init
This commit is contained in:
yanghanbin
+44
@@ -0,0 +1,44 @@
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######################################################################
|
||||
# Build Tools
|
||||
|
||||
.gradle
|
||||
/build/
|
||||
!gradle/wrapper/gradle-wrapper.jar
|
||||
|
||||
target/
|
||||
!.mvn/wrapper/maven-wrapper.jar
|
||||
|
||||
######################################################################
|
||||
# IDE
|
||||
|
||||
### STS ###
|
||||
.apt_generated
|
||||
.classpath
|
||||
.factorypath
|
||||
.project
|
||||
.settings
|
||||
.springBeans
|
||||
|
||||
### IntelliJ IDEA ###
|
||||
.idea
|
||||
*.iws
|
||||
*.iml
|
||||
*.ipr
|
||||
|
||||
### NetBeans ###
|
||||
nbproject/private/
|
||||
build/*
|
||||
nbbuild/
|
||||
dist/
|
||||
nbdist/
|
||||
.nb-gradle/
|
||||
|
||||
######################################################################
|
||||
# Others
|
||||
*.log
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||||
*.xml.versionsBackup
|
||||
*.swp
|
||||
|
||||
!*/build/*.java
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||||
!*/build/*.html
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||||
!*/build/*.xml
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@@ -0,0 +1,196 @@
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# DC TranLog Server
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交易日志服务器 - 处理交易数据、MTC(分钟交易数据)、价格成交量等业务逻辑
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## 项目概述
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**TranLogServer** 是一个**实时交易日志服务器**，主要用于：
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- 接收和处理实时交易数据（股票、期货等金融产品）
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- 计算和生成分钟级交易数据（MTC - Minute Transaction Count）
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- 提供价格-成交量分析、买卖强度计算等增值服务
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- 支持数据重建、备份、同步等功能
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本项目是从C++版本转换而来的Java 17 + Spring Cloud Alibaba版本。
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## 技术栈
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- **Java 17**
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- **Spring Boot**
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- **Spring Cloud Alibaba**
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- **Lombok**
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- **MySQL** (可选，用于数据持久化)
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|
||||
## 项目结构
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|
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```
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dc-tranlog-server/
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├── src/main/java/com/afe/dc/tranlog/
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│ ├── TranLogServerApplication.java # 主应用类
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│ ├── controller/ # 控制器层
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│ │ ├── DataReceiverController.java # 数据接收控制器
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│ │ ├── DataQueryController.java # 数据查询控制器
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│ │ └── TradeDayController.java # 交易日管理控制器
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│ ├── service/ # 服务层
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│ │ ├── TranLogService.java # 主服务（对应CTranLogServer）
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│ │ ├── TranDatabaseService.java # 数据库服务（对应CTranDatabase）
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│ │ ├── TranTableService.java # 交易表服务（对应CTranTable）
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│ │ ├── MTCLogicService.java # MTC逻辑服务（对应CMTCLogic）
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│ │ ├── AccumulatedLogicService.java # 累计数据服务（对应CAccumulatedLogic）
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│ │ └── BuySellStrengthService.java # 买卖强度服务（对应CBuySellStrengthLogic）
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│ ├── entity/ # 实体类
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│ │ ├── TranRecord.java # 交易记录
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│ │ ├── TranTable.java # 交易表
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│ │ ├── MtcRecord.java # MTC记录
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│ │ └── BsRecord.java # 买卖强度记录
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│ ├── dto/ # 数据传输对象
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│ │ ├── COPItem.java # COP数据项
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│ │ ├── TradeDayResponse.java # 交易日响应
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│ │ ├── AccumulatedData.java # 累计数据
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│ │ └── BuySellStrength.java # 买卖强度
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│ ├── config/ # 配置类
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│ │ ├── AsyncConfig.java # 异步配置
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│ │ └── ScheduleConfig.java # 定时任务配置
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||||
│ └── task/ # 定时任务
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│ └── ScheduledTask.java # 定时任务类
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└── src/main/resources/
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└── application.yml # 配置文件
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```
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|
||||
## 核心功能
|
||||
|
||||
### 1. 数据接收和处理
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- 接收实时交易数据（通过REST API或消息队列）
|
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- 处理不同类型的消息（UPDATE、DROP、REBUILD等）
|
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- 管理交易日历和交易时间
|
||||
|
||||
### 2. MTC（分钟交易数据）计算
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||||
- 将实时交易数据聚合成分钟级数据
|
||||
- 包含：开盘价、最高价、最低价、收盘价、成交量
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||||
|
||||
### 3. 业务逻辑计算
|
||||
- **累计数据**：累计成交量和成交额
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- **买卖强度**：根据交易价格和成交量计算买卖强度（高/中/低）
|
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- **价格-成交量分析**：价格-成交量分布
|
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|
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### 4. 定时任务
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- MTC发送任务（每50ms）
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- 定期重建任务（每30s）
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- 价格-成交量发送任务（每50ms）
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- 开盘维护任务（每天9:00）
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- 收盘维护任务（每天16:00）
|
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|
||||
## 使用说明
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||||
|
||||
### 启动应用
|
||||
|
||||
```bash
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||||
mvn spring-boot:run
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||||
```
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||||
|
||||
### 配置说明
|
||||
|
||||
主要配置在 `application.yml` 中：
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```yaml
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tranlog:
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trade:
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start-hour: 9
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start-minute: 30
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period: 240 # 交易时长（分钟）
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mtc:
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update-period: 50 # MTC更新周期（毫秒）
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rebuild:
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enabled: true
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schedule: "0 0 2 * * ?" # 每天凌晨2点
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```
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|
||||
### API接口
|
||||
|
||||
#### 1. 接收交易数据
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```
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POST /api/tranlog/process
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Content-Type: application/json
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|
||||
{
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"itemNo": 123456,
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"msgType": 1,
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"fields": {
|
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"1001": {...} // FID_TRAN_LOG
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}
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||||
}
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||||
```
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||||
|
||||
#### 2. 查询MTC记录
|
||||
```
|
||||
GET /api/data/mtc/{itemNo}?dateIndex=0&startIndex=0&endIndex=100
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```
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||||
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||||
#### 3. 查询累计数据
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||||
```
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GET /api/data/accumulated/{itemNo}
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```
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|
||||
#### 4. 查询买卖强度
|
||||
```
|
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GET /api/data/buysell/{itemNo}?is15Tick=false
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||||
```
|
||||
|
||||
## 架构说明
|
||||
|
||||
### C++ 到 Java 的映射关系
|
||||
|
||||
| C++ 类 | Java 对应 | 说明 |
|
||||
|--------|----------|------|
|
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| `CTranLogServer` | `TranLogService` + `DataReceiverController` | 主服务器类 |
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| `CTranDatabase` | `TranDatabaseService` | 数据访问层 |
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| `CTranTable` | `TranTableService` + `TranTable` | 交易表 |
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| `CMTCLogic` | `MTCLogicService` | MTC计算逻辑 |
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||||
| `CAccumulatedLogic` | `AccumulatedLogicService` | 累计数据逻辑 |
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| `CBuySellStrengthLogic` | `BuySellStrengthService` | 买卖强度逻辑 |
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||||
|
||||
### 数据流
|
||||
|
||||
```
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||||
外部数据源
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||||
↓
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||||
DataReceiverController (REST API)
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||||
↓
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||||
TranLogService::process()
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||||
↓
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||||
TranDatabaseService::updateTran()
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↓
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TranTableService::updateTran()
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↓
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业务逻辑更新 (MTCLogicService, AccumulatedLogicService等)
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||||
```
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||||
## 注意事项
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||||
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||||
1. **线程安全**：使用 `ReentrantReadWriteLock` 保证线程安全
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||||
2. **内存管理**：数据主要存储在内存中（ConcurrentHashMap），类似Redis
|
||||
3. **性能优化**：使用异步处理和定时任务提高性能
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||||
4. **扩展性**：支持水平扩展，可以部署多个实例
|
||||
|
||||
## 开发说明
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||||
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||||
### 代码转换说明
|
||||
|
||||
本项目按照 `source/项目快速理解指南-面向Java程序员.md` 中的转换逻辑进行转换：
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||||
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||||
1. **C++类 → Java类**：使用Spring的`@Service`、`@RestController`等注解
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||||
2. **线程 → 异步**：使用`@Async`和`ThreadPoolTaskExecutor`
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||||
3. **定时器 → 定时任务**：使用`@Scheduled`
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||||
4. **多播通信 → REST API/消息队列**：使用Spring MVC或RabbitMQ/Kafka
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||||
5. **读写锁**：使用`ReentrantReadWriteLock`
|
||||
|
||||
### 待完善功能
|
||||
|
||||
1. **消息队列集成**：集成RabbitMQ或Kafka接收实时数据
|
||||
2. **数据持久化**：完善MySQL持久化功能
|
||||
3. **Redis缓存**：集成Redis缓存热点数据
|
||||
4. **监控和日志**：集成Spring Boot Actuator和日志系统
|
||||
5. **单元测试**：添加单元测试和集成测试
|
||||
|
||||
## 许可证
|
||||
|
||||
Copyright (c) 2025
|
||||
@@ -0,0 +1,178 @@
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||||
# UDP多播接收功能说明
|
||||
|
||||
## 概述
|
||||
|
||||
本功能实现了UDP多播接收逻辑，对应C++代码`TLogServer.cpp`中的接收广播机制。服务通过UDP多播接收COP（Common Object Protocol）协议数据，解析后交由`TranLogService`处理。
|
||||
|
||||
## 功能对应关系
|
||||
|
||||
### C++代码对应关系
|
||||
|
||||
| C++代码 | Java实现 | 说明 |
|
||||
|---------|---------|------|
|
||||
| `m_RecvCtrl.Start(m_iRecvPort, m_IP.c_str())` | `MulticastReceiverService.start()` | 启动UDP多播接收 |
|
||||
| `m_RecvCtrl.AddGroup(m_GroupIPArray[GIPIndex].c_str(), m_IP.c_str())` | `MulticastReceiverService.start()` 中的 `socket.joinGroup()` | 加入多播组 |
|
||||
| `m_RecvCtrl.RegisterCallback(CallbackFunc, this)` | `MulticastReceiverService.receiveLoop()` | 注册回调函数 |
|
||||
| `CTranLogServer::CallbackFunc(COP_ITEM& item)` | `MulticastReceiverService.processReceivedData()` | 回调处理函数 |
|
||||
| `CTranLogServer::Process(item)` | `TranLogService.process(item)` | 处理数据 |
|
||||
|
||||
## 配置说明
|
||||
|
||||
在 `application.yml` 中配置UDP多播接收参数：
|
||||
|
||||
```yaml
|
||||
multicast:
|
||||
receiver:
|
||||
# 是否启用UDP多播接收
|
||||
enabled: true
|
||||
# 接收端口（对应C++的RecvPort）
|
||||
recv-port: 5000
|
||||
# 本地网络接口IP地址（对应C++的IPAddress）
|
||||
ip-address: 0.0.0.0
|
||||
# 多播组IP地址列表（对应C++的GroupIP0, GroupIP1, ...）
|
||||
group-ips:
|
||||
- 225.6.7.8
|
||||
# 可以配置多个多播组
|
||||
# - 225.6.7.9
|
||||
# 接收缓冲区大小（字节）
|
||||
buffer-size: 65536
|
||||
# 接收超时时间（毫秒）
|
||||
timeout: 1000
|
||||
```
|
||||
|
||||
### 环境变量配置
|
||||
|
||||
也可以通过环境变量配置：
|
||||
|
||||
- `MULTICAST_RECEIVER_ENABLED`: 是否启用（默认：true）
|
||||
- `MULTICAST_RECEIVER_PORT`: 接收端口（默认：5000）
|
||||
- `MULTICAST_RECEIVER_IP`: 本地IP地址（默认：0.0.0.0）
|
||||
- `MULTICAST_GROUP_IP_0`: 第一个多播组IP
|
||||
- `MULTICAST_BUFFER_SIZE`: 缓冲区大小（默认：65536）
|
||||
- `MULTICAST_TIMEOUT`: 超时时间（默认：1000）
|
||||
|
||||
## 核心组件
|
||||
|
||||
### 1. MulticastConfig
|
||||
|
||||
配置类，读取UDP多播接收相关配置。
|
||||
|
||||
**位置**: `com.afe.dc.tranlog.config.MulticastConfig`
|
||||
|
||||
### 2. MulticastReceiverService
|
||||
|
||||
UDP多播接收服务，负责：
|
||||
- 创建并绑定UDP多播Socket
|
||||
- 加入配置的多播组
|
||||
- 接收UDP数据包
|
||||
- 调用COP解析器解析数据
|
||||
- 将解析后的数据传递给TranLogService处理
|
||||
|
||||
**位置**: `com.afe.dc.tranlog.service.MulticastReceiverService`
|
||||
|
||||
**生命周期**:
|
||||
- `@PostConstruct`: 应用启动时自动启动接收服务
|
||||
- `@PreDestroy`: 应用关闭时自动停止接收服务
|
||||
|
||||
### 3. COPParser
|
||||
|
||||
COP协议解析器，负责将UDP接收到的字节数据解析为`COPItem`对象。
