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; }
/// <summary> /// 個股計算及補價資訊 /// </summary> internal static void Decode(int StockId, Mitake.Sockets.Data.PacketBuffer Buffer) { switch (StockId) { case 9998: //大盤資料 case 9999: //大盤資料 case 10000: //大盤漲跌幅資訊 case 10002: Decoder(StockId, MitakeStorage.Storage.GetIndex(9999), Buffer); break; default: //個股資料 Decoder(MitakeStorage.Storage.GetQuote(StockId), Buffer); break; } }
internal static MitakeNotice Decode(Mitake.Sockets.Data.PacketBuffer Buffer) { MitakeNotice cNotice = new MitakeNotice(); cNotice.NoticeId = (Buffer.Data[5] << 8) + Buffer.Data[6]; cNotice.Level = Buffer.Data[7]; cNotice.Time = Buffer.Data[8].ToString("0#") + ":" + Buffer.Data[9].ToString("0#"); int iHeadSize = (Buffer.Data[10] << 8) + Buffer.Data[11]; //取得標題長度 cNotice.Title = Encoding.UTF8.GetString(Buffer.Data, 12, iHeadSize); int iBodySize = Buffer.Length - (iHeadSize + 13); //取得內容長度 cNotice.Content = Encoding.UTF8.GetString(Buffer.Data, (iHeadSize + 12), iBodySize); return cNotice; }
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(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) { int iSize = 0; byte bMode = 0, bType = 0, bFlag = 0; iSize = Buffer.Length - 2; //移動至資料結構(時間欄位) Buffer.Position = 7; do { //取得Format旗標 bFlag = Buffer[0]; ++Buffer.Position; //取得家數大小(1~4 Byte 不固定) bMode = BitConvert.GetValue(bFlag, 6, 2); //取得家數代號(有持平家數,上漲家數,下跌家數 等......) bType = BitConvert.GetValue(bFlag, 0, 6); switch (bType) { case 0: //持平家數 index.持平家數 = Volumn.GetVolumn(bMode, Buffer); break; case 1: //未成交家數 index.未成交家數 = Volumn.GetVolumn(bMode, Buffer); break; case 2: //上漲家數 index.上漲家數 = Volumn.GetVolumn(bMode, Buffer); break; case 3: //下跌家數 index.下跌家數 = Volumn.GetVolumn(bMode, Buffer); break; case 4: //漲停家數 index.漲停家數 = Volumn.GetVolumn(bMode, Buffer); break; case 5: //跌停家數 index.跌停家數 = Volumn.GetVolumn(bMode, Buffer); break; } } while (Buffer.Position < iSize);//End While ++index.UpdateCount; }
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) { int iSize = 0; uint uValue = 0; byte bMode = 0, bIType = 0, bFlag = 0; MitakeIndexTick cTick = null; iSize = Buffer.Length - 2; Buffer.Position = 7; //移動至資料結構(時間欄位) DateTime cTime = Time.GetTime(Buffer); //取得時間 bool bHave = index.GetMitakeTick(cTime, ref cTick); cTick.SetFlag(8); if (!bHave) { MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 8); if (cPrevTick != null) { cTick.Clone(cPrevTick, 8); } } do { //取得價量旗標 bFlag = Buffer[0]; ++Buffer.Position; //取得指數代號(有加權指數,不含金融 等......) bIType = Buffer[0]; ++Buffer.Position; //取得類股成交金額 bMode = BitConvert.GetValue(bFlag, 6, 2); uValue = Volumn.GetVolumn(bMode, Buffer); cTick.Classifys[bIType].Amount = uValue; //取得類股成交量 bMode = BitConvert.GetValue(bFlag, 4, 2); uValue = Volumn.GetVolumn(bMode, Buffer); cTick.Classifys[bIType].Totals = uValue; } while (Buffer.Position < iSize);//End While ++index.UpdateCount; }
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); }
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(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) { int iSize = 0; byte bMode = 0, bType = 0, bFlag = 0; MitakeIndexTick cTick = null; iSize = Buffer.Length - 2; Buffer.Position = 7; //移動至資料結構(時間欄位) DateTime cTime = Time.GetTime(Buffer); //取得時間 bool bHave = index.GetMitakeTick(cTime, ref cTick); cTick.SetFlag(4); if (!bHave) { MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 4); if (cPrevTick != null) { cTick.Clone(cPrevTick, 4); } } do { //取得Format旗標 bFlag = Buffer[0]; ++Buffer.Position; //取得委託張數大小(1~4 Byte 不固定) bMode = BitConvert.GetValue(bFlag, 6, 2); //取得委託代號(有委賣合計張數,委買合計張數 等......) bType = BitConvert.GetValue(bFlag, 0, 6); switch (bType) { case 0: //委買合計張數 cTick.Bid = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer)); break; case 1: //委賣合計張數 cTick.Ask = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer)); break; case 2: //委買合計筆數 cTick.委買合計筆數 = Volumn.GetVolumn(bMode, Buffer); break; case 3: //委賣合計筆數 cTick.