├── .gitignore
├── .idea
├── .gitignore
├── modules.xml
├── tdx-go.iml
└── vcs.xml
├── LICENSE
├── README.md
├── cmd
└── main.go
├── config
├── config.go
└── stock_ip.json
├── core
├── client.go
└── hub.go
├── go.mod
├── go.sum
├── proto
├── proto.go
└── v1
│ ├── get_block_info.go
│ ├── get_security_count.go
│ ├── get_security_count_test.go
│ ├── get_security_list.go
│ ├── get_security_list_test.go
│ ├── get_security_quotes.go
│ ├── setup_cmd1.go
│ ├── setup_cmd2.go
│ └── setup_cmd3.go
└── utils
├── compress.go
├── hex.go
├── hex_test.go
├── parse
├── parse.go
└── strings.go
└── sortable.go
/.gitignore:
--------------------------------------------------------------------------------
1 | # Binaries for programs and plugins
2 | *.exe
3 | *.exe~
4 | *.dll
5 | *.so
6 | *.dylib
7 |
8 | # Test binary, built with `go test -c`
9 | *.test
10 |
11 | # Output of the go coverage tool, specifically when used with LiteIDE
12 | *.out
13 |
14 | # Dependency directories (remove the comment below to include it)
15 | # vendor/
16 |
17 | build/
--------------------------------------------------------------------------------
/.idea/.gitignore:
--------------------------------------------------------------------------------
1 | # 默认忽略的文件
2 | /shelf/
3 | /workspace.xml
4 | # 数据源本地存储已忽略文件
5 | /dataSources/
6 | /dataSources.local.xml
7 | # 基于编辑器的 HTTP 客户端请求
8 | /httpRequests/
9 |
--------------------------------------------------------------------------------
/.idea/modules.xml:
--------------------------------------------------------------------------------
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
--------------------------------------------------------------------------------
/.idea/tdx-go.iml:
--------------------------------------------------------------------------------
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
--------------------------------------------------------------------------------
/.idea/vcs.xml:
--------------------------------------------------------------------------------
1 |
2 |
3 |
4 |
5 |
6 |
--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
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4 |
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/README.md:
--------------------------------------------------------------------------------
1 | # tdx-go
2 | tdx行情go版本
3 | 参考pytdx,使用golang实现
4 | # 提示
5 | - 检测最优路线时需使用sudo权限
6 | # fork方法
7 | - cd $GOPATH/src/github.com/cyclegen
8 | 进入cyclegen工作目录下
9 | - git clone git@github.com:cyclegen/tdx-go.git
10 | clone主线仓库
11 | - cd $GOPATH/src/github.com/cyclegen/tdx-go
12 | 进入tdx-go项目
13 | - git remote add fork github.com/me/tdx-go.git
14 | 添加远程仓库
15 | - git push fork
16 | 推送到远程仓库
--------------------------------------------------------------------------------
/cmd/main.go:
--------------------------------------------------------------------------------
1 | package main
2 |
3 | import (
4 | "github.com/cyclegen-community/tdx-go/config"
5 | "github.com/cyclegen-community/tdx-go/core"
6 | "github.com/cyclegen-community/tdx-go/proto"
7 | "github.com/cyclegen-community/tdx-go/proto/v1"
8 | "log"
9 | )
10 |
11 | func init() {
12 | log.SetFlags(log.Lshortfile | log.Ldate)
13 | }
14 | func main() {
15 | quotesSrv := config.GetBestStockQuotesServer()
16 | //quotesSrvAddr := "106.120.74.86:7711" // quotesSrv.Addr()
17 | log.Println("正在连接到最优行情服务器: ", quotesSrv.Addr())
18 | T(quotesSrv.IP, quotesSrv.Port)
19 | //T("106.120.74.86", 7709)
20 | }
21 | func T(ip string, port int) {
22 | cli := core.NewClient(ip, port)
23 |
24 | // CMD信令 1
25 | testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
26 | req, resp, err = v1.NewSetupCmd1()
27 | return
28 | })
29 | // CMD信令 2