|
||||
|
||||
**位置**: `com.afe.dc.tranlog.service.COPParser`
|
||||
|
||||
**功能**:
|
||||
- 解析COP消息头（消息类型、ItemNo等）
|
||||
- 解析FID字段数据
|
||||
- 支持多种数据类型（CHAR、SHORT、INT、LONG、FLOAT、DOUBLE、STRING等）
|
||||
|
||||
**注意**: COP协议的具体格式可能需要根据实际协议规范进行调整。
|
||||
|
||||
## 数据流程
|
||||
|
||||
```
|
||||
外部数据源（Data Provider）
|
||||
│
|
||||
│ (UDP 多播发送 COP 协议数据)
|
||||
▼
|
||||
MulticastReceiverService (接收端)
|
||||
│
|
||||
│ (接收UDP数据包)
|
||||
▼
|
||||
COPParser.parse() (解析COP协议)
|
||||
│
|
||||
│ (转换为COPItem对象)
|
||||
▼
|
||||
TranLogService.process() (处理数据)
|
||||
│
|
||||
▼
|
||||
TranDatabaseService (更新数据库)
|
||||
```
|
||||
|
||||
## 启动和停止
|
||||
|
||||
### 自动启动
|
||||
|
||||
服务会在Spring Boot应用启动时自动启动（通过`@PostConstruct`注解）。
|
||||
|
||||
### 手动控制
|
||||
|
||||
可以通过配置`multicast.receiver.enabled=false`来禁用UDP多播接收功能。
|
||||
|
||||
### 停止
|
||||
|
||||
服务会在Spring Boot应用关闭时自动停止（通过`@PreDestroy`注解），包括：
|
||||
- 离开所有多播组
|
||||
- 关闭Socket
|
||||
- 停止接收线程
|
||||
|
||||
## 日志
|
||||
|
||||
服务会输出以下关键日志：
|
||||
|
||||
- 启动成功：`[MulticastReceiverService] Started UDP multicast receiver on port: {port}, groups: {groups}`
|
||||
- 加入多播组：`[MulticastReceiverService] Joined multicast group: {ip} on interface: {interface}`
|
||||
- 接收数据：`[MulticastReceiverService] Processing COP item: itemNo={itemNo}, msgType={msgType}`
|
||||
- 解析失败：`[COPParser] Failed to parse COP data`
|
||||
- 处理失败：`[MulticastReceiverService] Failed to process COP item`
|
||||
|
||||
## 注意事项
|
||||
|
||||
1. **COP协议格式**: 当前实现的COP解析器是基于通用协议的假设。如果实际的COP协议格式不同，需要调整`COPParser`的解析逻辑。
|
||||
|
||||
2. **网络权限**: 在某些操作系统上，加入多播组可能需要特殊权限。
|
||||
|
||||
3. **防火墙**: 确保防火墙允许UDP数据包通过配置的端口。
|
||||
|
||||
4. **网络接口**: 如果配置了特定的IP地址，确保该IP地址对应的网络接口存在且可用。
|
||||
|
||||
5. **性能**: 接收缓冲区大小和超时时间可以根据实际网络环境调整。
|
||||
|
||||
## 故障排查
|
||||
|
||||
### 无法接收数据
|
||||
|
||||
1. 检查配置是否正确（端口、多播组IP）
|
||||
2. 检查网络接口是否正确
|
||||
3. 检查防火墙设置
|
||||
4. 查看日志中的错误信息
|
||||
|
||||
### 解析失败
|
||||
|
||||
1. 检查COP协议格式是否与实现一致
|
||||
2. 查看日志中的详细错误信息
|
||||
3. 可能需要调整`COPParser`的解析逻辑
|
||||
|
||||
### 处理失败
|
||||
|
||||
1. 检查`TranLogService`的日志
|
||||
2. 检查数据库连接
|
||||
3. 检查数据格式是否正确
|
||||
|
||||
## 扩展
|
||||
|
||||
如果需要支持更多的COP协议特性，可以：
|
||||
|
||||
1. 扩展`COPParser`以支持更多的数据类型
|
||||
2. 添加更多的FID字段解析逻辑
|
||||
3. 添加数据验证和错误处理
|
||||
4. 添加性能监控和统计
|
||||
@@ -0,0 +1,216 @@
|
||||
# UDP多播发送功能说明
|
||||
|
||||
## 概述
|
||||
|
||||
本功能实现了UDP多播发送逻辑，对应C++代码`TLogServer.cpp`中的发送广播机制。作为独立功能，不依赖Spring框架，可以直接使用。
|
||||
|
||||
## 功能对应关系
|
||||
|
||||
### C++代码对应关系
|
||||
|
||||
| C++代码 | Java实现 | 说明 |
|
||||
|---------|---------|------|
|
||||
| `m_SendCtrl.Start(m_iSendPort, m_IP.c_str())` | `MulticastSender.initialize()` | 启动UDP多播发送 |
|
||||
| `m_SendCtrl.AddChannel(m_SendGrpIP.c_str(), m_iSendPort)` | `MulticastSender`构造函数配置 | 配置发送通道 |
|
||||
| `m_SendCtrl.Send(item)` | `MulticastSender.send(item)` | 发送COP_ITEM数据 |
|
||||
| `item->GetMessage()` | `COPMessageBuilder.buildMessage(item)` | 构建COP协议消息 |
|
||||
|
||||
## 核心组件
|
||||
|
||||
### 1. MulticastSender
|
||||
|
||||
UDP多播发送器，负责：
|
||||
- 创建并配置UDP多播Socket
|
||||
- 发送COP协议数据
|
||||
- 管理发送状态和监听器
|
||||
|
||||
**位置**: `com.afe.dc.tranlog.service.multicast.MulticastSender`
|
||||
|
||||
**主要方法**:
|
||||
- `initialize()`: 初始化发送器
|
||||
- `send(COPItem item)`: 发送COPItem数据
|
||||
- `sendRaw(byte[] data)`: 发送原始字节数据
|
||||
- `close()`: 关闭发送器
|
||||
- `addListener(SendListener listener)`: 添加发送监听器
|
||||
|
||||
### 2. COPMessageBuilder
|
||||
|
||||
COP协议消息构建器，负责将`COPItem`对象转换为字节数组（COP协议格式）。
|
||||
|
||||
**位置**: `com.afe.dc.tranlog.service.multicast.COPMessageBuilder`
|
||||
|
||||
**主要方法**:
|
||||
- `buildMessage(COPItem item)`: 构建COP协议消息
|
||||
|
||||
## 使用示例
|
||||
|
||||
### 基本使用
|
||||
|
||||
```java
|
||||
// 1. 创建发送配置
|
||||
MulticastSender.Config config = new MulticastSender.Config(
|
||||
5001, // 发送端口
|
||||
"225.6.7.9" // 多播组IP
|
||||
);
|
||||
config.setLocalIp("0.0.0.0") // 本地IP（可选）
|
||||
.setTtl(1) // TTL值（可选，默认1）
|
||||
.setLoopbackDisabled(true); // 禁用回环（可选，默认true）
|
||||
|
||||
// 2. 创建发送器
|
||||
MulticastSender sender = new MulticastSender(config);
|
||||
|
||||
// 3. 初始化
|
||||
if (!sender.initialize()) {
|
||||
System.err.println("初始化失败");
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
// 4. 创建COPItem数据
|
||||
COPItem item = COPItem.builder()
|
||||
.itemNo(12345L)
|
||||
.msgType(COPItem.MsgType.MGT_UPDATE)
|
||||
.build();
|
||||
|
||||
// 添加FID字段
|
||||
item.addField(COPItem.FID.FID_TRAN_LOG, "交易数据");
|
||||
item.addField(COPItem.FID.FID_ASK, 100.5f);
|
||||
item.addField(COPItem.FID.FID_BID, 100.3f);
|
||||
|
||||
// 5. 发送数据
|
||||
boolean success = sender.send(item);
|
||||
|
||||
} finally {
|
||||
// 6. 关闭发送器
|
||||
sender.close();
|
||||
}
|
||||
```
|
||||
|
||||
### 使用发送监听器
|
||||
|
||||
```java
|
||||
// 添加发送监听器
|
||||
sender.addListener(new MulticastSender.SendListener() {
|
||||
@Override
|
||||
public void onSendSuccess(COPItem item, int bytesSent) {
|
||||
System.out.println("发送成功 - itemNo: " + item.getItemNo()
|
||||
+ ", 大小: " + bytesSent + " 字节");
|
||||
}
|
||||
|
||||
@Override
|
||||
public void onSendError(COPItem item, Exception error) {
|
||||
System.err.println("发送失败 - itemNo: " + item.getItemNo()
|
||||
+ ", 错误: " + error.getMessage());
|
||||
}
|
||||
});
|
||||
```
|
||||
|
||||
### 发送原始字节数据
|
||||
|
||||
```java
|
||||
byte[] rawData = new byte[]{0x01, 0x02, 0x03, 0x04};
|
||||
sender.sendRaw(rawData);
|
||||
```
|
||||
|
||||
## 配置说明
|
||||
|
||||
### MulticastSender.Config
|
||||
|
||||
| 参数 | 类型 | 必填 | 默认值 | 说明 |
|
||||
|------|------|------|--------|------|
|
||||
| sendPort | int | 是 | - | 发送端口 |
|
||||
| groupIp | String | 是 | - | 多播组IP地址 |
|
||||
| localIp | String | 否 | "0.0.0.0" | 本地网络接口IP地址 |
|
||||
| ttl | int | 否 | 1 | TTL值（Time To Live） |
|
||||
| loopbackDisabled | boolean | 否 | true | 是否禁用回环 |
|
||||
|
||||
### 配置方法
|
||||
|
||||
```java
|
||||
MulticastSender.Config config = new MulticastSender.Config(5001, "225.6.7.9")
|
||||
.setLocalIp("192.168.1.100") // 链式调用设置本地IP
|
||||
.setTtl(2) // 设置TTL
|
||||
.setLoopbackDisabled(false); // 允许回环
|
||||
```
|
||||
|
||||
## COP协议格式
|
||||
|
||||
当前实现的COP协议格式：
|
||||
|
||||
```
|
||||
消息头（16字节）:
|
||||
- 消息类型（1字节）
|
||||
- ItemNo（4字节，小端序）
|
||||
- 其他头部信息（11字节，当前用0填充）
|
||||
|
||||
FID字段（每个字段）:
|
||||
- FID编号（2字节）
|
||||
- 数据类型（1字节）
|
||||
- 数据长度（2字节）
|
||||
- 数据内容（变长）
|
||||
```
|
||||
|
||||
### 支持的数据类型
|
||||
|
||||
| 数据类型 | 标识 | Java类型 | 大小 |
|
||||
|---------|------|----------|------|
|
||||
| CHAR | 0x01 | Byte, Character | 1字节 |
|
||||
| SHORT | 0x02 | Short | 2字节 |
|
||||
| INT | 0x04 | Integer | 4字节 |
|
||||
| LONG | 0x08 | Long | 8字节 |
|
||||
| FLOAT | 0x10 | Float | 4字节 |
|
||||
| DOUBLE | 0x20 | Double | 8字节 |
|
||||
| STRING | 0x40 | String | 变长 |
|
||||
| BYTE_ARRAY | 0x80 | byte[] | 变长 |
|
||||
|
||||
## 注意事项
|
||||
|
||||
1. **独立功能**: 本功能不依赖Spring框架，可以在任何Java应用中使用。
|
||||
|
||||
2. **线程安全**: `MulticastSender`不是线程安全的，如果需要在多线程环境中使用，需要外部同步。
|
||||
|
||||
3. **资源管理**: 使用完毕后务必调用`close()`方法释放资源。
|
||||
|
||||
4. **网络权限**: 在某些操作系统上，发送UDP多播数据可能需要特殊权限。
|
||||
|
||||
5. **防火墙**: 确保防火墙允许UDP数据包通过配置的端口。
|
||||
|
||||
6. **TTL值**: TTL值决定了数据包可以经过的路由器数量，通常设置为1（本地网络）或更大的值（跨网络）。
|
||||
|
||||
7. **回环**: 如果`loopbackDisabled`为`true`，发送的数据不会回环到本地接收端，适合生产环境。
|
||||
|
||||
## 故障排查
|
||||
|
||||
### 初始化失败
|
||||
|
||||
1. 检查多播组IP地址是否有效（必须是224.0.0.0到239.255.255.255之间）
|
||||
2. 检查端口是否被占用
|
||||
3. 检查网络接口是否正确
|
||||
4. 查看日志中的详细错误信息
|
||||
|
||||
### 发送失败
|
||||
|
||||
1. 检查网络连接
|
||||
2. 检查防火墙设置
|
||||
3. 检查多播组地址和端口是否正确
|
||||
4. 查看日志中的详细错误信息
|
||||
|
||||
### 数据格式问题
|
||||
|
||||
1. 检查COP协议格式是否与接收端一致
|
||||
2. 检查数据类型是否正确
|
||||
3. 查看`COPMessageBuilder`的构建逻辑
|
||||
|
||||
## 扩展
|
||||
|
||||
如果需要扩展功能，可以：
|
||||
|
||||
1. **自定义协议格式**: 修改`COPMessageBuilder`以支持不同的协议格式
|
||||
2. **批量发送**: 添加批量发送方法
|
||||
3. **异步发送**: 添加异步发送支持
|
||||
4. **发送统计**: 添加发送统计和监控功能
|
||||
5. **重试机制**: 添加发送失败重试机制
|
||||
|
||||
## 完整示例
|
||||
|
||||
参考 `MulticastSenderExample.java` 文件中的完整示例代码。
|
||||
@@ -0,0 +1,87 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<project xmlns="http://maven.apache.org/POM/4.0.0"
|
||||
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
|
||||
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0
|
||||
http://maven.apache.org/xsd/maven-4.0.0.xsd">
|
||||
<modelVersion>4.0.0</modelVersion>
|
||||
|
||||
<!-- 继承父工程 -->
|
||||
<parent>
|
||||
<groupId>com.afe.dc</groupId>
|
||||
<artifactId>dc-parent</artifactId>
|
||||
<version>1.0.0-SNAPSHOT</version>
|
||||
<relativePath>../dc-parent/pom.xml</relativePath>
|
||||
</parent>
|
||||
|
||||
<artifactId>dc-tranlog-server</artifactId>
|
||||
<name>DC TranLog Server</name>
|
||||
<description>交易日志服务器 - 处理交易数据、MTC(分钟交易数据)、价格成交量等业务逻辑</description>
|
||||
|
||||
<properties>
|
||||
<openfeign.version>4.1.0</openfeign.version>
|
||||
</properties>
|
||||
|
||||
<dependencies>
|
||||
|
||||
<!-- 公共模块 Spring包-->
|
||||
<dependency>
|
||||
<groupId>com.afe.dc</groupId>
|
||||
<artifactId>dc-common-settting</artifactId>
|
||||
<version>${project.version}</version>
|
||||
</dependency>
|
||||
|
||||
<!-- 公共模块 基础包 -->
|
||||
<dependency>
|
||||
<groupId>com.afe.dc</groupId>
|
||||
<artifactId>dc-common-core</artifactId>
|
||||
<version>${project.version}</version>
|
||||
</dependency>
|
||||
|
||||
|
||||
<!-- Data Dao 基础包 -->
|
||||
<dependency>
|
||||
<groupId>com.afe.dc</groupId>
|
||||
<artifactId>dc-data-feign</artifactId>
|
||||
<version>${project.version}</version>
|
||||
</dependency>
|
||||
|
||||
</dependencies>
|
||||
|
||||
<build>
|
||||
<finalName>${project.artifactId}</finalName>
|
||||
<plugins>
|
||||
<plugin>
|
||||
<groupId>org.apache.maven.plugins</groupId>
|
||||
<artifactId>maven-compiler-plugin</artifactId>
|
||||
<configuration>
|
||||
<source>17</source>
|
||||
<target>17</target>
|
||||
<compilerArgs>
|
||||
<arg>-parameters</arg>
|
||||
</compilerArgs>
|
||||
</configuration>
|
||||
</plugin>
|
||||
|
||||
<plugin>
|
||||
<groupId>org.springframework.boot</groupId>
|
||||
<artifactId>spring-boot-maven-plugin</artifactId>
|
||||
<configuration>
|
||||
<excludes>
|
||||
<exclude>
|
||||
<groupId>org.projectlombok</groupId>
|
||||
<artifactId>lombok</artifactId>
|
||||
</exclude>
|
||||
</excludes>
|
||||
</configuration>
|
||||
<executions>
|
||||
<execution>
|
||||
<goals>
|
||||
<goal>repackage</goal>
|
||||
</goals>
|
||||
</execution>
|
||||
</executions>
|
||||
</plugin>
|
||||
</plugins>
|
||||
</build>
|
||||
|
||||
</project>
|
||||
@@ -0,0 +1,58 @@
|
||||
package com.afe.dc.tranlog;
|
||||
|
||||
import com.afe.dc.tranlog.service.TranDatabaseService;
|
||||
import com.baomidou.mybatisplus.annotation.DbType;
|
||||
import com.baomidou.mybatisplus.extension.plugins.MybatisPlusInterceptor;
|
||||
import com.baomidou.mybatisplus.extension.plugins.inner.PaginationInnerInterceptor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.mybatis.spring.annotation.MapperScan;
|
||||
import org.springframework.boot.CommandLineRunner;
|
||||
import org.springframework.boot.SpringApplication;
|
||||
import org.springframework.boot.autoconfigure.SpringBootApplication;
|
||||
import org.springframework.context.annotation.Bean;
|
||||
|
||||
/**
|
||||
* TranLogServer 主应用类
|
||||
* 对应C++的main函数和CTranLogServer::Initialize
|
||||
*/
|
||||
@Slf4j
|
||||
@SpringBootApplication
|
||||
@MapperScan("com.afe.dc.tranlog.domain.mapper")
|
||||
public class TranLogServiceApplication {
|
||||
|
||||
public static void main(String[] args) {
|
||||
log.info("[TranLogServerApplication] Starting TranLogServer...");
|
||||
SpringApplication.run(TranLogServiceApplication.class, args);
|
||||
}
|
||||
|
||||
/**
|
||||
* 应用启动后初始化
|
||||
* 对应C++的Initialize方法
|
||||
*/
|
||||
@Bean
|
||||
public CommandLineRunner init(TranDatabaseService tranDatabaseService) {
|
||||
return args -> {
|
||||
log.info("[TranLogServerApplication] Initializing TranLogServer...");
|
||||
|
||||
// 初始化数据库
|
||||
if (tranDatabaseService.initialize()) {
|
||||
log.info("[TranLogServerApplication] TranDatabase initialized successfully");
|
||||
} else {
|
||||
log.error("[TranLogServerApplication] Failed to initialize TranDatabase");
|
||||
System.exit(1);
|
||||
}
|
||||
|
||||
log.info("[TranLogServerApplication] TranLogServer started successfully");
|
||||
};
|
||||
}
|
||||
|
||||
/**
|
||||
* MyBatis-Plus 分页插件配置
|
||||
*/
|
||||
@Bean
|
||||
public MybatisPlusInterceptor mybatisPlusInterceptor() {
|
||||
MybatisPlusInterceptor interceptor = new MybatisPlusInterceptor();
|
||||
interceptor.addInnerInterceptor(new PaginationInnerInterceptor(DbType.MYSQL));
|
||||
return interceptor;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,53 @@
|
||||
package com.afe.dc.tranlog.config;
|
||||
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.context.annotation.Bean;
|
||||
import org.springframework.context.annotation.Configuration;
|
||||
import org.springframework.scheduling.annotation.EnableAsync;
|
||||
import org.springframework.scheduling.concurrent.ThreadPoolTaskExecutor;
|
||||
|
||||
import java.util.concurrent.Executor;
|
||||
import java.util.concurrent.ThreadPoolExecutor;
|
||||
|
||||
/**
|
||||
* 异步配置类
|
||||
* 对应C++的线程池配置
|
||||
*/
|
||||
@Slf4j
|
||||
@Configuration
|
||||
@EnableAsync
|
||||
public class AsyncConfig {
|
||||
|
||||
/**
|
||||
* 异步任务执行器
|
||||
* 用于数据重建、备份等异步操作
|
||||
*/
|
||||
@Bean(name = "tranlogTaskExecutor")
|
||||
public Executor tranlogTaskExecutor() {
|
||||
ThreadPoolTaskExecutor executor = new ThreadPoolTaskExecutor();
|
||||
executor.setCorePoolSize(10);
|
||||
executor.setMaxPoolSize(20);
|
||||
executor.setQueueCapacity(100);
|
||||
executor.setThreadNamePrefix("tranlog-");
|
||||
executor.setRejectedExecutionHandler(new ThreadPoolExecutor.CallerRunsPolicy());
|
||||
executor.initialize();
|
||||
log.info("[AsyncConfig] Initialized tranlogTaskExecutor");
|
||||
return executor;
|
||||
}
|
||||
|
||||
/**
|
||||
* 重建任务执行器
|
||||
*/
|
||||
@Bean(name = "rebuildTaskExecutor")
|
||||
public Executor rebuildTaskExecutor() {
|
||||
ThreadPoolTaskExecutor executor = new ThreadPoolTaskExecutor();
|
||||
executor.setCorePoolSize(5);
|
||||
executor.setMaxPoolSize(10);
|
||||
executor.setQueueCapacity(50);
|
||||
executor.setThreadNamePrefix("rebuild-");
|
||||
executor.setRejectedExecutionHandler(new ThreadPoolExecutor.CallerRunsPolicy());
|
||||
executor.initialize();
|
||||
log.info("[AsyncConfig] Initialized rebuildTaskExecutor");
|
||||
return executor;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,51 @@
|
||||
package com.afe.dc.tranlog.config;
|
||||
|
||||
import lombok.Data;
|
||||
import org.springframework.boot.context.properties.ConfigurationProperties;
|
||||
import org.springframework.context.annotation.Configuration;
|
||||
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
|
||||
/**
|
||||
* UDP多播接收配置
|
||||
* 对应C++的LoadConfig中的配置项
|
||||
*/
|
||||
@Data
|
||||
@Configuration
|
||||
@ConfigurationProperties(prefix = "multicast.receiver")
|
||||
public class MulticastConfig {
|
||||
|
||||
/**
|
||||
* 接收端口
|
||||
* 对应C++的RecvPort
|
||||
*/
|
||||
private Integer recvPort;
|
||||
|
||||
/**
|
||||
* 本地网络接口IP地址
|
||||
* 对应C++的IPAddress
|
||||
*/
|
||||
private String ipAddress = "0.0.0.0";
|
||||
|
||||
/**
|
||||
* 多播组IP地址列表
|
||||
* 对应C++的GroupIP0, GroupIP1, ...
