Parsing websocket data
This commit is contained in:
@@ -12,7 +12,8 @@ import Foundation
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import KissMe
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//test_get_websocket_key_and_contact_price()
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test_get_websocket_key_and_asking_price()
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//test_get_websocket_key_and_asking_price()
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test_parse_contact_price_response()
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enum VariableRatioSignType: UInt8 {
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@@ -53,24 +54,41 @@ enum HourClassCode: Character {
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}
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enum MarketOperationCode: UInt8 {
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// TODO: work
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// (1) 첫 번째 비트
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// 1 : 장개시전
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// 2 : 장중
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// 3 : 장종료후
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// 4 : 시간외단일가
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// 7 : 일반Buy-in
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// 8 : 당일Buy-in
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//
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// (2) 두 번째 비트
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// 0 : 보통
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// 1 : 종가
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// 2 : 대량
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// 3 : 바스켓
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// 7 : 정리매매
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// 8 : Buy-in
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case aa = 1
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typealias MarketOperationCode = String
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extension MarketOperationCode {
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// MARK: 첫번째 비트
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/// 장개시전
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public var isBeforeMarket: Bool { first == "1" }
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/// 장중
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public var isOnMarket: Bool { first == "2" }
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/// 장종료후
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public var isAfterMarket: Bool { first == "3" }
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/// 시간외단일가
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public var isOverTime_SinglePrice: Bool { first == "4" }
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/// 일반Buy-in
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public var isGeneralBuyIn: Bool { first == "5" }
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/// 당일Buy-in
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public var isTheDayBuyIn: Bool { first == "6" }
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// MARK: 두번째 비트
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/// 보통
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public var isGeneral: Bool { second == "0" }
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/// 종가
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public var isClosingPrice: Bool { second == "1" }
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/// 대량
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public var isBulk: Bool { second == "2" }
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/// 바스켓
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public var isBasket: Bool { second == "3" }
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/// 정리매매
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public var isClearanceSale: Bool { second == "7" }
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/// Buy-in
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public var isBuyIn: Bool { second == "8" }
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var first: Character { self[startIndex] }
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var second: Character { self[index(startIndex, offsetBy: 1)] }
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}
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@@ -167,6 +185,62 @@ struct ContractPrice {
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public let marketTerminationCode: String
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/// 정적VI발동기준가
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public let viStandardPrice: Int
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static let propertiesCount = 46
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public init(array: [Substring], source: Substring) throws {
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guard array.count == ContractPrice.propertiesCount else {
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throw GeneralError.incorrectArrayItems(String(source), array.count, ContractPrice.propertiesCount)
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}
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self.shortCode = String(array[0])
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self.conclusionTime = String(array[1])
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self.currentPrice = Int(array[2]) ?? 0
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self.previousDayVariableRatioSign = VariableRatioSignType(rawValue: UInt8(array[3])!)!
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self.previousDayVariableRatio = Double(array[4]) ?? 0
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self.previousDayDiffRatio = Double(array[5]) ?? 0
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self.weightedAveragePrice = Int(array[6]) ?? 0
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self.openningPrice = Int(array[7]) ?? 0
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self.highestPrice = Int(array[8]) ?? 0
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self.lowestPrice = Int(array[9]) ?? 0
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self.askingPrice = Int(array[10]) ?? 0
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self.biddingPrice = Int(array[11]) ?? 0
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self.conclusionVolume = Int(array[12]) ?? 0
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self.accumulatedVolume = Int(array[13]) ?? 0
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self.accumulatedTradingAmount = Int(array[14]) ?? 0
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self.sellingConclusionCount = Int(array[15]) ?? 0
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self.buyingConclusionCount = Int(array[16]) ?? 0
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self.netBuyingConclusionCount = Int(array[17]) ?? 0
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self.conclusionStrength = Double(array[18]) ?? 0
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self.totalSellingQuantity = Int(array[19]) ?? 0
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self.totalBuyingQuantity = Int(array[20]) ?? 0
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self.conclusionType = ConclusionType(rawValue: UInt8(array[21])!)!
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self.buyingRatio = Double(array[22]) ?? 0
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self.previousDay_VolumeDiff_FluctuationRate = Double(array[23]) ?? 0
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self.openningPriceHour = String(array[24])
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self.openningPrice_VariableRatioSign = VariableRatioSignType(rawValue: UInt8(array[25])!)!
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self.openningPrice_VariableRatio = Int(array[26]) ?? 0
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self.highestPriceHour = String(array[27])
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self.highPrice_VariableRatioSign = VariableRatioSignType(rawValue: UInt8(array[28])!)!