30 | testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
31 | req, resp, err = v1.NewSetupCmd2()
32 | return
33 | })
34 | // CMD信令 3
35 | testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
36 | req, resp, err = v1.NewSetupCmd3()
37 | return
38 | })
39 | // 查询股票数量
40 | testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
41 | req, resp, err = v1.NewGetSecurityCount(v1.MarketShangHai)
42 | return
43 | })
44 |
45 | testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
46 | req, resp, err = v1.NewGetSecurityList(v1.MarketShangHai, 255)
47 | return
48 | })
49 | //testProto(cli, func() (req proto.Marshaler, resp proto.Unmarshaler, err error) {
50 | // req, resp, err = v1.NewGetSecurityQuotes()
51 | // return
52 | //})
53 | }
54 |
55 | func testProto(cli *core.Client, factory proto.Factory) {
56 | req, resp, err := factory()
57 | if err != nil {
58 | log.Fatal(err)
59 | }
60 | err = cli.Do(req, resp)
61 | if err != nil {
62 | log.Println(err)
63 | }
64 | log.Println(resp)
65 | }
66 |
--------------------------------------------------------------------------------
/config/config.go:
--------------------------------------------------------------------------------
1 | package config
2 |
3 | import (
4 | "encoding/json"
5 | "github.com/cyclegen-community/tdx-go/utils"
6 | "github.com/sparrc/go-ping"
7 | "io/ioutil"
8 | "log"
9 | "sort"
10 | "strconv"
11 | "strings"
12 | "sync"
13 | "time"
14 | )
15 |
16 | type Server struct {
17 | Name string `json:"name"`
18 | IP string `json:"ip"`
19 | Port int `json:"port"`
20 | }
21 |
22 | func (srv *Server) Addr() string {
23 | return strings.Join([]string{srv.IP, strconv.Itoa(srv.Port)}, ":")
24 | }
25 |
26 | const (
27 | _StockQuotesServerConfigFile = "stock_ip.json"
28 | )
29 |
30 | // StockQuotesServer 股票行情线路信息
31 | type StockQuotesServer []Server
32 |
33 | // GetStockQuotesServer 获取股票行情线路列表
34 | func GetStockQuotesServer() StockQuotesServer {
35 | var instance StockQuotesServer
36 | raw, err := ioutil.ReadFile("config/" + _StockQuotesServerConfigFile)
37 | if err != nil {
38 | log.Fatalf("读取"+_StockQuotesServerConfigFile+"失败, 错误详情: %v", err.Error())
39 | }
40 | err = json.Unmarshal(raw, &instance)
41 | if err != nil {
42 | log.Fatalf("解析"+_StockQuotesServerConfigFile+"失败, 错误详情: %v", err.Error())
43 | }
44 | return instance
45 | }
46 |
47 | // GetBestStockQuotesServer 获取最优股票行情线路
48 | func GetBestStockQuotesServer() Server {
49 | srvs := GetStockQuotesServer()
50 | results := sync.Map{}
51 | sortableSrvs := utils.SortableMapList{}
52 | wg := sync.WaitGroup{}
53 | for idx := range srvs {
54 | wg.Add(1)
55 | go func(id int) {
56 | defer wg.Done()
57 | if srvs[id].IP == "" {
58 | return
59 | }
60 | pinger, err := ping.NewPinger(srvs[id].IP)
61 | if err != nil {
62 | log.Println(err)
63 | return
64 | }
65 | pinger.SetPrivileged(true)
66 | pinger.Count = 5
67 | pinger.Timeout = time.Second
68 | pinger.Run() // blocks until finished
69 |
70 | stats := pinger.Statistics() // get send/receive/rtt stats
71 |
72 | var avgRtt int64
73 | // 丢包率不能高于50%,否则设置平均时延为负数
74 | if stats.PacketLoss > 0.5 {
75 | avgRtt = -1
76 | } else {
77 | avgRtt = stats.AvgRtt.Nanoseconds()
78 | }
79 | results.Store(srvs[id], avgRtt)
80 | }(idx)
81 | }
82 | wg.Wait()
83 | results.Range(func(key, value interface{}) bool {
84 | srv := key.(Server)
85 | avgRtt := value.(int64)
86 | //log.Printf("%v: %d ns", srv.Addr(), avgRtt)
87 | if avgRtt > 0 {
88 | sortableSrvs = append(sortableSrvs, utils.SortableMap{
89 | srv,
90 | avgRtt,
91 | })
92 | }
93 | return true
94 | })
95 |
96 | sort.Sort(sortableSrvs)
97 | if len(sortableSrvs) > 0 {
98 | srv := sortableSrvs[0].Key.(Server)
99 | return srv
100 | } else {
101 | panic("所有服务器均无法连通!")
