/*
* 指數計算及補價資訊：(<stockid:2>=999x...)
* <data:N> = {<subId:1> <值:n1>}重覆直到封包結尾...
*/
/// <summary>
/// 大盤指數計算及補價資訊
/// </summary>
private static void Decoder(int StockId, MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer)
{
uint uValue = 0;
bool bNegative = false;
byte bMode = 0, bFlag = 0, bModule = 0;
int iSize = Buffer.Length - 2;
Buffer.Position = 7;
do
{
//取得subId旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得量價格式
bMode = BitConvert.GetValue(bFlag, 6, 2);
bModule = BitConvert.GetValue(bFlag, 0, 6);
switch (StockId)
{
case 9999:
uValue = Volumn.GetVolumn(bMode, Buffer);
Decoder_Index_9999(index, bModule, uValue);
break;
case 10000:
if ((Buffer[0] & 0x80) == 0)
{
bNegative = false; //正號
}
else
{
bNegative = true; //負號
Buffer.Data[Buffer.Position] &= 0x7f; //取消負號旗標
}
uValue = Volumn.GetVolumn(bMode, Buffer);
Decoder_Index_10000(index, bModule, uValue, bNegative);
break;
default:
Volumn.GetVolumn(bMode, Buffer);
break;
}
} while (Buffer.Position < iSize); //end while
++index.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = 0;
byte bMode = 0, bType = 0, bFlag = 0;
iSize = Buffer.Length - 2;
//移動至資料結構(時間欄位)
Buffer.Position = 7;
do
{
//取得Format旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得家數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得家數代號(有持平家數，上漲家數，下跌家數 等......)
bType = BitConvert.GetValue(bFlag, 0, 6);
switch (bType)
{
case 0: //持平家數
index.持平家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 1: //未成交家數
index.未成交家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 2: //上漲家數
index.漲家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //下跌家數
index.跌家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //漲停家數
index.漲停家數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //跌停家數
index.跌停家數 = Volumn.GetVolumn(bMode, Buffer);
break;
}
} while (Buffer.Position < iSize); //End While
++index.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = 0;
uint uValue = 0;
byte bMode = 0, bIType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(8);
if (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 8);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
do
{
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得指數代號(有加權指數，不含金融 等......)
bIType = Buffer[0];
++Buffer.Position;
//取得類股成交金額
bMode = BitConvert.GetValue(bFlag, 6, 2);
uValue = Volumn.GetVolumn(bMode, Buffer);
cTick.Classifys[bIType].Amount = uValue;
//取得類股成交量
bMode = BitConvert.GetValue(bFlag, 4, 2);
uValue = Volumn.GetVolumn(bMode, Buffer);
cTick.Classifys[bIType].Totals = uValue;
} while (Buffer.Position < iSize); //End While
++index.UpdateCount;
}
/// <summary>
/// 個股計算及補價資訊
/// </summary>
internal static void Decode(int StockId, Mitake.Sockets.Data.PacketBuffer Buffer)
{
switch (StockId)
{
case 9998: //大盤資料
case 9999: //大盤資料
case 10000: //大盤漲跌幅資訊
case 10002:
Decoder(StockId, MitakeStorage.Storage.GetIndex(9999), Buffer);
break;
default: //個股資料
Decoder(MitakeStorage.Storage.GetQuote(StockId), Buffer);
break;
}
}
internal static MitakeNotice Decode(Mitake.Sockets.Data.PacketBuffer Buffer)
{
MitakeNotice cNotice = new MitakeNotice();
cNotice.NoticeId = (Buffer.Data[5] << 8) + Buffer.Data[6];
cNotice.Level = Buffer.Data[7];
cNotice.Time = Buffer.Data[8].ToString("0#") + ":" + Buffer.Data[9].ToString("0#");
int iHeadSize = (Buffer.Data[10] << 8) + Buffer.Data[11]; //取得標題長度
cNotice.Title = Encoding.UTF8.GetString(Buffer.Data, 12, iHeadSize);
int iBodySize = Buffer.Length - (iHeadSize + 13); //取得內容長度
cNotice.Content = Encoding.UTF8.GetString(Buffer.Data, (iHeadSize + 12), iBodySize);
return(cNotice);
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = Buffer.Length - 2;
byte bSType = Buffer.Data[6];
Buffer.Position = 9;
//取得時間
//if ((bSType & 0x80) == 0) {
// iTime = Time.GetTime(Buffer);
//} else {
// iTime = Time.GetOther(Buffer);
//}
//取得價量旗標與戳合類型
byte bFlag = Buffer[0];
++Buffer.Position;
stock.戳合類型 = BitConvert.GetValue(bFlag, 2, 2);
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
float fReferPrice = 0;
byte bMode = 0, bFlag = 0;
Buffer.Position = 7; //移動至資料結構
bFlag = Buffer.Data[Buffer.Position];
++Buffer.Position;
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
stock.ReferPrice = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
stock.漲停價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得參考價模式
bMode = BitConvert.GetValue(bFlag, 2, 2);
stock.跌停價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
++stock.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer)
{
float fIndex = 0;
byte bMode = 0, bIType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
int iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(1);
if (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 1);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
do
{
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得指數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得指數代號(有加權指數，不含金融 等......)
