history.go 9.3 KB

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  1. package quote
  2. import (
  3. "encoding/json"
  4. "mtp2_if/global/app"
  5. "mtp2_if/global/e"
  6. "mtp2_if/logger"
  7. "mtp2_if/models"
  8. "mtp2_if/utils"
  9. "net/http"
  10. "sort"
  11. "time"
  12. "github.com/gin-gonic/gin"
  13. )
  14. // HistoryData 历史数据
  15. type HistoryData struct {
  16. Opened float64 `json:"o"` // 开盘价
  17. Highest float64 `json:"h"` // 最高价
  18. Lowest float64 `json:"l"` // 最低价
  19. Closed float64 `json:"c"` // 收盘价
  20. TotleVolume int `json:"tv"` // 总量
  21. TotleTurnover float64 `json:"tt"` // 总金额
  22. HoldVolume int `json:"hv"` // 持仓量
  23. Settle float64 `json:"s"` // 结算价,日线周期(包括)以上才有
  24. TimeStamp time.Time `json:"ts"` // 开盘时间
  25. }
  26. // QueryHistoryDatasReq 查询行情历史数据请求参数
  27. type QueryHistoryDatasReq struct {
  28. CycleType int `form:"cycleType" binding:"required"`
  29. GoodsCode string `form:"goodsCode" binding:"required"`
  30. StartTime string `form:"startTime"`
  31. EndTime string `form:"endTime"`
  32. Count int `form:"count"`
  33. IsAsc bool `form:"isAsc"`
  34. }
  35. // QueryHistoryDatas 查询行情历史数据
  36. // @Summary 查询行情历史数据
  37. // @Produce json
  38. // @Security ApiKeyAuth
  39. // @Param cycleType query int true "周期类型, 0-秒 1: 1分钟 2: 5分钟 3: 30分钟 4: 60分钟 120: 2小时 240: 4小时 11: 日线 10: Tik"
  40. // @Param goodsCode query string true "商品代码"
  41. // @Param startTime query string false "开始时间,格式:yyyy-MM-dd HH:mm:ss"
  42. // @Param endTime query string false "结束时间,格式:yyyy-MM-dd HH:mm:ss"
  43. // @Param count query int false "条数"
  44. // @Param IsAsc query bool false "是否按时间顺序排序(默认为时间倒序排序)"
  45. // @Success 200 {object} HistoryData
  46. // @Failure 500 {object} app.Response
  47. // @Router /Quote/QueryHistoryDatas [get]
  48. // @Tags 行情服务
  49. func QueryHistoryDatas(c *gin.Context) {
  50. appG := app.Gin{C: c}
  51. // 获取请求参数
  52. var req QueryHistoryDatasReq
  53. if err := appG.C.ShouldBindQuery(&req); err != nil {
  54. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  55. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  56. return
  57. }
  58. // 转换时间
  59. timeFormat := "2006-01-02 15:04:05" // go中的时间格式化必须是这个时间
  60. var startTime *time.Time
  61. if len(req.StartTime) > 0 {
  62. st, err := time.ParseInLocation(timeFormat, req.StartTime, time.Local)
  63. if err != nil {
  64. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  65. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  66. return
  67. }
  68. startTime = &st
  69. }
  70. var endTime *time.Time
  71. if len(req.EndTime) > 0 {
  72. et, err := time.ParseInLocation(timeFormat, req.EndTime, time.Local)
  73. if err != nil {
  74. logger.GetLogger().Errorf("QueryHistoryDatas failed: %s", err.Error())
  75. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_TIME_FORMAT_FAIL, nil)
  76. return
  77. }
  78. endTime = &et
  79. }
  80. // 查询数据
  81. cycleDatas, err := models.GetHistoryCycleDatas(models.CycleType(req.CycleType), req.GoodsCode, startTime, endTime, req.Count, req.IsAsc)
  82. if err != nil {
  83. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  84. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  85. return
  86. }
  87. // 获取目标商品信息
  88. goods, err := models.GetGoodsByGoodsCode(req.GoodsCode)
  89. if err != nil {
  90. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  91. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  92. return
  93. }
  94. // 计算最终价格
  95. rst := make([]HistoryData, 0)
  96. for _, v := range cycleDatas {
  97. historyData := HistoryData{
  98. Opened: utils.IntToFloat64(v.Open, int(goods.Decimalplace)),
  99. Highest: utils.IntToFloat64(v.High, int(goods.Decimalplace)),
  100. Lowest: utils.IntToFloat64(v.Low, int(goods.Decimalplace)),
  101. Closed: utils.IntToFloat64(v.Close, int(goods.Decimalplace)),
  102. TotleVolume: v.TV,
  103. TotleTurnover: float64(v.TT),
  104. HoldVolume: v.HV,
  105. Settle: utils.IntToFloat64(v.SP, int(goods.Decimalplace)),
  106. TimeStamp: time.Unix(int64(v.ST), 0),
  107. }
  108. rst = append(rst, historyData)
  109. }
  110. // 查询成功
  111. logger.GetLogger().Debugln("QueryHistoryDatas successed: %v", rst)
  112. appG.Response(http.StatusOK, e.SUCCESS, rst)
  113. }
  114. // QueryTSDataReq 分时图数据查询请求参数
  115. type QueryTSDataReq struct {
  116. GoodsCode string `form:"goodsCode" binding:"required"` // 商品代码
  117. }
  118. // QueryTSDataRsp 分时图数据查询返回模型
  119. type QueryTSDataRsp struct {
  120. GoodsCode string `json:"goodsCode"` // 商品代码
  121. DecimalPlace int `json:"decimalPlace"` // 小数位
