public RawMarketData Decode_Raw(InPacket iPacket, String targetCode, DateTime curDateTime)
{
try
{
StringPacket sp = new StringPacket(iPacket.ToString().Substring(24));
String code = sp.Decode();
if (code != targetCode)
{
return null;
}
RawMarketData rmd = new RawMarketData(targetCode, Detail.ProductType.Unknown);
String type = sp.Decode();
double value = Convert.ToDouble(sp.Decode());
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
SetData_Raw(rmd, type, value, dt);
return rmd;
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
return null;
}
public void HandlePacket(Byte[] buf, int streamLength)
{
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(buf, streamLength);
RmdManager.Ins().SetMarketDataUsingKrxData(iPacket, RmdManager.MarketDataType.KOSPI_FUTURE);
}
public void HandlePacket(Byte[] buf, int streamLength)
{
int len = MiniLzo.MiniLzo.Decompress(buf, original);
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(original, len);
int repeat = 0;
while (true)
{
if (iPacket.End())
{
break;
}
int packetLen = iPacket.Decode16();
int totalPacketLen = (int)(packetLen + 2);
String packet = iPacket.DecodeString(packetLen);
_sw.Write("[{0}]\t", DateTime.Now.ToString("yyyyMMdd HH:mm:ss.fff"));
_sw.Write(packet);
_sw.Write("\r\n");
iPacket.AdvancePivot(totalPacketLen);
++repeat;
}
}
public void SetData(InPacket iPacket)
{
iPacket.SkipDecode(5);
iPacket.SkipDecode(10);
String usdPacketType = iPacket.DecodeString(4);
if (!_usdSpotPacketDict.ContainsKey(usdPacketType))
{
_usdSpotPacketDict.Add(usdPacketType, 0);
}
_usdSpotPacketDict[usdPacketType]++;
switch (usdPacketType)
{
case "FOE1": // 원달러 기일물별 체결 현황
DecodeAndUpdate_FOE1(iPacket);
break;
case "FOD1": // 원달러 기일물별 접수 현황
DecodeAndUpdate_FOD1(iPacket);
break;
case "FOC1": // 원달러 시간대별 거래현황
//DecodeAndUpdate_FOC1(iPacket);
break;
default:
break;
}
}
public void Decode(InPacket iPacket, int len)
{
for (int i = 0; i < len; ++i)
{
iPacket.BufBytes.Add((byte)_aBuf_Bytes[_offset + i]);
}
_offset += len;
}
public void HandlePacket(Byte[] buf, int streamLength)
{
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(buf, streamLength);
lock (_lock)
{
_board.SetData(iPacket);
}
}
public KBHTS_ReceiveData(long packetID, String inString)
{
this.PacketID = packetID;
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(inString);
iPacket.SkipDecode(9); // 앞의 9자리
DecodeHeader(iPacket);
DecodeBody(iPacket);
}
public void HandlePacket(Byte[] buf, int streamLength)
{
InPacket iPacket = new InPacket();
iPacket.ForcedEncode(buf, streamLength);
_bondBoard.SetData(iPacket);
if (_bSave)
{
_data.Buffer.Add(new MarketDataRawPacket(streamLength, buf));
}
}
public void OutPacketEncodeTest()
{
OutPacket target = new OutPacket();
target.ReserveForPacketLength(6, 6);
target.Encode32(100, 10);
target.EncodeStr("test", 10);
target.BuildPacketWithPacketLength();
InPacket iPacket = new InPacket(target);
String strPacket = iPacket.ToString();
int result = strPacket.CompareTo("20 100 test ");
Assert.AreEqual(0, result);
}
public BondPacketType EncodeHeaderAndGetHeaderType_Bond(ref InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
System.Text.Encoding enc = System.Text.Encoding.ASCII;
String headStr = enc.GetString(head);
if (headStr.CompareTo("B6067") == 0)
{
return BondPacketType.Normal_Small;
}
else if (headStr.CompareTo("B6027") == 0)
{
return BondPacketType.Retail;
}
return BondPacketType.Unknown;
}
public void SetData(InPacket iPacket)
{
const int kSize = 5;
byte[] head = new byte[kSize];
iPacket.Decode(head, kSize);
KrxPacketUtil.SpotPacketType packetType = KrxPacketUtil.GetSpotPacketType(head);
switch (packetType)
{
case KrxPacketUtil.SpotPacketType._A3_Contract:
DecodeAndUpdate_A3_Contract(iPacket);
break;
case KrxPacketUtil.SpotPacketType._B7_BidAsk:
DecodeAndUpdate_B7_BidAsk(iPacket);
break;
default:
break;
}
}
public void SetData(InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.FutureOptionPacketType packetType = KrxPacketUtil.GetFutureOptionPacketType(head);
switch (packetType)
{
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk:
DecodeAndUpdate_BidAsk(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_Contract:
DecodeAndUpdate_Contract(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk_Contract:
DecodeAndUpdate_BidAsk_Contract(iPacket);
break;
default:
break;
}
}
public void SetData(InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.SpotPacketType nType = KrxPacketUtil.GetSpotPacketType(head);
lock (_rmdDict)
{
switch (nType)
{
case KrxPacketUtil.SpotPacketType._A3_Contract:
Handle_Elw_A3_Contract(iPacket);
break;
case KrxPacketUtil.SpotPacketType._B7_BidAsk:
Handle_Elw_B7_BidAsk(iPacket);
break;
default:
break;
}
}
}
public void SetData(InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.FutureOptionPacketType nType = KrxPacketUtil.GetFutureOptionPacketType(head);
switch (nType)
{
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk:
Handle_Index_Option_BidAsk_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_Contract:
Handle_Index_Option_Contract_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk_Contract:
Handle_Index_Option_BidAsk_Contract_Raw(iPacket);
break;
default:
break;
}
}
public void SetData(InPacket iPacket)
{
try
{
StringPacket sp = new StringPacket(iPacket.ToString());
String code = sp.Decode();
RawMarketData rmd = RmdManager.Ins().KtbSpot.GetData(code);
if (rmd == null)
{
return;
}
String type = sp.Decode();
double value = Convert.ToDouble(sp.Decode());
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
SetData_Raw(rmd, type, value, dt);
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
void Handle_Elw_A3_Contract(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
String shortCode = ElwUtil.ConvertToShortCode(longCode);
if (MarketDataLogOn)
{
logger.Info("Elw_A3(체결데이터) {0}, A3({1:n0}), B7({2:n0})", shortCode, ++_stock_A3_Count, _stock_B7_Count);
}
if (shortCode.Length == 0)
{
return;
}
//정규시간외구분코드 1
//"전일대비(기준가대비) 1
//전일대비 9
iPacket.SkipDecode(1 + 1 + 9);
//체결가격 9
double curPrice = iPacket.DecodeInt(9);
//체결수량 10
long contractCount = iPacket.DecodeLong(10);
//체결유형코드 2
//시가 9
//고가 9
//저가 9
//누적체결수량 12
//누적거래대금 18
//최종매도매수구분코드 1
//체결가와1호가일치여부 1
iPacket.SkipDecode(2 + 9 + 9 + 9 + 12 + 18 + 1 + 1);
//체결시각 6
int time = iPacket.DecodeInt(6);
//LP보유수량 15
iPacket.SkipDecode(15);
RawMarketData rmd = GetData(shortCode);
if (rmd != null)
{
rmd.CurPrice = curPrice;
//매도1호가 9
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수1호가 9
rmd.BidPrice1 = iPacket.DecodeInt(9);
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetElwLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
private void DecodeAndUpdate_Contract(InPacket iPacket)
{
try
{
// 종목코드 앞에 3
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
// 종목 seq
iPacket.SkipDecode(2);
// 현재 가격 부호
iPacket.SkipDecode(1);
// 현재 가격 5
double price = ((double)iPacket.DecodeInt(5)) / 100.0;
// 체결 수량 6
int amount = iPacket.DecodeInt(6);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.CurAmount = amount;
rmd.LastUpdatedTime = DateTime.Now;
rmd.CurPrice = price;
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void DecodeAndUpdate_BidAsk_Contract(InPacket iPacket)
{
try
{
// 종목코드 앞에 3
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
// 종목 seq
iPacket.SkipDecode(2);
// 현재 가격 부호
iPacket.SkipDecode(1);
// 현재 가격 5
double price = ((double)iPacket.DecodeInt(5)) / 100.0;