|
||||
*/
|
||||
private List<String> groupIps = new ArrayList<>();
|
||||
|
||||
/**
|
||||
* 是否启用UDP多播接收
|
||||
*/
|
||||
private Boolean enabled = true;
|
||||
|
||||
/**
|
||||
* 接收缓冲区大小（字节）
|
||||
*/
|
||||
private Integer bufferSize = 65536;
|
||||
|
||||
/**
|
||||
* 接收超时时间（毫秒）
|
||||
*/
|
||||
private Integer timeout = 1000;
|
||||
}
|
||||
@@ -0,0 +1,18 @@
|
||||
package com.afe.dc.tranlog.config;
|
||||
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.context.annotation.Configuration;
|
||||
import org.springframework.scheduling.annotation.EnableScheduling;
|
||||
|
||||
/**
|
||||
* 定时任务配置类
|
||||
* 对应C++的定时器配置
|
||||
*/
|
||||
@Slf4j
|
||||
@Configuration
|
||||
@EnableScheduling
|
||||
public class ScheduleConfig {
|
||||
|
||||
// 定时任务配置已启用
|
||||
// 具体的定时任务在ScheduledTask类中定义
|
||||
}
|
||||
@@ -0,0 +1,111 @@
|
||||
package com.afe.dc.tranlog.controller.internal;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.AccumulatedData;
|
||||
import com.afe.dc.tranlog.domain.dto.BuySellStrength;
|
||||
import com.afe.dc.tranlog.domain.model.entity.MtcRecord;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranTable;
|
||||
import com.afe.dc.tranlog.service.TranDatabaseService;
|
||||
import com.afe.dc.tranlog.service.TranTableService;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.http.ResponseEntity;
|
||||
import org.springframework.web.bind.annotation.*;
|
||||
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
|
||||
/**
|
||||
* 数据查询控制器
|
||||
* 提供交易数据查询接口
|
||||
*/
|
||||
@Slf4j
|
||||
@RestController
|
||||
@RequestMapping("/api/data")
|
||||
@RequiredArgsConstructor
|
||||
public class DataQueryController {
|
||||
|
||||
private final TranDatabaseService tranDatabaseService;
|
||||
private final TranTableService tranTableService;
|
||||
|
||||
/**
|
||||
* 获取MTC记录
|
||||
*/
|
||||
@GetMapping("/mtc/{itemNo}")
|
||||
public ResponseEntity<List<MtcRecord>> getMtcRecords(
|
||||
@PathVariable Long itemNo,
|
||||
@RequestParam(required = false, defaultValue = "0") Integer dateIndex,
|
||||
@RequestParam(required = false) Integer startIndex,
|
||||
@RequestParam(required = false) Integer endIndex) {
|
||||
|
||||
try {
|
||||
List<MtcRecord> records = new ArrayList<>();
|
||||
|
||||
// 获取MTC记录数量
|
||||
int size = tranTableService.getMtcRecord(itemNo, 0, dateIndex) != null ?
|
||||
tranTableService.getMtcRecord(itemNo, 0, dateIndex).getSeq().intValue() : 0;
|
||||
|
||||
int start = startIndex != null ? startIndex : 0;
|
||||
int end = endIndex != null ? endIndex : size;
|
||||
|
||||
for (int i = start; i < end && i < size; i++) {
|
||||
MtcRecord record = tranTableService.getMtcRecord(itemNo, i, dateIndex);
|
||||
if (record != null) {
|
||||
records.add(record);
|
||||
}
|
||||
}
|
||||
|
||||
return ResponseEntity.ok(records);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataQueryController] Error getting MTC records", e);
|
||||
return ResponseEntity.internalServerError().build();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取累计数据
|
||||
*/
|
||||
@GetMapping("/accumulated/{itemNo}")
|
||||
public ResponseEntity<AccumulatedData> getAccumulatedData(@PathVariable Long itemNo) {
|
||||
try {
|
||||
AccumulatedData data = tranTableService.getAccumulatedData(itemNo);
|
||||
return ResponseEntity.ok(data);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataQueryController] Error getting accumulated data", e);
|
||||
return ResponseEntity.internalServerError().build();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取买卖强度
|
||||
*/
|
||||
@GetMapping("/buysell/{itemNo}")
|
||||
public ResponseEntity<BuySellStrength> getBuySellStrength(
|
||||
@PathVariable Long itemNo,
|
||||
@RequestParam(required = false, defaultValue = "false") Boolean is15Tick) {
|
||||
|
||||
try {
|
||||
BuySellStrength strength = tranTableService.getBuySellStrength(itemNo, is15Tick);
|
||||
return ResponseEntity.ok(strength);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataQueryController] Error getting buy sell strength", e);
|
||||
return ResponseEntity.internalServerError().build();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取交易表信息
|
||||
*/
|
||||
@GetMapping("/table/{itemNo}")
|
||||
public ResponseEntity<TranTable> getTranTable(@PathVariable Long itemNo) {
|
||||
try {
|
||||
TranTable table = tranDatabaseService.getTranTable(itemNo);
|
||||
if (table == null) {
|
||||
return ResponseEntity.notFound().build();
|
||||
}
|
||||
return ResponseEntity.ok(table);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataQueryController] Error getting tran table", e);
|
||||
return ResponseEntity.internalServerError().build();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,56 @@
|
||||
package com.afe.dc.tranlog.controller.internal;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import com.afe.dc.tranlog.service.TranLogService;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.http.ResponseEntity;
|
||||
import org.springframework.web.bind.annotation.*;
|
||||
|
||||
/**
|
||||
* 数据接收控制器
|
||||
* 对应C++的CallbackFunc回调函数
|
||||
* 接收实时交易数据
|
||||
*/
|
||||
@Slf4j
|
||||
@RestController
|
||||
@RequestMapping("/api/tranlog")
|
||||
@RequiredArgsConstructor
|
||||
public class DataReceiverController {
|
||||
|
||||
private final TranLogService tranLogService;
|
||||
|
||||
/**
|
||||
* 接收交易数据
|
||||
* 对应C++的Process方法
|
||||
*/
|
||||
@PostMapping("/process")
|
||||
public ResponseEntity<Boolean> processData(@RequestBody COPItem item) {
|
||||
try {
|
||||
boolean result = tranLogService.process(item);
|
||||
return ResponseEntity.ok(result);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataReceiverController] Error processing data", e);
|
||||
return ResponseEntity.internalServerError().body(false);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 批量接收交易数据
|
||||
*/
|
||||
@PostMapping("/process/batch")
|
||||
public ResponseEntity<Integer> processBatchData(@RequestBody java.util.List<COPItem> items) {
|
||||
try {
|
||||
int successCount = 0;
|
||||
for (COPItem item : items) {
|
||||
if (tranLogService.process(item)) {
|
||||
successCount++;
|
||||
}
|
||||
}
|
||||
return ResponseEntity.ok(successCount);
|
||||
} catch (Exception e) {
|
||||
log.error("[DataReceiverController] Error processing batch data", e);
|
||||
return ResponseEntity.internalServerError().body(0);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
package com.afe.dc.tranlog.controller.internal;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.TradeDayResponse;
|
||||
import com.afe.dc.tranlog.service.TranLogService;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.http.ResponseEntity;
|
||||
import org.springframework.web.bind.annotation.*;
|
||||
|
||||
import java.time.LocalDate;
|
||||
|
||||
/**
|
||||
* 交易日管理控制器
|
||||
*/
|
||||
@Slf4j
|
||||
@RestController
|
||||
@RequestMapping("/api/trade-day")
|
||||
@RequiredArgsConstructor
|
||||
public class TradeDayController {
|
||||
|
||||
private final TranLogService tranLogService;
|
||||
|
||||
/**
|
||||
* 获取交易日
|
||||
*/
|
||||
@GetMapping("/{dayCode}")
|
||||
public ResponseEntity<TradeDayResponse> getTradeDay(@PathVariable Integer dayCode) {
|
||||
try {
|
||||
LocalDate tradeDate = tranLogService.getTradeDay(dayCode);
|
||||
LocalDate nextTradeDate = tranLogService.getNextTradeDay();
|
||||
|
||||
TradeDayResponse response = TradeDayResponse.builder()
|
||||
.dayCode(dayCode)
|
||||
.tradeDate(tradeDate)
|
||||
.nextTradeDate(nextTradeDate)
|
||||
.valid(tradeDate != null)
|
||||
.build();
|
||||
|
||||
return ResponseEntity.ok(response);
|
||||
} catch (Exception e) {
|
||||
log.error("[TradeDayController] Error getting trade day", e);
|
||||
return ResponseEntity.internalServerError().build();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 验证交易时间
|
||||
*/
|
||||
@GetMapping("/validate-time")
|
||||
public ResponseEntity<Boolean> validateTradeTime(
|
||||
@RequestParam Byte hour,
|
||||
@RequestParam Byte min) {
|
||||
|
||||
try {
|
||||
boolean valid = tranLogService.isValidTradeTime(hour, min);
|
||||
return ResponseEntity.ok(valid);
|
||||
} catch (Exception e) {
|
||||
log.error("[TradeDayController] Error validating trade time", e);
|
||||
return ResponseEntity.internalServerError().body(false);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,31 @@
|
||||
package com.afe.dc.tranlog.domain.dto;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serializable;
|
||||
|
||||
/**
|
||||
* 累计数据DTO
|
||||
* 对应C++的CAccumulatedLogic计算结果
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class AccumulatedData implements Serializable {
|
||||
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 累计成交量
|
||||
*/
|
||||
private Double volume;
|
||||
|
||||
/**
|
||||
* 累计成交额
|
||||
*/
|
||||
private Double turnover;
|
||||
}
|
||||
@@ -0,0 +1,39 @@
|
||||
package com.afe.dc.tranlog.domain.dto;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serial;
|
||||
import java.io.Serializable;
|
||||
|
||||
/**
|
||||
* 买卖强度DTO
|
||||
* 对应C++的CBuySellStrengthLogic计算结果
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class BuySellStrength implements Serializable {
|
||||
|
||||
@Serial
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 高强度
|
||||
*/
|
||||
private Float high;
|
||||
|
||||
/**
|
||||
* 中强度
|
||||
*/
|
||||
private Float mid;
|
||||
|
||||
/**
|
||||
* 低强度
|
||||
*/
|
||||
private Float low;
|
||||
}
|
||||
@@ -0,0 +1,94 @@
|
||||
package com.afe.dc.tranlog.domain.dto;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serial;
|
||||
import java.io.Serializable;
|
||||
import java.util.HashMap;
|
||||
import java.util.Map;
|
||||
|
||||
/**
|
||||
* COP数据项DTO
|
||||
* 对应C++的COP_ITEM
|
||||
* 用于数据传输和消息传递
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class COPItem implements Serializable {
|
||||
|
||||
@Serial
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 交易品种编号
|
||||
*/
|
||||
private Long itemNo;
|
||||
|
||||
/**
|
||||
* 消息类型
|
||||
* MGT_UPDATE = 更新消息
|
||||
* MGT_FORCEUPDATE = 强制更新
|
||||
* MGT_DROP = 删除消息
|
||||
* MGT_INTRADAYREBUILD = 日内重建
|
||||
* MGT_CLOSINGRUN = 收盘运行
|
||||
*/
|
||||
private Integer msgType;
|
||||
|
||||
/**
|
||||
* FID字段数据映射
|
||||
* Key: FID编号
|
||||
* Value: 字段值
|
||||
*/
|
||||
@Builder.Default
|
||||
private Map<Integer, Object> fields = new HashMap<>();
|
||||
|
||||
/**
|
||||
* 添加FID字段
|
||||
*/
|
||||
public void addField(Integer fid, Object value) {
|
||||
if (fields == null) {
|
||||
fields = new HashMap<>();
|
||||
}
|
||||
fields.put(fid, value);
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取FID字段值
|
||||
*/
|
||||
public Object getField(Integer fid) {
|
||||
return fields != null ? fields.get(fid) : null;
|
||||
}
|
||||
|
||||
/**
|
||||
* 消息类型常量
|
||||
*/
|
||||
public static class MsgType {
|
||||
public static final int MGT_UPDATE = 1;
|
||||
public static final int MGT_FORCEUPDATE = 2;
|
||||
public static final int MGT_DROP = 3;
|
||||
public static final int MGT_INTRADAYREBUILD = 4;
|
||||
public static final int MGT_CLOSINGRUN = 5;
|
||||
}
|
||||
|
||||
/**
|
||||
* FID常量定义
|
||||
*/
|
||||
public static class FID {
|
||||
public static final int FID_TRAN_LOG = 1001;
|
||||
public static final int FID_RICNAME = 1002;
|
||||
public static final int FID_ASK = 1003;
|
||||
public static final int FID_BID = 1004;
|
||||
public static final int FID_MTCV_01 = 2001;
|
||||
public static final int FID_MTCV_06 = 2006;
|
||||
public static final int FID_PRC_VOL = 3001;
|
||||
public static final int FID_ACC_VOL1 = 3002;
|
||||
public static final int FID_ACC_TURN1 = 3003;
|
||||
public static final int FID_BS_STRENGTH = 3004;
|
||||
public static final int FID_BS_STRN_15TICK = 3005;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,44 @@
|
||||
package com.afe.dc.tranlog.domain.dto;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serial;
|
||||
import java.io.Serializable;
|
||||
import java.time.LocalDate;
|
||||
|
||||
/**
|
||||
* 交易日响应DTO
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class TradeDayResponse implements Serializable {
|
||||
|
||||
@Serial
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 交易日代码（索引）
|
||||
*/
|
||||
private Integer dayCode;
|
||||
|
||||
/**
|
||||
* 交易日日期
|
||||
*/
|
||||
private LocalDate tradeDate;
|
||||
|
||||
/**
|
||||
* 下一个交易日
|
||||
*/
|
||||
private LocalDate nextTradeDate;
|
||||
|
||||
/**
|
||||
* 是否有效
|
||||
*/
|
||||
private Boolean valid;
|
||||
}
|
||||
@@ -0,0 +1,39 @@
|
||||
package com.afe.dc.tranlog.domain.model.entity;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serializable;
|
||||
|
||||
/**
|
||||
* 买卖强度记录实体类
|
||||
* 对应C++的BsRecord结构体
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class BsRecord implements Serializable {
|
||||
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 买入累计成交量
|
||||
*/
|
||||
private Double buySumVolume;
|
||||
|
||||
/**
|
||||
* 卖出累计成交量
|
||||
*/
|
||||
private Double sellSumVolume;
|
||||
|
||||
/**
|
||||
* 清空记录
|
||||
*/
|
||||
public void empty() {
|
||||
this.buySumVolume = 0.0;
|
||||
this.sellSumVolume = 0.0;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,70 @@
|
||||
package com.afe.dc.tranlog.domain.model.entity;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serializable;
|
||||
|
||||
/**
|
||||
* MTC记录实体类
|
||||
* 对应C++的MtcRecord结构体
|
||||
* MTC = Minute Transaction Count (分钟交易数据)
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class MtcRecord implements Serializable {
|
||||
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 序列号
|
||||
*/
|
||||
private Long seq;
|
||||
|
||||
/**
|
||||
* 开盘价
|
||||
*/
|
||||
private Float open;
|
||||
|
||||
/**
|
||||
* 最高价
|
||||
*/
|
||||
private Float high;
|
||||
|
||||
/**
|
||||
* 最低价
|
||||
*/
|
||||
private Float low;
|
||||
|
||||
/**
|
||||
* 收盘价
|
||||
*/
|
||||
private Float exit;
|
||||
|
||||
/**
|
||||
* 成交量
|
||||
*/
|
||||
private Double volume;
|
||||
|
||||
/**
|
||||
* 记录时间 (HHMM格式，如915表示9:15)
|
||||
*/
|
||||
private Short recordTime;
|
||||
|
||||
/**
|
||||
* 清空记录
|
||||
*/
|
||||
public void empty() {
|
||||
this.seq = 0L;
|
||||
this.open = 0.0f;
|
||||
this.high = 0.0f;
|
||||
this.low = 0.0f;
|
||||
this.exit = 0.0f;
|
||||
this.volume = 0.0;
|
||||
this.recordTime = null;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,87 @@
|
||||
package com.afe.dc.tranlog.domain.model.entity;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serializable;
|
||||
|
||||
/**
|
||||
* 交易记录实体类
|
||||
* 对应C++的CTranRecord
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class TranRecord implements Serializable {
|
||||
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 序列号
|
||||
*/
|
||||
private Long seq;
|
||||
|
||||
/**
|
||||
* 小时
|
||||
*/
|
||||
private Byte hour;
|
||||
|
||||
/**
|
||||
* 分钟
|
||||
*/
|
||||
private Byte min;
|
||||
|
||||
/**
|
||||
* 秒
|
||||
*/
|
||||
private Byte sec;
|
||||
|
||||
/**
|
||||
* 成交量
|
||||
*/
|
||||
private Double volume;
|
||||
|
||||
/**
|
||||
* 价格
|
||||
*/
|
||||
private Float price;
|
||||
|
||||
/**
|
||||