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self.highPrice_VariableRatio = Int(array[29]) ?? 0
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self.lowestPriceHour = String(array[30])
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self.lowPrice_VariableRatioSign = VariableRatioSignType(rawValue: UInt8(array[31])!)!
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self.lowPrice_VariableRatio = Int(array[32]) ?? 0
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self.businessDate = String(array[33])
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self.marketOperationCode = String(array[34])
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self.tradeStopped = String(array[35]) == "Y"
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self.askingPrice_ResidualQuantity = Int(array[36]) ?? 0
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self.biddingPrice_ResidualQuantity = Int(array[37]) ?? 0
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self.askingPrice_TotalResidualQuantity = Int(array[38]) ?? 0
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self.biddingPrice_TotalResidualQuantity = Int(array[39]) ?? 0
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self.volumeTurnoverRate = Double(array[40]) ?? 0
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self.previousDaySameTime_AccumulatedTradingQuantity = Int(array[41]) ?? 0
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self.previousDaySameTime_AccumulatedTradingQuantityRatio = Double(array[42]) ?? 0
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self.hourClassCode = HourClassCode(rawValue: String(array[43]).first!)!
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self.marketTerminationCode = String(array[44])
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self.viStandardPrice = Int(array[45]) ?? 0
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}
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}
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@@ -217,6 +291,48 @@ struct AskingPrice {
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public let biddingPrice_Overtime_TotalResidualQuantity_IncreaseDecrease: Int
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/// 주식 매매 구분 코드
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public let tradeCode: String
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static let propertiesCount = 59
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public init(array: [Substring], source: Substring) throws {
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guard array.count == AskingPrice.propertiesCount else {
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throw GeneralError.incorrectArrayItems(String(source), array.count, AskingPrice.propertiesCount)
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}
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func getIntArray(_ fromIndex: Int, _ toIndex: Int) -> [Int] {
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var array = [Int]()
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for i in fromIndex ..< toIndex {
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let value = Int(array[i])
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array.append(value)
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}
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return array
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}
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self.shortCode = String(array[0])
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self.businessTime = String(array[1])
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self.hourClassCode = HourClassCode(rawValue: String(array[2]).first!)!
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self.askingPrices = getIntArray(3, 3+10)
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self.biddingPrices = getIntArray(13, 13+10)
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self.askingPriceVolumes = getIntArray(23, 23+10)
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self.biddingPriceVolumes = getIntArray(33, 33+10)
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self.askingPrice_TotalResidualQuantity = Int(array[43]) ?? 0
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self.biddingPrice_TotalResidualQuantity = Int(array[44]) ?? 0
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self.askingPrice_Overtime_TotalResidualQuantity = Int(array[45]) ?? 0
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self.biddingPrice_Overtime_TotalResidualQuantity = Int(array[46]) ?? 0
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self.expectedConclusionPrice = Int(array[47]) ?? 0
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self.expectedConclusionQuantity = Int(array[48]) ?? 0
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self.expectedVolume = Int(array[49]) ?? 0
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self.expectedConclusion_VariableRatio = Double(array[50]) ?? 0
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self.expectedConclusion_VariableRatioSign = VariableRatioSignType(rawValue: UInt8(array[51])!)!
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self.expectedConclusion_PreviousDayDiffRatio = Double(array[52]) ?? 0
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self.accumulatedVolume = Int(array[53]) ?? 0
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self.askingPrice_TotalResidualQuantity_IncreaseDecrease = Int(array[54]) ?? 0
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self.biddingPrice_TotalResidualQuantity_IncreaseDecrease = Int(array[55]) ?? 0
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self.askingPrice_Overtime_TotalResidualQuantity_IncreaseDecrease = Int(array[56]) ?? 0
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self.biddingPrice_Overtime_TotalResidualQuantity_IncreaseDecrease = Int(array[57]) ?? 0
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self.tradeCode = String(array[58])
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}
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}
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@@ -339,12 +455,62 @@ struct ContractNotice {
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public let productName40: String
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/// 주문가격
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public let orderPrice: Int
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static let propertiesCount = 23
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public init(array: [Substring], source: Substring) throws {
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guard array.count == ContractNotice.propertiesCount else {
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throw GeneralError.incorrectArrayItems(String(source), array.count, ContractNotice.propertiesCount)
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}
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self.customerID = String(array[0])
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self.accountNo = String(array[1])
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self.orderNo = String(array[2])
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self.originalOrderNo = String(array[3])
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self.contractType = ContractType(rawValue: String(array[4]))!
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self.revisionType = String(array[5])
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self.orderType = OrderType(rawValue: String(array[6]))!
