MTP2.0_CSharp/Muchinfo.MTPClient/Fx4.0/Main/05.Services/Muchinfo.TASClient.Adapter/Quote/QuoteDateAdapter.cs

using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Net;
using System.Net.NetworkInformation;
using System.Net.Sockets;
using System.Runtime.InteropServices;
using System.Runtime.Serialization.Json;
using System.Text;

//----------------------------------------------------------------
//Module Name:  $safeprojectname$
//Purpose:      
//CopyRight:    Muchinfo
//History:
//----------------------------------------------------------------
//DateTime		2016/6/4 14:12:07
//Author       
//Description   Create
//----------------------------------------------------------------
using Muchinfo.MTPClient.Data;
using Muchinfo.MTPClient.Data.Enums;
using Muchinfo.MTPClient.Data.Model;
using Muchinfo.MTPClient.Data.Model.Account;
using Muchinfo.MTPClient.Data.Model.Analysis;
using Muchinfo.MTPClient.Data.Model.Sale;
using Muchinfo.MTPClient.Data.Quote;
using Muchinfo.MTPClient.Data.Quote.Structs;

namespace Muchinfo.MTPClient.Adapter.Quote
{
    public class QuoteDateAdapter
    {

        private DateTime baseDateTime = new DateTime(1970, 1, 1, 8, 0, 0);
        // 一笔周期数据长度
        private const int CYCLE_LENGTH = 36;
        private const int TIK_LENGTH = 40;   //一笔分笔数据
        private const int HEAD_LENGTH = 74;
        private const int LENGTH = 36;
        private const int c_goodsLength = 228;  ////u商品字节长度
        private const int c_SaleGoodsLength = 56;  ////发售商品长度
        private const int c_planheadLength = 8;      ////结算计划长度
        private const int c_planRunSteps = 16;       ////运行阶段时间数据长度

        /// <summary>
        /// 请求历史周期时间
        /// </summary>
        /// <param name="goods"></param>
        /// <param name="startTime"></param>
        /// <param name="endTime"></param>
        /// /// <param name="type"></param>
        /// <param name="count"></param>
        /// <returns></returns>
        public byte[] HistoryCycleBytesRequst(QuoteGoods goods, DateTime startTime, DateTime endTime, CycleType type, int count)
        {
            if (type == CycleType.TimeSharing)
            {
                type = CycleType.Minutes1;
            }
            var totalSeconds = (int)((endTime - baseDateTime).TotalSeconds - (startTime - baseDateTime).TotalSeconds);
            using (MemoryStream ms = new MemoryStream())
            {
                byte[] block = new byte[] { };
                Int16 exchangeCode = Convert.ToInt16(goods.ExchHqCode.Substring(0, 3));
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder(exchangeCode));
                ms.Write(block, 0, block.Length);
                block = Encoding.UTF8.GetBytes(goods.GoodsHqCode.ToUpper().PadRight(64, '\0'));
                ms.Write(block, 0, block.Length);
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder((short)type));
                ms.Write(block, 0, block.Length);
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder(count));
                ms.Write(block, 0, block.Length);
                Int32 utcTime = (int)(startTime - baseDateTime).TotalSeconds;
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder(utcTime));
                ms.Write(block, 0, block.Length);
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder(totalSeconds));
                ms.Write(block, 0, block.Length);
                return ms.ToArray();
            }
        }

        public GoodsHistoryCycle HistoryCycleBytesRespone(byte[] content)
        {

            if (content.Length < HEAD_LENGTH)
            {
                throw new Exception("数据长度过小Length:" + content.Length);
            }

            byte[] block = new byte[2];
            int index = 0;
            Array.Copy(content, index, block, 0, 2);

            index += 2;

            Int16 exchangeCode = IPAddress.NetworkToHostOrder(BitConverter.ToInt16(block, 0));
            block = new byte[64];