  122. TradeDate string `json:"tradeDate"` // 交易日
  123. StartTime string `json:"startTime"` // 开始时间
  124. EndTime string `json:"endTime"` // 结束时间
  125. PreSettle float32 `json:"preSettle"` // 昨结
  126. HistoryDatas []HistoryData `json:"historyDatas"` // 历史数据
  127. }
  128. // QueryTSData 分时图数据查询
  129. // @Summary 分时图数据查询
  130. // @Produce json
  131. // @Param GoodsCode query string true "商品代码"
  132. // @Success 200 {object} QueryTSDataRsp
  133. // @Failure 500 {object} app.Response
  134. // @Router /Quote/QueryTSData [get]
  135. // @Tags 行情服务
  136. func QueryTSData(c *gin.Context) {
  137. appG := app.Gin{C: c}
  138. // 获取请求参数
  139. var req QueryTSDataReq
  140. if err := appG.C.ShouldBindQuery(&req); err != nil {
  141. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  142. appG.Response(http.StatusBadRequest, e.INVALID_PARAMS, nil)
  143. return
  144. }
  145. var queryTSDataRsp QueryTSDataRsp
  146. // FIXME: - 一些不常变化的数据(如市场信息、商品信息等)应缓存到Redis中, 或缓存到服务内存
  147. market, err := models.GetMarketByGoodsCode(req.GoodsCode)
  148. if err != nil {
  149. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  150. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  151. return
  152. }
  153. if market == nil {
  154. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  155. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKET_FAILED, nil)
  156. return
  157. }
  158. // 获取目标品种交易日
  159. // FIXME: - 由于mtp2.0目前未同步外部交易所品种的当前交易日,
  160. // 故通道交易的品种目前只能在交易系统的外部市场中获
  161. // 取统一的交易日,后期应要求服务端同步外部数据
  162. marketRun, err := models.GetMarketRun(int(market.Marketid))
  163. if marketRun == nil {
  164. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  165. appG.Response(http.StatusBadRequest, e.ERROR_GET_MARKETRUN_FAILED, nil)
  166. return
  167. }
  168. // 获取目标品种的开休市计划
  169. var runSteps []map[string]interface{}
  170. // 通道交易外部市场开休市计划表 - QuoteSourceGroupRunStep; 其它市场的 - MarketRunStepDetail
  171. if market.Trademode == 15 {
  172. // 外部市场
  173. sourceRunSteps, err := models.FindQuoteSourceGroupRunStepsByMarket(*market)
  174. if err != nil {
  175. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  176. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  177. return
  178. }
  179. for v := range sourceRunSteps {
  180. // struct -> json
  181. if jsonBytes, err := json.Marshal(v); err == nil {
  182. // json -> struct
  183. var runStepMap map[string]interface{}
  184. json.Unmarshal(jsonBytes, &runStepMap)
  185. runSteps = append(runSteps, runStepMap)
  186. }
  187. }
  188. }
  189. // 非外部市场或外部市场没有配置QuoteSourceGroupRunStep表数据的情况下,都从MarketRunStepDetail中获取数据
  190. if len(runSteps) == 0 {
  191. sourceRunSteps, err := models.FindMarketRunStepDetails(int(market.Marketid))
  192. if err != nil {
  193. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  194. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  195. return
  196. }
  197. for _, v := range sourceRunSteps {
  198. // struct -> json
  199. if jsonBytes, err := json.Marshal(v); err == nil {
  200. // json -> struct
  201. var runStepMap map[string]interface{}
  202. json.Unmarshal(jsonBytes, &runStepMap)
  203. runSteps = append(runSteps, runStepMap)
  204. }
  205. }
  206. }
  207. // 构建分时图可直接使用的开休市数据
  208. // 这里有一个知识点:TRADEWEEKDAY 与 STARTWEEKDAY,以及 TRADEWEEKDAY 与 ENDWEEKDAY 之间相差最多一天(管理端限制),
  209. // 所以目前并不支持正真的周五夜盘模式。我们在实现时不用做得太复杂。
  210. // 当前交易日(周几)对应的开休市计划
  211. tradeDate, err := time.ParseInLocation("2006-01-02", marketRun.Tradedate, time.Local)
  212. if err != nil {
  213. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  214. appG.Response(http.StatusBadRequest, e.ERROR_QUERY_FAIL, nil)
  215. return
  216. }
  217. curWeekRunSteps := make([]map[string]interface{}, 0)
  218. for _, v := range runSteps {
  219. tradeWeekDay := v["tradeweekday"].(int)
  220. if tradeWeekDay == int(tradeDate.Weekday()) {
  221. curWeekRunSteps = append(curWeekRunSteps, v)
  222. }
  223. }
  224. // 获取不到可用的开休市计划
  225. if len(curWeekRunSteps) == 0 {
  226. logger.GetLogger().Errorf("QueryTSData failed: %s", err.Error())
  227. appG.Response(http.StatusBadRequest, e.ERROR_GET_RUNSTEP_FAILED, nil)
  228. return
  229. }
  230. // 按 SECTIONID 顺序排序(管理端会按时间顺序添加开休市计划)
  231. sort.Slice(curWeekRunSteps, func(i int, j int) bool {
  232. return curWeekRunSteps[i]["sectionid"].(int) < curWeekRunSteps[j]["sectionid"].(int)
  233. })
  234. // 把各开休市时间段转化为真实的时间
  235. //
  236. // 查询成功
  237. logger.GetLogger().Debugln("QueryTSData successed: %v", queryTSDataRsp)
  238. appG.Response(http.StatusOK, e.SUCCESS, queryTSDataRsp)
  239. }