public List <StockQuotation> GetAllStockQuotation()
{
using (var conn = QuotationPublisher.Publisher.GetNeedDisposedConnection())
{
if (conn == null)
{
return(null);
}
string key = string.Format("{0}:{1}", stockQuotSource.ToFormatString(), QuotationDataType.Quotation.ToFormatString());
var rtnBytes = (conn as RedisClient).HVals(key);
if (rtnBytes == null)
{
return(null);
}
List <StockQuotation> rtn = new List <StockQuotation>();
foreach (var rtnByte in rtnBytes)
{
StockQuotation quotInfo = JsonSerializer.BytesToObject <StockQuotation>(rtnByte);
rtn.Add(quotInfo);
}
return(rtn);
}
}
public void UpdateStockQuotation(StockQuotation quotInfo)
{
byte[] quotInfoBytes = JsonSerializer.ObjectToBytes <StockQuotation>(quotInfo);
string stkId = quotInfo.stkId;
string key = string.Format("{0}:{1}", stockQuotSource.ToFormatString(), QuotationDataType.Quotation.ToFormatString());
QuotationPublisher.Publisher.Update(key, stkId, quotInfoBytes);
}
public void UpdateStockQuotation(StockQuotation quotInfo)
{
byte[] quotInfoBytes = JsonSerializer.ObjectToBytes<StockQuotation>(quotInfo);
string stkId = quotInfo.stkId;
string key = string.Format("{0}:{1}", stockQuotSource.ToFormatString(), QuotationDataType.Quotation.ToFormatString());
QuotationPublisher.Publisher.Update(key, stkId, quotInfoBytes);
}
public void Enqueue(StockQuotation quotInfo, bool isRealtimeQuotation, string clientId = null)
{
EnqueueData(quotInfo, isRealtimeQuotation, clientId);
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.Binary.QuotSnap300611 quotSnap)
{
SetStockQuotationProperty(quotInfo, quotSnap.CommonInfo);
quotInfo.buyQty1 = 0;
quotInfo.buyQty2 = 0;
quotInfo.buyQty3 = 0;
quotInfo.buyQty4 = 0;
quotInfo.buyQty5 = 0;
quotInfo.sellQty1 = 0;
quotInfo.sellQty2 = 0;
quotInfo.sellQty3 = 0;
quotInfo.sellQty4 = 0;
quotInfo.sellQty5 = 0;
quotInfo.buyPrice1 = 0;
quotInfo.buyPrice2 = 0;
quotInfo.buyPrice3 = 0;
quotInfo.buyPrice4 = 0;
quotInfo.buyPrice5 = 0;
quotInfo.sellPrice1 = 0;
quotInfo.sellPrice2 = 0;
quotInfo.sellPrice3 = 0;
quotInfo.sellPrice4 = 0;
quotInfo.sellPrice5 = 0;
if (quotSnap.ExtInfo != null && quotSnap.ExtInfo.MDEntries != null && quotSnap.ExtInfo.MDEntries.Length > 0)
{
foreach (var mdEntry in quotSnap.ExtInfo.MDEntries)
{
if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300611.MDEntryType.Buy)
{
quotInfo.buyPrice1 = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty1 = mdEntry.MDEntrySize/qtyTimes;
}
else if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300611.MDEntryType.Sell)
{
quotInfo.sellPrice1 = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty1 = mdEntry.MDEntrySize / qtyTimes;
}
}
}
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.Binary.QuotSnap309011 quotSnap)
{
SetStockQuotationProperty(quotInfo, quotSnap.CommonInfo);
if (quotSnap.ExtInfo != null && quotSnap.ExtInfo.MDEntries != null && quotSnap.ExtInfo.MDEntries.Length > 0)
{
foreach (var mdEntry in quotSnap.ExtInfo.MDEntries)
{
if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo309011.MDEntryType.NewIndex)
{
quotInfo.newIndex = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes ;
}
else if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo309011.MDEntryType.OpenIndex)
{
quotInfo.openIndex = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo309011.MDEntryType.CloseIndex)
{
quotInfo.closeIndex = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo309011.MDEntryType.HighIndex)
{
quotInfo.highIndex = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo309011.MDEntryType.LowIndex)
{
quotInfo.lowIndex = (decimal)mdEntry.MDEntryPx / mdEntryPxTimes;
}
}
}
quotInfo.change = quotInfo.newIndex - quotInfo.closeIndex;
if (quotInfo.closeIndex != 0.0m)
quotInfo.changePercent = quotInfo.change / quotInfo.closeIndex;
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.Binary.RealtimeStatus status)
{
quotInfo.stkId = status.Status.SecurityID;
quotInfo.stkIdPrefix = status.Status.SecurityPreName;
if (!string.IsNullOrEmpty(status.Status.SecurityPreName))
{
quotInfo.closeFlag = status.Status.SecurityPreName.Substring(0, 1);
if (status.Status.SecurityPreName.Length > 1)