            Array.Copy(content, index, block, 0, 64);
            var goodsCode = Encoding.UTF8.GetString(block);
            goodsCode = goodsCode.Substring(0, goodsCode.IndexOf('\0'));   ///处理商品有垃圾数据问题
            var goodsHistory = new GoodsHistoryCycle(exchangeCode + string.Empty, goodsCode, goodsCode);
            index += 64;
            block = new byte[2];
            Array.Copy(content, index, block, 0, 2);

            goodsHistory.CycleType = IPAddress.NetworkToHostOrder(BitConverter.ToInt16(block, 0));
            index += 2;
            Array.Copy(content, index, block, 0, 2);


            goodsHistory.decimalPlace = IPAddress.NetworkToHostOrder(BitConverter.ToInt16(block, 0));
            index += 2;
            block = new byte[4];
            Array.Copy(content, index, block, 0, 4);

            goodsHistory.Count = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0));
            index += 4;

            if (goodsHistory.CycleType != (int)CycleType.Tik)
            {
                block = new byte[content.Length - HEAD_LENGTH];
                Array.Copy(content, index, block, 0, block.Length);

                goodsHistory.OhlcDataPoints = ConvertOHLC(block, goodsHistory.Count, goodsHistory.decimalPlace);
            }
            else
            {
                block = new byte[content.Length - HEAD_LENGTH];
                Array.Copy(content, index, block, 0, block.Length);

                goodsHistory.SubDataPoints = ConvertTik(block, goodsHistory.Count, goodsHistory.decimalPlace);
            }
            return goodsHistory;
        }

        /// <summary>
        /// 历史K线
        /// </summary>
        /// <param name="OHLCContent">K线数据</param>
        /// <param name="count"></param>
        /// <param name="decimalPlace"></param>
        /// <returns></returns>
        private List<OHLCDataPoints> ConvertOHLC(byte[] OHLCContent, int count, int decimalPlace)
        {


            var results = new List<OHLCDataPoints>();
            if (OHLCContent.Length != LENGTH * count)
            {
                throw new Exception("历史K线数据长度错误Length:" + OHLCContent.Length);
            }
            long index = 0;
            var powDecimal = Math.Pow(10, decimalPlace);
            byte[] block = new byte[4];
            for (int i = 0; i < count; i++)
            {
                var ohlcPoints = new OHLCDataPoints();
                block = new byte[4];
                Array.Copy(OHLCContent, index, block, 0, 4);

                ohlcPoints.Open = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0)) / powDecimal;
                index += 4;
                Array.Copy(OHLCContent, index, block, 0, 4);

                ohlcPoints.High = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0)) / powDecimal;
                index += 4;
                Array.Copy(OHLCContent, index, block, 0, 4);

                ohlcPoints.Low = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0)) / powDecimal;
                index += 4;
                Array.Copy(OHLCContent, index, block, 0, 4);

                ohlcPoints.Close = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0)) / powDecimal;
#if DEBUG
                Console.WriteLine(ohlcPoints.Close);
#endif
                index += 4;
                block = new byte[8];
                Array.Copy(OHLCContent, index, block, 0, 8);

                ohlcPoints.Volume = BitConverter.ToDouble(block, 0);
                index += 8;
                Array.Copy(OHLCContent, index, block, 0, 8);

                ohlcPoints.TotleTurnovers = BitConverter.ToDouble(block, 0);
                index += 8;
                block = new byte[4];
                Array.Copy(OHLCContent, index, block, 0, 4);

                var datetime = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block, 0)));
#if DEBUG
                Console.WriteLine(datetime.ToString("yyyy-MM-dd HH:mm:ss"));
#endif
                ohlcPoints.Date = datetime.ToOADate();
                index += 4;
                results.Add(ohlcPoints);
            }
            return results;

        }

        /// <summary>
        /// 转换Tik数据
        /// </summary>
        /// <param name="TikContent"></param>
        /// <param name="count"></param>
        /// <param name="decimalPlace">行情小数位</param>
        /// <returns></returns>
        private List<SubPenData> ConvertTik(byte[] TikContent, int count, int decimalPlace)
        {
            var results = new List<SubPenData>();
            if (TikContent.Length != TIK_LENGTH * count)
            {
                throw new Exception("历史Tik线数据长度错误Length:" + TikContent.Length);
            }
            long index = 0;
            var powDecimal = Math.Pow(10, decimalPlace);
            byte[] blockPrice = new byte[4];
            byte[] blockVolume = new byte[8];
            for (int i = 0; i < count; i++)
            {
                var penPoints = new SubPenData(decimalPlace);

                Array.Copy(TikContent, index, blockPrice, 0, 4);

                penPoints.Price = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(blockPrice, 0)) / powDecimal;
                index += 4;

