//計算第一檔委買賣
internal static void CalculateEntrust(MitakeQuote stock, MitakeQuoteTick tick) {
//if (Time.ConvertForTotalSeconds(Turnover.Time) <= 50400) { //14:00以下的委買委賣量 才算有交割資料
if (tick.Ask.Price > 0 && tick.Ask.Size > 0) {
stock.委買委賣資訊.Ask[0] = tick.Ask;
}
if (tick.Bid.Price > 0 && tick.Bid.Size > 0) {
stock.委買委賣資訊.Bid[0] = tick.Bid;
}
//}
}
internal static void Decode(MitakeQuote stock, PacketBuffer buffer)
{
DateTime cTime;
bool isHave = false;
int iSerial = 0;
float fReferPrice = 0;
byte bType = 0, bMode = 0, bVType = 0, bFlag = 0;
MitakeQuoteTick cTick = null;
int iSize = buffer.Length - 2;
byte bSType = buffer.Data[6];
buffer.Position = 7;
if ((bSType & 0xf) == 11)
{
iSerial = ((buffer[0] << 8) + buffer[1]);
buffer.Position = 9;
}
else
{
iSerial = (buffer[0] << 16) + (buffer[1] << 8) + buffer[2];
buffer.Position = 10;
}
do
{
if (bSType == 0x42)
{
bType = 1;
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);
}
}
isHave = stock.GetMitakeTick(iSerial, ref cTick);
cTick.Time = cTime;
bFlag = buffer[0]; //取得價量旗標
++buffer.Position;
cTick.類型 = bType; //類型 0=即時 1=盤後(此封包為盤後封包)
//買賣型態(0=無法區分 1=買盤量 2=賣盤量)
bVType = BitConvert.GetValue(bFlag, 2, 2);
cTick.買賣盤 = bVType;
//取得成交價模式
bMode = BitConvert.GetValue(bFlag, 6, 2);
cTick.Price = Price.GetPrice(bMode, buffer, ref fReferPrice);
Decode_S31.CalculatePrice(stock, iSerial, cTick.Price); //計算 開盤 最高 最低
//取得單量模式
bMode = BitConvert.GetValue(bFlag, 4, 2);
cTick.Single = Volumn.GetVolumn(bMode, buffer);
//取得委買價
cTick.Bid = new DOMPrice(cTick.Price - EntrustPrice(BitConvert.GetValue(bFlag, 1, 1), buffer), cTick.Bid.Size);
//取得委賣價
cTick.Ask = new DOMPrice(cTick.Price + EntrustPrice(BitConvert.GetValue(bFlag, 0, 1), buffer), cTick.Ask.Size);
//修正總成交量(伺服器會傳輸回補修正封包, 需要重新修正總成交量)
MitakeQuoteTick cPrevTick = stock.GetPreviousTick(iSerial);
cTick.Volume = ((cPrevTick == null) ? 0d : cPrevTick.Volume) + cTick.Single;
if (!isHave)
{
stock.今日總成交額 += cTick.Price * cTick.Single;
}
++iSerial;
} while (buffer.Position < iSize); //End While
}
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;
}