// 체결 수량 6
int amount = iPacket.DecodeInt(6);
// 체결유형코드 2
iPacket.SkipDecode(2);
// 체결시각 8
iPacket.SkipDecode(8);
// 최근월물의 제약정가격 5
iPacket.SkipDecode(5);
// 원월물의제약정가격 5
iPacket.SkipDecode(5);
// 시가부호1
iPacket.SkipDecode(1);
// 시가 5
iPacket.SkipDecode(5);
// 고가부호 1
iPacket.SkipDecode(1);
// 고가 5
iPacket.SkipDecode(5);
// 저가부소 1
iPacket.SkipDecode(1);
// 저가 5
iPacket.SkipDecode(5);
// 직전가격부호 1
iPacket.SkipDecode(1);
// 직전가격 5
iPacket.SkipDecode(5);
// 누적체결수량 7
iPacket.SkipDecode(7);
// 누적거래대금 12
iPacket.SkipDecode(12);
// 정상태구분코드 2
iPacket.SkipDecode(2);
// 매수 총 호가 잔량
int bidTotalAmount = iPacket.DecodeInt(6);
// 매수 1단계 부호
iPacket.SkipDecode(1);
double buyPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount = iPacket.DecodeInt(6);
// 매수 2단계 부호
iPacket.SkipDecode(1);
double buyPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount2 = iPacket.DecodeInt(6);
// 매수 3단계 부호
iPacket.SkipDecode(1);
double buyPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount3 = iPacket.DecodeInt(6);
// 매수 4단계 부호
iPacket.SkipDecode(1);
double buyPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount4 = iPacket.DecodeInt(6);
// 매수 5단계 부호
iPacket.SkipDecode(1);
double buyPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount5 = iPacket.DecodeInt(6);
// 매도 총 호가 잔량
int offerTotalAmount = iPacket.DecodeInt(6);
// 매도 1단계 부호
iPacket.SkipDecode(1);
double sellPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount = iPacket.DecodeInt(6);
// 매도 2단계 부호
iPacket.SkipDecode(1);
double sellPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount2 = iPacket.DecodeInt(6);
// 매도 3단계 부호
iPacket.SkipDecode(1);
double sellPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount3 = iPacket.DecodeInt(6);
// 매도 4단계 부호
iPacket.SkipDecode(1);
double sellPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount4 = iPacket.DecodeInt(6);
// 매도 5단계 부호
iPacket.SkipDecode(1);
double sellPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount5 = iPacket.DecodeInt(6);
// 매수 유효 호가 건수
int bidTotalCount = iPacket.DecodeInt(5);
int bidCaseCount = iPacket.DecodeInt(4);
int bidCaseCount2 = iPacket.DecodeInt(4);
int bidCaseCount3 = iPacket.DecodeInt(4);
int bidCaseCount4 = iPacket.DecodeInt(4);
int bidCaseCount5 = iPacket.DecodeInt(4);
int offerTotalCount = iPacket.DecodeInt(5);
// 매도 호가 건수
int offerCaseCount = iPacket.DecodeInt(4);
int offerCaseCount2 = iPacket.DecodeInt(4);
int offerCaseCount3 = iPacket.DecodeInt(4);
int offerCaseCount4 = iPacket.DecodeInt(4);
int offerCaseCount5 = iPacket.DecodeInt(4);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.AskPrice1 = sellPrice;
rmd.BidPrice1 = buyPrice;
rmd.AskCount1 = sellAmount;
rmd.BidCount1 = buyAmount;
rmd.AskPrice2 = sellPrice2;
rmd.BidPrice2 = buyPrice2;
rmd.AskCount2 = sellAmount2;
rmd.BidCount2 = buyAmount2;
rmd.AskPrice3 = sellPrice3;
rmd.BidPrice3 = buyPrice3;
rmd.AskCount3 = sellAmount3;
rmd.BidCount3 = buyAmount3;
rmd.AskPrice4 = sellPrice4;
rmd.BidPrice4 = buyPrice4;
rmd.AskCount4 = sellAmount4;
rmd.BidCount4 = buyAmount4;
rmd.AskPrice5 = sellPrice5;
rmd.BidPrice5 = buyPrice5;
rmd.AskCount5 = sellAmount5;
rmd.BidCount5 = buyAmount5;
//rmd.AskCaseCount1 = offerCaseCount;
//rmd.AskCaseCount2 = offerCaseCount2;
//rmd.AskCaseCount3 = offerCaseCount3;
//rmd.AskCaseCount4 = offerCaseCount4;
//rmd.AskCaseCount5 = offerCaseCount5;
//rmd.BidCaseCount1 = bidCaseCount;
//rmd.BidCaseCount2 = bidCaseCount2;
//rmd.BidCaseCount3 = bidCaseCount3;
//rmd.BidCaseCount4 = bidCaseCount4;
//rmd.BidCaseCount5 = bidCaseCount5;
rmd.TotalBidCount = bidTotalAmount;
rmd.TotalAskCount = offerTotalAmount;
//rmd.TotalBidCaseCount = bidTotalCount;
//rmd.TotalAskCaseCount = offerTotalCount;