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self.orderCondition = String(array[7])
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self.shortCode = String(array[8])
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self.conclusionQuantity = Int(array[9]) ?? 0
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self.conclusionPrice = Int(array[10]) ?? 0
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self.conclusionTime = String(array[11])
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self.refused = RefuseYesNo(rawValue: Int(array[12])!)!
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self.conclused = ConclusionYesNo(rawValue: Int(array[13])!)!
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self.accepted = AcceptYesNo(rawValue: Int(array[14])!)!
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self.branchNo = String(array[15])
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self.orderQuantity = Int(array[16]) ?? 0
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self.accountName = String(array[17])
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self.productName = String(array[18])
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self.creditClass = String(array[19])
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self.creditLoanDate = String(array[20])
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self.productName40 = String(array[21])
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self.orderPrice = Int(array[22]) ?? 0
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}
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}
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func test_parse_contact_price_response() {
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let str = "{\"header\":{\"tr_id\":\"H0STCNT0\",\"tr_key\":\"005930\",\"encrypt\":\"N\"},\"body\":{\"rt_cd\":\"0\",\"msg_cd\":\"OPSP0000\",\"msg1\":\"SUBSCRIBE SUCCESS\",\"output\":{\"iv\":\"dcc3c442acfb8b9a\",\"key\":\"vcvxscahuklwkiawiuxbsfcmsulqjejf\"}}}0|H0STCNT0|001|005930^134305^68100^2^1000^1.49^68305.67^68300^68700^67900^68100^68000^1^11393808^778261604700^32559^26679^-5880^79.02^6084367^4807987^1^0.43^119.32^090027^5^-200^091809^5^-600^113615^2^200^20230824^20^N^309354^354766^2143494^2041321^0.19^6698642^170.09^0^^68300{\"header\":{\"tr_id\":\"PINGPONG\",\"datetime\":\"20230824212922\"}}"
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do {
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let dataArray = try parseJsonTrData(str)
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for data in dataArray {
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switch data {
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case .json(let str):
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print("json: \(str)")
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case .contractPrice(let price):
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print("contractPrice: \(price)")
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case .askingPrice(let price):
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print("askingPrice: \(price)")
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case .contractNotice(let notice):
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print("contractNotice: \(notice)")
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}
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}
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} catch {
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print(error)
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}
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}
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@@ -358,16 +524,21 @@ enum JsonTrDataType {
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func parseJsonTrData(_ str: String) throws -> [JsonTrDataType] {
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var dataArray = [JsonTrDataType]()
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var startAt = str.startIndex
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while startAt < str.endIndex {
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switch str.first {
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var nextAt = str.startIndex
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let charset = CharacterSet(charactersIn: "{}")
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while nextAt < str.endIndex {
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print("nextAt... \(nextAt.utf16Offset(in: str))")
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switch str[nextAt] {
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case "{":
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var openedCount = 0
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let charset = CharacterSet(charactersIn: "{}")
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/// Scan end of json data
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var openedCount = 1
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let startAt = nextAt
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nextAt = str.index(nextAt, offsetBy: 1)
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repeat {
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guard let r = str.rangeOfCharacter(from: charset, options: [], range: startAt ..< str.endIndex) else {
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while openedCount > 0 {
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guard let r = str.rangeOfCharacter(from: charset, options: [], range: nextAt ..< str.endIndex) else {
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break
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}
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@@ -378,25 +549,29 @@ func parseJsonTrData(_ str: String) throws -> [JsonTrDataType] {
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openedCount -= 1
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if openedCount == 0 {
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/// end of json data
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let jsonString = String(str[str.startIndex ..< r.upperBound])
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let jsonString = String(str[startAt ..< r.upperBound])
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dataArray.append(.json(jsonString))
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startAt = r.upperBound
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nextAt = r.upperBound
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break
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}
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default:
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throw GeneralError.impossibleJsonCharacter
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}
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startAt = r.upperBound
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} while true
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nextAt = r.upperBound
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}
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case "0":
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let data = try parseTrData(false, str: str, startAt: startAt)
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let (data, endAt) = try parseTrData(false, str: str, startAt: nextAt)
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dataArray.append(contentsOf: data)
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nextAt = endAt
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case "1":
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let data = try parseTrData(true, str: str, startAt: startAt)
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let (data, endAt) = try parseTrData(true, str: str, startAt: nextAt)
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dataArray.append(contentsOf: data)
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nextAt = endAt
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default:
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print(str[nextAt ..< str.endIndex])
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throw GeneralError.invalidWebSocketData
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}
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}
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@@ -405,52 +580,96 @@ func parseJsonTrData(_ str: String) throws -> [JsonTrDataType] {
