public void PubStockMessage(StockMessageNode data)
{
try
{
var xData = this.StockMessageMarketTick(data);
var dataBuf = YunLib.DataHelper.StructToBytes <MarketTickNode>(xData);
this.pubData("stock", dataBuf);
this.mLastMarketData = xData;
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
}
/// <summary>
/// 深交所股票消息转云财经统一数据格式
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public MarketTickNode StockMessageMarketTick(StockMessageNode data)
{
MarketTickNode nodeData = new MarketTickNode();
nodeData.foxxcode = string.Format("{0}.SZ", MessageHelper.GetMessageString(data.marketInfo.SecurityID).Trim());
nodeData.code = string.Format("{0}", MessageHelper.GetMessageString(data.marketInfo.SecurityID).Trim());
nodeData.date = int.Parse(string.Format("{0}", data.marketInfo.OrigTime).Substring(0, 8));
nodeData.time = int.Parse(string.Format("{0}", data.marketInfo.OrigTime).Substring(8));
nodeData.status = MessageHelper.GetMessageString(data.marketInfo.TradingPhaseCode).Trim();
nodeData.name = string.Empty;
nodeData.preclose = (int)((UInt64)data.marketInfo.PrevClosePx);
nodeData.vol = (long)((Int64)data.marketInfo.TotalVolumeTrade / 100);
nodeData.money = (long)((Int64)data.marketInfo.TotalValueTrade / 10000);
nodeData.transnum = (long)((Int64)data.marketInfo.NumTrades);
nodeData.buyorder = 0;
nodeData.sellorder = 0;
nodeData.buyorder_aveprice = 0;
nodeData.sellorder_aveprice = 0;
nodeData.buy1 = 0;
nodeData.buy1_count = 0;
nodeData.sell1 = 0;
nodeData.sell1_count = 0;
nodeData.buy2 = 0;
nodeData.buy2_count = 0;
nodeData.sell2 = 0;
nodeData.sell2_count = 0;
nodeData.buy3 = 0;
nodeData.buy3_count = 0;
nodeData.sell3 = 0;
nodeData.sell3_count = 0;
nodeData.buy4 = 0;
nodeData.buy4_count = 0;
nodeData.sell4 = 0;
nodeData.sell4_count = 0;
nodeData.buy5 = 0;
nodeData.buy5_count = 0;
nodeData.sell5 = 0;
nodeData.sell5_count = 0;
nodeData.buy6 = 0;
nodeData.buy6_count = 0;
nodeData.sell6 = 0;
nodeData.sell6_count = 0;
nodeData.buy7 = 0;
nodeData.buy7_count = 0;
nodeData.sell7 = 0;
nodeData.sell7_count = 0;
nodeData.buy8 = 0;
nodeData.buy8_count = 0;
nodeData.sell8 = 0;
nodeData.sell8_count = 0;
nodeData.buy9 = 0;
nodeData.buy9_count = 0;
nodeData.sell9 = 0;
nodeData.sell9_count = 0;
nodeData.buy10 = 0;
nodeData.buy10_count = 0;
nodeData.sell10 = 0;
nodeData.sell10_count = 0;
foreach (var item in data.MDEntry)
{
var mdType = MessageHelper.GetMessageString(item.MDEntryType).Trim();
//买五档
if (mdType == "0")
{
if (item.MDPriceLevel == 1)
{
nodeData.buy1 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy1_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 2)
{
nodeData.buy2 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy2_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 3)
{
nodeData.buy3 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy3_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 4)
{
nodeData.buy4 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy4_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 5)
{
nodeData.buy5 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.buy5_count = (long)((UInt64)item.MDEntrySize / 100);
}
}
//卖五档
if (mdType == "1")
{
if (item.MDPriceLevel == 1)
{
nodeData.sell1 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell1_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 2)
{
nodeData.sell2 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell2_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 3)
{
nodeData.sell3 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell3_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 4)
{
nodeData.sell4 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell4_count = (long)((UInt64)item.MDEntrySize / 100);
}
if (item.MDPriceLevel == 5)
{
nodeData.sell5 = (long)((UInt64)item.MDEntryPx / 100);
nodeData.sell5_count = (long)((UInt64)item.MDEntrySize / 100);