102 | }
103 | }
104 |
--------------------------------------------------------------------------------
/config/stock_ip.json:
--------------------------------------------------------------------------------
1 | [
2 | {
3 | "ip": "106.120.74.86",
4 | "port": 7711,
5 | "name": "北京行情主站1"
6 | },
7 | {
8 | "ip": "113.105.73.88",
9 | "port": 7709,
10 | "name": "深圳行情主站"
11 | },
12 | {
13 | "ip": "113.105.73.88",
14 | "port": 7711,
15 | "name": "深圳行情主站"
16 | },
17 | {
18 | "ip": "114.80.80.222",
19 | "port": 7711,
20 | "name": "上海行情主站"
21 | },
22 | {
23 | "ip": "117.184.140.156",
24 | "port": 7711,
25 | "name": "移动行情主站"
26 | },
27 | {
28 | "ip": "119.147.171.206",
29 | "port": 443,
30 | "name": "广州行情主站"
31 | },
32 | {
33 | "ip": "119.147.171.206",
34 | "port": 80,
35 | "name": "广州行情主站"
36 | },
37 | {
38 | "ip": "218.108.50.178",
39 | "port": 7711,
40 | "name": "杭州行情主站"
41 | },
42 | {
43 | "ip": "221.194.181.176",
44 | "port": 7711,
45 | "name": "北京行情主站2"
46 | },
47 | {
48 | "ip": "106.120.74.86",
49 | "port": 7709
50 | },
51 | {
52 | "ip": "112.95.140.74",
53 | "port": 7709
54 | },
55 | {
56 | "ip": "112.95.140.92",
57 | "port": 7709
58 | },
59 | {
60 | "ip": "112.95.140.93",
61 | "port": 7709
62 | },
63 | {
64 | "ip": "113.05.73.88",
65 | "port": 7709
66 | },
67 | {
68 | "ip": "114.67.61.70",
69 | "port": 7709
70 | },
71 | {
72 | "ip": "114.80.149.19",
73 | "ort": 7709
74 | },
75 | {
76 | "ip": "114.80.149.22",
77 | "port": 7709
78 | },
79 | {
80 | "ip": "114.80.149.84",
81 | "port": 7709
82 | },
83 | {
84 | "ip": "114.80.80.222",
85 | "port": 7709
86 | },
87 | {
88 | "ip": "115.238.56.198",
89 | "port": 7709
90 | },
91 | {
92 | "ip": "115.238.90.165",
93 | "port": 7709
94 | },
95 | {
96 | "ip": "117.184.140.156",
97 | "port": 7709
98 | },
99 | {
100 | "ip": "119.147.164.60",
101 | "port": 7709
102 | },
103 | {
104 | "ip": "119.147.171.206",
105 | "port": 7709
106 | },
107 | {
108 | "ip": "119.29.51.30",
109 | "port": 7709
110 | },
111 | {
112 | "ip": "121.14.104.70",
113 | "port": 7709
114 | },
115 | {
116 | "ip": "121.14.104.72",
117 | "port": 7709
118 | },
119 | {
120 | "ip": "121.14.110.194",
121 | "port": 7709
122 | },
123 | {
124 | "ip": "121.14.2.7",
125 | "port": 7709
126 | },
127 | {
128 | "ip": "123.125.108.23",
129 | "port": 7709
130 | },
131 | {
132 | "ip": "123.125.108.24",
133 | "port": 7709
134 | },
135 | {
136 | "ip": "124.160.88.183",
137 | "port": 7709
138 | },
139 | {
140 | "ip": "180.153.18.17",
141 | "port": 7709
142 | },
143 | {
144 | "ip": "180.153.18.170",
145 | "port": 7709
146 | },
147 | {
148 | "ip": "180.153.18.171",
149 | "port": 7709
150 | },
151 | {
152 | "ip": "180.153.39.51",
153 | "port": 7709
154 | },
155 | {
156 | "ip": "218.108.47.69",
157 | "port": 7709
158 | },
159 | {
160 | "ip": "218.108.50.178",
161 | "port": 7709
162 | },
163 | {
164 | "ip": "218.108.98.244",
165 | "port": 7709
166 | },
167 | {
168 | "ip": "218.75.126.9",
169 | "port": 7709
170 | },
171 | {
172 | "ip": "218.9.148.108",
173 | "port": 7709
174 | },
175 | {
176 | "ip": "221.194.181.176",
177 | "port": 7709
178 | },
179 | {
180 | "ip": "59.173.18.69",
181 | "port": 7709
182 | },
183 | {
184 | "ip": "60.12.136.250",
185 | "port": 7709
186 | },
187 | {
188 | "ip": "60.191.117.167",
189 | "port": 7709
190 | },
191 | {
192 | "ip": "60.28.29.69",
193 | "port": 7709
194 | },
195 | {
196 | "ip": "61.135.142.73",
197 | "port": 7709
198 | },
199 | {
200 | "ip": "61.135.142.88",
201 | "port": 7709
202 | },
203 | {
204 | "ip": "61.152.107.168",
205 | "port": 7721
206 | },
207 | {
208 | "ip": "61.152.249.56",
209 | "port": 7709
210 | },
211 | {
