public ProtoBufPackage buildPackage()
{
Trd_GetPositionList.Request.Builder request = Trd_GetPositionList.Request.CreateBuilder();
Trd_GetPositionList.C2S.Builder c2s = Trd_GetPositionList.C2S.CreateBuilder();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.SetHeader(headerBuilder.Build());
if (filterConditions != null)
{
c2s.FilterConditions = filterConditions;
}
if (filterPLRatioMin != null)
{
c2s.FilterPLRatioMin = (double)filterPLRatioMin;
}
if (filterPLRatioMax != null)
{
c2s.FilterPLRatioMax = (double)filterPLRatioMax;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_GetMaxTrdQtys.Request.Builder request = Trd_GetMaxTrdQtys.Request.CreateBuilder();
Trd_GetMaxTrdQtys.C2S.Builder c2s = Trd_GetMaxTrdQtys.C2S.CreateBuilder();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.SetHeader(headerBuilder.Build());
c2s.OrderType = (int)orderType;
c2s.Code = code;
c2s.Price = price;
if (orderID != null)
{
c2s.OrderID = (ulong)orderID;
}
if (adjustPrice != null)
{
c2s.AdjustPrice = (bool)adjustPrice;
}
if (adjustSideAndLimit != null)
{
c2s.AdjustSideAndLimit = (double)adjustSideAndLimit;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public object execute(IExecutor handler)
{
ProtoBufPackage pack = handler.buildPackage();
addHander(pack.NSerialNo, handler);
while (!over)
{
if (connected)
{
try
{
socket.Send(pack.pack());
ms.Flush();
}catch (Exception e)
{
Console.WriteLine(e.GetBaseException());
}
break;
}
sleepMillis(1);
}
long startTime = Utils.currentTimeMillis();
while (handler.getValue() == null)
{
if ((Utils.currentTimeMillis() - startTime) > 30 * 1000)//超时
{
break;
}
sleepMillis(1);
}
return(handler.getValue());
}
public ProtoBufPackage buildPackage()
{
Trd_GetOrderList.Request.Builder request = Trd_GetOrderList.Request.CreateBuilder();
Trd_GetOrderList.C2S.Builder c2s = Trd_GetOrderList.C2S.CreateBuilder();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.SetHeader(headerBuilder.Build());
if (filterConditions != null)
{
c2s.FilterConditions = filterConditions;
}
if (filterStatusList != null && filterStatusList.Length > 0)
{
foreach (int orderID in filterStatusList)
{
c2s.AddFilterStatusList(orderID);
}
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_RequestHistoryKL.Request.Builder request = Qot_RequestHistoryKL.Request.CreateBuilder();
Qot_RequestHistoryKL.C2S.Builder c2s = Qot_RequestHistoryKL.C2S.CreateBuilder();
c2s.SetSecurity(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
c2s.RehabType = (int)this.rehabType;
c2s.KlType = (int)this.klType;
c2s.BeginTime = beginTime;
c2s.EndTime = endTime;
if (this.maxAckKLNum > 0)
{
c2s.MaxAckKLNum = maxAckKLNum;
}
if (this.needKLFieldsFlag > 0)
{
c2s.NeedKLFieldsFlag = needKLFieldsFlag;
}
if (nextReqKey == null || nextReqKey.Trim().Equals(""))
{
c2s.NextReqKey = ByteString.CopyFromUtf8("None");
}
else
{
c2s.NextReqKey = ByteString.CopyFromUtf8(nextReqKey);
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetHistoryKL.Request.Builder request = Qot_GetHistoryKL.Request.CreateBuilder();
Qot_GetHistoryKL.C2S.Builder c2s = Qot_GetHistoryKL.C2S.CreateBuilder();
c2s.SetSecurity(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
c2s.RehabType = (int)this.rehabType;
c2s.KlType = (int)this.klType;
c2s.BeginTime = beginTime;
c2s.EndTime = endTime;
if (this.maxAckKLNum > 0)
{
c2s.MaxAckKLNum = maxAckKLNum;
}
if (this.needKLFieldsFlag > 0)
{
c2s.NeedKLFieldsFlag = needKLFieldsFlag;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetSubInfo.Request.Builder request = Qot_GetSubInfo.Request.CreateBuilder();