}
}
//最新价格
if (mdType == "2")
{
nodeData.close = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//开盘价格
if (mdType == "4")
{
nodeData.dopen = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//最高价格
if (mdType == "7")
{
nodeData.dhigh = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//最低价格
if (mdType == "8")
{
nodeData.dlow = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//平均委托买,不知道level1有不有
if (mdType == "x3")
{
nodeData.buyorder = (long)((UInt64)item.MDEntrySize / 100);
nodeData.buyorder_aveprice = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
//平均委托卖,不知道level1有不有
if (mdType == "x4")
{
nodeData.sellorder = (long)((UInt64)item.MDEntrySize / 100);
nodeData.sellorder_aveprice = (int)((UInt64)item.MDEntryPx / 100);
continue;
}
}
nodeData.status = this.getStatus(nodeData);
return(nodeData);
}
public string getStatus(MarketTickNode data)
{
string sRet = "0";
try
{
string firstCode = string.Empty;
string secondCode = string.Empty;
if (data.status.Length > 0)
{
firstCode = data.status.Substring(0, 1);
}
if (data.status.Length > 1)
{
secondCode = data.status.Substring(1, 1);
}
//未开盘
if (firstCode == "S")
{
sRet = "3";
return(sRet);
}
//已经休市
if (firstCode == "B")
{
sRet = "4";
return(sRet);
}
//已经闭市
if (firstCode == "E")
{
sRet = "5";
return(sRet);
}
//临时停牌
if (firstCode == "H")
{
sRet = "6";
return(sRet);
}
//全天停牌
if (secondCode == "1")
{
sRet = "7";
return(sRet);
}
//暂停交易,如熔断等特殊情况
if (firstCode == "V")
{
sRet = "8";
return(sRet);
}
//正常交易
if (secondCode == "0")
{
//涨停
if (data.sell1 == 0 && data.sell1_count == 0)
{
if (data.buy1 > 0 && data.buy1_count > 0)
{
sRet = "1";
return(sRet);
}
}
//跌停
if (data.buy1 == 0 && data.buy1_count == 0)
{
if (data.sell1 > 0 && data.sell1_count > 0)
{
sRet = "2";
return(sRet);
}
}
}
}
catch (Exception ex)
{
YunLib.LogWriter.Log(ex.ToString());
}
return(sRet);
}
public static MarketSecModel FromStruct(MarketTickNode iNode)
{
MarketSecModel iData = new MarketSecModel();
iData.foxxcode = iNode.foxxcode;
iData.code = iNode.code;
iData.date = iNode.date;
iData.time = iNode.time;
iData.status = iNode.status;
iData.preclose = iNode.preclose;
iData.close = iNode.close;
iData.ratio = 0;
iData.dopen = iNode.dopen;
iData.dhigh = iNode.dhigh;
iData.dlow = iNode.dlow;
iData.vol = iNode.vol;
iData.money = iNode.money;
iData.transnum = iNode.transnum;
iData.name = iNode.name;
iData.buyorder = iNode.buyorder;
iData.sellorder = iNode.sellorder;
iData.buyorder_aveprice = iNode.buyorder_aveprice;
iData.sellorder_aveprice = iNode.sellorder_aveprice;
iData.buy1 = iNode.buy1;
iData.buy2 = iNode.buy2;
iData.buy3 = iNode.buy3;
iData.buy4 = iNode.buy4;
iData.buy5 = iNode.buy5;
iData.buy6 = iNode.buy6;
iData.buy7 = iNode.buy7;
iData.buy8 = iNode.buy8;
iData.buy9 = iNode.buy9;
iData.buy10 = iNode.buy10;
iData.buy1_count = iNode.buy1_count;
iData.buy2_count = iNode.buy2_count;
iData.buy3_count = iNode.buy3_count;
iData.buy4_count = iNode.buy4_count;
iData.buy5_count = iNode.buy5_count;
iData.buy6_count = iNode.buy6_count;
iData.buy7_count = iNode.buy7_count;
iData.buy8_count = iNode.buy8_count;
iData.buy9_count = iNode.buy9_count;
iData.buy10_count = iNode.buy10_count;
iData.sell1 = iNode.sell1;
iData.sell2 = iNode.sell2;
iData.sell3 = iNode.sell3;
iData.sell4 = iNode.sell4;
iData.sell5 = iNode.sell5;
iData.sell6 = iNode.sell6;
iData.sell7 = iNode.sell7;
iData.sell8 = iNode.sell8;
iData.sell9 = iNode.sell9;
iData.sell10 = iNode.sell10;
iData.sell1_count = iNode.sell1_count;
iData.sell2_count = iNode.sell2_count;
iData.sell3_count = iNode.sell3_count;
iData.sell4_count = iNode.sell4_count;
iData.sell5_count = iNode.sell5_count;
iData.sell6_count = iNode.sell6_count;
iData.sell7_count = iNode.sell7_count;
iData.sell8_count = iNode.sell8_count;
iData.sell9_count = iNode.sell9_count;
iData.sell10_count = iNode.sell10_count;
return(iData);
}