212 | "ip": "61.153.144.179",
213 | "port": 7709
214 | },
215 | {
216 | "ip": "61.153.209.138",
217 | "port": 7709
218 | },
219 | {
220 | "ip": "61.153.209.139",
221 | "port": 7709
222 | },
223 | {
224 | "ip": "hq.cjis.cn",
225 | "port": 7709
226 | },
227 | {
228 | "ip": "hq1.daton.com.cn",
229 | "port": 7709
230 | },
231 | {
232 | "ip": "jstdx.gtjas.com",
233 | "port": 7709
234 | },
235 | {
236 | "ip": "shtdx.gtjas.com",
237 | "port": 7709
238 | },
239 | {
240 | "ip": "sztdx.gtjas.com",
241 | "port": 7709
242 | },
243 | {
244 | "ip": "113.105.142.162",
245 | "port": 7721
246 | },
247 | {
248 | "ip": "23.129.245.199",
249 | "port": 7721
250 | }
251 | ]
--------------------------------------------------------------------------------
/core/client.go:
--------------------------------------------------------------------------------
1 | package core
2 |
3 | import (
4 | "errors"
5 | "github.com/cyclegen-community/tdx-go/proto"
6 | "github.com/cyclegen-community/tdx-go/utils"
7 | "log"
8 | "net"
9 | "strconv"
10 | "strings"
11 | "time"
12 | )
13 |
14 | type Client struct {
15 | conn net.Conn
16 | Host string
17 | Port int
18 | Timeout time.Duration
19 | MaxRetryTimes int
20 | RetryDuration time.Duration
21 | }
22 |
23 | // https://www.sohamkamani.com/golang/options-pattern/
24 | // https://lingchao.xin/post/functional-options-pattern-in-go.html
25 | // NewBaseClient 创建BaseClient实例
26 | func NewClient(host string, port int) *Client {
27 | addr := strings.Join([]string{host, strconv.Itoa(port)}, ":")
28 |
29 | conn, err := net.Dial("tcp", addr) // net.DialTimeout()
30 |
31 | if err != nil {
32 | log.Fatalln(err)
33 | }
34 | return &Client{
35 | conn: conn,
36 | Host: host,
37 | Port: port,
38 | MaxRetryTimes: 5,
39 | Timeout: time.Second,
40 | RetryDuration: time.Millisecond * 200,
41 | }
42 | }
43 |
44 | func (cli *Client) Do(request proto.Marshaler, response proto.Unmarshaler) error {
45 | // 序列化请求
46 | req, err := request.Marshal()
47 | if err != nil {
48 | return err
49 | }
50 | // 发送请求
51 | retryTimes := 0
52 | SEND:
53 | n, err := cli.conn.Write(req)
54 | // 重试
55 | if n < len(req) {
56 | retryTimes += 1
57 | if retryTimes <= cli.MaxRetryTimes {
58 | log.Printf("第%d次重试\n", retryTimes)
59 | goto SEND
60 | } else {
61 | return errors.New("数据未完整发送")
62 | }
63 | }
64 | if err != nil {
65 | return err
66 | }
67 | // 解析响应包头
68 | var header proto.PacketHeader
69 | // 读取包头 大小为16字节
70 | // 单次获取的字列流
71 | headerLength := 0x10
72 | headerBytes := make([]byte, headerLength)
73 | // 调用socket获取字节流并保存到data中
74 | headerBytes, err = cli.receive(headerLength)
75 | if err != nil {
76 | //log.Println(err)
77 | return err
78 | }
79 | err = header.Unmarshal(headerBytes)
80 | if err != nil {
81 | return err
82 | }
83 | // 根据获取响应体结构
84 | // 调用socket获取字节流并保存到data中
85 | bodyBytes, err := cli.receive(header.ZipSize)
86 | if err != nil {
87 | return err
88 | }
89 | // zlib解压缩
90 | if header.Compressed() {
91 | bodyBytes, err = utils.ZlibUnCompress(bodyBytes)
92 | }
93 | // 反序列化为响应体结构
94 | err = response.Unmarshal(bodyBytes)
95 | if err != nil {
96 | return err
97 | }
98 | return nil
99 | }
100 | func (cli *Client) receive(length int) (data []byte, err error) {
101 | var (
102 | receivedSize int
103 | )
104 | READ:
105 | tmp := make([]byte, length)
106 | // 调用socket获取字节流并保存到data中
107 | receivedSize, err = cli.conn.Read(tmp)
108 | // socket错误,可能为EOF
109 | if err != nil {
110 | return nil, err
111 | }
112 | // 数据添加到总输出,由于tmp申请内存时使用了length的长度,
113 | // 所以直接全部复制到data中会使得未完全传输的部分被填充为0导致数据获取不完整,
114 | // 故使用tmp[:receivedSize]
115 | data = append(data, tmp[:receivedSize]...)