                Array.Copy(TikContent, index, blockVolume, 0, 8);

                penPoints.CompleteQte = BitConverter.ToDouble(blockVolume, 0);
                index += 8;

                Array.Copy(TikContent, index, blockPrice, 0, 4);

                penPoints.BidPrice = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(blockPrice, 0)) / powDecimal;
                index += 4;
                Array.Copy(TikContent, index, blockVolume, 0, 8);

                penPoints.BidVolume = BitConverter.ToDouble(blockVolume, 0);

                index += 8;

                Array.Copy(TikContent, index, blockPrice, 0, 4);

                penPoints.AskPrice = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(blockPrice, 0)) / powDecimal;
                index += 4;
                Array.Copy(TikContent, index, blockVolume, 0, 8);

                penPoints.AskVolume = BitConverter.ToDouble(blockVolume, 0);
                index += 8;

                Array.Copy(TikContent, index, blockPrice, 0, 4);

                var datetime = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(blockPrice, 0)));
#if DEBUG
                Console.WriteLine(datetime.ToString("yyyy-MM-dd HH:mm:ss"));
#endif
                penPoints.Time = datetime;
                index += 4;
                results.Add(penPoints);
            }
            results.Reverse();
            return results;

        }

        /// <summary>
        /// 从行情获取商品组与商品信息.
        /// </summary>
        /// <param name="contentBytes">数据内容</param>
        /// <param name="goodsGroups">商品组信息</param>
        /// <returns>商品信息</returns>
        public List<QuoteGoods> ConvertGoodsWithsGoodsGroup(byte[] contentBytes, int count, ref List<GoodsGroup> goodsGroups)
        {
            var results = new List<QuoteGoods>();
            var dicGoodsGroups = new Dictionary<long, GoodsGroup>();
            if (contentBytes.Length != c_goodsLength * count)
            {
                throw new Exception("商品数据长度错误Length:" + contentBytes.Length);
            }
            long index = 0;
            // var powDecimal = Math.Pow(10, decimalPlace);
            byte[] block4b = new byte[4];
            byte[] block8b = new byte[8];
            byte[] blockstring = new byte[64];
            for (int i = 0; i < count; i++)
            {
                Array.Copy(contentBytes, index, blockstring, 0, 64);
                var goodsCode = Encoding.UTF8.GetString(blockstring).Trim('\0');
                index += 64;

                Array.Copy(contentBytes, index, blockstring, 0, 64);
                var goodsName = Encoding.UTF8.GetString(blockstring).Trim('\0');
                index += 64;

                Array.Copy(contentBytes, index, block4b, 0, 4);
                var exchangeCode = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;
                var qouteGoods = new QuoteGoods(exchangeCode.ToString(), goodsCode, goodsCode, QuoteCategoryType.Futures);
                qouteGoods.Name = goodsName;

                Array.Copy(contentBytes, index, block8b, 0, 8);
                var goodsGroupId = IPAddress.NetworkToHostOrder(BitConverter.ToInt64(block8b, 0));
                index += 8;

                Array.Copy(contentBytes, index, blockstring, 0, 64);
                var goodsGroupName = Encoding.UTF8.GetString(blockstring).Trim('\0'); ;
                index += 64;

                Array.Copy(contentBytes, index, block4b, 0, 4);
                var tradeMode = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;
                qouteGoods.TradeMode = (eTradeMode)tradeMode;
                dicGoodsGroups[goodsGroupId] = new GoodsGroup() { GoodsGroupid = goodsGroupId, GoodsGroupName = goodsGroupName, TradeMode = (eTradeMode)tradeMode };

                Array.Copy(contentBytes, index, block8b, 0, 8);
                var agreeUint = BitConverter.ToDouble(block8b, 0);

                index += 8;
                ////价格小数位
                Array.Copy(contentBytes, index, block4b, 0, 4);
                var decimalPlace = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;
                qouteGoods.DecimalPlaces = decimalPlace;

                ////市场类型ID
                Array.Copy(contentBytes, index, block4b, 0, 4);
                var marketypeID = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;