Qot_GetSubInfo.C2S.Builder c2s = Qot_GetSubInfo.C2S.CreateBuilder();
c2s.IsReqAllConn = isReqAllConn;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_GetAccList.Request.Builder request = Trd_GetAccList.Request.CreateBuilder();
Trd_GetAccList.C2S.Builder c2s = Trd_GetAccList.C2S.CreateBuilder();
c2s.UserID = (ulong)futuUserID;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetRT.Request.Builder request = Qot_GetRT.Request.CreateBuilder();
Qot_GetRT.C2S.Builder c2s = Qot_GetRT.C2S.CreateBuilder();
c2s.SetSecurity(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
KeepAlive.Request.Builder request = KeepAlive.Request.CreateBuilder();
KeepAlive.C2S.Builder c2s = KeepAlive.C2S.CreateBuilder();
c2s.Time = Utils.currentTimeMillis() / 1000;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
pack.NBodyLen = pack.Bodys.Length;
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetPlateSet.Request.Builder request = Qot_GetPlateSet.Request.CreateBuilder();
Qot_GetPlateSet.C2S.Builder c2s = Qot_GetPlateSet.C2S.CreateBuilder();
c2s.Market = (int)market;
c2s.PlateSetType = (int)plateSetType;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetTradeDate.Request.Builder request = Qot_GetTradeDate.Request.CreateBuilder();
Qot_GetTradeDate.C2S.Builder c2s = Qot_GetTradeDate.C2S.CreateBuilder();
c2s.Market = (int)market;
c2s.BeginTime = beginTime;
c2s.EndTime = endTime;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return pack;
}
public void SocketThread()
{
Thread heartbeatThread = new Thread(sendHeartbeat);
heartbeatThread.IsBackground = true;
heartbeatThread.Start();
long startTime = Utils.currentTimeMillis();
while (!over)
{
try
{
int size = socket.Available;
if (size <= 0)
{
if ((Utils.currentTimeMillis() - startTime) > 30 * 1000)
{ // 超过30秒没有收到服务器信息，关闭
socket.Close();
startTime = Utils.currentTimeMillis();
}
sleepMillis(1);
continue;
}
else
{
startTime = Utils.currentTimeMillis();
byte[] buffer = new byte[socket.Available];
var effective = socket.Receive(buffer);
MemoryStream ms = new MemoryStream();
ms.Write(buffer, 0, buffer.Length);
ProtoBufPackage pack = ProtoBufPackage.unpack(ms);
if (pack.NProtoID == InitConnectExec.nProtoID)
{
connected = true;
}
Thread handlerThread = new Thread(handler);
handlerThread.IsBackground = true;
handlerThread.Start(pack);
}
}
catch (Exception e)
{
over = true;
}
}
handlers = null;
socket.Close();
ms.Close();
}
public ProtoBufPackage buildPackage()
{
Qot_GetSecuritySnapshot.Request.Builder request = Qot_GetSecuritySnapshot.Request.CreateBuilder();
Qot_GetSecuritySnapshot.C2S.Builder c2s = Qot_GetSecuritySnapshot.C2S.CreateBuilder();
foreach (String symbol in symbols)
{
c2s.AddSecurityList(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
InitConnect.Request.Builder request = InitConnect.Request.CreateBuilder();
InitConnect.C2S.Builder c2s = InitConnect.C2S.CreateBuilder();
c2s.SetClientID("testcshap");
c2s.SetClientVer(307);
c2s.SetRecvNotify(true);
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
pack.NBodyLen = pack.Bodys.Length;
return(pack);
}
/**
* 初始化协议
* @throws UnknownHostException
* @throws IOException
*/
public void initConnection()
{
ms = new MemoryStream();
socket = new Socket(SocketType.Stream, ProtocolType.Tcp);
IPAddress ipAdd = IPAddress.Parse(ip);;
IPEndPoint point = new IPEndPoint(ipAdd, port);
socket.Connect(point);
InitConnectExec init = new InitConnectExec();
ProtoBufPackage pack = init.buildPackage();
this.addHander(pack.NSerialNo, init);
socket.Send(pack.pack());
ms.Flush();
}