* 标志位 (FLAG_ASK=0x1, FLAG_BID=0x2, FLAG_NOMINAL=0x4)
|
||||
*/
|
||||
private Byte flag;
|
||||
|
||||
/**
|
||||
* 新FID标识 (用于处理fid 2700)
|
||||
*/
|
||||
private Integer newFid;
|
||||
|
||||
/**
|
||||
* 是否已初始化
|
||||
*/
|
||||
private Boolean initialized;
|
||||
|
||||
/**
|
||||
* 判断是否为ASK标志
|
||||
*/
|
||||
public boolean isAsk() {
|
||||
return flag != null && (flag & 0x1) != 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为BID标志
|
||||
*/
|
||||
public boolean isBid() {
|
||||
return flag != null && (flag & 0x2) != 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为NOMINAL标志
|
||||
*/
|
||||
public boolean isNominal() {
|
||||
return flag != null && (flag & 0x4) != 0;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,148 @@
|
||||
package com.afe.dc.tranlog.domain.model.entity;
|
||||
|
||||
import lombok.AllArgsConstructor;
|
||||
import lombok.Builder;
|
||||
import lombok.Data;
|
||||
import lombok.NoArgsConstructor;
|
||||
|
||||
import java.io.Serializable;
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* 交易表实体类
|
||||
* 对应C++的CTranTable类
|
||||
* 存储单个交易品种的所有交易记录和业务逻辑数据
|
||||
*/
|
||||
@Data
|
||||
@Builder
|
||||
@NoArgsConstructor
|
||||
@AllArgsConstructor
|
||||
public class TranTable implements Serializable {
|
||||
|
||||
private static final long serialVersionUID = 1L;
|
||||
|
||||
/**
|
||||
* 交易品种编号
|
||||
*/
|
||||
private Long itemNo;
|
||||
|
||||
/**
|
||||
* RIC名称
|
||||
*/
|
||||
private String ricName;
|
||||
|
||||
/**
|
||||
* 卖价
|
||||
*/
|
||||
private Float ask;
|
||||
|
||||
/**
|
||||
* 买价
|
||||
*/
|
||||
private Float bid;
|
||||
|
||||
/**
|
||||
* 上一个卖价
|
||||
*/
|
||||
private Float lastAsk;
|
||||
|
||||
/**
|
||||
* 上一个买价
|
||||
*/
|
||||
private Float lastBid;
|
||||
|
||||
/**
|
||||
* 交易记录列表
|
||||
*/
|
||||
@Builder.Default
|
||||
private List<TranRecord> records = new ArrayList<>();
|
||||
|
||||
/**
|
||||
* 是否发送增值数据
|
||||
*/
|
||||
@Builder.Default
|
||||
private Boolean sendValueAdded = true;
|
||||
|
||||
/**
|
||||
* 读写锁 - 保护基础数据（价格、名称等）
|
||||
*/
|
||||
private transient ReentrantReadWriteLock rtLock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 读写锁 - 保护业务逻辑数据
|
||||
*/
|
||||
private transient ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 添加交易记录
|
||||
*/
|
||||
public void addRecord(TranRecord record) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
if (records == null) {
|
||||
records = new ArrayList<>();
|
||||
}
|
||||
records.add(record);
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新价格
|
||||
*/
|
||||
public boolean updatePrice(Float ask, Float bid, int flag) {
|
||||
rtLock.writeLock().lock();
|
||||
try {
|
||||
if ((flag & 0x1) != 0) {
|
||||
this.lastAsk = this.ask;
|
||||
this.ask = ask;
|
||||
}
|
||||
if ((flag & 0x2) != 0) {
|
||||
this.lastBid = this.bid;
|
||||
this.bid = bid;
|
||||
}
|
||||
return true;
|
||||
} finally {
|
||||
rtLock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取卖价（线程安全）
|
||||
*/
|
||||
public Float getAsk() {
|
||||
rtLock.readLock().lock();
|
||||
try {
|
||||
return ask;
|
||||
} finally {
|
||||
rtLock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取买价（线程安全）
|
||||
*/
|
||||
public Float getBid() {
|
||||
rtLock.readLock().lock();
|
||||
try {
|
||||
return bid;
|
||||
} finally {
|
||||
rtLock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取RIC名称（线程安全）
|
||||
*/
|
||||
public String getRicName() {
|
||||
rtLock.readLock().lock();
|
||||
try {
|
||||
return ricName;
|
||||
} finally {
|
||||
rtLock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,111 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.AccumulatedData;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* 累计数据逻辑服务
|
||||
* 对应C++的CAccumulatedLogic类
|
||||
* 负责计算累计成交量和成交额
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
public class AccumulatedLogicService {
|
||||
|
||||
/**
|
||||
* 累计成交量
|
||||
*/
|
||||
private Double volume = 0.0;
|
||||
|
||||
/**
|
||||
* 累计成交额
|
||||
*/
|
||||
private Double turnover = 0.0;
|
||||
|
||||
/**
|
||||
* 非自动撮合交易数量
|
||||
*/
|
||||
private Long nonAutomatch = 0L;
|
||||
|
||||
/**
|
||||
* 读写锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 更新累计数据
|
||||
* 对应C++的internalUpdate方法
|
||||
*/
|
||||
public void update(TranRecord record) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
Double recordVolume = record.getVolume() != null ? record.getVolume() : 0.0;
|
||||
Float recordPrice = record.getPrice() != null ? record.getPrice() : 0.0f;
|
||||
|
||||
// 更新累计成交量
|
||||
volume += recordVolume;
|
||||
|
||||
// 更新累计成交额
|
||||
turnover += recordVolume * recordPrice;
|
||||
|
||||
// 判断是否为自动撮合交易
|
||||
if (!isAutomatched(record.getFlag())) {
|
||||
nonAutomatch++;
|
||||
}
|
||||
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取累计数据
|
||||
*/
|
||||
public AccumulatedData getData() {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
return AccumulatedData.builder()
|
||||
.volume(volume)
|
||||
.turnover(turnover)
|
||||
.build();
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 清空成交量
|
||||
*/
|
||||
public void dropVolume() {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
volume = 0.0;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 清空成交额
|
||||
*/
|
||||
public void dropTurnover() {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
turnover = 0.0;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为自动撮合交易
|
||||
*/
|
||||
private boolean isAutomatched(Byte flag) {
|
||||
// 根据业务逻辑判断
|
||||
return flag != null && (flag == ' ' || flag == 'A' || flag == 'B' || flag == 'Y' || flag == 'U');
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,166 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.BuySellStrength;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* 买卖强度逻辑服务
|
||||
* 对应C++的CBuySellStrengthLogic类
|
||||
* 负责计算买卖强度（高/中/低）
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
public class BuySellStrengthService {
|
||||
|
||||
/**
|
||||
* 是否已更新
|
||||
*/
|
||||
private Boolean updated = false;
|
||||
|
||||
/**
|
||||
* 买入成交量
|
||||
*/
|
||||
private Double buyVolume = 0.0;
|
||||
|
||||
/**
|
||||
* 卖出成交量
|
||||
*/
|
||||
private Double sellVolume = 0.0;
|
||||
|
||||
/**
|
||||
* 中性成交量
|
||||
*/
|
||||
private Double neutralVolume = 0.0;
|
||||
|
||||
/**
|
||||
* 读写锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 是否启用
|
||||
*/
|
||||
public static boolean enabled = true;
|
||||
|
||||
/**
|
||||
* 更新买卖强度数据
|
||||
* 对应C++的internalUpdate方法
|
||||
*/
|
||||
public void update(TranRecord record) {
|
||||
if (!enabled) {
|
||||
return;
|
||||
}
|
||||
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
if (!isInterestedFlag(record)) {
|
||||
return;
|
||||
}
|
||||
|
||||
Double volume = record.getVolume() != null ? record.getVolume() : 0.0;
|
||||
Byte flag = record.getFlag();
|
||||
|
||||
// 根据flag判断买卖方向
|
||||
if (record.isAsk()) {
|
||||
// 卖盘
|
||||
sellVolume += volume;
|
||||
} else if (record.isBid()) {
|
||||
// 买盘
|
||||
buyVolume += volume;
|
||||
} else {
|
||||
// 中性
|
||||
neutralVolume += volume;
|
||||
}
|
||||
|
||||
updated = true;
|
||||
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取买卖强度数据
|
||||
*/
|
||||
public BuySellStrength getData() {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
// 计算买卖强度
|
||||
// 这里简化处理，实际应该根据价格-成交量分布来计算
|
||||
Float high = calculateHigh();
|
||||
Float mid = calculateMid();
|
||||
Float low = calculateLow();
|
||||
|
||||
return BuySellStrength.builder()
|
||||
.high(high)
|
||||
.mid(mid)
|
||||
.low(low)
|
||||
.build();
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 清空数据
|
||||
*/
|
||||
public void drop() {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
buyVolume = 0.0;
|
||||
sellVolume = 0.0;
|
||||
neutralVolume = 0.0;
|
||||
updated = false;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为感兴趣的标志
|
||||
*/
|
||||
private boolean isInterestedFlag(TranRecord record) {
|
||||
Byte flag = record.getFlag();
|
||||
return flag != null && (flag == ' ' || flag == 'A' || flag == 'B' || flag == 'Y' || flag == 'U');
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算高强度
|
||||
*/
|
||||
private Float calculateHigh() {
|
||||
// 简化计算，实际应该根据业务逻辑
|
||||
double total = buyVolume + sellVolume + neutralVolume;
|
||||
if (total == 0) {
|
||||
return 0.0f;
|
||||
}
|
||||
return (float) (buyVolume / total * 100);
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算中强度
|
||||
*/
|
||||
private Float calculateMid() {
|
||||
// 简化计算
|
||||
double total = buyVolume + sellVolume + neutralVolume;
|
||||
if (total == 0) {
|
||||
return 0.0f;
|
||||
}
|
||||
return (float) (neutralVolume / total * 100);
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算低强度
|
||||
*/
|
||||
private Float calculateLow() {
|
||||
// 简化计算
|
||||
double total = buyVolume + sellVolume + neutralVolume;
|
||||
if (total == 0) {
|
||||
return 0.0f;
|
||||
}
|
||||
return (float) (sellVolume / total * 100);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,206 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
|
||||
import java.nio.ByteBuffer;
|
||||
import java.nio.ByteOrder;
|
||||
import java.nio.charset.StandardCharsets;
|
||||
import java.util.HashMap;
|
||||
import java.util.Map;
|
||||
|
||||
/**
|
||||
* COP协议解析器
|
||||
* 解析UDP多播接收到的COP协议数据
|
||||
* 对应C++的MsgObject和COP_ITEM解析逻辑
|
||||
*/
|
||||
@Slf4j
|
||||
public class COPParser {
|
||||
|
||||
/**
|
||||
* COP消息头大小（字节）
|
||||
* 通常包含：消息类型(1字节) + ItemNo(4字节) + 其他头部信息
|
||||
*/
|
||||
private static final int COP_HEADER_SIZE = 16;
|
||||
|
||||
/**
|
||||
* 解析COP协议数据
|
||||
*
|
||||
* @param data UDP接收到的字节数组
|
||||
* @return 解析后的COPItem对象，如果解析失败返回null
|
||||
*/
|
||||
public static COPItem parse(byte[] data) {
|
||||
if (data == null || data.length < COP_HEADER_SIZE) {
|
||||
log.warn("[COPParser] Invalid data length: {}", data != null ? data.length : 0);
|
||||
return null;
|
||||
}
|
||||
|
||||
try {
|
||||
ByteBuffer buffer = ByteBuffer.wrap(data);
|
||||
buffer.order(ByteOrder.LITTLE_ENDIAN); // COP协议通常使用小端序
|
||||
|
||||
// 读取消息类型（通常在头部）
|
||||
int msgType = buffer.get() & 0xFF;
|
||||
|
||||
// 读取ItemNo（交易品种编号，4字节）
|
||||
long itemNo = buffer.getInt() & 0xFFFFFFFFL;
|
||||
|
||||
// 解析FID字段
|
||||
// 注意：实际的COP协议格式可能更复杂，这里提供基础框架
|
||||
// 需要根据实际的COP协议规范来完善解析逻辑
|
||||
Map<Integer, Object> fields = parseFidFields(buffer);
|
||||
|
||||
// 创建COPItem对象
|
||||
COPItem item = new COPItem();
|
||||
item.setItemNo(itemNo);
|
||||
item.setMsgType(msgType);
|
||||
item.setFields(fields != null && !fields.isEmpty() ? fields : new HashMap<>());
|
||||
|
||||
return item;
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[COPParser] Error parsing COP data", e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析FID字段
|
||||
*
|
||||
* @param buffer 字节缓冲区
|
||||
* @return FID字段Map，如果解析失败返回空Map
|
||||
*/
|
||||
private static Map<Integer, Object> parseFidFields(ByteBuffer buffer) {
|
||||
Map<Integer, Object> fields = new HashMap<>();
|
||||
|
||||
try {
|
||||
// 跳过头部剩余部分
|
||||
if (buffer.remaining() < 4) {
|
||||
return fields;
|
||||
}
|
||||
|
||||
// 读取FID数量（如果协议中有此字段）
|
||||
int fidCount = 0;
|
||||
if (buffer.remaining() >= 2) {
|
||||
fidCount = buffer.getShort() & 0xFFFF;
|
||||
}
|
||||
|
||||
// 解析每个FID字段
|
||||
// 注意：这里需要根据实际的COP协议格式来实现
|
||||
// 通常格式为：FID编号(2字节) + 数据类型(1字节) + 数据长度(2字节) + 数据内容
|
||||
while (buffer.remaining() >= 5) {
|
||||
int fid = buffer.getShort() & 0xFFFF;
|
||||
byte dataType = buffer.get();
|
||||
int dataLength = buffer.getShort() & 0xFFFF;
|
||||
|
||||
if (buffer.remaining() < dataLength) {
|
||||
log.warn("[COPParser] Insufficient data for FID {}: need {}, remaining {}",
|
||||
fid, dataLength, buffer.remaining());
|
||||
break;
|
||||
}
|
||||
|
||||
Object value = parseFidValue(buffer, dataType, dataLength);
|
||||
if (value != null) {
|
||||
fields.put(fid, value);
|
||||
}
|
||||
}
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[COPParser] Error parsing FID fields", e);
|
||||
}
|
||||
|
||||
return fields;
|
||||
}
|
||||
|
||||
/**
|
||||
* 根据数据类型解析FID值
|
||||
*
|
||||
* @param buffer 字节缓冲区
|
||||
* @param dataType 数据类型
|
||||
* @param length 数据长度
|
||||
* @return 解析后的值
|
||||
*/
|
||||
private static Object parseFidValue(ByteBuffer buffer, byte dataType, int length) {
|
||||
try {
|
||||
switch (dataType) {
|
||||
case 0x01: // CHAR
|
||||
if (length >= 1) {
|
||||
return (char) buffer.get();
|
||||
}
|
||||
break;
|
||||
case 0x02: // SHORT
|
||||
if (length >= 2) {
|
||||
return buffer.getShort();
|
||||
}
|
||||
break;
|
||||
case 0x04: // INT
|
||||
if (length >= 4) {
|
||||
return buffer.getInt();
|
||||
}
|
||||
break;
|
||||
case 0x08: // LONG
|
||||
if (length >= 8) {
|
||||
return buffer.getLong();
|
||||
}
|
||||
break;
|
||||
case 0x10: // FLOAT
|
||||
if (length >= 4) {
|
||||
return buffer.getFloat();
|
||||
}
|
||||
break;
|
||||
case 0x20: // DOUBLE
|
||||
if (length >= 8) {
|
||||
return buffer.getDouble();
|
||||
}
|
||||
break;
|
||||
case 0x40: // STRING
|
||||
if (length > 0) {
|
||||
byte[] strBytes = new byte[length];
|
||||
buffer.get(strBytes);
|
||||
return new String(strBytes, StandardCharsets.UTF_8).trim();
|
||||
}
|
||||
break;
|
||||
default:
|
||||
// 未知类型，读取原始字节
|
||||
if (length > 0) {
|
||||
byte[] rawBytes = new byte[length];
|
||||
buffer.get(rawBytes);
|
||||
return rawBytes;
|
||||
}
|
||||
break;
|
||||
}
|
||||
} catch (Exception e) {
|
||||
log.error("[COPParser] Error parsing FID value, type={}, length={}", dataType, length, e);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
/**
|
||||
* 简化版解析：直接从字节数组解析基础信息
|
||||
* 如果完整解析失败，可以使用此方法作为fallback
|
||||
*/
|
||||
public static COPItem parseSimple(byte[] data) {
|
||||
if (data == null || data.length < 5) {
|
||||
return null;
|
||||
}
|
||||
|
||||
try {
|
||||
ByteBuffer buffer = ByteBuffer.wrap(data);
|
||||
buffer.order(ByteOrder.LITTLE_ENDIAN);
|
||||
|
||||
int msgType = buffer.get() & 0xFF;
|
||||
long itemNo = buffer.getInt() & 0xFFFFFFFFL;
|
||||
|
||||
COPItem item = new COPItem();
|
||||
item.setItemNo(itemNo);
|
||||
item.setMsgType(msgType);
|
||||
item.setFields(new HashMap<>());
|
||||
|
||||
return item;
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[COPParser] Error in simple parse", e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,244 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.model.entity.MtcRecord;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
import java.util.Map;
|
||||
import java.util.concurrent.ConcurrentHashMap;
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* MTC逻辑服务
|
||||
* 对应C++的CMTCLogic类
|
||||
* 负责计算和生成分钟级交易数据（MTC - Minute Transaction Count）
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
public class MTCLogicService {
|
||||
|
||||
/**
|
||||
* MTC记录映射
|
||||
* Key: DateIndex (日期索引，0=当前交易日，1=下一个交易日)
|
||||
* Value: MTC记录列表
|
||||
*/
|
||||
private final Map<Integer, List<MtcRecord>> mtcMap = new ConcurrentHashMap<>();
|
||||
|
||||
/**
|
||||
* 参考价格（开盘价）
|
||||
*/
|
||||
private Float referencePrice = 0.0f;
|
||||
|
||||
/**
|
||||
* 参考价格是否已更新
|
||||