bIType = BitConvert.GetValue(bFlag, 0, 6);
fIndex = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01);
if (Time.ConvertForTotalSeconds(cTime) == 32400) //09:00 開盤會送出昨日收盤價
{
index.ReferPrices[bIType] = fIndex; //昨天收盤指數
}
else
{
if (fIndex > 0)
{
cTick.Classifys[bIType].IndexValue = fIndex;
switch (bIType)
{
case 0: //加權指數
cTick.Ask = new DOMPrice(fIndex, cTick.Ask.Size);
cTick.Bid = new DOMPrice(fIndex, cTick.Bid.Size);
CalculatePrice(index, cTime, fIndex);
if (cTime >= index.即時資訊.Time)
{
index.Close = fIndex;
if (index.Serial == 9999)
{
index.加權指數價差 = fIndex - index.ReferPrices[0];
}
else if (index.Serial == 9998)
{
index.OTC指數價差 = fIndex - index.ReferPrices[0];
}
}
break;
case 9: //不含金融
if (index.Serial == 9999)
{
if (cTime >= index.即時資訊.Time)
{
index.含金融價差 = fIndex - index.ReferPrices[9];
}
}
break;
default:
break;
}
}
}
} while (Buffer.Position < iSize); //End While
if (cTime > index.即時資訊.Time)
{
index.即時資訊 = cTick;
}
++index.UpdateCount;
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = 0;
float fPeferPrice = 0;
byte bNumber = 0, bMode = 0, bFlag = 0, bBuyFlag = 0;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構
int iCount = MitakeEntrust.MAX_DOM_COUNT;
for (int i = 1; i < iCount; i++)
{
stock.委買委賣資訊.Ask[i] = DOMPrice.EMPTY;
stock.委買委賣資訊.Bid[i] = DOMPrice.EMPTY;
}
do
{
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
bNumber = BitConvert.GetValue(bFlag, 0, 3);
++bNumber;
//買賣型態(0=委買量 1=委賣量)
bBuyFlag = BitConvert.GetValue(bFlag, 3, 1);
double dPrice = 0, dVolume = 0;
if (bBuyFlag == 0)
{
//取得委買價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
dPrice = Price.GetPrice(bMode, Buffer, ref fPeferPrice);
//取得委買量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
if (bNumber < MitakeEntrust.MAX_DOM_COUNT)
{
stock.委買委賣資訊.Bid[bNumber] = new DOMPrice(dPrice, dVolume);
}
}
else
{
//取得委賣價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
dPrice = Price.GetPrice(bMode, Buffer, ref fPeferPrice);
//取得委賣量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
if (bNumber < MitakeEntrust.MAX_DOM_COUNT)
{
stock.委買委賣資訊.Ask[bNumber] = new DOMPrice(dPrice, dVolume);
}
}
} while (Buffer.Position < iSize); //End While
++stock.UpdateCount;
}
private static void Decoder(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer)
{
float fReferPrice = 0;
byte bMode = 0, bModule = 0, bPVFlag = 0, bFlag = 0;
int iSize = Buffer.Length - 2;
Buffer.Position = 7;
do
{
bFlag = Buffer[0]; //移動至資料結構
++Buffer.Position;
//取得(價/量)旗標 0=量 1=價
bPVFlag = BitConvert.GetValue(bFlag, 5, 1);
//取得參考價或是成交量模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
bModule = BitConvert.GetValue(bFlag, 0, 6);
switch (bModule)
{
case 2: //累計買量
stock.累計買量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //累計賣量
stock.累計賣量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //即時單筆買進巨量
stock.單筆買進巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //即時單筆賣出巨量
stock.單筆賣出巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 6: //(即時)累計買進巨量
stock.累計買進巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 7: //(即時)累計賣出巨量
stock.累計賣出巨量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 8: //即時)量幅，小數兩位(每3筆送一次)
stock.即時量幅 = (float)(Volumn.GetVolumn(bMode, Buffer) * 0.01);
break;
case 9: //(即時)買氣，0~100，賣氣=100－買氣(每3筆送一次)
stock.買進量百分比 = (byte)Volumn.GetVolumn(bMode, Buffer);
break;
case 15: //昨日總成交量
stock.昨日總成交量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 17: //買進成交筆數(股票與選擇權共用)
stock.買進成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 18: //賣出成交筆數(股票與選擇權共用)