{
quotInfo.passCreditCashStk = status.Status.SecurityPreName.Substring(1, 1);
quotInfo.passCreditShareStk = quotInfo.passCreditCashStk;
}
}
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.StaticInfo.SecurityInfoBase securityInfo)
{
quotInfo.stkId = securityInfo.CommonInfo.SecurityID;
quotInfo.stkName = securityInfo.CommonInfo.Symbol;
}
private void ProcessMarketData(QuotV5.Binary.RealtimeStatus status, DateTime receiveTime)
{
RawQuotationInfoSnap.RealtimeStatus[status.Status.SecurityID] = status;
StockQuotation preQuotInfo = null;
StockQuotation newQuotInfo = null;
if (ProcessedDataSnap.StockQuotation.TryGetValue(status.Status.SecurityID, out preQuotInfo))
{
newQuotInfo = preQuotInfo.Clone();
SetStockQuotationProperty(newQuotInfo, status);
}
else
{
newQuotInfo = new StockQuotation();
QuotV5.StaticInfo.SecurityInfoBase securityInfo = null;
if (RawStaticInfoSnap.SecurityInfo.TryGetValue(status.Status.SecurityID, out securityInfo))
SetStockQuotationProperty(newQuotInfo, securityInfo);
SetStockQuotationProperty(newQuotInfo, status);
QuotV5.Binary.QuotSnap300111 quotSnap = null;
if (RawQuotationInfoSnap.QuotSnap300111.TryGetValue(status.Status.SecurityID, out quotSnap))
SetStockQuotationProperty(newQuotInfo, quotSnap);
QuotV5.Binary.QuotSnap300611 quotSnap2 = null;
if (RawQuotationInfoSnap.QuotSnap300611.TryGetValue(status.Status.SecurityID, out quotSnap2))
SetStockQuotationProperty(newQuotInfo, quotSnap2);
}
if (newQuotInfo != null)
{
newQuotInfo.receiveTime = DatetimeToLong(receiveTime);
ProcessedDataSnap.StockQuotation[newQuotInfo.stkId] = newQuotInfo;
quotRepository.UpdateStockQuotation(newQuotInfo);
if (quotPublisher != null)
quotPublisher.Enqueue(newQuotInfo, true);
}
}
private void ProcessMarketData(QuotV5.Binary.QuotSnap300111 quotSnap, DateTime receiveTime)
{
RawQuotationInfoSnap.QuotSnap300111[quotSnap.CommonInfo.SecurityID] = quotSnap;
if (quotSnap.CommonInfo.MDStreamID == QuotV5.Binary.QuotSnap300111.MDStreamID.Option)
{
FutureQuotation preQuotInfo = null;
FutureQuotation newQuotInfo = null;
if (ProcessedDataSnap.FutureQuotation.TryGetValue(quotSnap.CommonInfo.SecurityID, out preQuotInfo))
{
newQuotInfo = preQuotInfo.Clone();
QuotV5.StaticInfo.SecurityInfoBase securityInfo = null;
if (RawStaticInfoSnap.SecurityInfo.TryGetValue(quotSnap.CommonInfo.SecurityID, out securityInfo))
SetFutureQuotationProperty(newQuotInfo, securityInfo as QuotV5.StaticInfo.OptionSecuirtyInfo);
SetFutureQuotationProperty(newQuotInfo, quotSnap);
}
else
{
newQuotInfo = new FutureQuotation();
QuotV5.StaticInfo.SecurityInfoBase securityInfo = null;
if (RawStaticInfoSnap.SecurityInfo.TryGetValue(quotSnap.CommonInfo.SecurityID, out securityInfo))
SetFutureQuotationProperty(newQuotInfo, securityInfo as QuotV5.StaticInfo.OptionSecuirtyInfo);
QuotV5.Binary.RealtimeStatus status = null;
if (RawQuotationInfoSnap.RealtimeStatus.TryGetValue(quotSnap.CommonInfo.SecurityID, out status))
SetFutureQuotationProperty(newQuotInfo, status);
SetFutureQuotationProperty(newQuotInfo, quotSnap);
}
if (newQuotInfo != null)
{
ProcessedDataSnap.FutureQuotation[newQuotInfo.stkId] = newQuotInfo;
quotRepository.UpdateFutureQuotation(newQuotInfo);
if (quotPublisher != null)
quotPublisher.Enqueue(newQuotInfo, true);
}
}
else
{
StockQuotation preQuotInfo = null;
StockQuotation newQuotInfo = null;
if (ProcessedDataSnap.StockQuotation.TryGetValue(quotSnap.CommonInfo.SecurityID, out preQuotInfo))
{
newQuotInfo = preQuotInfo.Clone();
QuotV5.StaticInfo.SecurityInfoBase securityInfo = null;
if (RawStaticInfoSnap.SecurityInfo.TryGetValue(quotSnap.CommonInfo.SecurityID, out securityInfo))
SetStockQuotationProperty(newQuotInfo, securityInfo);
SetStockQuotationProperty(newQuotInfo, quotSnap);
}
else
{
newQuotInfo = new StockQuotation();
QuotV5.StaticInfo.SecurityInfoBase securityInfo = null;
if (RawStaticInfoSnap.SecurityInfo.TryGetValue(quotSnap.CommonInfo.SecurityID, out securityInfo))
SetStockQuotationProperty(newQuotInfo, securityInfo);
QuotV5.Binary.RealtimeStatus status = null;
if (RawQuotationInfoSnap.RealtimeStatus.TryGetValue(quotSnap.CommonInfo.SecurityID, out status))
