using System;
using System.Collections.Generic;
using System.Linq;
using System.Net;
using System.Net.Sockets;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using MongoDB.Bson.IO;
using NetMQ;
using NetMQ.Sockets;

using TShfeFtdcPriceType = System.Double;
using TShfeFtdcLargeVolumeType = System.Double;
using TShfeFtdcMoneyType = System.Double;
using TShfeFtdcRatioType = System.Double;
using TShfeFtdcDateType = System.String;
using TShfeFtdcInstrumentIDType = System.String;
using TShfeFtdcTimeType = System.String;
using TShfeFtdcSettlementGroupIDType = System.String;
using TShfeFtdcDirectionType = System.Char;

namespace data_publish
{
	class PublishDepth
	{
		private string _url;
		private UdpClient _listener;
		PublisherSocket pub = new PublisherSocket();
		ManualResetEvent _terminateEvent = new ManualResetEvent(false);

		public PublishDepth(string pUrl)
		{
			_url = pUrl;
		}
		void Log(string pMsg)
		{
			Console.WriteLine(DateTime.Now + "\t" + pMsg);
		}

		public void Publish()
		{
			pub.Options.SendHighWatermark = 1000;
			pub.Bind($"tcp://{_url}");
			Log($"receive depth data from {5011}, publish server bind {_url}.");

			_listener = new UdpClient(5011);
			IPEndPoint groupEP = null;// new IPEndPoint(GroupAddress, pPort);

			int size = Marshal.SizeOf(typeof(Level20));
			byte[] buf = new byte[size];
			IntPtr buffer = Marshal.AllocHGlobal(size);

			while (true)
			{
				try
				{
					byte[] bytes = _listener.Receive(ref groupEP);
					if (bytes.Length > 0)
					{
						Marshal.Copy(bytes, 0, buffer, size);
						Level20 f = (Level20)Marshal.PtrToStructure(buffer, typeof(Level20));
						pub.SendMoreFrame(f.Instrument).SendFrame(bytes);
					}
				}
				catch (Exception e)
				{
					Log(e.Message);
				}
			}
		}

		[StructLayout(LayoutKind.Sequential)]
		public struct Level20
		{
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 16)]
			public string Instrument;

			[MarshalAs(UnmanagedType.ByValArray, SizeConst = 20)]
			public double[] AskPrice;
			[MarshalAs(UnmanagedType.ByValArray, SizeConst = 20)]
			public int[] AskVolume;
			[MarshalAs(UnmanagedType.ByValArray, SizeConst = 20)]
			public double[] BidPrice;
			[MarshalAs(UnmanagedType.ByValArray, SizeConst = 20)]
			public int[] BidVolume;
		}

		///深度市场行情
		[StructLayout(LayoutKind.Sequential)]
		struct CShfeFtdcDepthMarketDataField
		{
			///交易日 char[9]
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
			public TShfeFtdcDateType TradingDay;
			///结算组代码 char[9]
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
			public TShfeFtdcSettlementGroupIDType SettlementGroupID;
			///结算编号 int
			public int SettlementID;
			///最新价 double
			public TShfeFtdcPriceType LastPrice;
			///昨结算
			public TShfeFtdcPriceType PreSettlementPrice;
			///昨收盘 double
			public TShfeFtdcPriceType PreClosePrice;
			///昨持仓量 double
			public TShfeFtdcLargeVolumeType PreOpenInterest;
			///今开盘 double
			public TShfeFtdcPriceType OpenPrice;
			///最高价 double
			public TShfeFtdcPriceType HighestPrice;
			///最低价 double
			public TShfeFtdcPriceType LowestPrice;
			///数量 int
			public int Volume;
			///成交金额 double
			public TShfeFtdcMoneyType Turnover;
			///持仓量 double
			public TShfeFtdcLargeVolumeType OpenInterest;
			///今收盘 double
			public TShfeFtdcPriceType ClosePrice;
			///今结算
			public TShfeFtdcPriceType SettlementPrice;
			///涨停板价 double
			public TShfeFtdcPriceType UpperLimitPrice;
			///跌停板价 double
			public TShfeFtdcPriceType LowerLimitPrice;
			///昨虚实度 double
			public TShfeFtdcRatioType PreDelta;
			///今虚实度 double
			public TShfeFtdcRatioType CurrDelta;
			///最后修改时间 char[9]
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
			public TShfeFtdcTimeType UpdateTime;
			///最后修改毫秒 int
			public int UpdateMillisec;
			///合约代码 char[31]
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 31)]
			public TShfeFtdcInstrumentIDType InstrumentID;
			///申买价一 double
			public TShfeFtdcPriceType BidPrice1;
			///申买量一 int
			public int BidVolume1;
			///申卖价一 double
			public TShfeFtdcPriceType AskPrice1;
			///申卖量一 int
			public int AskVolume1;
			///申买价二 double
			public TShfeFtdcPriceType BidPrice2;
			///申买量二 int
			public int BidVolume2;
			///申卖价二 double
			public TShfeFtdcPriceType AskPrice2;
			///申卖量二 int
			public int AskVolume2;
			///申买价三 double
			public TShfeFtdcPriceType BidPrice3;
			///申买量三 int
			public int BidVolume3;
			///申卖价三 double
			public TShfeFtdcPriceType AskPrice3;
			///申卖量三 int
			public int AskVolume3;
			///申买价四 double
			public TShfeFtdcPriceType BidPrice4;
			///申买量四 int
			public int BidVolume4;
			///申卖价四 double
			public TShfeFtdcPriceType AskPrice4;
			///申卖量四 int
			public int AskVolume4;
			///申买价五 double
			public TShfeFtdcPriceType BidPrice5;
			///申买量五 int
			public int BidVolume5;
			///申卖价五 double
			public TShfeFtdcPriceType AskPrice5;
			///申卖量五 int
			public int AskVolume5;
			///业务发生日期 char[9]
			[MarshalAs(UnmanagedType.ByValTStr, SizeConst = 9)]
			public TShfeFtdcDateType ActionDay;
		}
	}
}