//計算個股(開盤價 最高價 最低價)
internal static void CalculatePrice(MitakeQuote quote, int serial, double price) {
if (price == 0) return;
quote.Open = ((serial == 1) ? price : quote.Open);
quote.High = ((quote.High == 0) ? price : ((price > quote.High) ? price : quote.High));
quote.Low = ((quote.Low == 0) ? price : ((price < quote.Low) ? price : quote.Low));
quote.Close = price;
}
//計算第一檔委買賣
internal static void CalculateEntrust(MitakeQuote stock, MitakeQuoteTick tick) {
//if (Time.ConvertForTotalSeconds(Turnover.Time) <= 50400) { //14:00以下的委買委賣量 才算有交割資料
if (tick.Ask.Price > 0 && tick.Ask.Size > 0) {
stock.委買委賣資訊.Ask[0] = tick.Ask;
}
if (tick.Bid.Price > 0 && tick.Bid.Size > 0) {
stock.委買委賣資訊.Bid[0] = tick.Bid;
}
//}
}
/// <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);
}
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = Buffer.Length - 2;
byte bSType = Buffer.Data[6];
Buffer.Position = 9;
//取得時間
//if ((bSType & 0x80) == 0) {
// iTime = Time.GetTime(Buffer);
//} else {
// iTime = Time.GetOther(Buffer);
//}
//取得價量旗標與戳合類型
byte bFlag = Buffer[0];
++Buffer.Position;
stock.戳合類型 = BitConvert.GetValue(bFlag, 2, 2);
}
static void StockDecoder_StockProc(object sender, Mitake.Events.StockEvent e)
{
if (e.Type == 0x38)
{
Decode_S38.Decode(e.Serial, e.Source);
}
if (e.Header == 0x53 && e.Serial == 598 && (e.Type == 0x31 || e.Type == 0x3e || e.Type == 0xb1 || e.Type == 0xbe))
{
MitakeQuote cQuote = MitakeStorage.Storage.GetQuote(e.Serial);
if (cQuote != null)
{
if (cQuote.即時資訊.Time >= dddd)
{
//Thread.Sleep(2000);
}
System.Console.WriteLine(cQuote.即時資訊.Serial + " " + cQuote.即時資訊.Time.ToString("yyyyMMdd HH:mm:ss") + " " + cQuote.即時資訊.Bid.Price + " " + cQuote.即時資訊.Ask.Price + " " + cQuote.即時資訊.Price + " " + cQuote.即時資訊.Single + " " + cQuote.即時資訊.Volume);
}
Decode_S31.Decode(cQuote, e.Source);
}
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
float fReferPrice = 0;
byte bMode = 0, bFlag = 0;
Buffer.Position = 7; //移動至資料結構
bFlag = Buffer.Data[Buffer.Position];
++Buffer.Position;
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
stock.ReferPrice = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
stock.漲停價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 2, 2);
stock.跌停價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
++stock.UpdateCount;
}
internal static void Decode(MitakeQuote stock, PacketBuffer buffer)
{
DateTime cTime;
bool isHave = false;
int iSerial = 0;
float fReferPrice = 0;
byte bType = 0, bMode = 0, bVType = 0, bFlag = 0;
MitakeQuoteTick cTick = null;
int iSize = buffer.Length - 2;
byte bSType = buffer.Data[6];
buffer.Position = 7;
if ((bSType & 0xf) == 11)
{
iSerial = ((buffer[0] << 8) + buffer[1]);
buffer.Position = 9;
}
else
{
iSerial = (buffer[0] << 16) + (buffer[1] << 8) + buffer[2];
buffer.Position = 10;
}
do
{
if (bSType == 0x42)
{
bType = 1;
cTime = Time.GetSpecial(buffer);
}
else
{
//取得類型
bType = BitConvert.GetValue(buffer[0], 7, 1);
//取得時間
if ((bSType & 0x80) == 0)
{
cTime = Time.GetTime(buffer);
}
else
{
cTime = Time.GetOther(buffer);
}
}
isHave = stock.GetMitakeTick(iSerial, ref cTick);
cTick.Time = cTime;
bFlag = buffer[0]; //取得價量旗標
++buffer.Position;
cTick.類型 = bType; //類型 0=即時 1=盤後(此封包為盤後封包)
//買賣型態(0=無法區分 1=買盤量 2=賣盤量)
bVType = BitConvert.GetValue(bFlag, 2, 2);
cTick.買賣盤 = bVType;
//取得成交價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
cTick.Price = Price.GetPrice(bMode, buffer, ref fReferPrice);
Decode_S31.CalculatePrice(stock, iSerial, cTick.Price); //計算 開盤 最高 最低
//取得單量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
cTick.Single = Volumn.GetVolumn(bMode, buffer);
//取得委買價
cTick.Bid = new DOMPrice(cTick.Price - EntrustPrice(BitConvert.GetValue(bFlag, 1, 1), buffer), cTick.Bid.Size);
//取得委賣價
cTick.Ask = new DOMPrice(cTick.Price + EntrustPrice(BitConvert.GetValue(bFlag, 0, 1), buffer), cTick.Ask.Size);
//修正總成交量(伺服器會傳輸回補修正封包, 需要重新修正總成交量)
MitakeQuoteTick cPrevTick = stock.GetPreviousTick(iSerial);