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
rmd.CurAmount = amount;
rmd.CurPrice = price;
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
void Handle_Index_Option_BidAsk_Raw(InPacket iPacket)
{
try
{
// 종목코드 앞에 3
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
// 종목 seq
iPacket.SkipDecode(3);
// 장상태구분코드
iPacket.SkipDecode(2); // 40 접속
if (MarketDataLogOn)
{
logger.Info("Option_H0 {0}, H0({1:n0}), C0({2:n0}), H0C0({3:n0})", code, ++_option_H0_Count, _option_C0_Count, _option_H0C0_Count);
}
// 매수 총 호가 잔량
int bidTotalAmount = iPacket.DecodeInt(7);
double buyPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount = iPacket.DecodeInt(7);
double buyPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount2 = iPacket.DecodeInt(7);
double buyPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount3 = iPacket.DecodeInt(7);
double buyPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount4 = iPacket.DecodeInt(7);
double buyPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount5 = iPacket.DecodeInt(7);
// 매도 총 호가 잔량
int offerTotalAmount = iPacket.DecodeInt(7);
double sellPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount = iPacket.DecodeInt(7);
double sellPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount2 = iPacket.DecodeInt(7);
double sellPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount3 = iPacket.DecodeInt(7);
double sellPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount4 = iPacket.DecodeInt(7);
double sellPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount5 = iPacket.DecodeInt(7);
// 매수 유효 호가 건수
int bidTotalCount = iPacket.DecodeInt(5);
int bidCaseCount = iPacket.DecodeInt(4);
int bidCaseCount2 = iPacket.DecodeInt(4);
int bidCaseCount3 = iPacket.DecodeInt(4);
int bidCaseCount4 = iPacket.DecodeInt(4);
int bidCaseCount5 = iPacket.DecodeInt(4);
int offerTotalCount = iPacket.DecodeInt(5);
// 매도 호가 건수
int offerCaseCount = iPacket.DecodeInt(4);
int offerCaseCount2 = iPacket.DecodeInt(4);
int offerCaseCount3 = iPacket.DecodeInt(4);
int offerCaseCount4 = iPacket.DecodeInt(4);
int offerCaseCount5 = iPacket.DecodeInt(4);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.AskPrice1 = sellPrice;
rmd.BidPrice1 = buyPrice;
rmd.AskCount1 = sellAmount;
rmd.BidCount1 = buyAmount;
rmd.AskPrice2 = sellPrice2;
rmd.BidPrice2 = buyPrice2;
rmd.AskCount2 = sellAmount2;
rmd.BidCount2 = buyAmount2;
rmd.AskPrice3 = sellPrice3;
rmd.BidPrice3 = buyPrice3;
rmd.AskCount3 = sellAmount3;
rmd.BidCount3 = buyAmount3;
rmd.AskPrice4 = sellPrice4;
rmd.BidPrice4 = buyPrice4;
rmd.AskCount4 = sellAmount4;
rmd.BidCount4 = buyAmount4;
rmd.AskPrice5 = sellPrice5;
rmd.BidPrice5 = buyPrice5;
rmd.AskCount5 = sellAmount5;
rmd.BidCount5 = buyAmount5;
//rmd.AskCaseCount1 = offerCaseCount;
//rmd.AskCaseCount2 = offerCaseCount2;
//rmd.AskCaseCount3 = offerCaseCount3;
//rmd.AskCaseCount4 = offerCaseCount4;
//rmd.AskCaseCount5 = offerCaseCount5;
//rmd.BidCaseCount1 = bidCaseCount;
//rmd.BidCaseCount2 = bidCaseCount2;
//rmd.BidCaseCount3 = bidCaseCount3;
//rmd.BidCaseCount4 = bidCaseCount4;
//rmd.BidCaseCount5 = bidCaseCount5;
rmd.TotalBidCount = bidTotalAmount;
rmd.TotalAskCount = offerTotalAmount;
//rmd.TotalBidCaseCount = bidTotalCount;
//rmd.TotalAskCaseCount = offerTotalCount;
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
private void Handle_Index_Future_Contract_Raw(InPacket iPacket)
{
try
{
// 종목코드 앞에 3
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
// 종목 seq
iPacket.SkipDecode(2);
// 현재 가격 부호
iPacket.SkipDecode(1);
// 현재 가격 5
double price = ((double)iPacket.DecodeInt(5)) / 100.0;
// 체결 수량 6
int amount = iPacket.DecodeInt(6);
if (MarketDataLogOn)