委賣合計筆數 = Volumn.GetVolumn(bMode, Buffer); break; case 4: //委買總漲停張數 cTick.委買總漲停張數 = Volumn.GetVolumn(bMode, Buffer); break; case 5: //委賣總漲停張數 cTick.委賣總漲停張數 = Volumn.GetVolumn(bMode, Buffer); break; case 6: //委買總漲停筆數 cTick.委買總漲停筆數 = Volumn.GetVolumn(bMode, Buffer); break; case 7: //委賣總漲停筆數 cTick.委賣總漲停筆數 = Volumn.GetVolumn(bMode, Buffer); break; case 8: //委買總跌停張數 cTick.委買總跌停張數 = Volumn.GetVolumn(bMode, Buffer); break; case 9: //委賣總跌停張數 cTick.委賣總跌停張數 = Volumn.GetVolumn(bMode, Buffer); break; case 10: //委買總跌停筆數 cTick.委買總跌停筆數 = Volumn.GetVolumn(bMode, Buffer); break; case 11: //委賣總跌停筆數 cTick.委賣總跌停筆數 = Volumn.GetVolumn(bMode, Buffer); break; default: Buffer.Position += (bMode + 1); break; }//End Switch } while (Buffer.Position < iSize);//End While ++index.UpdateCount; }
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) { float fIndex = 0; byte bMode = 0, bIType = 0, bFlag = 0; MitakeIndexTick cTick = null; int iSize = Buffer.Length - 2; Buffer.Position = 7; //移動至資料結構(時間欄位) DateTime cTime = Time.GetTime(Buffer); //取得時間 bool bHave = index.GetMitakeTick(cTime, ref cTick); cTick.SetFlag(1); if (!bHave) { MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 1); if (cPrevTick != null) { cTick.Clone(cPrevTick, 1); } } do { //取得價量旗標 bFlag = Buffer[0]; ++Buffer.Position; //取得指數大小(1~4 Byte 不固定) bMode = BitConvert.GetValue(bFlag, 6, 2); //取得指數代號(有加權指數,不含金融 等......) bIType = BitConvert.GetValue(bFlag, 0, 6); fIndex = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01); if (Time.ConvertForTotalSeconds(cTime) == 32400) { //09:00 開盤會送出昨日收盤價 index.ReferPrices[bIType] = fIndex; //昨天收盤指數 } cTick.Classifys[bIType].IndexValue = fIndex; if (index.Serial == 9999) { switch (bIType) { case 0: //加權指數 if (fIndex > 0) { cTick.Ask = new DOMPrice(fIndex, cTick.Ask.Size); cTick.Bid = new DOMPrice(fIndex, cTick.Bid.Size); if (cTime >= index.即時資訊.Time) { index.加權指數價差 = fIndex - index.ReferPrices[0]; CalculatePrice(index, cTime, fIndex); } } break; case 9: //不含金融 if (fIndex > 0) { if (cTime >= index.即時資訊.Time) index.不含金融價差 = fIndex - index.ReferPrices[9]; } break; default: break; } } } while (Buffer.Position < iSize);//End While if (cTime > index.即時資訊.Time) { index.即時資訊 = cTick; } ++index.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 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; 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; }
/* * 指數計算及補價資訊:(<stockid:2>=999x...) * <data:N> = {<subId:1> <值:n1>}重覆直到封包結尾... */ /// <summary> /// 大盤指數計算及補價資訊 /// </summary> private static void Decoder(int StockId, MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer) { uint uValue = 0; bool bNegative = false; byte bMode = 0, bFlag = 0, bModule = 0; int iSize = Buffer.Length - 2; Buffer.Position = 7; do { //取得subId旗標 bFlag = Buffer[0]; ++Buffer.Position; //取得量價格式 bMode = BitConvert.GetValue(bFlag, 6, 2); bModule = BitConvert.GetValue(bFlag, 0, 6); switch (StockId) { case 9999: uValue = Volumn.GetVolumn(bMode, Buffer); Decoder_Index_9999(index, bModule, uValue); break; case 10000: if ((Buffer[0] & 0x80) == 0) { bNegative = false; //正號 } else { bNegative = true; //負號 Buffer.Data[Buffer.Position] &= 0x7f; //取消負號旗標 } uValue = Volumn.GetVolumn(bMode, Buffer); Decoder_Index_10000(index, bModule, uValue, bNegative); break; default: Volumn.GetVolumn(bMode, Buffer); break; } } while (Buffer.Position < iSize);//end while ++index.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 & 0xf) == 1) { iSerial = (Buffer[0] << 8) + Buffer[1]; Buffer.Position = 9; } else { iSerial = (Buffer[0] << 16) + (Buffer[1] << 8) + Buffer[2]; Buffer.Position = 10; } //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.Price = dPrice; cTick.Volume = dVolume; cTick.Single = dSingle; 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.Single; if (iSerial > stock.即時資訊.Serial) { stock.今日總成交量 = cTick.Volume; 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; }