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); }