public ProtoBufPackage buildPackage()
{
Trd_SubAccPush.Request.Builder request = Trd_SubAccPush.Request.CreateBuilder();
Trd_SubAccPush.C2S.Builder c2s = Trd_SubAccPush.C2S.CreateBuilder();
foreach (long accID in accIDList)
{
c2s.AddAccIDList((ulong)accID);
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetTicker.Request.Builder request = Qot_GetTicker.Request.CreateBuilder();
Qot_GetTicker.C2S.Builder c2s = Qot_GetTicker.C2S.CreateBuilder();
Security.Builder security = Security.CreateBuilder();
security.Market = (int)market;
security.Code = symbol;
c2s.SetSecurity(security);
c2s.MaxRetNum = maxRetNum;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_UnlockTrade.Request.Builder request = Trd_UnlockTrade.Request.CreateBuilder();
Trd_UnlockTrade.C2S.Builder c2s = Trd_UnlockTrade.C2S.CreateBuilder();
c2s.Unlock = unlock;
if (unlock)
{
c2s.PwdMD5 = pwdMD5;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_ModifyOrder.Request.Builder request = Trd_ModifyOrder.Request.CreateBuilder();
Trd_ModifyOrder.C2S.Builder c2s = Trd_ModifyOrder.C2S.CreateBuilder();
ProtoBufPackage pack = new ProtoBufPackage();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.SetHeader(headerBuilder.Build());
PacketID.Builder packetID = PacketID.CreateBuilder();
packetID.ConnID = (ulong)connID;
packetID.SerialNo = (uint)pack.NSerialNo;
c2s.SetPacketID(packetID.Build());
c2s.OrderID = (ulong)orderID;
c2s.ModifyOrderOp = (int)modifyOrderOp;
if (forAll != null)
{
c2s.ForAll = (bool)forAll;
}
if (qty != null)
{
c2s.Qty = (double)qty;
}
if (price != null)
{
c2s.Price = (double)price;
}
if (adjustPrice != null)
{
c2s.AdjustPrice = (bool)adjustPrice;
}
if (adjustSideAndLimit != null)
{
c2s.AdjustSideAndLimit = (double)adjustSideAndLimit;
}
request.SetC2S(c2s);
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_GetFunds.Request.Builder request = Trd_GetFunds.Request.CreateBuilder();
Trd_GetFunds.C2S.Builder c2s = Trd_GetFunds.C2S.CreateBuilder();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.Header = headerBuilder.Build();
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
/**
* 发送心跳包
*/
public void sendHeartbeat()
{
while (!over && keepAlive)
{
try
{
sleepMillis(10 * 1000);// 10s发送一次心跳
KeepAliveExec keepAlive = new KeepAliveExec();
ProtoBufPackage pack = keepAlive.buildPackage();
addHander(pack.NSerialNo, keepAlive);
socket.Send(pack.pack());
ms.Flush();
}
catch (Exception e)
{
}
}
}
public ProtoBufPackage buildPackage()
{
Trd_GetHistoryOrderFillList.Request.Builder request = Trd_GetHistoryOrderFillList.Request.CreateBuilder();
Trd_GetHistoryOrderFillList.C2S.Builder c2s = Trd_GetHistoryOrderFillList.C2S.CreateBuilder();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.SetHeader(headerBuilder.Build());
c2s.FilterConditions = filterConditions;
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_Sub.Request.Builder request = Qot_Sub.Request.CreateBuilder();
Qot_Sub.C2S.Builder c2s = Qot_Sub.C2S.CreateBuilder();
foreach (String symbol in symbols)
{
c2s.AddSecurityList(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
}
c2s.IsSubOrUnSub = isSubOrUnSub;
foreach (SubType subType in subTypes)
{
c2s.AddSubTypeList((int)subType);
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetHoldingChangeList.Request.Builder request = Qot_GetHoldingChangeList.Request.CreateBuilder();
Qot_GetHoldingChangeList.C2S.Builder c2s = Qot_GetHoldingChangeList.C2S.CreateBuilder();
c2s.SetSecurity(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
c2s.HolderCategory = holderCategory;
if (beginTime != null)
{
