
//成交数据
data.currNumber = (tdfdata.Volume - (long)CommonFunction.StringToDecimal(data.filledNum)).ToString();
data.type = "2";
}
else
{
data.currNumber = "0";
data.type = "Z";
}
data.filledNum = tdfdata.Volume.ToString();
//data.currNumber = (Tdfdata.Match / 10000).ToString();
data.high = FormatFracPrx(tdfdata.High).ToString();
data.low = FormatFracPrx(tdfdata.Low).ToString();
data.open = FormatFracPrx(tdfdata.Open).ToString();
data.oldClose = FormatFracPrx(tdfdata.PreClose).ToString();
data.salePrice2 = FormatFracPrx(tdfdata.AskPrice[1]).ToString();
data.salePrice3 = FormatFracPrx(tdfdata.AskPrice[2]).ToString();
data.salePrice4 = FormatFracPrx(tdfdata.AskPrice[3]).ToString();
data.salePrice5 = FormatFracPrx(tdfdata.AskPrice[4]).ToString();
data.saleNumber2 = (tdfdata.AskVol[1]).ToString();
data.saleNumber3 = (tdfdata.AskVol[2]).ToString();
data.saleNumber4 = (tdfdata.AskVol[3]).ToString();
data.saleNumber5 = (tdfdata.AskVol[4]).ToString();
data.buyPrice2 = FormatFracPrx(tdfdata.BidPrice[1]).ToString();
data.buyPrice3 = FormatFracPrx(tdfdata.BidPrice[2]).ToString();
data.buyPrice4 = FormatFracPrx(tdfdata.BidPrice[3]).ToString();
data.buyPrice5 = FormatFracPrx(tdfdata.BidPrice[4]).ToString();
data.buyNumber2 = (tdfdata.BidVol[1]).ToString();
data.buyNumber3 = (tdfdata.BidVol[2]).ToString();
data.buyNumber4 = (tdfdata.BidVol[3]).ToString();
data.buyNumber5 = (tdfdata.BidVol[4]).ToString();
}
}
//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;
}
}
}