SetStockQuotationProperty(newQuotInfo, status);
SetStockQuotationProperty(newQuotInfo, quotSnap);
}
if (newQuotInfo != null)
{
newQuotInfo.receiveTime = DatetimeToLong(receiveTime);
ProcessedDataSnap.StockQuotation[newQuotInfo.stkId] = newQuotInfo;
quotRepository.UpdateStockQuotation(newQuotInfo);
if (quotPublisher != null)
quotPublisher.Enqueue(newQuotInfo, true);
}
}
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.Binary.QuotSnapCommonInfo quotSnapCommonInfo)
{
quotInfo.stkId = quotSnapCommonInfo.SecurityID;
quotInfo.knockQty = quotSnapCommonInfo.TotalVolumeTrade / qtyTimes;
quotInfo.knockMoney = (decimal)quotSnapCommonInfo.TotalValueTrade / amtTimes;
quotInfo.tradeTimeFlag = quotSnapCommonInfo.TradingPhaseCode;
quotInfo.closePrice = (decimal)quotSnapCommonInfo.PrevClosePx / pxTimes;
quotInfo.changeTime = quotSnapCommonInfo.OrigTime;
}
private void SetStockQuotationProperty(StockQuotation quotInfo, QuotV5.Binary.QuotSnap300111 quotSnap)
{
SetStockQuotationProperty(quotInfo, quotSnap.CommonInfo);
if (quotSnap.ExtInfo != null && quotSnap.ExtInfo.MDEntries != null && quotSnap.ExtInfo.MDEntries.Length > 0)
{
foreach (var mdEntry in quotSnap.ExtInfo.MDEntries)
{
if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.BuyPrice)
{
if (mdEntry.Entry.MDPriceLevel == 1)
{
quotInfo.buyPrice1 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty1 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 2)
{
quotInfo.buyPrice2 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty2 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 3)
{
quotInfo.buyPrice3 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty3 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 4)
{
quotInfo.buyPrice4 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty4 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 5)
{
quotInfo.buyPrice5 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.buyQty5 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.SellPrice)
{
if (mdEntry.Entry.MDPriceLevel == 1)
{
quotInfo.sellPrice1 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty1 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 2)
{
quotInfo.sellPrice2 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty2 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 3)
{
quotInfo.sellPrice3 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty3 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 4)
{
quotInfo.sellPrice4 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty4 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
else if (mdEntry.Entry.MDPriceLevel == 5)
{
quotInfo.sellPrice5 = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
quotInfo.sellQty5 = mdEntry.Entry.MDEntrySize / qtyTimes;
}
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.HighPrice)
{
quotInfo.highPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.KnockPrice)
{
quotInfo.newPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.LowPrice)
{
quotInfo.lowPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.OpenPrice)
{
quotInfo.openPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.MaxOrderPrice)
{
quotInfo.maxOrderPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.MinOrderPrice)
{
quotInfo.minOrderPrice = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.IOPV)
{
quotInfo.IOPV = (decimal)mdEntry.Entry.MDEntryPx / mdEntryPxTimes;
}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.BuySummary)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.SellSummary)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.SettlePrice)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.PriceEarningRatio1)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.PriceEarningRatio2)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.Diff1)
//{
//}
//else if (mdEntry.Entry.MDEntryType == QuotV5.Binary.QuotSnapExtInfo300111.MDEntryType.Diff2)
//{
//}
}
}
quotInfo.change = quotInfo.newPrice - quotInfo.closePrice;
if (quotInfo.closePrice != 0.0m)
quotInfo.changePercent = quotInfo.change / quotInfo.closePrice;
}