stock.賣出成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 19: //總成交合約數(股票與選擇權共用)
stock.總成交合約數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 20: //買進累計委託筆數
stock.買進累計委託筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 21: //買進累計委託合約量
stock.買進累計委託合約量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 22: //賣出累計委託筆數
stock.賣出累計委託筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 23: //賣出累計委託合約量
stock.賣出累計委託合約量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 24: //未平倉合約數(收盤後)
stock.未平倉合約數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 25: //選擇權:委託買進總口數
stock.委託買進總口數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 26: //選擇權:委託賣出總口數
stock.委託賣出總口數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 27: //選擇權:總成交筆數
stock.總成交筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 29: //盤前試戳成交量
stock.試戳成交量 = Volumn.GetVolumn(bMode, Buffer);
break;
case 32: //(即時)均價(每10筆送一次)
stock.即時均價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 40: //昨日最高價
stock.昨日最高價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 41: //昨日最低價
stock.昨日最低價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 42: //今日開盤價
stock.Open = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 43: //今日最高價
stock.High = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 44: //今日最低價
stock.Low = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 45: //今日收盤價
stock.Close = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 54: //結算價(收盤後)
stock.結算價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
case 55: //盤前試戳成交價
stock.試戳成交價 = Price.GetPrice(bMode, Buffer, ref fReferPrice);
break;
default: //其他屬於盤後資料(已經不計入範圍內)
if (bPVFlag == 0)
{
Volumn.GetVolumn(bMode, Buffer);
}
else
{
Price.GetPrice(bMode, Buffer, ref fReferPrice);
}
break;
} //end switch
} while (Buffer.Position < iSize); //end while
++stock.UpdateCount;
}
internal static void Decode(MitakeIndex index, Mitake.Sockets.Data.PacketBuffer Buffer)
{
int iSize = 0;
byte bMode = 0, bType = 0, bFlag = 0;
MitakeIndexTick cTick = null;
iSize = Buffer.Length - 2;
Buffer.Position = 7; //移動至資料結構(時間欄位)
DateTime cTime = Time.GetTime(Buffer); //取得時間
if (cTime.TimeOfDay == __c忽略報價時間) //這個時間點可以直接忽略
{
return;
}
bool bHave = index.GetMitakeTick(cTime, ref cTick);
cTick.SetFlag(4);
if (index.ComplementStatus != ComplementStatus.NotComplement)
{
MitakeIndexTick cPrevTick = index.GetPreviousTick(cTime, 4);
if (cPrevTick != null)
{
cTick.Clone(cPrevTick);
}
}
do
{
//取得Format旗標
bFlag = Buffer[0];
++Buffer.Position;
//取得委託張數大小(1~4 Byte 不固定)
bMode = BitConvert.GetValue(bFlag, 6, 2);
//取得委託代號(有委賣合計張數，委買合計張數 等......)
bType = BitConvert.GetValue(bFlag, 0, 6);
switch (bType)
{
case 0: //委買合計張數
cTick.Bid = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
break;
case 1: //委賣合計張數
cTick.Ask = new DOMPrice(cTick.Price, Volumn.GetVolumn(bMode, Buffer));
break;
case 2: //委買合計筆數
cTick.委買合計筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 3: //委賣合計筆數
cTick.委賣合計筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 4: //委買總漲停張數
cTick.委買總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 5: //委賣總漲停張數
cTick.委賣總漲停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 6: //委買總漲停筆數
cTick.委買總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 7: //委賣總漲停筆數
cTick.委賣總漲停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 8: //委買總跌停張數
cTick.委買總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 9: //委賣總跌停張數
cTick.委賣總跌停張數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 10: //委買總跌停筆數