116 | // 数据读满就可以返回了
117 | if len(data) == length {
118 | return
119 | }
120 | // 读取小于标准尺寸,说明到文件尾或者读取出现了问题没读满,可以返回了
121 | if receivedSize < length {
122 | goto READ
123 | }
124 | return
125 | }
126 | func (cli *Client) Close() error {
127 | return cli.conn.Close()
128 | }
129 |
--------------------------------------------------------------------------------
/core/hub.go:
--------------------------------------------------------------------------------
1 | package core
2 |
3 | import "sync"
4 |
5 | // todo: 链接池,无感切换
6 | type Hub struct {
7 | lock sync.Mutex
8 | Clients []Client
9 | }
10 |
11 | func (hub *Hub) Do() error {
12 | return nil
13 | }
14 |
--------------------------------------------------------------------------------
/go.mod:
--------------------------------------------------------------------------------
1 | module github.com/cyclegen-community/tdx-go
2 |
3 | go 1.14
4 |
5 | require (
6 | github.com/cyclegen/tdx-go v0.0.0-20200627104456-1906d8bccbce
7 | github.com/lunixbochs/struc v0.0.0-20200521075829-a4cb8d33dbbe
8 | github.com/sparrc/go-ping v0.0.0-20190613174326-4e5b6552494c
9 | github.com/stretchr/testify v1.4.0
10 | golang.org/x/text v0.3.3
11 | )
12 |
--------------------------------------------------------------------------------
/go.sum:
--------------------------------------------------------------------------------
1 | github.com/cyclegen/tdx-go v0.0.0-20200627104456-1906d8bccbce h1:WEzzSNf+D76YmV+Gz5DaIYhWSVMPt8voOOG1H0Ujq5Y=
2 | github.com/cyclegen/tdx-go v0.0.0-20200627104456-1906d8bccbce/go.mod h1:WeGm1DsL474KJpGBPdDvJy1gyBEbgoe+3G/7xBnA0c8=
3 | github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
4 | github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
5 | github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
6 | github.com/libp2p/go-reuseport v0.0.1/go.mod h1:jn6RmB1ufnQwl0Q1f+YxAj8isJgDCQzaaxIFYDhcYEA=
7 | github.com/lunixbochs/struc v0.0.0-20200521075829-a4cb8d33dbbe h1:ewr1srjRCmcQogPQ/NCx6XCk6LGVmsVCc9Y3vvPZj+Y=
8 | github.com/lunixbochs/struc v0.0.0-20200521075829-a4cb8d33dbbe/go.mod h1:vy1vK6wD6j7xX6O6hXe621WabdtNkou2h7uRtTfRMyg=
9 | github.com/panjf2000/ants/v2 v2.4.0/go.mod h1:f6F0NZVFsGCp5A7QW/Zj/m92atWwOkY0OIhFxRNFr4A=
10 | github.com/panjf2000/gnet v1.2.3/go.mod h1:Vl8hElC5vYR1iW7Txb30rFd9X12CDktkLkLgpIHKAwo=
11 | github.com/pkg/errors v0.8.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
12 | github.com/pkg/errors v0.9.1/go.mod h1:bwawxfHBFNV+L2hUp1rHADufV3IMtnDRdf1r5NINEl0=
13 | github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
14 | github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
15 | github.com/smallnest/goframe v1.0.0/go.mod h1:Dy8560GXrB6w5OJnVBU71dJtSyINdnqHHe6atDaZX00=
16 | github.com/sparrc/go-ping v0.0.0-20190613174326-4e5b6552494c h1:gqEdF4VwBu3lTKGHS9rXE9x1/pEaSwCXRLOZRF6qtlw=
17 | github.com/sparrc/go-ping v0.0.0-20190613174326-4e5b6552494c/go.mod h1:eMyUVp6f/5jnzM+3zahzl7q6UXLbgSc3MKg/+ow9QW0=
18 | github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
19 | github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
20 | github.com/stretchr/testify v1.4.0 h1:2E4SXV/wtOkTonXsotYi4li6zVWxYlZuYNCXe9XRJyk=
21 | github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
22 | github.com/valyala/bytebufferpool v1.0.0/go.mod h1:6bBcMArwyJ5K/AmCkWv1jt77kVWyCJ6HpOuEn7z0Csc=
23 | golang.org/x/crypto v0.0.0-20190308221718-c2843e01d9a2/go.mod h1:djNgcEr1/C05ACkg1iLfiJU5Ep61QUkGW8qpdssI0+w=
24 | golang.org/x/net v0.0.0-20200602114024-627f9648deb9 h1:pNX+40auqi2JqRfOP1akLGtYcn15TUbkhwuCO3foqqM=
25 | golang.org/x/net v0.0.0-20200602114024-627f9648deb9/go.mod h1:qpuaurCH72eLCgpAm/N6yyVIVM9cpaDIP3A8BGJEC5A=
26 | golang.org/x/sys v0.0.0-20190215142949-d0b11bdaac8a/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