{
logger.Info("Future_F1_C0 {0}, H0({1:n0}), C0({2:n0}), H0C0({3:n0})", code, _future_H0_Count, ++_future_C0_Count, _future_H0C0_Count);
}
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.CurAmount = amount;
rmd.LastUpdatedTime = DateTime.Now;
rmd.CurPrice = price;
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
private void SetIndexOptionDataUsingYulchonData(InPacket iPacket)
{
// logger.Info("Option Data {0:n0}", ++_oDataCount));
short packetLen = iPacket.Decode16();
short totalPacketLen = (short)(packetLen + 2);
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.FutureOptionPacketType nType = KrxPacketUtil.GetFutureOptionPacketType(head);
// 시간 Skip
iPacket.SkipDecode(10);
switch (nType)
{
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk:
Handle_Index_Option_BidAsk_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_Contract:
Handle_Index_Option_Contract_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk_Contract:
Handle_Index_Option_BidAsk_Contract_Raw(iPacket);
break;
default:
// FormChannel.Error("Broken Packet in RMDManager::SetMarketData...");
break;
}
iPacket.AdvancePivot(totalPacketLen);
}
void SetIndexFutureData_Raw(InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.FutureOptionPacketType nType = KrxPacketUtil.GetFutureOptionPacketType(head);
// 시간 skip
iPacket.SkipDecode(10);
switch (nType)
{
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk:
Handle_Index_Future_BidAsk_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_Contract:
Handle_Index_Future_Contract_Raw(iPacket);
break;
case KrxPacketUtil.FutureOptionPacketType.Index_BidAsk_Contract:
Handle_Index_Future_BidAsk_Contract_Raw(iPacket);
break;
default:
//FormChannel.Error("Broken Packet in RMDManager::SetMarketData...");
break;
}
}
private void DecodeAndUpdate_BidAsk(InPacket iPacket)
{
try
{
// 종목코드 앞에 3
iPacket.SkipDecode(3);
String code = iPacket.DecodeString(8);
iPacket.SkipDecode(1);
// 종목 seq
iPacket.SkipDecode(2);
// 장상태구분코드
iPacket.SkipDecode(2); // 40 접속
// 매수 총 호가 잔량
int bidTotalAmount = iPacket.DecodeInt(6);
// 매수 1단계 부호
iPacket.SkipDecode(1);
double buyPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount = iPacket.DecodeInt(6);
// 매수 2단계 부호
iPacket.SkipDecode(1);
double buyPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount2 = iPacket.DecodeInt(6);
// 매수 3단계 부호
iPacket.SkipDecode(1);
double buyPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount3 = iPacket.DecodeInt(6);
// 매수 4단계 부호
iPacket.SkipDecode(1);
double buyPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount4 = iPacket.DecodeInt(6);
// 매수 5단계 부호
iPacket.SkipDecode(1);
double buyPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int buyAmount5 = iPacket.DecodeInt(6);
// 매도 총 호가 잔량
int offerTotalAmount = iPacket.DecodeInt(6);
// 매도 1단계 부호
iPacket.SkipDecode(1);
double sellPrice = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount = iPacket.DecodeInt(6);
// 매도 2단계 부호
iPacket.SkipDecode(1);
double sellPrice2 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount2 = iPacket.DecodeInt(6);
// 매도 3단계 부호
iPacket.SkipDecode(1);
double sellPrice3 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount3 = iPacket.DecodeInt(6);
// 매도 4단계 부호
iPacket.SkipDecode(1);
double sellPrice4 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount4 = iPacket.DecodeInt(6);
// 매도 5단계 부호
iPacket.SkipDecode(1);
double sellPrice5 = ((double)iPacket.DecodeInt(5)) / 100.0;
int sellAmount5 = iPacket.DecodeInt(6);
// 매수 유효 호가 건수
int bidTotalCount = iPacket.DecodeInt(5);
int bidCaseCount = iPacket.DecodeInt(4);
int bidCaseCount2 = iPacket.DecodeInt(4);
int bidCaseCount3 = iPacket.DecodeInt(4);
int bidCaseCount4 = iPacket.DecodeInt(4);