*/
|
||||
private Boolean referencePriceUpdated = false;
|
||||
|
||||
/**
|
||||
* 当前Tick时间索引
|
||||
*/
|
||||
private Integer currentTickTimeIndex = -1;
|
||||
|
||||
/**
|
||||
* 交易开始时间 (HHMM格式)
|
||||
*/
|
||||
private Short startTime;
|
||||
|
||||
/**
|
||||
* 交易结束时间 (HHMM格式)
|
||||
*/
|
||||
private Short endTime;
|
||||
|
||||
/**
|
||||
* MTC开始时间 (HHMM格式)
|
||||
*/
|
||||
private Short mtcStartTime;
|
||||
|
||||
/**
|
||||
* MTC结束时间 (HHMM格式)
|
||||
*/
|
||||
private Short mtcEndTime;
|
||||
|
||||
/**
|
||||
* 交易品种编号
|
||||
*/
|
||||
private Long itemNo;
|
||||
|
||||
/**
|
||||
* 最后序列号
|
||||
*/
|
||||
private Long lastSeqNum = 0L;
|
||||
|
||||
/**
|
||||
* 读写锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 初始化MTC逻辑
|
||||
*/
|
||||
public void initialize(Long itemNo, Short startTime, Short endTime,
|
||||
Short mtcStartTime, Short mtcEndTime, int totalMinutes) {
|
||||
this.itemNo = itemNo;
|
||||
this.startTime = startTime;
|
||||
this.endTime = endTime;
|
||||
this.mtcStartTime = mtcStartTime;
|
||||
this.mtcEndTime = mtcEndTime;
|
||||
|
||||
// 初始化两个日期的MTC记录列表
|
||||
List<MtcRecord> currentDay = new ArrayList<>(totalMinutes);
|
||||
for (int i = 0; i < totalMinutes; i++) {
|
||||
currentDay.add(MtcRecord.builder()
|
||||
.seq(0L)
|
||||
.open(0.0f)
|
||||
.high(0.0f)
|
||||
.low(0.0f)
|
||||
.exit(0.0f)
|
||||
.volume(0.0)
|
||||
.build());
|
||||
}
|
||||
mtcMap.put(0, currentDay);
|
||||
|
||||
List<MtcRecord> nextDay = new ArrayList<>(totalMinutes);
|
||||
for (int i = 0; i < totalMinutes; i++) {
|
||||
nextDay.add(MtcRecord.builder()
|
||||
.seq(0L)
|
||||
.open(0.0f)
|
||||
.high(0.0f)
|
||||
.low(0.0f)
|
||||
.exit(0.0f)
|
||||
.volume(0.0)
|
||||
.build());
|
||||
}
|
||||
mtcMap.put(1, nextDay);
|
||||
|
||||
log.info("[MTCLogicService] Initialized for itemNo={}, totalMinutes={}", itemNo, totalMinutes);
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新MTC记录
|
||||
* 对应C++的internalUpdate方法
|
||||
*/
|
||||
public void update(TranRecord record, int dateIndex) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
// 检查序列号连续性
|
||||
if (lastSeqNum > 0 && lastSeqNum + 1 != record.getSeq()) {
|
||||
log.warn("Seq Incorrect: itemNo={}, prev={}, this={}",
|
||||
itemNo, lastSeqNum, record.getSeq());
|
||||
}
|
||||
lastSeqNum = record.getSeq();
|
||||
|
||||
// 判断是否为自动撮合交易（根据flag判断）
|
||||
if (!isAutomatched(record.getFlag())) {
|
||||
return;
|
||||
}
|
||||
|
||||
// 计算时间索引
|
||||
int recordTickTime = record.getHour() * 100 + record.getMin();
|
||||
int index = time2Index((short) recordTickTime, startTime);
|
||||
|
||||
List<MtcRecord> mtcList = mtcMap.get(dateIndex);
|
||||
if (index < 0 || index >= mtcList.size()) {
|
||||
log.warn("Index out of range: index={}, size={}", index, mtcList.size());
|
||||
return;
|
||||
}
|
||||
|
||||
MtcRecord mtc = mtcList.get(index);
|
||||
Float curPrice = record.getPrice();
|
||||
Double curVolume = record.getVolume();
|
||||
|
||||
// 更新参考价格（如果是第一条记录）
|
||||
if (dateIndex == 0 && referencePrice == 0.0f) {
|
||||
updateReferencePrice(curPrice, false);
|
||||
}
|
||||
|
||||
// 更新MTC记录
|
||||
if (mtc.getOpen() == 0.0f) {
|
||||
mtc.setOpen(curPrice);
|
||||
}
|
||||
mtc.setHigh(Math.max(mtc.getHigh() != null ? mtc.getHigh() : curPrice, curPrice));
|
||||
mtc.setLow(Math.min(mtc.getLow() != null && mtc.getLow() > 0 ? mtc.getLow() : curPrice, curPrice));
|
||||
mtc.setExit(curPrice);
|
||||
mtc.setVolume((mtc.getVolume() != null ? mtc.getVolume() : 0.0) + curVolume);
|
||||
mtc.setSeq(record.getSeq());
|
||||
|
||||
currentTickTimeIndex = index;
|
||||
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新参考价格
|
||||
*/
|
||||
public void updateReferencePrice(Float refPrice, Boolean prvClUpdated) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
if (referencePrice == 0.0f || prvClUpdated) {
|
||||
referencePrice = refPrice;
|
||||
referencePriceUpdated = true;
|
||||
}
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取MTC记录
|
||||
*/
|
||||
public MtcRecord getMtcRecord(int index, int dateIndex) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
List<MtcRecord> mtcList = mtcMap.get(dateIndex);
|
||||
if (mtcList == null || index < 0 || index >= mtcList.size()) {
|
||||
return null;
|
||||
}
|
||||
return mtcList.get(index);
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取MTC记录数量
|
||||
*/
|
||||
public int getSize(int dateIndex) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
List<MtcRecord> mtcList = mtcMap.get(dateIndex);
|
||||
return mtcList != null ? mtcList.size() : 0;
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 时间转索引
|
||||
*/
|
||||
private int time2Index(short time, short startTime) {
|
||||
int startMinutes = (startTime / 100) * 60 + (startTime % 100);
|
||||
int timeMinutes = (time / 100) * 60 + (time % 100);
|
||||
return timeMinutes - startMinutes;
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为自动撮合交易
|
||||
*/
|
||||
private boolean isAutomatched(Long itemNo, Byte flag) {
|
||||
// 根据业务逻辑判断，这里简化处理
|
||||
// 实际应该根据flag的值来判断
|
||||
return flag != null && (flag == ' ' || flag == 'A' || flag == 'B' || flag == 'Y' || flag == 'U');
|
||||
}
|
||||
|
||||
/**
|
||||
* 判断是否为自动撮合交易（重载方法）
|
||||
*/
|
||||
private boolean isAutomatched(Byte flag) {
|
||||
return isAutomatched(itemNo, flag);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,272 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.config.MulticastConfig;
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.boot.autoconfigure.condition.ConditionalOnProperty;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import jakarta.annotation.PostConstruct;
|
||||
import jakarta.annotation.PreDestroy;
|
||||
import java.io.IOException;
|
||||
import java.net.*;
|
||||
import java.util.concurrent.ExecutorService;
|
||||
import java.util.concurrent.Executors;
|
||||
import java.util.concurrent.atomic.AtomicBoolean;
|
||||
|
||||
/**
|
||||
* UDP多播接收服务
|
||||
* 对应C++的CDataCtrl::m_RecvCtrl
|
||||
* 负责接收UDP多播数据并解析COP协议
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
@RequiredArgsConstructor
|
||||
@ConditionalOnProperty(prefix = "multicast.receiver", name = "enabled", havingValue = "true", matchIfMissing = true)
|
||||
public class MulticastReceiverService {
|
||||
|
||||
private final MulticastConfig config;
|
||||
private final TranLogService tranLogService;
|
||||
|
||||
private MulticastSocket socket;
|
||||
private final AtomicBoolean running = new AtomicBoolean(false);
|
||||
private ExecutorService executorService;
|
||||
private Thread receiverThread;
|
||||
|
||||
/**
|
||||
* 初始化并启动UDP多播接收
|
||||
* 对应C++的m_RecvCtrl.Start()和AddGroup()
|
||||
*/
|
||||
@PostConstruct
|
||||
public void start() {
|
||||
if (!config.getEnabled()) {
|
||||
log.info("[MulticastReceiverService] UDP multicast receiver is disabled");
|
||||
return;
|
||||
}
|
||||
|
||||
if (config.getRecvPort() == null || config.getRecvPort() <= 0) {
|
||||
log.error("[MulticastReceiverService] Invalid recvPort: {}", config.getRecvPort());
|
||||
return;
|
||||
}
|
||||
|
||||
if (config.getGroupIps() == null || config.getGroupIps().isEmpty()) {
|
||||
log.error("[MulticastReceiverService] No multicast group IPs configured");
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
// 创建多播Socket
|
||||
socket = new MulticastSocket(config.getRecvPort());
|
||||
socket.setSoTimeout(config.getTimeout());
|
||||
socket.setReceiveBufferSize(config.getBufferSize());
|
||||
|
||||
// 绑定本地网络接口
|
||||
if (config.getIpAddress() != null && !"0.0.0.0".equals(config.getIpAddress())) {
|
||||
try {
|
||||
InetAddress localInterface = InetAddress.getByName(config.getIpAddress());
|
||||
socket.setInterface(localInterface);
|
||||
log.info("[MulticastReceiverService] Set local interface to: {}", config.getIpAddress());
|
||||
} catch (UnknownHostException e) {
|
||||
log.warn("[MulticastReceiverService] Failed to set local interface: {}", config.getIpAddress(), e);
|
||||
}
|
||||
}
|
||||
|
||||
// 加入多播组
|
||||
NetworkInterface networkInterface = getNetworkInterface();
|
||||
for (String groupIp : config.getGroupIps()) {
|
||||
try {
|
||||
InetAddress group = InetAddress.getByName(groupIp);
|
||||
if (networkInterface != null) {
|
||||
// Java 7+ 使用新的API
|
||||
InetSocketAddress groupAddress = new InetSocketAddress(group, config.getRecvPort());
|
||||
socket.joinGroup(groupAddress, networkInterface);
|
||||
log.info("[MulticastReceiverService] Joined multicast group: {} on interface: {}",
|
||||
groupIp, networkInterface.getName());
|
||||
} else {
|
||||
// 使用默认接口
|
||||
socket.joinGroup(group);
|
||||
log.info("[MulticastReceiverService] Joined multicast group: {} on default interface", groupIp);
|
||||
}
|
||||
} catch (IOException e) {
|
||||
log.error("[MulticastReceiverService] Failed to join multicast group: {}", groupIp, e);
|
||||
}
|
||||
}
|
||||
|
||||
// 启动接收线程
|
||||
running.set(true);
|
||||
executorService = Executors.newSingleThreadExecutor(r -> {
|
||||
Thread t = new Thread(r, "MulticastReceiver");
|
||||
t.setDaemon(false);
|
||||
return t;
|
||||
});
|
||||
|
||||
receiverThread = new Thread(this::receiveLoop, "MulticastReceiver-Thread");
|
||||
receiverThread.setDaemon(false);
|
||||
receiverThread.start();
|
||||
|
||||
log.info("[MulticastReceiverService] Started UDP multicast receiver on port: {}, groups: {}",
|
||||
config.getRecvPort(), config.getGroupIps());
|
||||
|
||||
} catch (IOException e) {
|
||||
log.error("[MulticastReceiverService] Failed to start UDP multicast receiver", e);
|
||||
running.set(false);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 停止UDP多播接收
|
||||
* 对应C++的m_RecvCtrl.Stop()和DelGroup()
|
||||
*/
|
||||
@PreDestroy
|
||||
public void stop() {
|
||||
log.info("[MulticastReceiverService] Stopping UDP multicast receiver...");
|
||||
|
||||
running.set(false);
|
||||
|
||||
// 离开多播组
|
||||
if (socket != null && !socket.isClosed()) {
|
||||
NetworkInterface networkInterface = getNetworkInterface();
|
||||
for (String groupIp : config.getGroupIps()) {
|
||||
try {
|
||||
InetAddress group = InetAddress.getByName(groupIp);
|
||||
if (networkInterface != null) {
|
||||
// Java 7+ 使用新的API
|
||||
InetSocketAddress groupAddress = new InetSocketAddress(group, config.getRecvPort());
|
||||
socket.leaveGroup(groupAddress, networkInterface);
|
||||
} else {
|
||||
// 使用默认接口
|
||||
socket.leaveGroup(group);
|
||||
}
|
||||
log.info("[MulticastReceiverService] Left multicast group: {}", groupIp);
|
||||
} catch (IOException e) {
|
||||
log.warn("[MulticastReceiverService] Failed to leave multicast group: {}", groupIp, e);
|
||||
}
|
||||
}
|
||||
|
||||
socket.close();
|
||||
}
|
||||
|
||||
// 等待接收线程结束
|
||||
if (receiverThread != null && receiverThread.isAlive()) {
|
||||
try {
|
||||
receiverThread.join(5000);
|
||||
} catch (InterruptedException e) {
|
||||
log.warn("[MulticastReceiverService] Interrupted while waiting for receiver thread", e);
|
||||
Thread.currentThread().interrupt();
|
||||
}
|
||||
}
|
||||
|
||||
// 关闭线程池
|
||||
if (executorService != null) {
|
||||
executorService.shutdown();
|
||||
}
|
||||
|
||||
log.info("[MulticastReceiverService] UDP multicast receiver stopped");
|
||||
}
|
||||
|
||||
/**
|
||||
* 接收循环
|
||||
* 对应C++的回调函数CallbackFunc
|
||||
*/
|
||||
private void receiveLoop() {
|
||||
byte[] buffer = new byte[config.getBufferSize()];
|
||||
DatagramPacket packet = new DatagramPacket(buffer, buffer.length);
|
||||
|
||||
log.info("[MulticastReceiverService] Receiver loop started");
|
||||
|
||||
while (running.get() && socket != null && !socket.isClosed()) {
|
||||
try {
|
||||
// 接收UDP数据包
|
||||
socket.receive(packet);
|
||||
|
||||
// 处理接收到的数据
|
||||
processReceivedData(packet.getData(), packet.getLength(), packet.getAddress());
|
||||
|
||||
// 重置数据包长度
|
||||
packet.setLength(buffer.length);
|
||||
|
||||
} catch (SocketTimeoutException e) {
|
||||
// 超时是正常的，继续接收
|
||||
continue;
|
||||
} catch (IOException e) {
|
||||
if (running.get()) {
|
||||
log.error("[MulticastReceiverService] Error receiving UDP packet", e);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
log.info("[MulticastReceiverService] Receiver loop stopped");
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理接收到的数据
|
||||
* 对应C++的Process方法
|
||||
*
|
||||
* @param data 接收到的数据
|
||||
* @param length 数据长度
|
||||
* @param sourceAddress 数据源地址
|
||||
*/
|
||||
private void processReceivedData(byte[] data, int length, InetAddress sourceAddress) {
|
||||
if (data == null || length <= 0) {
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
// 截取实际数据长度
|
||||
byte[] actualData = new byte[length];
|
||||
System.arraycopy(data, 0, actualData, 0, length);
|
||||
|
||||
// 解析COP协议数据
|
||||
COPItem item = COPParser.parse(actualData);
|
||||
|
||||
if (item == null) {
|
||||
// 如果完整解析失败，尝试简单解析
|
||||
item = COPParser.parseSimple(actualData);
|
||||
}
|
||||
|
||||
if (item != null) {
|
||||
// 调用处理逻辑
|
||||
boolean success = tranLogService.process(item);
|
||||
|
||||
if (!success) {
|
||||
log.warn("[MulticastReceiverService] Failed to process COP item: itemNo={}, msgType={}",
|
||||
item.getItemNo(), item.getMsgType());
|
||||
}
|
||||
} else {
|
||||
log.warn("[MulticastReceiverService] Failed to parse COP data from: {}, length: {}",
|
||||
sourceAddress, length);
|
||||
}
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[MulticastReceiverService] Error processing received data from: {}", sourceAddress, e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取网络接口
|
||||
* 用于加入多播组
|
||||
*/
|
||||
private NetworkInterface getNetworkInterface() {
|
||||
if (config.getIpAddress() == null || config.getIpAddress().equals("0.0.0.0")) {
|
||||
return null; // 使用默认接口
|
||||
}
|
||||
|
||||
try {
|
||||
InetAddress localAddress = InetAddress.getByName(config.getIpAddress());
|
||||
return NetworkInterface.getByInetAddress(localAddress);
|
||||
} catch (Exception e) {
|
||||
log.warn("[MulticastReceiverService] Failed to get network interface for: {}",
|
||||
config.getIpAddress(), e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查服务是否运行
|
||||
*/
|
||||
public boolean isRunning() {
|
||||
return running.get() && socket != null && !socket.isClosed();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,193 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranTable;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.util.List;
|
||||
import java.util.concurrent.ConcurrentHashMap;
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
import java.util.stream.Collectors;
|
||||
|
||||
/**
|
||||
* 交易数据库服务
|
||||
* 对应C++的CTranDatabase类
|
||||
* 管理所有交易表的集合
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
@RequiredArgsConstructor
|
||||
public class TranDatabaseService {
|
||||
|
||||
private final TranTableService tranTableService;
|
||||
|
||||
/**
|
||||
* 交易表映射
|
||||
* Key: itemNo (交易品种编号)
|
||||
* Value: TranTable (交易表)
|
||||
*/
|
||||
private final ConcurrentHashMap<Long, TranTable> tableMap = new ConcurrentHashMap<>();
|
||||
|
||||
/**
|
||||
* 读写锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 初始化数据库