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}
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private func parseTrData(_ encrypted: Bool, str: String, startAt: String.Index) throws -> [JsonTrDataType] {
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private func parseTrData(_ encrypted: Bool, str: String, startAt: String.Index) throws -> ([JsonTrDataType], String.Index) {
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var dataArray = [JsonTrDataType]()
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var startAt = str.startIndex
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var nextAt = startAt
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let charset = CharacterSet(charactersIn: "|")
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guard let i1 = str.rangeOfCharacter(from: charset, options: [], range: startAt ..< str.endIndex) else {
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guard let i1 = str.rangeOfCharacter(from: charset, options: [], range: nextAt ..< str.endIndex) else {
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throw GeneralError.notEnoughWebSocketData
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}
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let encryption = String(str[startAt ..< i1.upperBound])
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/// Get encryption field
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let encryption = String(str[nextAt ..< i1.lowerBound])
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guard encryption == "0" || encryption == "1" else {
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throw GeneralError.invalidWebSocketData_EncryptionField
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}
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startAt = i1.upperBound
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guard let i2 = str.rangeOfCharacter(from: charset, options: [], range: startAt ..< str.endIndex) else {
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nextAt = i1.upperBound
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guard let i2 = str.rangeOfCharacter(from: charset, options: [], range: nextAt ..< str.endIndex) else {
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throw GeneralError.notEnoughWebSocketData
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}
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let trId = String(str[startAt ..< i2.upperBound])
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startAt = i2.upperBound
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guard let i3 = str.rangeOfCharacter(from: charset, options: [], range: startAt ..< str.endIndex) else {
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/// Get trId field
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let trId = String(str[nextAt ..< i2.lowerBound])
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nextAt = i2.upperBound
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guard let i3 = str.rangeOfCharacter(from: charset, options: [], range: nextAt ..< str.endIndex) else {
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throw GeneralError.notEnoughWebSocketData
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}
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let dataCountString = String(str[startAt ..< i3.upperBound])
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/// Get data count field
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let dataCountString = String(str[nextAt ..< i3.lowerBound])
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guard let dataCount = Int(dataCountString) else {
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throw GeneralError.notEnoughWebSocketData
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}
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nextAt = i3.upperBound
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/// Retrieve multiple data
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switch trId {
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case "H0STCNT0":
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for _ in 0 ..< dataCount {
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let (stringArray, string, endAt) = try getTrDataString(str, startAt: nextAt, seperatorCount: ContractPrice.propertiesCount-1)
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let price = try ContractPrice(array: stringArray, source: string)
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dataArray.append(.contractPrice(price))
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nextAt = endAt
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}
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case "H0STASP0":
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break
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for _ in 0 ..< dataCount {
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let (stringArray, string, endAt) = try getTrDataString(str, startAt: nextAt, seperatorCount: AskingPrice.propertiesCount-1)
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let price = try ContractPrice(array: stringArray, source: string)
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dataArray.append(.contractPrice(price))
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nextAt = endAt
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}
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case "H0STCNI0":
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break
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for _ in 0 ..< dataCount {
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let (stringArray, string, endAt) = try getTrDataString(str, startAt: startAt, seperatorCount: ContractNotice.propertiesCount-1)
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let notice = try ContractNotice(array: stringArray, source: string)
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dataArray.append(.contractNotice(notice))
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nextAt = endAt
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}
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default:
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throw GeneralError.invalidWebSocketData_TrIdField
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}
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return dataArray
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return (dataArray, nextAt)
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}
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private func getTrDataString(_ str: String, startAt: String.Index, seperatorCount: Int) throws -> ([Substring], Substring, String.Index) {
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var currentSeperator = 0
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var nextAt = startAt
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var array = [Substring]()
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/// Find last seperator
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while currentSeperator < seperatorCount {
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guard let last = str.range(of: "^", options: [], range: nextAt ..< str.endIndex) else {
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throw GeneralError.notEnoughWebSocketData
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}
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currentSeperator += 1
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array.append(str[nextAt ..< last.lowerBound])
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nextAt = last.upperBound
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}
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/// Look forward to find final field
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if let end = str.rangeOfCharacter(from: .alphanumerics.inverted, options: [], range: nextAt ..< str.endIndex) {
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array.append(str[nextAt ..< end.lowerBound])
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let string = str[startAt ..< end.lowerBound]
|
||||
return (array, string, end.lowerBound)
|
||||
}
|
||||
else {
|
||||
array.append(str[nextAt ..< str.endIndex])
|
||||
let string = str[startAt ..< str.endIndex]
|
||||
return (array, string, str.endIndex)
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user