int bidCaseCount5 = iPacket.DecodeInt(4);
int offerTotalCount = iPacket.DecodeInt(5);
// 매도 호가 건수
int offerCaseCount = iPacket.DecodeInt(4);
int offerCaseCount2 = iPacket.DecodeInt(4);
int offerCaseCount3 = iPacket.DecodeInt(4);
int offerCaseCount4 = iPacket.DecodeInt(4);
int offerCaseCount5 = iPacket.DecodeInt(4);
RawMarketData rmd = GetData(code);
if (rmd != null)
{
rmd.AskPrice1 = sellPrice;
rmd.BidPrice1 = buyPrice;
rmd.AskCount1 = sellAmount;
rmd.BidCount1 = buyAmount;
rmd.AskPrice2 = sellPrice2;
rmd.BidPrice2 = buyPrice2;
rmd.AskCount2 = sellAmount2;
rmd.BidCount2 = buyAmount2;
rmd.AskPrice3 = sellPrice3;
rmd.BidPrice3 = buyPrice3;
rmd.AskCount3 = sellAmount3;
rmd.BidCount3 = buyAmount3;
rmd.AskPrice4 = sellPrice4;
rmd.BidPrice4 = buyPrice4;
rmd.AskCount4 = sellAmount4;
rmd.BidCount4 = buyAmount4;
rmd.AskPrice5 = sellPrice5;
rmd.BidPrice5 = buyPrice5;
rmd.AskCount5 = sellAmount5;
rmd.BidCount5 = buyAmount5;
//rmd.AskCaseCount1 = offerCaseCount;
//rmd.AskCaseCount2 = offerCaseCount2;
//rmd.AskCaseCount3 = offerCaseCount3;
//rmd.AskCaseCount4 = offerCaseCount4;
//rmd.AskCaseCount5 = offerCaseCount5;
//rmd.BidCaseCount1 = bidCaseCount;
//rmd.BidCaseCount2 = bidCaseCount2;
//rmd.BidCaseCount3 = bidCaseCount3;
//rmd.BidCaseCount4 = bidCaseCount4;
//rmd.BidCaseCount5 = bidCaseCount5;
rmd.TotalBidCount = bidTotalAmount;
rmd.TotalAskCount = offerTotalAmount;
//rmd.TotalBidCaseCount = bidTotalCount;
//rmd.TotalAskCaseCount = offerTotalCount;
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetFutureOptionLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}
private void HandleDefaultData(InPacket iPacket)
{
short packetLen = iPacket.Decode16();
iPacket.SkipDecode(packetLen);
iPacket.AdvancePivot();
}
void UpdateBondRetailData(ref InPacket iPacket)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HDADER
//종목코드 12
String code = iPacket.DecodeString(12);
String shortCode = code;
code += NormalSmallConst.TAIL_RETAIL;
//만기년월 4
iPacket.SkipDecode(4);
//소매종류코드 2
iPacket.SkipDecode(2);
//매도우선가격1 7
int askPrice1 = iPacket.DecodeInt(7);
//매도우선수익률1 11
iPacket.SkipDecode(11);
//매도우선수량1 20
long askCount1 = iPacket.DecodeLong(20);
//매도우선가격2 7
int askPrice2 = iPacket.DecodeInt(7);
//매도우선수익률2 11
iPacket.SkipDecode(11);
//매도우선수량2 20
long askCount2 = iPacket.DecodeLong(20);
//매도우선가격3 7
int askPrice3 = iPacket.DecodeInt(7);
//매도우선수익률3 11
iPacket.SkipDecode(11);
//매도우선수량3 20
long askCount3 = iPacket.DecodeLong(20);
//매도우선가격4 7
int askPrice4 = iPacket.DecodeInt(7);
//매도우선수익률4 11
iPacket.SkipDecode(11);
//매도우선수량4 20
long askCount4 = iPacket.DecodeLong(20);
//매도우선가격5 7
int askPrice5 = iPacket.DecodeInt(7);
//매도우선수익률5 11
iPacket.SkipDecode(11);
//매도우선수량5 20
long askCount5 = iPacket.DecodeLong(20);
//매수우선가격1 7
int bidPrice1 = iPacket.DecodeInt(7);
//매수우선수익률1 11
iPacket.SkipDecode(11);
//매수우선수량1 20
long bidCount1 = iPacket.DecodeLong(20);
//매수우선가격2 7
int bidPrice2 = iPacket.DecodeInt(7);
//매수우선수익률2 11
iPacket.SkipDecode(11);
//매수우선수량2 20
long bidCount2 = iPacket.DecodeLong(20);
//매수우선가격3 7
int bidPrice3 = iPacket.DecodeInt(7);
//매수우선수익률3 11
iPacket.SkipDecode(11);
//매수우선수량3 20
long bidCount3 = iPacket.DecodeLong(20);
//매수우선가격4 7
int bidPrice4 = iPacket.DecodeInt(7);
//매수우선수익률4 11
iPacket.SkipDecode(11);
//매수우선수량4 20
long bidCount4 = iPacket.DecodeLong(20);
//매수우선가격5 7
int bidPrice5 = iPacket.DecodeInt(7);
//매수우선수익률5 11
iPacket.SkipDecode(11);
//매수우선수량5 20
long bidCount5 = iPacket.DecodeLong(20);
//매도총량 20
iPacket.SkipDecode(20);
//매수총량 20
iPacket.SkipDecode(20);
//현재가 7
iPacket.SkipDecode(7);
//거래량 20
iPacket.SkipDecode(20);
//거래대금 20
iPacket.SkipDecode(20);
//시가 7
iPacket.SkipDecode(7);
//고가 7
