tickserver/server/tick/ds_fix.go

// +build linux
// Copyright 2013-2014 Fuzamei tech Ltd. All rights reserved.

package tick

// 本文件实现方正FIX数据源接口, 实时数据和历史数据的获取和保存

import (
	"encoding/json"
	"errors"
	"io/ioutil"
	"log"
	"os"
	"strconv"
	"strings"

	"tickserver/api/gofix"
)

type StockInfo struct {
	Id        string
	Name      string
	ExId      string
	PriceInc  float64
	Margin    float64
	StartTime string
}

// FixDS实现了dataSource接口, 并对fix的历史数据和实时数据保存
type FixDS struct {
	*DSBase
	conf       *DsConf
	fixCfgFile string
	symbolMap  map[string]string
	insMap     map[int64]*StockInfo
}

func init() {
    drivers[Fix] = newFixDS
}

func newFixDS(conf *DsConf) (DataSource, error) {
	m := make(map[string]*StockInfo)
	f, err := os.Open(conf.SymbolsFile)
	if err != nil {
		si := &StockInfo{
			Id:        "600000",
			ExId:      "XSHG",
			Name:      "浦发银行",
			PriceInc:  0.01,
			StartTime: "1999-11-10",
		}
		m[si.Id] = si
		b, _ := json.MarshalIndent(&m, "", "   ")
		ioutil.WriteFile(conf.SymbolsFile, b, os.ModePerm)
		return nil, err
	}
	dec := json.NewDecoder(f)
	err = dec.Decode(&m)
	if err != nil {
		return nil, err
	}
	symbolMap := make(map[string]string)
	insMap := make(map[int64]*StockInfo)
	for k, v := range m {
		symbolMap[k] = v.ExId
		insId, _ := strconv.ParseInt(k, 10, 64)
		//insId := market.FixPrefix + k
		ss := strings.Split(v.StartTime, "-")
		if len(ss) != 3 {
			return nil, errors.New("StartTime format is Illegal. MUST yyyy-mm-dd format")
		}
		_, err := strconv.Atoi(ss[0])
		if err != nil {
			return nil, errors.New("StartTime format error:" + err.Error())
		}
		_, err = strconv.Atoi(ss[1])
		if err != nil {
			return nil, errors.New("StartTime format error:" + err.Error())
		}
		_, err = strconv.Atoi(ss[2])
		if err != nil {
			return nil, errors.New("StartTime format error:" + err.Error())
		}
		//t := time.Date(y, time.Month(m), d, 0, 0, 0, 0, time.Local)
		/*ins := &market.Instrument{
			Id:        insId,
			Name:      v.Name,
			Typ:       market.Securities,
			ExId:      v.ExId,
			PriceInc:  v.PriceInc,
			Margin:    v.Margin,
			StartTime: t.Unix() * 1000,
		}*/
		//insMap[insId] = ins
		insMap[insId] = v
	}

	return &FixDS{
		DSBase:    NewDsBase(conf),
		conf:      conf,
		symbolMap: symbolMap,
		insMap:    insMap,
	}, nil
}

//func (fds *FixDS) SubIns() *event.Event {
//return fds.insPublisher.Event()
//}

// func (fds *FixDS) GetInsMap() map[string]*market.Instrument {
// 	return fds.insMap
// }

// func (fds *FixDS) GetInsName(insId string) string {
// 	return fds.insMap[insId].Name
// }

func (fds *FixDS) Name() string {
	return Fix
}

func (fds *FixDS) Run() {
	log.Println("FixDS.Run")
	//for _, ins := range fds.insMap {
	//fds.insPublisher.Publish(ins)
	//}
	fixApp := gofix.NewApp(fds.symbolMap, fds.conf.User, fds.conf.PassWord)
	go fixApp.Run(fds.conf.CfgFile)
	//go fds.RunSave(16)
	log.Printf("%+v\n", fds.insMap)
	for fixTick := range fixApp.Ch {
		m := convMarket(fixTick)
		_, ok := fds.insMap[m.InsId]
		if !ok {
			for k, _ := range fds.insMap {
				log.Println(k, m.InsId, k == m.InsId) //, []byte(k), []byte(m.InsId)
			}
			log.Println("error: the market data NOT in insMap:", m.InsId, fds.insMap)
			continue
		}
		//if m.Timestamp < ins.StartTime {
		//log.Println("error: m.Timestamp < ins.StartTime:", m.Timestamp, ins.StartTime)
		//continue
		//}
		// log.Println(market.GetTime(m.Timestamp))
		// fds.marketPublisher.Publish(m)
		//ins.SetMk(m)
		fds.Save(m)
	}
}

func convMarket(tick *gofix.FixTick) *Market {
	//insId := market.FixPrefix + gofix.Symbol(tick.Symbol)
	insId, _ := strconv.ParseInt(string(tick.Symbol[:]), 10, 64)
	asks := make([]PP, tick.AskCount)
	bids := make([]PP, tick.BidCount)
	for i := 0; i < int(tick.AskCount); i++ {
		asks[i][0] = tick.AskPrice[i]
		asks[i][1] = float64(tick.AskVolume[i])
	}
	for i := 0; i < int(tick.AskCount); i++ {
		bids[i][0] = tick.BidPrice[i]
		bids[i][1] = float64(tick.BidVolume[i])
	}
	return &Market{
		InsId:     insId,
		Type:      IntFix,
		Timestamp: int64(tick.Time)*1000 + int64(tick.Millisecond),
		Bids:      bids,
		Asks:      asks,
	}
}