c2s.BeginTime = beginTime;
}
if (endTime != null)
{
c2s.EndTime = endTime;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetStaticInfo.Request.Builder request = Qot_GetStaticInfo.Request.CreateBuilder();
Qot_GetStaticInfo.C2S.Builder c2s = Qot_GetStaticInfo.C2S.CreateBuilder();
c2s.Market = (int)market;
c2s.SecType = (int)secType;
if (symbols != null && symbols.Length > 0)
{
foreach (String symbol in symbols)
{
c2s.AddSecurityList(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
}
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Trd_PlaceOrder.Request.Builder request = Trd_PlaceOrder.Request.CreateBuilder();
Trd_PlaceOrder.C2S.Builder c2s = Trd_PlaceOrder.C2S.CreateBuilder();
ProtoBufPackage pack = new ProtoBufPackage();
TrdHeader.Builder headerBuilder = TrdHeader.CreateBuilder();
headerBuilder.TrdEnv = (int)trdenv;
headerBuilder.AccID = (ulong)accID;
headerBuilder.TrdMarket = (int)trdMarket;
c2s.Header = headerBuilder.Build();
PacketID.Builder packetID = PacketID.CreateBuilder();
packetID.ConnID = (ulong)connID;
packetID.SerialNo = (uint)pack.NSerialNo;
c2s.PacketID = packetID.Build();
c2s.TrdSide = (int)trdSide;
c2s.OrderType = (int)orderType;
c2s.Code = code;
c2s.Qty = qty;
c2s.Price = price;
if (adjustPrice != null)
{
c2s.AdjustPrice = (bool)adjustPrice;
}
if (adjustSideAndLimit != null)
{
c2s.AdjustSideAndLimit = (double)adjustSideAndLimit;
}
request.SetC2S(c2s);
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetOptionChain.Request.Builder request = Qot_GetOptionChain.Request.CreateBuilder();
Qot_GetOptionChain.C2S.Builder c2s = Qot_GetOptionChain.C2S.CreateBuilder();
c2s.SetOwner(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
c2s.BeginTime = beginTime;
c2s.EndTime = endTime;
if (type >= 0)
{
c2s.Type = type;
}
if (this.condition >= 0)
{
c2s.Condition = condition;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public ProtoBufPackage buildPackage()
{
Qot_GetHistoryKLPoints.Request.Builder request = Qot_GetHistoryKLPoints.Request.CreateBuilder();
Qot_GetHistoryKLPoints.C2S.Builder c2s = Qot_GetHistoryKLPoints.C2S.CreateBuilder();
foreach (String symbol in symbols)
{
c2s.AddSecurityList(Security.CreateBuilder().SetMarket((int)market).SetCode(symbol));
}
c2s.RehabType = (int)this.rehabType;
c2s.KlType = (int)this.klType;
c2s.NoDataMode = (int)noDataMode;
int count = 0;
foreach (String timeList in timeLists)
{
c2s.AddTimeList(timeList);
count++;
if (count == 5)
{
break;
}
}
if (maxReqSecurityNum > 0)
{
c2s.MaxReqSecurityNum = maxReqSecurityNum;
}
if (needKLFieldsFlag > 0)
{
c2s.NeedKLFieldsFlag = needKLFieldsFlag;
}
request.SetC2S(c2s);
ProtoBufPackage pack = new ProtoBufPackage();
pack.NProtoID = nProtoID;
pack.Bodys = request.Build().ToByteArray();
return(pack);
}
public static ProtoBufPackage unpack(MemoryStream inputStream)
{
ProtoBufPackage pack = new ProtoBufPackage();
inputStream.Position = 0;
byte[] bytes = new byte[2];
inputStream.Read(bytes, 0, 2);
bytes = new byte[4];
inputStream.Read(bytes, 0, 4);
pack.NProtoID = (int)unintbyte2long(bytes);
bytes = new byte[2];
inputStream.Read(bytes, 0, 2);
bytes = new byte[4];
inputStream.Read(bytes, 0, 4);
pack.NSerialNo = (int)unintbyte2long(bytes);
bytes = new byte[4];
inputStream.Read(bytes, 0, 4);
pack.NBodyLen = (int)unintbyte2long(bytes);
bytes = new byte[20];
inputStream.Read(bytes, 0, 20);
pack.ArrBodySHA1 = bytes;
bytes = new byte[8];
inputStream.Read(bytes, 0, 8);
bytes = new byte[pack.NBodyLen];
inputStream.Read(bytes, 0, bytes.Length);
pack.Bodys = bytes;
inputStream.Flush();
return(pack);
}