27 | golang.org/x/sys v0.0.0-20190228124157-a34e9553db1e/go.mod h1:STP8DvDyc/dI5b8T5hshtkjS+E42TnysNCUPdjciGhY=
28 | golang.org/x/sys v0.0.0-20200323222414-85ca7c5b95cd/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
29 | golang.org/x/sys v0.0.0-20200509044756-6aff5f38e54f/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
30 | golang.org/x/sys v0.0.0-20200622214017-ed371f2e16b4 h1:5/PjkGUjvEU5Gl6BxmvKRPpqo2uNMv4rcHBMwzk/st8=
31 | golang.org/x/sys v0.0.0-20200622214017-ed371f2e16b4/go.mod h1:h1NjWce9XRLGQEsW7wpKNCjG9DtNlClVuFLEZdDNbEs=
32 | golang.org/x/text v0.3.0/go.mod h1:NqM8EUOU14njkJ3fqMW+pc6Ldnwhi/IjpwHt7yyuwOQ=
33 | golang.org/x/text v0.3.3 h1:cokOdA+Jmi5PJGXLlLllQSgYigAEfHXJAERHVMaCc2k=
34 | golang.org/x/text v0.3.3/go.mod h1:5Zoc/QRtKVWzQhOtBMvqHzDpF6irO9z98xDceosuGiQ=
35 | golang.org/x/tools v0.0.0-20180917221912-90fa682c2a6e/go.mod h1:n7NCudcB/nEzxVGmLbDWY5pfWTLqBcC2KZ6jyYvM4mQ=
36 | gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM=
37 | gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0=
38 | gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
39 | gopkg.in/yaml.v2 v2.2.7 h1:VUgggvou5XRW9mHwD/yXxIYSMtY0zoKQf/v226p2nyo=
40 | gopkg.in/yaml.v2 v2.2.7/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI=
41 |
--------------------------------------------------------------------------------
/proto/proto.go:
--------------------------------------------------------------------------------
1 | package proto
2 |
3 | import (
4 | "bytes"
5 | "github.com/lunixbochs/struc"
6 | "log"
7 | )
8 |
9 | type Factory func() (Marshaler, Unmarshaler, error)
10 |
11 | type Marshaler interface {
12 | Marshal() ([]byte, error)
13 | }
14 |
15 | type Unmarshaler interface {
16 | Unmarshal([]byte) error
17 | }
18 |
19 | // 行情服务器发送第一条指令的返回数据
20 | type PacketHeader struct {
21 | raw []byte
22 | Unknown1 uint `struc:"uint32,little";json:"unknown_1"`
23 |
24 | // B will be encoded/decoded as a 16-bit int (a "short")
25 | // but is stored as a native int in the struct
26 | Unknown2 uint `struc:"uint32,little";json:"unknown_2"`
27 |
28 | // the sizeof key links a buffer's size to any int field
29 | Unknown3 uint `struc:"uint32,little";json:"unknown_3"`
30 | ZipSize int `struc:"uint16,little";json:"zip_size"`
31 |
32 | // you can get freaky if you want
33 | UnzipSize int `struc:"uint16,little";json:"unzip_size"`
34 | }
35 |
36 | func (h *PacketHeader) Bytes() []byte {
37 | return h.raw
38 | }
39 |
40 | func (h *PacketHeader) Compressed() bool {
41 | return h.ZipSize != h.UnzipSize
42 | }
43 |
44 | func (h *PacketHeader) Size() int {
45 | return h.UnzipSize
46 | }
47 | func (h *PacketHeader) Unmarshal(data []byte) error {
48 | h.raw = data
49 | return DefaultUnmarshal(data, h)
50 | }
51 |
52 | // 基于struc包的反序列化方案
53 | func DefaultUnmarshal(data []byte, v interface{}) error {
54 | // 构造流
55 | buf := bytes.NewBuffer(data)
56 | // 使用struc解析到struct
57 | err := struc.Unpack(buf, v)
58 | if err != nil {
59 | log.Println(err)
60 | return err
61 | }
62 | return nil
63 | }
64 |
65 | // 基于struc包的序列化方案
66 | func DefaultMarshal(v interface{}) ([]byte, error) {
67 | // 构造流
68 | buf := bytes.Buffer{}
69 | // 使用struc解析到struct
70 | err := struc.Pack(&buf, v)
71 | if err != nil {
72 | return nil, err
73 | }
74 | return buf.Bytes(), nil
75 | }
76 |
--------------------------------------------------------------------------------
/proto/v1/get_block_info.go:
--------------------------------------------------------------------------------
1 | package v1
2 |
3 | //// 请求包结构
4 | //type SetupCmd3Request struct {
5 | // Cmd []byte `struc:"[42]byte";json:"cmd"`
6 | //}
7 | //
8 | //// 请求包序列化输出
9 | //func (req *SetupCmd3Request) Marshal() ([]byte, error) {
10 | // return DefaultMarshal(req)
11 | //}
12 | //