                ////商品id
                Array.Copy(contentBytes, index, block4b, 0, 4);
                var goodsId = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;
                qouteGoods.GoodsId = (uint)goodsId;
                qouteGoods.GoodsParameters = new GoodsParameters() { GoodsId = (uint)goodsId, AgreeUnit = Convert.ToDecimal(agreeUint), HqExchFigures = decimalPlace, SortId = goodsGroupId, MarketTypeID = marketypeID };
                dicGoodsGroups[goodsGroupId].MarketTypeID = marketypeID;
                results.Add(qouteGoods);
            }

            goodsGroups = dicGoodsGroups.Values.ToList();
            return results;
        }


        /// <summary>
        /// 从行情获取发售商品参数
        /// </summary>
        /// <param name="contentBytes">数据内容</param>
        /// <param name="goodsGroups">商品组信息</param>
        /// <returns>商品信息</returns>
        public List<SaleGoods> ConvertSaleGoodsParam(byte[] contentBytes, int count)
        {
            var results = new List<SaleGoods>();

            if (contentBytes.Length != c_SaleGoodsLength * count)
            {
                throw new Exception("商品数据长度错误Length:" + contentBytes.Length);
            }
            long index = 0;
            // var powDecimal = Math.Pow(10, decimalPlace);
            byte[] block4b = new byte[4];
            byte[] block8b = new byte[8];
            byte[] blockstring = new byte[32];
            for (int i = 0; i < count; i++)
            {
                var saleGoods = new SaleGoods();
                ////商品ID
                Array.Copy(contentBytes, index, block4b, 0, 4);
                var goodsId = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;
                saleGoods.GoodsId = (uint)goodsId;

                ////合约单位
                Array.Copy(contentBytes, index, blockstring, 0, 32);
                var agreeUnitString = Encoding.UTF8.GetString(blockstring).Trim('\0'); ;
                index += 32;
                saleGoods.AgreeUnitString = agreeUnitString;

                ////发售开始时间
                Array.Copy(contentBytes, index, block4b, 0, 4);
                saleGoods.ApplyStartTime = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0)));
                index += 4;

                ////发售结束时间
                Array.Copy(contentBytes, index, block4b, 0, 4);
                saleGoods.ApplyEndTime = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0)));
                index += 4;

                ////发售阶段
                Array.Copy(contentBytes, index, block4b, 0, 4);
                saleGoods.RunSteps = (eRunStep)IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;

                ////发售价格
                Array.Copy(contentBytes, index, block8b, 0, 8);
                saleGoods.SalePrice = Convert.ToDecimal(BitConverter.ToDouble(block8b, 0));

                index += 8;

                results.Add(saleGoods);
            }


            return results;
        }

        /// <summary>
        /// 解析行情交易运行时间段
        /// </summary>
        /// <param name="contentBytes">数据内容</param>
        /// <returns></returns>
        public QuoteTradePlan ConvertTradePlans(byte[] contentBytes)
        {
            if (contentBytes.Length < c_planheadLength)
            {
                throw new Exception("查询结算计划数据长度过小Length:" + contentBytes.Length);
            }
            var quoteTrade = new QuoteTradePlan();
            uint index = 0;
            byte[] block4b = new byte[4];

            Array.Copy(contentBytes, index, block4b, 0, 4);

            var marketTypeid = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
            index += 4;
            quoteTrade.MarketTypeID = marketTypeid;

            Array.Copy(contentBytes, index, block4b, 0, 4);
            var count = IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));  ////数量
            index += 4;
            var subBlocks = new byte[contentBytes.Length - c_planheadLength];
            Array.Copy(contentBytes, index, subBlocks, 0, subBlocks.Length);
            if (subBlocks.Length != c_planRunSteps * count)
            {
                throw new Exception("结算计划时间段数据长度错误Length:" + subBlocks.Length);
            }
            index = 0;
            quoteTrade.OpenCloseDates = new List<OpenCloseDate>();
            for (int i = 0; i < count; i++)
            {
                var runSteps = new OpenCloseDate();
                Array.Copy(subBlocks, index, block4b, 0, 4);
                runSteps.TradeDay = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0)));
                index += 4;

                Array.Copy(subBlocks, index, block4b, 0, 4);
                runSteps.RunStep = (eRunStep)IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0));
                index += 4;

                Array.Copy(subBlocks, index, block4b, 0, 4);
                runSteps.OpenDate = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0)));
                index += 4;