|
||||
*/
|
||||
public boolean initialize() {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
log.info("[TranDatabaseService] Initialized");
|
||||
return true;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新交易记录
|
||||
* 对应C++的UpdateTran方法
|
||||
*/
|
||||
public boolean updateTran(Long itemNo, TranRecord tranRec) {
|
||||
TranTable table = forceGetTranTable(itemNo);
|
||||
if (table != null) {
|
||||
return tranTableService.updateTran(itemNo, tranRec);
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除交易记录
|
||||
*/
|
||||
public boolean dropTran(Long itemNo, TranRecord tranRec) {
|
||||
// 简化处理，实际应该从表中删除指定记录
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新价格
|
||||
*/
|
||||
public boolean updatePrice(Long itemNo, Float ask, Float bid, int flag) {
|
||||
return tranTableService.updatePrice(itemNo, ask, bid, flag);
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新参考价格
|
||||
*/
|
||||
public boolean updateRefPrice(Long itemNo, Float open) {
|
||||
return tranTableService.updateRefPrice(itemNo, open);
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新RIC名称
|
||||
*/
|
||||
public boolean updateRicName(Long itemNo, String ricName) {
|
||||
return tranTableService.updateRicName(itemNo, ricName);
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除交易品种
|
||||
*/
|
||||
public boolean dropItem(Long itemNo) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
tableMap.remove(itemNo);
|
||||
tranTableService.dropItem(itemNo);
|
||||
log.info("[TranDatabaseService] Dropped itemNo={}", itemNo);
|
||||
return true;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 强制获取交易表（如果不存在则创建）
|
||||
*/
|
||||
public TranTable forceGetTranTable(Long itemNo) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
TranTable table = tableMap.get(itemNo);
|
||||
if (table == null) {
|
||||
lock.readLock().unlock();
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
table = tableMap.get(itemNo);
|
||||
if (table == null) {
|
||||
// 创建新表
|
||||
tranTableService.initialize(itemNo);
|
||||
table = tranTableService.getTranTable(itemNo);
|
||||
if (table != null) {
|
||||
tableMap.put(itemNo, table);
|
||||
}
|
||||
}
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
lock.readLock().lock();
|
||||
}
|
||||
}
|
||||
return table;
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取交易表
|
||||
*/
|
||||
public TranTable getTranTable(Long itemNo) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
return tableMap.get(itemNo);
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取第一个交易品种编号
|
||||
*/
|
||||
public Long getFirstItem() {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
return tableMap.keySet().stream().findFirst().orElse(null);
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取下一个交易品种编号
|
||||
*/
|
||||
public Long getNextItem(Long lastItem) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
List<Long> sortedItems = tableMap.keySet().stream()
|
||||
.sorted()
|
||||
.collect(Collectors.toList());
|
||||
|
||||
int index = sortedItems.indexOf(lastItem);
|
||||
if (index >= 0 && index < sortedItems.size() - 1) {
|
||||
return sortedItems.get(index + 1);
|
||||
}
|
||||
return null;
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取数据库大小
|
||||
*/
|
||||
public long getSize() {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
return tableMap.size();
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,262 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.time.LocalDate;
|
||||
import java.time.LocalDateTime;
|
||||
import java.util.ArrayList;
|
||||
import java.util.List;
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* 交易日志服务（主服务）
|
||||
* 对应C++的CTranLogServer类
|
||||
* 负责接收和处理实时交易数据
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
@RequiredArgsConstructor
|
||||
public class TranLogService {
|
||||
|
||||
private final TranDatabaseService tranDatabaseService;
|
||||
|
||||
/**
|
||||
* 交易日索引
|
||||
*/
|
||||
private final List<LocalDate> dayIndex = new ArrayList<>();
|
||||
|
||||
/**
|
||||
* 下一个交易日
|
||||
*/
|
||||
private LocalDate nextTradeDate;
|
||||
|
||||
/**
|
||||
* 交易日锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock tradeDayLock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 交易时间配置
|
||||
*/
|
||||
private Byte tradeHour = 9;
|
||||
private Byte tradeMin = 30;
|
||||
private Integer tradePeriod = 240; // 交易时长（分钟）
|
||||
|
||||
/**
|
||||
* 处理数据项
|
||||
* 对应C++的Process方法
|
||||
*/
|
||||
public boolean process(COPItem item) {
|
||||
if (item == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
Integer msgType = item.getMsgType();
|
||||
if (msgType == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
switch (msgType) {
|
||||
case COPItem.MsgType.MGT_UPDATE:
|
||||
case COPItem.MsgType.MGT_FORCEUPDATE:
|
||||
return processNonIntraDay(item);
|
||||
case COPItem.MsgType.MGT_DROP:
|
||||
return processDrop(item);
|
||||
case COPItem.MsgType.MGT_CLOSINGRUN:
|
||||
return closingRun(item);
|
||||
default:
|
||||
log.warn("[TranLogService] Unknown message type: {}", msgType);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理非日内数据
|
||||
* 对应C++的ProcessNonIntraDay方法
|
||||
*/
|
||||
private boolean processNonIntraDay(COPItem item) {
|
||||
Long itemNo = item.getItemNo();
|
||||
if (itemNo == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
// 处理交易记录
|
||||
if (item.getField(COPItem.FID.FID_TRAN_LOG) != null) {
|
||||
return processTran(item);
|
||||
}
|
||||
|
||||
// 处理RIC名称
|
||||
if (item.getField(COPItem.FID.FID_RICNAME) != null) {
|
||||
return processRicName(item);
|
||||
}
|
||||
|
||||
// 处理参考价格
|
||||
if (item.getField(COPItem.FID.FID_ASK) != null || item.getField(COPItem.FID.FID_BID) != null) {
|
||||
return processAskBid(item);
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理交易记录
|
||||
* 对应C++的ProcessTran方法
|
||||
*/
|
||||
private boolean processTran(COPItem item) {
|
||||
try {
|
||||
Object tranData = item.getField(COPItem.FID.FID_TRAN_LOG);
|
||||
if (tranData == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
// 解析交易记录（简化处理，实际应该根据COP格式解析）
|
||||
TranRecord record = parseTranRecord(tranData);
|
||||
if (record == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
// 验证交易时间
|
||||
if (!isValidTradeTime(record.getHour(), record.getMin())) {
|
||||
return false;
|
||||
}
|
||||
|
||||
// 更新交易记录
|
||||
return tranDatabaseService.updateTran(item.getItemNo(), record);
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[TranLogService] Error processing tran record", e);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理RIC名称
|
||||
*/
|
||||
private boolean processRicName(COPItem item) {
|
||||
try {
|
||||
Object ricNameData = item.getField(COPItem.FID.FID_RICNAME);
|
||||
if (ricNameData == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
String ricName = ricNameData.toString();
|
||||
return tranDatabaseService.updateRicName(item.getItemNo(), ricName);
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[TranLogService] Error processing ric name", e);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理买卖价
|
||||
*/
|
||||
private boolean processAskBid(COPItem item) {
|
||||
try {
|
||||
Object askData = item.getField(COPItem.FID.FID_ASK);
|
||||
Object bidData = item.getField(COPItem.FID.FID_BID);
|
||||
|
||||
Float ask = askData != null ? Float.parseFloat(askData.toString()) : null;
|
||||
Float bid = bidData != null ? Float.parseFloat(bidData.toString()) : null;
|
||||
|
||||
int flag = 0;
|
||||
if (ask != null) {
|
||||
flag |= 0x1; // FLAG_ASK
|
||||
}
|
||||
if (bid != null) {
|
||||
flag |= 0x2; // FLAG_BID
|
||||
}
|
||||
|
||||
return tranDatabaseService.updatePrice(item.getItemNo(), ask, bid, flag);
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[TranLogService] Error processing ask/bid", e);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
public static void main(String[] args) {
|
||||
int flag = 0;
|
||||
System.out.println(flag |= 0x1);
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* 处理删除
|
||||
*/
|
||||
private boolean processDrop(COPItem item) {
|
||||
return tranDatabaseService.dropItem(item.getItemNo());
|
||||
}
|
||||
|
||||
/**
|
||||
* 收盘运行
|
||||
*/
|
||||
private boolean closingRun(COPItem item) {
|
||||
log.info("[TranLogService] Closing run for itemNo={}", item.getItemNo());
|
||||
// 执行收盘相关操作
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取交易日
|
||||
*/
|
||||
public LocalDate getTradeDay(int dayCode) {
|
||||
tradeDayLock.readLock().lock();
|
||||
try {
|
||||
if (dayCode >= 0 && dayCode < dayIndex.size()) {
|
||||
return dayIndex.get(dayCode);
|
||||
}
|
||||
return null;
|
||||
} finally {
|
||||
tradeDayLock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取下一个交易日
|
||||
*/
|
||||
public LocalDate getNextTradeDay() {
|
||||
tradeDayLock.readLock().lock();
|
||||
try {
|
||||
return nextTradeDate;
|
||||
} finally {
|
||||
tradeDayLock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 验证是否为有效交易时间
|
||||
*/
|
||||
public boolean isValidTradeTime(Byte hour, Byte min) {
|
||||
if (hour == null || min == null) {
|
||||
return false;
|
||||
}
|
||||
|
||||
int cur = hour * 60 + min;
|
||||
int start = tradeHour * 60 + tradeMin;
|
||||
return (cur >= start) && (cur <= start + tradePeriod);
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析交易记录（简化实现）
|
||||
*/
|
||||
private TranRecord parseTranRecord(Object data) {
|
||||
// 实际应该根据COP格式解析
|
||||
// 这里简化处理
|
||||
try {
|
||||
// 假设data是Map或其他格式
|
||||
// 实际应该根据C++代码中的解析逻辑来实现
|
||||
return TranRecord.builder()
|
||||
.initialized(true)
|
||||
.build();
|
||||
} catch (Exception e) {
|
||||
log.error("[TranLogService] Error parsing tran record", e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,237 @@
|
||||
package com.afe.dc.tranlog.service;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.AccumulatedData;
|
||||
import com.afe.dc.tranlog.domain.dto.BuySellStrength;
|
||||
import com.afe.dc.tranlog.domain.model.entity.MtcRecord;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranRecord;
|
||||
import com.afe.dc.tranlog.domain.model.entity.TranTable;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.stereotype.Service;
|
||||
|
||||
import java.util.concurrent.ConcurrentHashMap;
|
||||
import java.util.concurrent.locks.ReentrantReadWriteLock;
|
||||
|
||||
/**
|
||||
* 交易表服务
|
||||
* 对应C++的CTranTable类
|
||||
* 管理单个交易品种的数据和业务逻辑
|
||||
*/
|
||||
@Slf4j
|
||||
@Service
|
||||
public class TranTableService {
|
||||
|
||||
// 注意：MTCLogicService、AccumulatedLogicService等应该是每个TranTable实例独立的
|
||||
// 这里简化处理，使用单例模式
|
||||
// 实际应该为每个TranTable创建独立的Logic实例
|
||||
|
||||
/**
|
||||
* 交易表缓存
|
||||
*/
|
||||
private final ConcurrentHashMap<Long, TranTable> tableCache = new ConcurrentHashMap<>();
|
||||
|
||||
/**
|
||||
* Logic服务映射（每个itemNo对应一个Logic实例）
|
||||
* 实际应该为每个TranTable创建独立的Logic实例
|
||||
*/
|
||||
private final ConcurrentHashMap<Long, MTCLogicService> mtcLogicMap = new ConcurrentHashMap<>();
|
||||
private final ConcurrentHashMap<Long, AccumulatedLogicService> accumulatedLogicMap = new ConcurrentHashMap<>();
|
||||
private final ConcurrentHashMap<Long, BuySellStrengthService> buySellStrengthMap = new ConcurrentHashMap<>();
|
||||
|
||||
/**
|
||||
* 读写锁
|
||||
*/
|
||||
private final ReentrantReadWriteLock lock = new ReentrantReadWriteLock();
|
||||
|
||||
/**
|
||||
* 初始化交易表
|
||||
*/
|
||||
public boolean initialize(Long itemNo) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
TranTable table = TranTable.builder()
|
||||
.itemNo(itemNo)
|
||||
.ask(-1.0f)
|
||||
.bid(-1.0f)
|
||||
.lastAsk(-1.0f)
|
||||
.lastBid(-1.0f)
|
||||
.sendValueAdded(true)
|
||||
.build();
|
||||
|
||||
tableCache.put(itemNo, table);
|
||||
|
||||
// 为每个TranTable创建独立的Logic实例
|
||||
MTCLogicService mtcLogic = new MTCLogicService();
|
||||
mtcLogic.initialize(itemNo, (short) 930, (short) 1600, (short) 930, (short) 1600, 240);
|
||||
mtcLogicMap.put(itemNo, mtcLogic);
|
||||
|
||||
AccumulatedLogicService accLogic = new AccumulatedLogicService();
|
||||
accumulatedLogicMap.put(itemNo, accLogic);
|
||||
|
||||
BuySellStrengthService bssLogic = new BuySellStrengthService();
|
||||
buySellStrengthMap.put(itemNo, bssLogic);
|
||||
|
||||
log.info("[TranTableService] Initialized table for itemNo={}", itemNo);
|
||||
return true;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新交易记录
|
||||
*/
|
||||
public boolean updateTran(Long itemNo, TranRecord record) {
|
||||
TranTable table = getTranTable(itemNo);
|
||||
if (table == null) {
|
||||
log.warn("[TranTableService] Table not found for itemNo={}", itemNo);
|
||||
return false;
|
||||
}
|
||||
|
||||
// 添加交易记录
|
||||
table.addRecord(record);
|
||||
|
||||
// 触发业务逻辑更新
|
||||
postBusinessLogic(table, record);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新价格
|
||||
*/
|
||||
public boolean updatePrice(Long itemNo, Float ask, Float bid, int flag) {
|
||||
TranTable table = getTranTable(itemNo);
|
||||
if (table == null) {
|
||||
return false;
|
||||
}
|
||||
return table.updatePrice(ask, bid, flag);
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新参考价格（开盘价）
|
||||
*/
|
||||
public boolean updateRefPrice(Long itemNo, Float open) {
|
||||
TranTable table = getTranTable(itemNo);
|
||||
if (table == null) {
|
||||
return false;
|
||||
}
|
||||
MTCLogicService mtcLogic = mtcLogicMap.get(itemNo);
|
||||
if (mtcLogic != null) {
|
||||
mtcLogic.updateReferencePrice(open, false);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 更新RIC名称
|
||||
*/
|
||||
public boolean updateRicName(Long itemNo, String ricName) {
|
||||
TranTable table = getTranTable(itemNo);
|
||||
if (table == null) {
|
||||
return false;
|
||||
}
|
||||
table.setRicName(ricName);
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取交易表
|
||||
*/
|
||||
public TranTable getTranTable(Long itemNo) {
|
||||
lock.readLock().lock();
|
||||
try {
|
||||
TranTable table = tableCache.get(itemNo);
|
||||
if (table == null) {
|
||||
// 如果不存在，自动创建
|
||||
lock.readLock().unlock();
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
table = tableCache.get(itemNo);
|
||||
if (table == null) {
|
||||
initialize(itemNo);
|
||||
table = tableCache.get(itemNo);
|
||||
}
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
lock.readLock().lock();
|
||||
}
|
||||
}
|
||||
return table;
|
||||
} finally {
|
||||
lock.readLock().unlock();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取MTC记录
|
||||
*/
|
||||
public MtcRecord getMtcRecord(Long itemNo, int index, int dateIndex) {
|
||||
MTCLogicService mtcLogic = mtcLogicMap.get(itemNo);
|
||||
if (mtcLogic != null) {
|
||||
return mtcLogic.getMtcRecord(index, dateIndex);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取累计数据
|
||||
*/
|
||||
public AccumulatedData getAccumulatedData(Long itemNo) {
|
||||
AccumulatedLogicService accLogic = accumulatedLogicMap.get(itemNo);
|
||||
if (accLogic != null) {
|
||||
return accLogic.getData();
|
||||
}
|
||||
return AccumulatedData.builder().volume(0.0).turnover(0.0).build();
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取买卖强度
|
||||
*/
|
||||