cTick.委買總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
case 11: //委賣總跌停筆數
cTick.委賣總跌停筆數 = Volumn.GetVolumn(bMode, Buffer);
break;
default:
Buffer.Position += (bMode + 1);
break;
} //End Switch
} while (Buffer.Position < iSize); //End While
++index.UpdateCount;
}
internal static void Decode(MitakeQuote stock, Mitake.Sockets.Data.PacketBuffer Buffer) {
DateTime cTime;
float fReferPrice = 0;
double dAskP = 0, dAskV = 0, dBidP = 0, dBidV = 0, dPrice = 0, dVolume = 0, dSingle = 0;
byte bType = 0, bMode = 0, bPType = 0, bVType = 0, bFlag = 0, b類型 = 0, b買賣盤 = 0, b價格類型 = 0;
int iSerial = 0, iSize = Buffer.Length - 2;
byte bSType = Buffer.Data[6];
Buffer.Position = 7;
//取得序號
if ((bSType & 0x31) == 0x31) { //0x31 0xb1 與不等於 0x41 (夜盤) 序號都兩個位元組
iSerial = (Buffer[0] << 8) + Buffer[1];
Buffer.Position = 9;
} else { //其他類型序號都是三個位元組
iSerial = (Buffer[0] << 16) + (Buffer[1] << 8) + Buffer[2];
Buffer.Position = 10;
}
if (bSType == 0x41) { //夜盤代號 0x41 (時間格式不同)
bType = 0;
cTime = Time.GetSpecial(Buffer);
} else {
//取得類型
bType = BitConvert.GetValue(Buffer[0], 7, 1);
//取得時間
if ((bSType & 0x80) == 0) {
cTime = Time.GetTime(Buffer);
} else {
cTime = Time.GetOther(Buffer);
}
}
do {
//取得價量旗標
bFlag = Buffer[0];
++Buffer.Position;
b類型 = bType; //類型 0=即時 1=盤後
//判斷是否是單量(1110B)
if (BitConvert.GetValue(bFlag, 0, 4) == 0xe) {
//買賣型態(0=無法區分買賣盤量 1=買量 2=賣量)
bVType = BitConvert.GetValue(bFlag, 6, 2);
b買賣盤 = bVType;
bMode = BitConvert.GetValue(bFlag, 4, 2);
dSingle = Volumn.GetVolumn(bMode, Buffer);
} else {
//買賣型態(0=無法確定 1=買盤 2=賣盤 3=委託買賣)
bVType = BitConvert.GetValue(bFlag, 2, 2);
//價位型態(0=一般成交價 1=開 2=高 3=低)
//如果買賣型態為委託買賣(0=委買 1=委賣)
bPType = BitConvert.GetValue(bFlag, 0, 2);
//取得成交價或委託價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
switch (bVType) {
case 3: //委買委賣格式
if (bPType == 0) {
dBidP = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得委買量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dBidV = Volumn.GetVolumn(bMode, Buffer);
} else {
dAskP = Price.GetPrice(bMode, Buffer, ref fReferPrice);
//取得委賣量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
dAskV = Volumn.GetVolumn(bMode, Buffer);
}
break;
default: //一般成交格式
b價格類型 = bPType;
dPrice = Price.GetPrice(bMode, Buffer, ref fReferPrice);
CalculatePrice(stock, iSerial, dPrice);
bMode = BitConvert.GetValue(bFlag, 4, 2);
dVolume = Volumn.GetVolumn(bMode, Buffer);
break;
}
}
} while (Buffer.Position < iSize); //End While
MitakeQuoteTick cTick = null;
bool bHave = stock.GetMitakeTick(iSerial, ref cTick);
MitakeQuoteTick cPrevTick = stock.GetPreviousTick(iSerial);
if (bHave) {
cTick.Time = cTime;
cTick.Ask = new DOMPrice(dAskP, dAskV);
cTick.Bid = new DOMPrice(dBidP, dBidV);
} else {
cTick.類型 = b類型;
cTick.買賣盤 = b買賣盤;
cTick.價格類型 = b價格類型;
cTick.Time = cTime;
cTick.Single = dSingle;
cTick.Price = (dPrice == 0 && cPrevTick != null) ? cPrevTick.Price : dPrice;
cTick.Volume = (dVolume == 0 && cPrevTick != null) ? cPrevTick.Volume : dVolume;
cTick.Ask = (dAskP == 0 && dAskV == 0 && cPrevTick != null) ? cPrevTick.Ask : new DOMPrice(dAskP, dAskV);
cTick.Bid = (dBidP == 0 && dBidV == 0 && cPrevTick != null) ? cPrevTick.Bid : new DOMPrice(dBidP, dBidV);
if (dPrice > 0 && dVolume > 0) { //如果有價量才計算成交金額與更換最新的即時資訊訊息
stock.今日總成交額 += cTick.Price * (cTick.Volume - ((cPrevTick == null) ? 0d : cPrevTick.Volume));
if (iSerial > stock.即時資訊.Serial) {
stock.今日總成交量 = dVolume;
stock.即時資訊 = cTick;
}
}
}
//填入委託價格第一檔
CalculateEntrust(stock, cTick);
//計算委託價格買賣盤
MitakeEntrust.ComparePrice(cTick, cPrevTick);
++stock.UpdateCount;
}