                Array.Copy(subBlocks, index, block4b, 0, 4);
                runSteps.CloseDate = baseDateTime.AddSeconds(IPAddress.NetworkToHostOrder(BitConverter.ToInt32(block4b, 0)));
                index += 4;
                quoteTrade.OpenCloseDates.Add(runSteps);
            }
            return quoteTrade;
        }

        /// <summary>
        /// 使用json解析开收市计划
        /// </summary>
        /// <param name="contentBytes">Json数据</param>
        /// <param name="error">数据提示</param>
        /// <returns></returns>
        public List<QuoteTradePlan> ConvertFromJson(byte[] contentBytes, ref ErrorEntity error)
        {
            var quoteTradeList = new List<QuoteTradePlan>();
            try
            {
                var dataContractJson = new DataContractJsonSerializer(typeof(TimeSection[]));
                using (MemoryStream ms = new MemoryStream(contentBytes))
                {
                    var runsteps = dataContractJson.ReadObject(ms) as TimeSection[];
                    if (runsteps == null || !runsteps.Any())
                    {
                        error.ReturnDesc = "无结算计划数据!";
                        error.ReturnCode = -1;
                        return quoteTradeList;
                    }
                    var planDic = new Dictionary<uint, QuoteTradePlan>();
                    for (int i = 0; i < runsteps.Count(); i++)
                    {
                        if (!planDic.ContainsKey(runsteps[i].GoodsId))
                        {
                            planDic[runsteps[i].GoodsId] = new QuoteTradePlan() { GoodsId = runsteps[i].GoodsId, MarketTypeID = runsteps[i].id, TradeDay = baseDateTime.AddSeconds(runsteps[i].TradeDay) };

                            planDic[runsteps[i].GoodsId].OpenCloseDates = new List<OpenCloseDate>();

                        }
                        var planSection = new OpenCloseDate();
                        planSection.OpenDate = baseDateTime.AddSeconds(runsteps[i].BeginTime);
                        planSection.CloseDate = baseDateTime.AddSeconds(runsteps[i].EndTime);
                        planSection.RunStep = (eRunStep)runsteps[i].RunStep;
                        planDic[runsteps[i].GoodsId].OpenCloseDates.Add(planSection);
                    }
                    quoteTradeList = planDic.Values.ToList();
                }
            }
            catch (Exception ex)
            {
                error.ReturnDesc = ex.Message;
                error.ReturnCode = -1;
            }
            return quoteTradeList;
        }


        /// <summary>
        /// 使用json解析开收市计划
        /// </summary>
        /// <param name="contentBytes">Json数据</param>
        /// <param name="error">数据提示</param>
        /// <returns></returns>
        public List<MarketTypeStatus> ConvertFromMarketStatusJson(byte[] contentBytes, ref ErrorEntity error)
        {
            var quoteStatus = new List<MarketTypeStatus>();
            try
            {
                var dataContractJson = new DataContractJsonSerializer(typeof(MarketTypeStatus[]));
                using (MemoryStream ms = new MemoryStream(contentBytes))
                {
                    var runsteps = dataContractJson.ReadObject(ms) as MarketTypeStatus[];
                    if (runsteps == null || !runsteps.Any())
                    {
                        error.ReturnDesc = "无开收市计划数据!";
                        error.ReturnCode = -1;
                        return quoteStatus;
                    }
                    quoteStatus.AddRange(runsteps);
                    return quoteStatus;
                }
            }
            catch (Exception ex)
            {
                error.ReturnDesc = ex.Message;
                error.ReturnCode = -1;
            }
            return quoteStatus;
        }


        /// <summary>
        /// 行情报文组装
        /// </summary>
        /// <param name="accountid">账号Id</param>
        /// <param name="token">令牌字串</param>
        /// <returns></returns>
        public byte[] QuoteCheckToken(uint accountid, string token)
        {
            using (MemoryStream ms = new MemoryStream())
            {
                byte[] block = new byte[] { };
                block = BitConverter.GetBytes(IPAddress.HostToNetworkOrder(accountid));
                ms.Write(block, 0, block.Length);
                block = Encoding.UTF8.GetBytes(token.PadRight(64, '\0'));
                ms.Write(block, 0, block.Length);
                return ms.ToArray();
            }
        }


    }
}