public BuySellStrength getBuySellStrength(Long itemNo, boolean is15Tick) {
|
||||
BuySellStrengthService bssLogic = buySellStrengthMap.get(itemNo);
|
||||
if (bssLogic != null) {
|
||||
return bssLogic.getData();
|
||||
}
|
||||
return BuySellStrength.builder().high(0.0f).mid(0.0f).low(0.0f).build();
|
||||
}
|
||||
|
||||
/**
|
||||
* 触发业务逻辑更新
|
||||
* 对应C++的PostBusinessLogic方法
|
||||
*/
|
||||
private void postBusinessLogic(TranTable table, TranRecord record) {
|
||||
Long itemNo = table.getItemNo();
|
||||
|
||||
// 更新MTC逻辑
|
||||
MTCLogicService mtcLogic = mtcLogicMap.get(itemNo);
|
||||
if (mtcLogic != null) {
|
||||
mtcLogic.update(record, 0);
|
||||
}
|
||||
|
||||
// 更新累计数据逻辑
|
||||
AccumulatedLogicService accLogic = accumulatedLogicMap.get(itemNo);
|
||||
if (accLogic != null) {
|
||||
accLogic.update(record);
|
||||
}
|
||||
|
||||
// 更新买卖强度逻辑
|
||||
BuySellStrengthService bssLogic = buySellStrengthMap.get(itemNo);
|
||||
if (bssLogic != null) {
|
||||
bssLogic.update(record);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除交易品种
|
||||
*/
|
||||
public boolean dropItem(Long itemNo) {
|
||||
lock.writeLock().lock();
|
||||
try {
|
||||
tableCache.remove(itemNo);
|
||||
log.info("[TranTableService] Dropped table for itemNo={}", itemNo);
|
||||
return true;
|
||||
} finally {
|
||||
lock.writeLock().unlock();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,253 @@
|
||||
package com.afe.dc.tranlog.service.multicast;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
|
||||
import java.nio.ByteBuffer;
|
||||
import java.nio.ByteOrder;
|
||||
import java.nio.charset.StandardCharsets;
|
||||
import java.util.Map;
|
||||
|
||||
/**
|
||||
* COP协议消息构建器
|
||||
* 将COPItem对象转换为字节数组（COP协议格式）
|
||||
* 对应C++的BUFFER_ITEM::GetMessage()
|
||||
*
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Slf4j
|
||||
public class COPMessageBuilder {
|
||||
|
||||
/**
|
||||
* COP消息头大小（字节）
|
||||
* 消息类型(1) + ItemNo(4) + 其他头部信息(11) = 16字节
|
||||
*/
|
||||
private static final int COP_HEADER_SIZE = 16;
|
||||
|
||||
/**
|
||||
* FID字段头部大小
|
||||
* FID编号(2) + 数据类型(1) + 数据长度(2) = 5字节
|
||||
*/
|
||||
private static final int FID_HEADER_SIZE = 5;
|
||||
|
||||
/**
|
||||
* 构建COP协议消息
|
||||
*
|
||||
* @param item COP数据项
|
||||
* @return 字节数组，如果构建失败返回null
|
||||
*/
|
||||
public static byte[] buildMessage(COPItem item) {
|
||||
if (item == null) {
|
||||
log.warn("[COPMessageBuilder] Cannot build message from null COPItem");
|
||||
return null;
|
||||
}
|
||||
|
||||
try {
|
||||
// 计算总大小
|
||||
int totalSize = COP_HEADER_SIZE;
|
||||
Map<Integer, Object> fields = item.getFields();
|
||||
|
||||
if (fields != null && !fields.isEmpty()) {
|
||||
for (Map.Entry<Integer, Object> entry : fields.entrySet()) {
|
||||
Object value = entry.getValue();
|
||||
int fieldSize = calculateFieldSize(value);
|
||||
totalSize += FID_HEADER_SIZE + fieldSize;
|
||||
}
|
||||
}
|
||||
|
||||
// 创建字节缓冲区
|
||||
ByteBuffer buffer = ByteBuffer.allocate(totalSize);
|
||||
buffer.order(ByteOrder.LITTLE_ENDIAN); // COP协议使用小端序
|
||||
|
||||
// 写入消息头
|
||||
writeHeader(buffer, item);
|
||||
|
||||
// 写入FID字段
|
||||
if (fields != null && !fields.isEmpty()) {
|
||||
for (Map.Entry<Integer, Object> entry : fields.entrySet()) {
|
||||
writeField(buffer, entry.getKey(), entry.getValue());
|
||||
}
|
||||
}
|
||||
|
||||
return buffer.array();
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[COPMessageBuilder] Error building message for itemNo: {}", item.getItemNo(), e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 写入消息头
|
||||
*
|
||||
* @param buffer 字节缓冲区
|
||||
* @param item COP数据项
|
||||
*/
|
||||
private static void writeHeader(ByteBuffer buffer, COPItem item) {
|
||||
// 消息类型（1字节）
|
||||
int msgType = item.getMsgType() != null ? item.getMsgType() : COPItem.MsgType.MGT_UPDATE;
|
||||
buffer.put((byte) msgType);
|
||||
|
||||
// ItemNo（4字节，小端序）
|
||||
long itemNo = item.getItemNo() != null ? item.getItemNo() : 0;
|
||||
buffer.putInt((int) itemNo);
|
||||
|
||||
// 填充头部剩余部分（11字节）
|
||||
// 实际COP协议可能包含更多头部信息，这里用0填充
|
||||
for (int i = 0; i < 11; i++) {
|
||||
buffer.put((byte) 0);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 写入FID字段
|
||||
*
|
||||
* @param buffer 字节缓冲区
|
||||
* @param fid FID编号
|
||||
* @param value 字段值
|
||||
*/
|
||||
private static void writeField(ByteBuffer buffer, Integer fid, Object value) {
|
||||
if (value == null) {
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
// 写入FID编号（2字节）
|
||||
buffer.putShort(fid.shortValue());
|
||||
|
||||
// 确定数据类型和值
|
||||
byte dataType;
|
||||
byte[] fieldData = getFieldData(value);
|
||||
|
||||
if (fieldData == null) {
|
||||
log.warn("[COPMessageBuilder] Cannot serialize field value for FID: {}", fid);
|
||||
return;
|
||||
}
|
||||
|
||||
dataType = getDataType(value);
|
||||
|
||||
// 写入数据类型（1字节）
|
||||
buffer.put(dataType);
|
||||
|
||||
// 写入数据长度（2字节）
|
||||
buffer.putShort((short) fieldData.length);
|
||||
|
||||
// 写入数据内容
|
||||
buffer.put(fieldData);
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[COPMessageBuilder] Error writing field FID: {}", fid, e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取字段数据字节数组
|
||||
*
|
||||
* @param value 字段值
|
||||
* @return 字节数组
|
||||
*/
|
||||
private static byte[] getFieldData(Object value) {
|
||||
if (value == null) {
|
||||
return null;
|
||||
}
|
||||
|
||||
try {
|
||||
if (value instanceof Byte || value instanceof Character) {
|
||||
return new byte[] { value instanceof Byte ? (Byte) value : (byte) ((Character) value).charValue() };
|
||||
} else if (value instanceof Short) {
|
||||
ByteBuffer bb = ByteBuffer.allocate(2);
|
||||
bb.order(ByteOrder.LITTLE_ENDIAN);
|
||||
bb.putShort((Short) value);
|
||||
return bb.array();
|
||||
} else if (value instanceof Integer) {
|
||||
ByteBuffer bb = ByteBuffer.allocate(4);
|
||||
bb.order(ByteOrder.LITTLE_ENDIAN);
|
||||
bb.putInt((Integer) value);
|
||||
return bb.array();
|
||||
} else if (value instanceof Long) {
|
||||
ByteBuffer bb = ByteBuffer.allocate(8);
|
||||
bb.order(ByteOrder.LITTLE_ENDIAN);
|
||||
bb.putLong((Long) value);
|
||||
return bb.array();
|
||||
} else if (value instanceof Float) {
|
||||
ByteBuffer bb = ByteBuffer.allocate(4);
|
||||
bb.order(ByteOrder.LITTLE_ENDIAN);
|
||||
bb.putFloat((Float) value);
|
||||
return bb.array();
|
||||
} else if (value instanceof Double) {
|
||||
ByteBuffer bb = ByteBuffer.allocate(8);
|
||||
bb.order(ByteOrder.LITTLE_ENDIAN);
|
||||
bb.putDouble((Double) value);
|
||||
return bb.array();
|
||||
} else if (value instanceof String) {
|
||||
return ((String) value).getBytes(StandardCharsets.UTF_8);
|
||||
} else if (value instanceof byte[]) {
|
||||
return (byte[]) value;
|
||||
} else {
|
||||
// 尝试转换为字符串
|
||||
return value.toString().getBytes(StandardCharsets.UTF_8);
|
||||
}
|
||||
} catch (Exception e) {
|
||||
log.error("[COPMessageBuilder] Error converting value to bytes: {}", value.getClass().getName(), e);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取数据类型标识
|
||||
*
|
||||
* @param value 字段值
|
||||
* @return 数据类型字节
|
||||
*/
|
||||
private static byte getDataType(Object value) {
|
||||
if (value instanceof Byte || value instanceof Character) {
|
||||
return 0x01; // CHAR
|
||||
} else if (value instanceof Short) {
|
||||
return 0x02; // SHORT
|
||||
} else if (value instanceof Integer) {
|
||||
return 0x04; // INT
|
||||
} else if (value instanceof Long) {
|
||||
return 0x08; // LONG
|
||||
} else if (value instanceof Float) {
|
||||
return 0x10; // FLOAT
|
||||
} else if (value instanceof Double) {
|
||||
return 0x20; // DOUBLE
|
||||
} else if (value instanceof String) {
|
||||
return 0x40; // STRING
|
||||
}
|
||||
// else if (value instanceof byte[]) {
|
||||
// return 0x80; // BYTE_ARRAY
|
||||
// }
|
||||
else {
|
||||
return 0x40; // 默认作为字符串处理
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 计算字段大小
|
||||
*
|
||||
* @param value 字段值
|
||||
* @return 字段大小（字节）
|
||||
*/
|
||||
private static int calculateFieldSize(Object value) {
|
||||
if (value == null) {
|
||||
return 0;
|
||||
}
|
||||
|
||||
if (value instanceof Byte || value instanceof Character) {
|
||||
return 1;
|
||||
} else if (value instanceof Short) {
|
||||
return 2;
|
||||
} else if (value instanceof Integer || value instanceof Float) {
|
||||
return 4;
|
||||
} else if (value instanceof Long || value instanceof Double) {
|
||||
return 8;
|
||||
} else if (value instanceof String) {
|
||||
return ((String) value).getBytes(StandardCharsets.UTF_8).length;
|
||||
} else if (value instanceof byte[]) {
|
||||
return ((byte[]) value).length;
|
||||
} else {
|
||||
return value.toString().getBytes(StandardCharsets.UTF_8).length;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,331 @@
|
||||
package com.afe.dc.tranlog.service.multicast;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
|
||||
import java.io.IOException;
|
||||
import java.net.*;
|
||||
import java.nio.ByteBuffer;
|
||||
import java.nio.ByteOrder;
|
||||
import java.util.List;
|
||||
import java.util.concurrent.CopyOnWriteArrayList;
|
||||
import java.util.concurrent.atomic.AtomicBoolean;
|
||||
|
||||
/**
|
||||
* UDP多播发送器
|
||||
* 独立功能，不依赖Spring框架
|
||||
* 对应C++的CDataCtrl::m_SendCtrl
|
||||
* 负责通过UDP多播发送COP协议数据
|
||||
*
|
||||
* @author ben.yang
|
||||
*/
|
||||
@Slf4j
|
||||
public class MulticastSender {
|
||||
|
||||
/**
|
||||
* 发送配置
|
||||
*/
|
||||
public static class Config {
|
||||
/** 发送端口 */
|
||||
private int sendPort;
|
||||
/** 多播组IP地址 */
|
||||
private String groupIp;
|
||||
/** 本地网络接口IP地址 */
|
||||
private String localIp = "0.0.0.0";
|
||||
/** TTL值（Time To Live） */
|
||||
private int ttl = 1;
|
||||
/** 是否启用循环发送（用于测试） */
|
||||
private boolean loopbackDisabled = true;
|
||||
|
||||
public Config(int sendPort, String groupIp) {
|
||||
this.sendPort = sendPort;
|
||||
this.groupIp = groupIp;
|
||||
}
|
||||
|
||||
public Config setLocalIp(String localIp) {
|
||||
this.localIp = localIp;
|
||||
return this;
|
||||
}
|
||||
|
||||
public Config setTtl(int ttl) {
|
||||
this.ttl = ttl;
|
||||
return this;
|
||||
}
|
||||
|
||||
public Config setLoopbackDisabled(boolean loopbackDisabled) {
|
||||
this.loopbackDisabled = loopbackDisabled;
|
||||
return this;
|
||||
}
|
||||
|
||||
// Getters
|
||||
public int getSendPort() { return sendPort; }
|
||||
public String getGroupIp() { return groupIp; }
|
||||
public String getLocalIp() { return localIp; }
|
||||
public int getTtl() { return ttl; }
|
||||
public boolean isLoopbackDisabled() { return loopbackDisabled; }
|
||||
}
|
||||
|
||||
private final Config config;
|
||||
private MulticastSocket socket;
|
||||
private InetAddress groupAddress;
|
||||
private final AtomicBoolean initialized = new AtomicBoolean(false);
|
||||
private final List<SendListener> listeners = new CopyOnWriteArrayList<>();
|
||||
|
||||
/**
|
||||
* 发送监听器接口
|
||||
*/
|
||||
public interface SendListener {
|
||||
/**
|
||||
* 发送成功回调
|
||||
*
|
||||
* @param item 发送的COPItem
|
||||
* @param bytesSent 发送的字节数
|
||||
*/
|
||||
void onSendSuccess(COPItem item, int bytesSent);
|
||||
|
||||
/**
|
||||
* 发送失败回调
|
||||
*
|
||||
* @param item 发送的COPItem
|
||||
* @param error 错误信息
|
||||
*/
|
||||
void onSendError(COPItem item, Exception error);
|
||||
}
|
||||
|
||||
/**
|
||||
* 构造函数
|
||||
*
|
||||
* @param config 发送配置
|
||||
*/
|
||||
public MulticastSender(Config config) {
|
||||
this.config = config;
|
||||
}
|
||||
|
||||
/**
|
||||
* 初始化并启动发送器
|
||||
* 对应C++的m_SendCtrl.Start()和AddChannel()
|
||||
*
|
||||
* @return 是否初始化成功
|
||||
*/
|
||||
public boolean initialize() {
|
||||
if (initialized.get()) {
|
||||
log.warn("[MulticastSender] Already initialized");
|
||||
return true;
|
||||
}
|
||||
|
||||
try {
|
||||
// 创建UDP多播Socket
|
||||
socket = new MulticastSocket();
|
||||
|
||||
// 设置TTL（Time To Live）
|
||||
socket.setTimeToLive(config.getTtl());
|
||||
|
||||
// 设置是否允许回环（使用StandardSocketOptions避免废弃警告）
|
||||
socket.setOption(StandardSocketOptions.IP_MULTICAST_LOOP, !config.isLoopbackDisabled());
|
||||
|
||||
// 绑定本地网络接口
|
||||
if (config.getLocalIp() != null && !"0.0.0.0".equals(config.getLocalIp())) {
|
||||
try {
|
||||
InetAddress localInterface = InetAddress.getByName(config.getLocalIp());
|
||||
NetworkInterface networkInterface = NetworkInterface.getByInetAddress(localInterface);
|
||||
if (networkInterface != null) {
|
||||
socket.setOption(StandardSocketOptions.IP_MULTICAST_IF, networkInterface);
|
||||
log.info("[MulticastSender] Set local interface to: {}", config.getLocalIp());
|
||||
}
|
||||
} catch (Exception e) {
|
||||
log.warn("[MulticastSender] Failed to set local interface: {}", config.getLocalIp(), e);
|
||||
}
|
||||
}
|
||||
|
||||
// 解析多播组地址
|
||||
groupAddress = InetAddress.getByName(config.getGroupIp());
|
||||
if (!groupAddress.isMulticastAddress()) {
|
||||
log.error("[MulticastSender] Invalid multicast address: {}", config.getGroupIp());
|
||||
close();
|
||||
return false;
|
||||
}
|
||||
|
||||
initialized.set(true);
|
||||
log.info("[MulticastSender] Initialized successfully - Group: {}:{}, LocalIP: {}",
|
||||
config.getGroupIp(), config.getSendPort(), config.getLocalIp());
|
||||
|
||||
return true;
|
||||
|
||||
} catch (Exception e) {
|
||||
log.error("[MulticastSender] Failed to initialize", e);
|
||||
close();
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 发送COPItem数据
|
||||
* 对应C++的m_SendCtrl.Send(item)
|
||||
*
|
||||
* @param item COP数据项
|
||||
* @return 是否发送成功
|
||||
*/
|
||||
public boolean send(COPItem item) {
|
||||
if (!initialized.get()) {
|
||||
log.error("[MulticastSender] Not initialized, call initialize() first");
|
||||
return false;
|
||||
}
|
||||
|
||||
if (item == null) {
|
||||
log.warn("[MulticastSender] Cannot send null COPItem");
|
||||
return false;
|
||||
}
|
||||
|
||||
try {
|
||||
// 将COPItem转换为字节数组
|
||||
byte[] data = COPMessageBuilder.buildMessage(item);
|
||||
|
||||
if (data == null || data.length == 0) {
|
||||
log.warn("[MulticastSender] Failed to build message for COPItem: itemNo={}", item.getItemNo());
|
||||
notifyError(item, new IOException("Failed to build message"));
|
||||
return false;
|
||||
}
|
||||
|
||||
// 创建数据包
|
||||
DatagramPacket packet = new DatagramPacket(
|
||||
data,
|
||||
data.length,
|
||||
groupAddress,
|
||||
config.getSendPort()
|
||||
);
|
||||
|
||||
// 发送数据包
|
||||
socket.send(packet);
|
||||
|
||||
int bytesSent = data.length;
|
||||
log.debug("[MulticastSender] Sent COPItem - itemNo: {}, msgType: {}, size: {} bytes",
|
||||
item.getItemNo(), item.getMsgType(), bytesSent);
|
||||
|
||||
notifySuccess(item, bytesSent);
|
||||
return true;
|
||||
|
||||
} catch (IOException e) {
|
||||
log.error("[MulticastSender] Error sending COPItem - itemNo: {}", item.getItemNo(), e);
|
||||
notifyError(item, e);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 发送原始字节数据
|
||||
*
|
||||
* @param data 字节数据
|
||||
* @return 是否发送成功
|
||||
*/
|
||||
public boolean sendRaw(byte[] data) {
|
||||
if (!initialized.get()) {
|
||||
log.error("[MulticastSender] Not initialized, call initialize() first");
|