13 | //// 响应包结构
14 | //type SetupCmd3Response struct{
15 | // Unknown []byte `json:"unknown"`
16 | //}
17 | //
18 | //func (resp *SetupCmd3Response) Unmarshal(data []byte) error {
19 | // resp.Unknown = data
20 | // return nil
21 | //}
22 | //
23 | //
24 | //// 创建SetupCmd3请求包
25 | //func NewSetupCmd3Request() (*SetupCmd3Request, error) {
26 | // request := &SetupCmd3Request{
27 | // Cmd: utils.HexString2Bytes("0c 03 18 99 00 01 20 00 20 00 db 0f d5" +
28 | // "d0 c9 cc d6 a4 a8 af 00 00 00 8f c2 25" +
29 | // "40 13 00 00 d5 00 c9 cc bd f0 d7 ea 00" +
30 | // "00 00 02"),
31 | // }
32 | // return request, nil
33 | //}
34 | //
35 | //func NewSetupCmd3() (*SetupCmd3Request, *SetupCmd3Response, error) {
36 | // var response SetupCmd3Response
37 | // var request, err = NewSetupCmd3Request()
38 | // return request, &response, err
39 | //}
40 |
--------------------------------------------------------------------------------
/proto/v1/get_security_count.go:
--------------------------------------------------------------------------------
1 | package v1
2 |
3 | import (
4 | "github.com/cyclegen-community/tdx-go/proto"
5 | "github.com/cyclegen-community/tdx-go/utils"
6 | )
7 |
8 | type Market int
9 |
10 | const (
11 | MarketShenZhen Market = iota
12 | MarketShangHai = 1
13 | )
14 |
15 | // 请求包结构
16 | type GetSecurityCountRequest struct {
17 | Unknown1 []byte `struc:"[12]byte"`
18 | Market Market `struc:"uint16,little";json:"market"`
19 | Unknown2 []byte `struc:"[4]byte"`
20 | }
21 |
22 | // 请求包序列化输出
23 | func (req *GetSecurityCountRequest) Marshal() ([]byte, error) {
24 | return proto.DefaultMarshal(req)
25 | }
26 |
27 | // 响应包结构
28 | type GetSecurityCountResponse struct {
29 | Count uint `struc:"uint16,little";json:"count"`
30 | }
31 |
32 | func (resp *GetSecurityCountResponse) Unmarshal(data []byte) error {
33 | return proto.DefaultUnmarshal(data, resp)
34 | }
35 |
36 | // todo: 检测market是否为合法值
37 | func NewGetSecurityCountRequest(market Market) (*GetSecurityCountRequest, error) {
38 | request := &GetSecurityCountRequest{
39 | Unknown1: utils.HexString2Bytes("0c 0c 18 6c 00 01 08 00 08 00 4e 04"),
40 | Market: market,
41 | Unknown2: utils.HexString2Bytes("75 c7 33 01"),
42 | }
43 | return request, nil
44 | }
45 |
46 | func NewGetSecurityCount(market Market) (*GetSecurityCountRequest, *GetSecurityCountResponse, error) {
47 | var response GetSecurityCountResponse
48 | var request, err = NewGetSecurityCountRequest(market)
49 | return request, &response, err
50 | }
51 |
--------------------------------------------------------------------------------
/proto/v1/get_security_count_test.go:
--------------------------------------------------------------------------------
1 | package v1
2 |
3 | import (
4 | "testing"
5 | )
6 |
7 | func TestNewSecurityCountRequest(t *testing.T) {
8 | t.Log(NewGetSecurityCount(MarketShenZhen))
9 | t.Log(NewGetSecurityCount(MarketShangHai))
10 | }
11 |
--------------------------------------------------------------------------------
/proto/v1/get_security_list.go:
--------------------------------------------------------------------------------
1 | package v1
2 |
3 | // 获取股票列表
4 | import (
5 | "github.com/cyclegen-community/tdx-go/proto"
6 | "github.com/cyclegen-community/tdx-go/utils"
7 | "github.com/cyclegen-community/tdx-go/utils/parse"
8 | "log"
9 | )
10 |
11 | // 请求包结构
12 | type GetSecurityListRequest struct {
13 | // struc不允许slice解析,只允许包含长度的array,该长度可根据hex字符串计算
14 | Unknown1 []byte `struc:"[12]byte"`
15 | // pytdx中使用struct.Pack进行反序列化
16 | // 其中> (8 * 3)
9 | //hheax := ivol >> (8*3) // [4]
10 | hleax := (ivol >> (8 * 2)) & 0xff // [2]
11 | lheax := (ivol >> 8) & 0xff // [1]
12 | lleax := ivol & 0xff // [0]
13 |
14 | //dbl_1 := 1.0
15 | //dbl_2 := 2.0
16 | //dbl_128 := 128.