iPacket.SkipDecode(7);
//저가 7
iPacket.SkipDecode(7);
//매매일 8
iPacket.SkipDecode(8);
//현재가수익률 11
iPacket.SkipDecode(11);
//시가수익률 11
iPacket.SkipDecode(11);
//고가수익률 11
iPacket.SkipDecode(11);
//저가수익률 11
iPacket.SkipDecode(11);
//FILLER 6
iPacket.SkipDecode(6);
//FF 1
iPacket.SkipDecode(1);
RegisterBond(code);
lock (_bondLock)
{
RawMarketData rmd = _bondRmds[code];
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
}
}
void UpdateBondNormalSmallData(ref InPacket iPacket)
{
//DATA구분 2 - HEADER
//정보구분 2 - HEADER
//시장구분 1 - HEADER
//종목코드 12
String code = iPacket.DecodeString(12);
String shortCode = code;
//매도 우선 수익률1 6
iPacket.SkipDecode(6);
//매수 우선 수익률1 6
iPacket.SkipDecode(6);
//매도 우선 호가1 5
int askPrice1 = iPacket.DecodeInt(5);
//매수 우선 호가1 5
int bidPrice1 = iPacket.DecodeInt(5);
//매도 우선 호가잔량1 12
long askCount1 = iPacket.DecodeLong(12);
//매수 우선 호가잔량1 12
long bidCount1 = iPacket.DecodeLong(12);
//매도 우선 수익률2 6
iPacket.SkipDecode(6);
//매수 우선 수익률2 6
iPacket.SkipDecode(6);
//매도 우선 호가2 5
int askPrice2 = iPacket.DecodeInt(5);
//매수 우선 호가2 5
int bidPrice2 = iPacket.DecodeInt(5);
//매도 우선 호가잔량2 12
long askCount2 = iPacket.DecodeLong(12);
//매수 우선 호가잔량2 12
long bidCount2 = iPacket.DecodeLong(12);
//매도 우선 수익률3 6
iPacket.SkipDecode(6);
//매수 우선 수익률3 6
iPacket.SkipDecode(6);
int askPrice3 = iPacket.DecodeInt(5);
//매수 우선 호가3 5
int bidPrice3 = iPacket.DecodeInt(5);
//매도 우선 호가잔량3 12
long askCount3 = iPacket.DecodeLong(12);
//매수 우선 호가잔량3 12
long bidCount3 = iPacket.DecodeLong(12);
//매도 우선 수익률4 6
iPacket.SkipDecode(6);
//매수 우선 수익률4 6
iPacket.SkipDecode(6);
int askPrice4 = iPacket.DecodeInt(5);
//매수 우선 호가4 5
int bidPrice4 = iPacket.DecodeInt(5);
//매도 우선 호가잔량4 12
long askCount4 = iPacket.DecodeLong(12);
//매수 우선 호가잔량4 12
long bidCount4 = iPacket.DecodeLong(12);
//매도 우선 수익률5 6
iPacket.SkipDecode(6);
//매수 우선 수익률5 6
iPacket.SkipDecode(6);
int askPrice5 = iPacket.DecodeInt(5);
//매수 우선 호가5 5
int bidPrice5 = iPacket.DecodeInt(5);
//매도 우선 호가잔량5 12
long askCount5 = iPacket.DecodeLong(12);
//매수 우선 호가잔량5 12
long bidCount5 = iPacket.DecodeLong(12);
//매도 총잔량 12
iPacket.SkipDecode(12);
//매수 총잔량 12
iPacket.SkipDecode(12);
//소액시장참여여부 1
int small = iPacket.DecodeInt(1);
//FILLER 7
//FF 1
if (small == 0)
{
code += NormalSmallConst.TAIL_NORMAL;
}
else if (small == 1)
{
code += NormalSmallConst.TAIL_SMALL;
}
else
{
logger.Error("Unknown small value {0}", small);
Util.KillWithNotice("Unknown small value");
}
RegisterBond(code);
lock (_bondLock)
{
RawMarketData rmd = _bondRmds[code];
rmd.AskPrice1 = (double)askPrice1;
rmd.AskCount1 = askCount1 * CommonConst._1_000;
rmd.BidPrice1 = (double)bidPrice1;
rmd.BidCount1 = bidCount1 * CommonConst._1_000;
rmd.AskPrice2 = (double)askPrice2;
rmd.AskCount2 = askCount2 * CommonConst._1_000;
rmd.BidPrice2 = (double)bidPrice2;
rmd.BidCount2 = bidCount2 * CommonConst._1_000;
rmd.AskPrice3 = (double)askPrice3;
rmd.AskCount3 = askCount3 * CommonConst._1_000;
rmd.BidPrice3 = (double)bidPrice3;
rmd.BidCount3 = bidCount3 * CommonConst._1_000;
rmd.AskPrice4 = (double)askPrice4;
rmd.AskCount4 = askCount4 * CommonConst._1_000;
rmd.BidPrice4 = (double)bidPrice4;
rmd.BidCount4 = bidCount4 * CommonConst._1_000;
rmd.AskPrice5 = (double)askPrice5;
rmd.AskCount5 = askCount5 * CommonConst._1_000;
rmd.BidPrice5 = (double)bidPrice5;
rmd.BidCount5 = bidCount5 * CommonConst._1_000;
}
}
private void SetUsdFutureDataUsingInfomaxData(InPacket iPacket)
{
try
{
StringPacket sp = new StringPacket(iPacket.ToString());
String code = sp.Decode();
RawMarketData rmd = RmdManager.Ins().GetData(code);
if (rmd == null)
{
return;
}
if (rmd.DPT == Detail.ProductType.KospiFuture ||
rmd.DPT == Detail.ProductType.KospiFutureSpread)
{
// Kospi 관련 데이터는 신한에서 받는다.