cTick.Volume = ((cPrevTick == null) ? 0d : cPrevTick.Volume) + cTick.Single;
if (!isHave)
{
stock.今日總成交額 += cTick.Price * cTick.Single;
}
++iSerial;
} while (buffer.Position < iSize); //End While
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = 0;
float fPeferPrice = 0;
byte bNumber = 0, bMode = 0, bFlag = 0, bBuyFlag = 0;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構
int iCount = MitakeEntrust.MAX_DOM_COUNT;
for (int i = 1; i < iCount; i++)
{
stock.委買委賣資訊.Ask[i] = DOMPrice.EMPTY;
stock.委買委賣資訊.Bid[i] = DOMPrice.EMPTY;
}
do
{
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
bNumber = BitConvert.GetValue(bFlag, 0, 3);
++bNumber;
//買賣型態(0=委買量 1=委賣量)
bBuyFlag = BitConvert.GetValue(bFlag, 3, 1);
double dPrice = 0, dVolume = 0;
if (bBuyFlag == 0)
{
//取得委買價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
dPrice = Price.GetPrice(bMode, Buffer, ref fPeferPrice);
//取得委買量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
if (bNumber < MitakeEntrust.MAX_DOM_COUNT)
{
stock.委買委賣資訊.Bid[bNumber] = new DOMPrice(dPrice, dVolume);
}
}
else
{
//取得委賣價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
dPrice = Price.GetPrice(bMode, Buffer, ref fPeferPrice);
//取得委賣量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
if (bNumber < MitakeEntrust.MAX_DOM_COUNT)
{
stock.委買委賣資訊.Ask[bNumber] = new DOMPrice(dPrice, dVolume);
}
}
} while (Buffer.Position < iSize); //End While
++stock.UpdateCount;
}
private static void Decoder(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
float fReferPrice = 0;
byte bMode = 0, bModule = 0, bPVFlag = 0, bFlag = 0;
int iSize = Buffer.Length - 2;
Buffer.Position = 7;
do
{
bFlag = Buffer[0]; //移動至資料結構
++Buffer.Position;
//取得(價/量)旗標 0=量 1=價
bPVFlag = BitConvert.GetValue(bFlag, 5, 1);
//取得參考價或是成交量模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
bModule = BitConvert.GetValue(bFlag, 0, 6);
switch (bModule)
{
case 2: //累計買量
stock.累計買量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //累計賣量
stock.累計賣量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //即時單筆買進巨量
stock.單筆買進巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //即時單筆賣出巨量
stock.單筆賣出巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 6: //(即時)累計買進巨量
stock.累計買進巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 7: //(即時)累計賣出巨量
stock.累計賣出巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 8: //即時)量幅，小數兩位(每3筆送一次)
stock.即時量幅 = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01);
break;
case 9: //(即時)買氣，0~100，賣氣=100－買氣(每3筆送一次)
stock.買進量百分比 = (byte)Volumn.GetVolumn(bMode, Buffer);
break;
case 15: //昨日總成交量
stock.昨日總成交量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 17: //買進成交筆數(股票與選擇權共用)
stock.買進成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 18: //賣出成交筆數(股票與選擇權共用)
stock.賣出成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 19: //總成交合約數(股票與選擇權共用)
stock.總成交合約數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 20: //買進累計委託筆數
stock.買進累計委託筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 21: //買進累計委託合約量
stock.買進累計委託合約量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 22: //賣出累計委託筆數
stock.賣出累計委託筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 23: //賣出累計委託合約量
stock.賣出累計委託合約量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 24: //未平倉合約數(收盤後)
stock.未平倉合約數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 25: //選擇權:委託買進總口數
stock.委託買進總口數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 26: //選擇權:委託賣出總口數
stock.委託賣出總口數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 27: //選擇權:總成交筆數
stock.總成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 29: //盤前試戳成交量
stock.試戳成交量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 32: //(即時)均價(每10筆送一次)
stock.即時均價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 40: //昨日最高價
stock.昨日最高價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 41: //昨日最低價
stock.昨日最低價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 42: //今日開盤價