17 |
18 | dwEcx := logPoint*2 - 0x7f
19 | dwEdx := logPoint*2 - 0x86
20 | dwEsi := logPoint*2 - 0x8e
21 | dwEax := logPoint*2 - 0x96
22 |
23 | tmpEax := 0
24 | if dwEcx < 0 {
25 | tmpEax = -dwEcx
26 | } else {
27 | tmpEax = dwEcx
28 | }
29 |
30 | dblXmm6 := math.Pow(2.0, float64(tmpEax))
31 | if dwEcx < 0 {
32 | dblXmm6 = 1.0 / dblXmm6
33 | }
34 |
35 | dblXmm4 := 0.0
36 | if hleax > 0x80 {
37 | tmpdblXmm3 := 0.0
38 | //tmpdblXmm1 := 0.0
39 | dwtmpeax := dwEdx + 1
40 | tmpdblXmm3 = math.Pow(2.0, float64(dwtmpeax))
41 | dblXmm0 := math.Pow(2.0, float64(dwEdx)) * 128.0
42 | dblXmm0 += float64(hleax&0x7f) * tmpdblXmm3
43 | dblXmm4 = dblXmm0
44 | } else {
45 | dblXmm0 := 0.0
46 | if dwEdx >= 0 {
47 | dblXmm0 = math.Pow(2.0, float64(dwEdx)) * float64(hleax)
48 | } else {
49 | dblXmm0 = (1 / math.Pow(2.0, float64(dwEdx))) * float64(hleax)
50 | dblXmm4 = dblXmm0
51 | }
52 | }
53 | dblXmm3 := math.Pow(2.0, float64(dwEsi)) * float64(lheax)
54 | dblXmm1 := math.Pow(2.0, float64(dwEax)) * float64(lleax)
55 | if hleax&0x80 != 0 {
56 | dblXmm3 *= 2.0
57 | dblXmm1 *= 2.0
58 | }
59 | return dblXmm6 + dblXmm4 + dblXmm3 + dblXmm1
60 | }
61 |
--------------------------------------------------------------------------------
/utils/parse/strings.go:
--------------------------------------------------------------------------------
1 | package parse
2 |
3 | import (
4 | "bytes"
5 | "golang.org/x/text/encoding/simplifiedchinese"
6 | "golang.org/x/text/encoding/traditionalchinese"
7 | "golang.org/x/text/transform"
8 | "io/ioutil"
9 | )
10 |
11 | //convert GBK to UTF-8
12 | func DecodeGBK(s []byte) ([]byte, error) {
13 | I := bytes.NewReader(s)
14 | O := transform.NewReader(I, simplifiedchinese.GBK.NewDecoder())
15 | d, e := ioutil.ReadAll(O)
16 | if e != nil {
17 | return nil, e
18 | }
19 | return d, nil
20 | }
21 |
22 | //convert UTF-8 to GBK
23 | func EncodeGBK(s []byte) ([]byte, error) {
24 | I := bytes.NewReader(s)
25 | O := transform.NewReader(I, simplifiedchinese.GBK.NewEncoder())
26 | d, e := ioutil.ReadAll(O)
27 | if e != nil {
28 | return nil, e
29 | }
30 | return d, nil
31 | }
32 |
33 | //convert BIG5 to UTF-8
34 | func DecodeBig5(s []byte) ([]byte, error) {
35 | I := bytes.NewReader(s)
36 | O := transform.NewReader(I, traditionalchinese.Big5.NewDecoder())
37 | d, e := ioutil.ReadAll(O)
38 | if e != nil {
39 | return nil, e
40 | }
41 | return d, nil
42 | }
43 |
44 | //convert UTF-8 to BIG5
45 | func EncodeBig5(s []byte) ([]byte, error) {
46 | I := bytes.NewReader(s)
47 | O := transform.NewReader(I, traditionalchinese.Big5.NewEncoder())
48 | d, e := ioutil.ReadAll(O)
49 | if e != nil {
50 | return nil, e
51 | }
52 | return d, nil
53 | }
54 |
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/utils/sortable.go:
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1 | package utils
2 |
3 | type SortableMap struct {
4 | Key interface{}
5 | Value int64
6 | }
7 |
8 | type SortableMapList []SortableMap
9 |
10 | func (p SortableMapList) Len() int { return len(p) }
11 | func (p SortableMapList) Less(i, j int) bool { return p[i].Value < p[j].Value }
12 | func (p SortableMapList) Swap(i, j int) { p[i], p[j] = p[j], p[i] }
13 |
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