||||
return false;
|
||||
}
|
||||
|
||||
if (data == null || data.length == 0) {
|
||||
log.warn("[MulticastSender] Cannot send empty data");
|
||||
return false;
|
||||
}
|
||||
|
||||
try {
|
||||
DatagramPacket packet = new DatagramPacket(
|
||||
data,
|
||||
data.length,
|
||||
groupAddress,
|
||||
config.getSendPort()
|
||||
);
|
||||
|
||||
socket.send(packet);
|
||||
log.debug("[MulticastSender] Sent raw data - size: {} bytes", data.length);
|
||||
return true;
|
||||
|
||||
} catch (IOException e) {
|
||||
log.error("[MulticastSender] Error sending raw data", e);
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 添加发送监听器
|
||||
*
|
||||
* @param listener 监听器
|
||||
*/
|
||||
public void addListener(SendListener listener) {
|
||||
if (listener != null) {
|
||||
listeners.add(listener);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 移除发送监听器
|
||||
*
|
||||
* @param listener 监听器
|
||||
*/
|
||||
public void removeListener(SendListener listener) {
|
||||
listeners.remove(listener);
|
||||
}
|
||||
|
||||
/**
|
||||
* 关闭发送器
|
||||
* 对应C++的m_SendCtrl.Stop()和DelChannel()
|
||||
*/
|
||||
public void close() {
|
||||
if (!initialized.get()) {
|
||||
return;
|
||||
}
|
||||
|
||||
initialized.set(false);
|
||||
|
||||
if (socket != null && !socket.isClosed()) {
|
||||
socket.close();
|
||||
log.info("[MulticastSender] Closed");
|
||||
}
|
||||
|
||||
listeners.clear();
|
||||
}
|
||||
|
||||
/**
|
||||
* 检查是否已初始化
|
||||
*
|
||||
* @return 是否已初始化
|
||||
*/
|
||||
public boolean isInitialized() {
|
||||
return initialized.get() && socket != null && !socket.isClosed();
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取配置信息
|
||||
*
|
||||
* @return 配置对象
|
||||
*/
|
||||
public Config getConfig() {
|
||||
return config;
|
||||
}
|
||||
|
||||
/**
|
||||
* 通知发送成功
|
||||
*/
|
||||
private void notifySuccess(COPItem item, int bytesSent) {
|
||||
for (SendListener listener : listeners) {
|
||||
try {
|
||||
listener.onSendSuccess(item, bytesSent);
|
||||
} catch (Exception e) {
|
||||
log.warn("[MulticastSender] Error in send listener", e);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 通知发送失败
|
||||
*/
|
||||
private void notifyError(COPItem item, Exception error) {
|
||||
for (SendListener listener : listeners) {
|
||||
try {
|
||||
listener.onSendError(item, error);
|
||||
} catch (Exception e) {
|
||||
log.warn("[MulticastSender] Error in send listener", e);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,79 @@
|
||||
package com.afe.dc.tranlog.service.multicast;
|
||||
|
||||
import com.afe.dc.tranlog.domain.dto.COPItem;
|
||||
|
||||
/**
|
||||
* MulticastSender使用示例
|
||||
* 演示如何使用UDP多播发送器发送COP协议数据
|
||||
*
|
||||
* @author ben.yang
|
||||
*/
|
||||
public class MulticastSenderExample {
|
||||
|
||||
public static void main(String[] args) {
|
||||
// 创建发送配置
|
||||
// 发送端口
|
||||
MulticastSender.Config config = new MulticastSender.Config(
|
||||
5001,
|
||||
// 多播组IP
|
||||
"225.6.7.9"
|
||||
);
|
||||
// 本地IP（可选）
|
||||
config.setLocalIp("0.0.0.0")
|
||||
// TTL值（可选）
|
||||
.setTtl(1)
|
||||
// 禁用回环（可选）
|
||||
.setLoopbackDisabled(true);
|
||||
|
||||
// 创建发送器
|
||||
MulticastSender sender = new MulticastSender(config);
|
||||
|
||||
// 添加发送监听器（可选）
|
||||
sender.addListener(new MulticastSender.SendListener() {
|
||||
@Override
|
||||
public void onSendSuccess(COPItem item, int bytesSent) {
|
||||
System.out.println("发送成功 - itemNo: " + item.getItemNo() + ", 大小: " + bytesSent + " 字节");
|
||||
}
|
||||
|
||||
@Override
|
||||
public void onSendError(COPItem item, Exception error) {
|
||||
System.err.println("发送失败 - itemNo: " + item.getItemNo() + ", 错误: " + error.getMessage());
|
||||
}
|
||||
});
|
||||
|
||||
// 初始化发送器
|
||||
if (!sender.initialize()) {
|
||||
System.err.println("初始化失败");
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
// 创建COPItem数据
|
||||
COPItem item = COPItem.builder()
|
||||
.itemNo(12345L)
|
||||
.msgType(COPItem.MsgType.MGT_UPDATE)
|
||||
.build();
|
||||
|
||||
// 添加FID字段
|
||||
item.addField(COPItem.FID.FID_TRAN_LOG, "交易数据");
|
||||
item.addField(COPItem.FID.FID_ASK, 100.5f);
|
||||
item.addField(COPItem.FID.FID_BID, 100.3f);
|
||||
|
||||
// 发送数据
|
||||
boolean success = sender.send(item);
|
||||
if (success) {
|
||||
System.out.println("数据发送成功");
|
||||
} else {
|
||||
System.err.println("数据发送失败");
|
||||
}
|
||||
|
||||
// 也可以发送原始字节数据
|
||||
byte[] rawData = new byte[]{0x01, 0x02, 0x03, 0x04};
|
||||
sender.sendRaw(rawData);
|
||||
|
||||
} finally {
|
||||
// 关闭发送器
|
||||
sender.close();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,96 @@
|
||||
package com.afe.dc.tranlog.task;
|
||||
|
||||
import com.afe.dc.tranlog.service.TranDatabaseService;
|
||||
import lombok.RequiredArgsConstructor;
|
||||
import lombok.extern.slf4j.Slf4j;
|
||||
import org.springframework.scheduling.annotation.Scheduled;
|
||||
import org.springframework.stereotype.Component;
|
||||
|
||||
/**
|
||||
* 定时任务类
|
||||
* 对应C++的定时器事件处理
|
||||
*/
|
||||
@Slf4j
|
||||
@Component
|
||||
@RequiredArgsConstructor
|
||||
public class ScheduledTask {
|
||||
|
||||
private final TranDatabaseService tranDatabaseService;
|
||||
|
||||
/**
|
||||
* MTC发送任务
|
||||
* 对应C++的MtcTimerEvent
|
||||
* 每50毫秒执行一次（可配置）
|
||||
*/
|
||||
@Scheduled(fixedRate = 50)
|
||||
public void mtcSend() {
|
||||
try {
|
||||
// 发送MTC数据
|
||||
// 实际实现应该遍历所有交易表并发送MTC数据
|
||||
log.debug("[ScheduledTask] MTC send task executed");
|
||||
} catch (Exception e) {
|
||||
log.error("[ScheduledTask] Error in MTC send task", e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 定期重建任务
|
||||
* 对应C++的TimerEvent
|
||||
* 每30秒执行一次（可配置）
|
||||
*/
|
||||
@Scheduled(fixedRate = 30000)
|
||||
public void regularContribution() {
|
||||
try {
|
||||
// 定期发送增值数据
|
||||
// 实际实现应该调用TranDatabaseService的RegularContribution方法
|
||||
log.debug("[ScheduledTask] Regular contribution task executed");
|
||||
} catch (Exception e) {
|
||||
log.error("[ScheduledTask] Error in regular contribution task", e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 价格-成交量发送任务
|
||||
* 对应C++的VolPriceTimerEvent
|
||||
* 每50毫秒执行一次（可配置）
|
||||
*/
|
||||
@Scheduled(fixedRate = 50)
|
||||
public void volPriceSend() {
|
||||
try {
|
||||
// 发送价格-成交量数据
|
||||
log.debug("[ScheduledTask] Volume price send task executed");
|
||||
} catch (Exception e) {
|
||||
log.error("[ScheduledTask] Error in volume price send task", e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 开盘维护任务
|
||||
* 对应C++的OpenHouseKeepEvent
|
||||
* 每天开盘前执行
|
||||
*/
|
||||
@Scheduled(cron = "0 0 9 * * ?")
|
||||
public void openHouseKeep() {
|
||||
try {
|
||||
log.info("[ScheduledTask] Open house keep task executed");
|
||||
// 执行开盘维护操作
|
||||
} catch (Exception e) {
|
||||
log.error("[ScheduledTask] Error in open house keep task", e);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 收盘维护任务
|
||||
* 对应C++的DayCloseHouseKeepEvent
|
||||
* 每天收盘后执行
|
||||
*/
|
||||
@Scheduled(cron = "0 0 16 * * ?")
|
||||
public void dayCloseHouseKeep() {
|
||||
try {
|
||||
log.info("[ScheduledTask] Day close house keep task executed");
|
||||
// 执行收盘维护操作
|
||||
} catch (Exception e) {
|
||||
log.error("[ScheduledTask] Error in day close house keep task", e);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,58 @@
|
||||
server:
|
||||
port: 8086
|
||||
|
||||
spring:
|
||||
messages:
|
||||
# 默认 messages, 这里我们多了一层目录i18n
|
||||
basename: i18n/messages
|
||||
# 如果默认 false, 则会出现匹配不到就会跑异常（NoSuchMessageException）的情况
|
||||
use-code-as-default-message: true
|
||||
# 是否总是应用MessageFormat规则，即使是没有参数的消息也要解析, 默认 false
|
||||
always-use-message-format: false
|
||||
jackson:
|
||||
time-zone: GMT+8
|
||||
date-format: yyyy-MM-dd HH:mm:ss
|
||||
default-property-inclusion: ALWAYS
|
||||
|
||||
|
||||
# MyBatis配置
|
||||
mybatis-plus:
|
||||
# 搜索指定包别名
|
||||
typeAliasesPackage: com.afe.dc.**
|
||||
# 配置mapper的扫描，找到所有的mapper.xml映射文件
|
||||
mapperLocations: classpath*:mapper/**/*Mapper.xml
|
||||
global-config:
|
||||
banner: false
|
||||
configuration:
|
||||
map-underscore-to-camel-case: true
|
||||
cache-enabled: false
|
||||
# spring boot集成mybatis的方式打印sql
|
||||
log-impl: org.apache.ibatis.logging.stdout.StdOutImpl
|
||||
|
||||
# 内部服务配置（用于Feign调用时添加Header）
|
||||
internal:
|
||||
service:
|
||||
# 内部服务标识名称（必须与dc-data-service的配置一致）
|
||||
name: dc-internal
|
||||
# 内部服务密钥（如果dc-data-service配置了密钥，这里也需要配置相同的值）
|
||||
secret: ${INTERNAL_SERVICE_SECRET:}
|
||||
|
||||
# UDP多播接收配置
|
||||
# 对应C++的TLogServer.cpp中的接收配置
|
||||
multicast:
|
||||
receiver:
|
||||
# 是否启用UDP多播接收
|
||||
enabled: ${MULTICAST_RECEIVER_ENABLED:true}
|
||||
# 接收端口（对应C++的RecvPort）
|
||||
recv-port: ${MULTICAST_RECEIVER_PORT:5000}
|
||||
# 本地网络接口IP地址（对应C++的IPAddress）
|
||||
ip-address: ${MULTICAST_RECEIVER_IP:0.0.0.0}
|
||||
# 多播组IP地址列表（对应C++的GroupIP0, GroupIP1, ...）
|
||||
group-ips:
|
||||
- ${MULTICAST_GROUP_IP_0:225.6.7.8}
|
||||
# 可以配置多个多播组
|
||||
# - ${MULTICAST_GROUP_IP_1:225.6.7.9}
|
||||
# 接收缓冲区大小（字节）
|
||||
buffer-size: ${MULTICAST_BUFFER_SIZE:65536}
|
||||
# 接收超时时间（毫秒）
|
||||
timeout: ${MULTICAST_TIMEOUT:1000}
|
||||
@@ -0,0 +1,24 @@
|
||||
Spring Boot Version: ${spring-boot.version}
|
||||
Spring Application Name: ${spring.application.name}
|
||||
////////////////////////////////////////////////////////////////////
|
||||
// _ooOoo_ //
|
||||
// o8888888o //
|
||||
// 88" . "88 //
|
||||
// (| ^_^ |) //
|
||||
// O\ = /O //
|
||||
// ____/`---'\____ //
|
||||
// .' \\| |// `. //
|
||||
// / \\||| : |||// \ //
|
||||
// / _||||| -:- |||||- \ //
|
||||
// | | \\\ - /// | | //
|
||||
// | \_| ''\---/'' | | //
|
||||
// \ .-\__ `-` ___/-. / //
|
||||
// ___`. .' /--.--\ `. . ___ //
|
||||
// ."" '< `.___\_<|>_/___.' >'"". //
|
||||
// | | : `- \`.;`\ _ /`;.`/ - ` : | | //
|
||||
// \ \ `-. \_ __\ /__ _/ .-` / / //
|
||||
// ========`-.____`-.___\_____/___.-`____.-'======== //
|
||||
// `=---=' //
|
||||
// ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ //
|
||||
// 佛祖保佑 永不宕机 永无BUG //
|
||||
////////////////////////////////////////////////////////////////////
|
||||
@@ -0,0 +1,102 @@
|
||||
# Nacos帮助文档: https://nacos.io/zh-cn/docs/concepts.html
|
||||
# Nacos认证信息
|
||||
# 指定的配置
|
||||
spring:
|
||||
application:
|
||||
# 应用名称
|
||||
name: dc-tranlog
|
||||
profiles:
|
||||
active: local
|
||||
|
||||
---
|
||||
#默认环境(预生产部署环境)
|
||||
spring:
|
||||
config:
|
||||
activate:
|
||||
on-profile: pre-production
|
||||
cloud:
|
||||
nacos:
|
||||
discovery:
|
||||
# 服务注册地址
|
||||
server-addr: ai-nacos:8848
|
||||
config:
|
||||
# 配置中心地址
|
||||
server-addr: ai-nacos:8848
|
||||
# 配置文件格式
|
||||
file-extension: yml
|
||||
# 共享配置
|
||||
shared-configs:
|
||||
- application.${spring.cloud.nacos.config.file-extension}
|
||||
|
||||
---
|
||||
|
||||
#默认环境(jenkins部署环境)
|
||||
spring:
|
||||
config:
|
||||
activate:
|
||||
on-profile: dev
|
||||
cloud:
|
||||
nacos:
|
||||
discovery:
|
||||
# 服务注册地址
|
||||
server-addr: ai-nacos:8848
|
||||
config:
|
||||
# 配置中心地址
|
||||
server-addr: ai-nacos:8848
|
||||
# 配置文件格式
|
||||
file-extension: yml
|
||||
# 共享配置
|
||||
shared-configs:
|
||||
- application-${spring.profiles.active}.${spring.cloud.nacos.config.file-extension}
|
||||
|
||||
---
|
||||
|
||||
#localhost部署环境
|
||||
spring:
|
||||
config:
|
||||
activate:
|
||||
on-profile: local
|
||||
cloud:
|
||||
nacos:
|
||||
discovery:
|
||||
# 服务注册地址
|
||||
server-addr: 127.0.0.1:8848
|
||||
config:
|
||||
# 配置中心地址
|
||||
server-addr: 127.0.0.1:8848
|
||||
# 配置文件格式
|
||||
file-extension: yml
|
||||
# 共享配置
|
||||
shared-configs:
|
||||
- application-${spring.profiles.active}.${spring.cloud.nacos.config.file-extension}
|
||||
|
||||
|
||||
---
|
||||
|
||||
#使用的远程的nacos在本地跑
|
||||
spring:
|
||||
config:
|
||||
activate:
|
||||
on-profile: remote_nacos
|
||||
cloud:
|
||||
nacos:
|
||||
discovery:
|
||||
# 服务注册地址
|
||||
server-addr: 192.168.2.210:8848
|
||||
# # 命名空间
|
||||
namespace: ef971e56-0d03-4f14-b25e-7854881e87ed
|
||||
# # 分组名称
|
||||
# group: LOCAL_GROUP
|
||||
config:
|
||||
# 配置中心地址
|
||||
server-addr: 192.168.2.210:8848
|
||||
# # 命名空间
|
||||
namespace: 41acd84d-bcda-4e9f-acc2-536bd8b9683c
|
||||
# # 分组名称
|
||||
# group: LOCAL_GROUP
|
||||
# 配置文件格式
|
||||
file-extension: yml
|
||||
# 共享配置
|
||||
shared-configs:
|
||||
#- application-${spring.profiles.active}.${spring.cloud.nacos.config.file-extension}
|
||||
- application-common.${spring.cloud.nacos.config.file-extension}
|
||||
@@ -0,0 +1,74 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<configuration scan="true" scanPeriod="60 seconds" debug="false">
|
||||
<!-- 日志存放路径 -->
|
||||
<property name="log.path" value="/data/logs/dc-tranlog-server" />
|
||||
<!-- 日志输出格式 -->
|
||||
<property name="log.pattern" value="%d{HH:mm:ss.SSS} [%thread] [%X{traceId}] %-5level %logger{20} - [%method,%line] - %msg%n" />
|
||||
|
||||
<!-- 控制台输出 -->
|
||||
<appender name="console" class="ch.qos.logback.core.ConsoleAppender">
|
||||
<encoder>
|
||||
<pattern>${log.pattern}</pattern>
|
||||
</encoder>
|
||||
</appender>
|
||||
|
||||
<!-- 系统日志输出 -->
|
||||
<appender name="file_info" class="ch.qos.logback.core.rolling.RollingFileAppender">
|
||||
<file>${log.path}/info.log</file>
|
||||
<!-- 循环政策：基于时间创建日志文件 -->
|
||||
<rollingPolicy class="ch.qos.logback.core.rolling.TimeBasedRollingPolicy">
|
||||
<!-- 日志文件名格式 -->
|
||||
<fileNamePattern>${log.path}/info.%d{yyyy-MM-dd}.log</fileNamePattern>
|
||||
<!-- 日志最大的历史 60天 -->
|
||||
<maxHistory>60</maxHistory>
|
||||
</rollingPolicy>
|
||||
<encoder>
|
||||
<pattern>${log.pattern}</pattern>
|
||||
</encoder>
|
||||
<filter class="ch.qos.logback.classic.filter.LevelFilter">
|
||||
<!-- 过滤的级别 -->
|
||||
<level>INFO</level>
|
||||
<!-- 匹配时的操作：接收（记录） -->
|
||||
<onMatch>ACCEPT</onMatch>
|
||||
<!-- 不匹配时的操作：拒绝（不记录） -->
|
||||
<onMismatch>DENY</onMismatch>
|
||||
</filter>
|
||||
</appender>
|
||||
|
||||
<appender name="file_error" class="ch.qos.logback.core.rolling.RollingFileAppender">
|
||||
<file>${log.path}/error.log</file>
|
||||
<!-- 循环政策：基于时间创建日志文件 -->
|
||||
<rollingPolicy class="ch.qos.logback.core.rolling.TimeBasedRollingPolicy">
|
||||
<!-- 日志文件名格式 -->
|
||||
<fileNamePattern>${log.path}/error.%d{yyyy-MM-dd}.log</fileNamePattern>
|
||||
<!-- 日志最大的历史 60天 -->
|
||||
<maxHistory>60</maxHistory>
|
||||
</rollingPolicy>
|
||||
<encoder>
|
||||
<pattern>${log.pattern}</pattern>
|
||||
</encoder>
|
||||
<filter class="ch.qos.logback.classic.filter.LevelFilter">
|
||||
<!-- 过滤的级别 -->
|
||||
<level>ERROR</level>
|
||||
<!-- 匹配时的操作：接收（记录） -->
|
||||
<onMatch>ACCEPT</onMatch>
|
||||
<!-- 不匹配时的操作：拒绝（不记录） -->
|
||||
<onMismatch>DENY</onMismatch>
|
||||
</filter>
|
||||
</appender>
|
||||
|
||||
<!-- 系统模块日志级别控制 -->
|
||||
<logger name="com.afe" level="info" />
|
||||
<!-- Spring日志级别控制 -->
|
||||
<logger name="org.springframework" level="warn" />
|
||||
|
||||
<root level="info">
|
||||
<appender-ref ref="console" />
|
||||
</root>
|
||||
|
||||
<!--系统操作日志-->
|
||||
<root level="info">
|
||||
<appender-ref ref="file_info" />
|
||||
<appender-ref ref="file_error" />
|
||||
</root>
|
||||
</configuration>
|
||||
Reference in New Issue
Block a user