stock.Open = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 43: //今日最高價
stock.High = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 44: //今日最低價
stock.Low = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 45: //今日收盤價
stock.Close = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 54: //結算價(收盤後)
stock.結算價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 55: //盤前試戳成交價
stock.試戳成交價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
default: //其他屬於盤後資料(已經不計入範圍內)
if (bPVFlag == 0)
{
Volumn.GetVolumn(bMode, Buffer);
}
else
{
Price.GetPrice(bMode, Buffer, ref fReferPrice);
}
break;
} //end switch
} while (Buffer.Position < iSize); //end while
++stock.UpdateCount;
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer) {
DateTime cTime;
float fReferPrice = 0;
double dAskP = 0, dAskV = 0, dBidP = 0, dBidV = 0, dPrice = 0, dVolume = 0, dSingle = 0;
byte bType = 0, bMode = 0, bPType = 0, bVType = 0, bFlag = 0, b類型 = 0, b買賣盤 = 0, b價格類型 = 0;
int iSerial = 0, iSize = Buffer.Length - 2;
byte bSType = Buffer.Data[6];
Buffer.Position = 7;
//取得序號
if ((bSType & 0x31) == 0x31) { //0x31 0xb1 與不等於 0x41 (夜盤) 序號都兩個位元組
iSerial = (Buffer[0] << 8) + Buffer[1];
Buffer.Position = 9;
} else { //其他類型序號都是三個位元組
iSerial = (Buffer[0] << 16) + (Buffer[1] << 8) + Buffer[2];
Buffer.Position = 10;
}
if (bSType == 0x41) { //夜盤代號 0x41 (時間格式不同)
bType = 0;
cTime = Time.GetSpecial(Buffer);
} else {
//取得類型
bType = BitConvert.GetValue(Buffer[0], 7, 1);
//取得時間
if ((bSType & 0x80) == 0) {
cTime = Time.GetTime(Buffer);
} else {
cTime = Time.GetOther(Buffer);
}
}
do {
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
b類型 = bType; //類型 0=即時 1=盤後
//判斷是否是單量(1110B)
if (BitConvert.GetValue(bFlag, 0, 4) == 0xe) {
//買賣型態(0=無法區分買賣盤量 1=買量 2=賣量)
bVType = BitConvert.GetValue(bFlag, 6, 2);
b買賣盤 = bVType;
bMode = BitConvert.GetValue(bFlag, 4, 2);
dSingle = Volumn.GetVolumn(bMode, Buffer);
} else {
//買賣型態(0=無法確定 1=買盤 2=賣盤 3=委託買賣)
bVType = BitConvert.GetValue(bFlag, 2, 2);
//價位型態(0=一般成交價 1=開 2=高 3=低)
//如果買賣型態為委託買賣(0=委買 1=委賣)
bPType = BitConvert.GetValue(bFlag, 0, 2);
//取得成交價或委託價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
switch (bVType) {
case 3: //委買委賣格式
if (bPType == 0) {
dBidP = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得委買量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dBidV = Volumn.GetVolumn(bMode, Buffer);
} else {
dAskP = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得委賣量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dAskV = Volumn.GetVolumn(bMode, Buffer);
}
break;
default: //一般成交格式
b價格類型 = bPType;
dPrice = Price.GetPrice(bMode, Buffer, ref fReferPrice);
CalculatePrice(stock, iSerial, dPrice);
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
break;
}
}
} while (Buffer.Position < iSize); //End While
MitakeQuoteTick cTick = null;
bool bHave = stock.GetMitakeTick(iSerial, ref cTick);
MitakeQuoteTick cPrevTick = stock.GetPreviousTick(iSerial);
if (bHave) {
cTick.Time = cTime;
cTick.Ask = new DOMPrice(dAskP, dAskV);
cTick.Bid = new DOMPrice(dBidP, dBidV);
} else {
cTick.類型 = b類型;
cTick.買賣盤 = b買賣盤;
cTick.價格類型 = b價格類型;
cTick.Time = cTime;
cTick.Single = dSingle;
cTick.Price = (dPrice == 0 && cPrevTick != null) ? cPrevTick.Price : dPrice;
cTick.Volume = (dVolume == 0 && cPrevTick != null) ? cPrevTick.Volume : dVolume;
cTick.Ask = (dAskP == 0 && dAskV == 0 && cPrevTick != null) ? cPrevTick.Ask : new DOMPrice(dAskP, dAskV);
cTick.Bid = (dBidP == 0 && dBidV == 0 && cPrevTick != null) ? cPrevTick.Bid : new DOMPrice(dBidP, dBidV);
if (dPrice > 0 && dVolume > 0) { //如果有價量才計算成交金額與更換最新的即時資訊訊息
stock.今日總成交額 += cTick.Price * (cTick.Volume - ((cPrevTick == null) ? 0d : cPrevTick.Volume));
if (iSerial > stock.即時資訊.Serial) {
stock.今日總成交量 = dVolume;
stock.即時資訊 = cTick;
}
}
}
//填入委託價格第一檔
CalculateEntrust(stock, cTick);
//計算委託價格買賣盤
MitakeEntrust.ComparePrice(cTick, cPrevTick);
++stock.UpdateCount;
}