public MarketData(TDFFutureData data)
{
ActionDay = data.ActionDay;
AskPrice = data.AskPrice;
AskVol = data.AskVol;
BidPrice = data.BidPrice;
BidVol = data.BidVol;
Code = data.Code;
High = data.High;
HighLimited = data.HighLimited;
Low = data.Low;
LowLimited = data.LowLimited;
Match = data.Match;
PreClose = data.PreClose;
WindCode = data.WindCode;
Time = data.Time;
Status = data.Status;
IOPV = 1;
}
//获取模拟期货行情
public static TDFFutureData GetSimFutureData()
{
Random seed = new Random();
double wave = seed.NextDouble(); //涨幅/跌幅
if (seed.Next(0, 1) == 0)
{
wave *= -1;
}
TDFFutureData data = new TDFFutureData()
{
AskPrice = new uint[5] {
_futurePrice - 1, _futurePrice - 2, _futurePrice, _futurePrice + 1, _futurePrice + 2
},
AskVol = new uint[5] {
100, 100, 100, 100, 100
},
BidPrice = new uint[5] {
_futurePrice - 1, _futurePrice - 2, _futurePrice, _futurePrice + 1, _futurePrice + 2
},
BidVol = new uint[5] {
100, 100, 100, 100, 100
},
Code = _futureCode,
High = _futurePrice + 1,
HighLimited = Convert.ToUInt32(_futurePrice * 1.1),
Low = _futurePrice - 1,
LowLimited = Convert.ToUInt32(_futurePrice * 0.9),
Match = _futurePrice,
Time = Convert.ToInt32(DateTime.Now.ToString("HHmmss")) * 1000,
WindCode = "60000.SH"
};
return(data);
}
//获取模拟期货行情
public static TDFFutureData GetSimFutureData()
{
Random seed = new Random();
double wave = seed.NextDouble(); //涨幅/跌幅
if (seed.Next(0, 1) == 0)
{
wave *= -1;
}
TDFFutureData data = new TDFFutureData()
{
AskPrice = new uint[5] { _futurePrice - 1, _futurePrice - 2, _futurePrice, _futurePrice + 1, _futurePrice + 2 },
AskVol = new uint[5] { 100, 100, 100, 100, 100 },
BidPrice = new uint[5] { _futurePrice - 1, _futurePrice - 2, _futurePrice, _futurePrice + 1, _futurePrice + 2 },
BidVol = new uint[5] { 100, 100, 100, 100, 100 },
Code = _futureCode,
High = _futurePrice + 1,
HighLimited = Convert.ToUInt32(_futurePrice * 1.1),
Low = _futurePrice - 1,
LowLimited = Convert.ToUInt32(_futurePrice * 0.9),
Match = _futurePrice,
Time = Convert.ToInt32(DateTime.Now.ToString("HHmmss")) * 1000,
WindCode = "60000.SH"
};
return data;
}
public MarketData(TDFFutureData data)
{
ActionDay = data.ActionDay;
AskPrice = data.AskPrice;
AskVol = data.AskVol;
BidPrice = data.BidPrice;
BidVol = data.BidVol;
Code = data.Code;
High = data.High;
HighLimited = data.HighLimited;
Low = data.Low;
LowLimited = data.LowLimited;
Match = data.Match;
PreClose = data.PreClose;
WindCode = data.WindCode;
Time = data.Time;
Status = data.Status;
IOPV = 1;
}
//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;
}
}
}
