public void PublisHQ(FutureHQ hq)
{
string message = Newtonsoft.Json.JsonConvert.SerializeObject(hq);
var body = Encoding.UTF8.GetBytes(message);
channel.BasicPublish(exchange: ExchangeName,
routingKey: "",
basicProperties: null,
body: body);
}
public void UpdateDBHQ(FutureHQ hq)
{
db.Updateable(hq).ExecuteCommand();
}
static void Main(string[] args)
{
MQClient mq = new MQClient();
DBClient DB = new DBClient();
var codes = DB.GetCodeList();
CTPHQ CTP = new CTPHQ(ConfigurationManager.AppSettings["server"], ConfigurationManager.AppSettings["brokerid"], ConfigurationManager.AppSettings["user"], ConfigurationManager.AppSettings["pwd"], codes);
CTP.OnReceiveHQ += (pDepthMarketData) => {
Console.WriteLine($"{pDepthMarketData.InstrumentID} 最新价:{pDepthMarketData.LastPrice}");
FutureHQ objFuture = new FutureHQ();
objFuture.SCode = pDepthMarketData.InstrumentID;
objFuture.SName = pDepthMarketData.ExchangeInstID;
objFuture.OpenPrice = pDepthMarketData.OpenPrice > 1000000000 ? pDepthMarketData.PreClosePrice : pDepthMarketData.OpenPrice;
objFuture.PrePrice = Math.Round(pDepthMarketData.PreClosePrice, 3);
objFuture.HighPrice = pDepthMarketData.HighestPrice > 1000000000 ? 0 : pDepthMarketData.HighestPrice;
objFuture.LowPrice = pDepthMarketData.LowestPrice > 1000000000 ? 0 : pDepthMarketData.LowestPrice;
objFuture.NewPrice = pDepthMarketData.LastPrice > 1000000000 ? 0 : pDepthMarketData.LastPrice;
objFuture.TradeValue = pDepthMarketData.OpenInterest;
objFuture.TradeVolume = pDepthMarketData.Volume;
objFuture.UpperLimitPrice = pDepthMarketData.UpperLimitPrice;
objFuture.LowerLimitPrice = pDepthMarketData.LowerLimitPrice;
objFuture.BuyPrice1 = pDepthMarketData.BidPrice1 > 1000000000 ? 0 : pDepthMarketData.BidPrice1;
objFuture.BuyPrice2 = pDepthMarketData.BidPrice2 > 1000000000 ? 0 : pDepthMarketData.BidPrice2;
objFuture.BuyPrice3 = pDepthMarketData.BidPrice3 > 1000000000 ? 0 : pDepthMarketData.BidPrice3;
objFuture.BuyPrice4 = pDepthMarketData.BidPrice4 > 1000000000 ? 0 : pDepthMarketData.BidPrice4;
objFuture.BuyPrice5 = pDepthMarketData.BidPrice5 > 1000000000 ? 0 : pDepthMarketData.BidPrice5;
objFuture.BuyVol1 = pDepthMarketData.BidVolume1;
objFuture.BuyVol2 = pDepthMarketData.BidVolume2;
objFuture.BuyVol3 = pDepthMarketData.BidVolume3;
objFuture.BuyVol4 = pDepthMarketData.BidVolume4;
objFuture.BuyVol5 = pDepthMarketData.BidVolume5;
objFuture.SelPrice1 = pDepthMarketData.AskPrice1 > 1000000000 ? 0 : pDepthMarketData.AskPrice1;
objFuture.SelPrice2 = pDepthMarketData.AskPrice2 > 1000000000 ? 0 : pDepthMarketData.AskPrice2;
objFuture.SelPrice3 = pDepthMarketData.AskPrice3 > 1000000000 ? 0 : pDepthMarketData.AskPrice3;
objFuture.SelPrice4 = pDepthMarketData.AskPrice4 > 1000000000 ? 0 : pDepthMarketData.AskPrice4;
objFuture.SelPrice5 = pDepthMarketData.AskPrice5 > 1000000000 ? 0 : pDepthMarketData.AskPrice5;
objFuture.SelVol1 = pDepthMarketData.AskVolume1;
objFuture.SelVol2 = pDepthMarketData.AskVolume2;
objFuture.SelVol3 = pDepthMarketData.AskVolume3;
objFuture.SelVol4 = pDepthMarketData.AskVolume4;
objFuture.SelVol5 = pDepthMarketData.AskVolume5;
objFuture.Updatetime = Convert.ToDateTime(pDepthMarketData.TradingDay.Substring(0, 4) + "-" + pDepthMarketData.TradingDay.Substring(4, 2) + "-" + pDepthMarketData.TradingDay.Substring(6, 2) + " " + pDepthMarketData.UpdateTime);
mq.PublisHQ(objFuture); // 将报价发布到广播
DB.rClient.StringSet(objFuture.SCode, Newtonsoft.Json.JsonConvert.SerializeObject(objFuture)); // 将最新的报价保存到数据库
//DB.UpdateDBHQ(objFuture);
};
CTP.Initialize();
//把主程序挂起
TimeSpan closetime = new TimeSpan(23, 55, 0);
while (DateTime.Now.TimeOfDay < closetime)
{
Thread.Sleep(1000 * 60 * 60);
}
;
Environment.Exit(0);
}