return;
}
String type = sp.Decode();
double value = Convert.ToDouble(sp.Decode());
DateTime dt = DateTime.ParseExact(sp.Decode(), "yyyyMMdd HH:mm:ss.fff", null);
InfomaxDataToRawMarketData(rmd, type, value, dt);
}
catch (System.Exception ex)
{
logger.Warn(ex.ToString());
}
}
private void SetStockDataUsingKrxData(InPacket iPacket)
{
const int nSize = 5;
byte[] head = new byte[nSize];
iPacket.Decode(head, nSize);
KrxPacketUtil.SpotPacketType nType = KrxPacketUtil.GetSpotPacketType(head);
switch (nType)
{
case KrxPacketUtil.SpotPacketType._A3_Contract:
Handle_Stock_A3_Contract(iPacket);
break;
case KrxPacketUtil.SpotPacketType._B7_BidAsk:
Handle_Stock_B7_BidAsk(iPacket);
break;
default:
break;
}
}
public void SetMarketDataUsingYulchonData(InPacket iPacket, MarketDataType type)
{
++this.PacketCount;
switch (type)
{
case MarketDataType.KOSPI_FUTURE:
{
SetIndexFutureDataUsingYulchonData(iPacket);
break;
}
case MarketDataType.CALL:
{
SetIndexOptionDataUsingYulchonData(iPacket);
break;
}
case MarketDataType.PUT:
{
SetIndexOptionDataUsingYulchonData(iPacket);
break;
}
case MarketDataType.ELW:
{
SetIndexElwDataUsingYulchonData(iPacket);
break;
}
default:
{
HandleDefaultData(iPacket);
break;
}
}
}
void Handle_Elw_B7_BidAsk(InPacket iPacket)
{
try
{
//코드: KRA643212WC2 (12)
String longCode = iPacket.DecodeString(12);
String shortCode = ElwUtil.ConvertToShortCode(longCode);
if (MarketDataLogOn)
{
logger.Info("Elw_B7(호가데이터) {0}, A3({1:n0}), B7({2:n0})", shortCode, _elw_A3_Count, ++_elw_B7_Count);
}
if (shortCode.Length == 0)
{
return;
}
RawMarketData rmd = GetData(shortCode);
if (rmd != null)
{
//누적체결수량: 000000000000 (12)
iPacket.SkipDecode(12);
//매도호가1: 000000570 (9)
rmd.AskPrice1 = iPacket.DecodeInt(9);
//매수호가1: 000000365 (9)
rmd.BidPrice1 = iPacket.DecodeInt(9);
//매도호가잔량1: 000000033000 (12)
rmd.AskCount1 = iPacket.DecodeLong(12);
//매수호가잔량1: 000000031000 (12)
rmd.BidCount1 = iPacket.DecodeLong(12);
//LP 매도호가 잔량1: 000000000000 (12)
//LP 매수호가 잔량1: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가2: 000000570 (9)
rmd.AskPrice2 = iPacket.DecodeInt(9);
//매수호가2: 000000365 (9)
rmd.BidPrice2 = iPacket.DecodeInt(9);
//매도호가잔량2: 000000033000 (12)
rmd.AskCount2 = iPacket.DecodeLong(12);
//매수호가잔량2: 000000031000 (12)
rmd.BidCount2 = iPacket.DecodeLong(12);
//LP 매도호가 잔량2: 000000000000 (12)
//LP 매수호가 잔량2: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가3: 000000570 (9)
rmd.AskPrice3 = iPacket.DecodeInt(9);
//매수호가3: 000000365 (9)
rmd.BidPrice3 = iPacket.DecodeInt(9);
//매도호가잔량3: 000000033000 (12)
rmd.AskCount3 = iPacket.DecodeLong(12);
//매수호가잔량3: 000000031000 (12)
rmd.BidCount3 = iPacket.DecodeLong(12);
//LP 매도호가 잔량3: 000000000000 (12)
//LP 매수호가 잔량3: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가4: 000000570 (9)
rmd.AskPrice4 = iPacket.DecodeInt(9);
//매수호가4: 000000365 (9)
rmd.BidPrice4 = iPacket.DecodeInt(9);
//매도호가잔량4: 000000033000 (12)
rmd.AskCount4 = iPacket.DecodeLong(12);
//매수호가잔량4: 000000031000 (12)
rmd.BidCount4 = iPacket.DecodeLong(12);
//LP 매도호가 잔량4: 000000000000 (12)
//LP 매수호가 잔량4: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
//매도호가5: 000000570 (9)
rmd.AskPrice5 = iPacket.DecodeInt(9);
//매수호가5: 000000365 (9)
rmd.BidPrice5 = iPacket.DecodeInt(9);
//매도호가잔량5: 000000033000 (12)
rmd.AskCount5 = iPacket.DecodeLong(12);
//매수호가잔량5: 000000031000 (12)
rmd.BidCount5 = iPacket.DecodeLong(12);
//LP 매도호가 잔량5: 000000000000 (12)
//LP 매수호가 잔량5: 000000000000 (12)
iPacket.SkipDecode(12 + 12);
rmd.LastUpdatedTime = DateTime.Now;
MarketDelayManager.Ins().SetElwLastUpdatedTime(DateTime.Now);
if (RMDModifier.Ins().IsOn())
{
RMDModifier.Ins().UpdateRMD(ref rmd);
}
}
}
catch (System.Exception ex)
{
logger.Error(ex.ToString());
Util.KillWithNotice(ex.ToString());
}
}