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上交所FAST行情接口对接_布兰姥爷的博客-CSDN博客
之前已完成了Binary行情的解析,接着便继续研究FAST(STEP)行情,但花费了将近一个月时间才终于搞定了。前面说过Binary格式的行情不太直观,所以对于初学者有点难度,接触FAST后才知道什么叫“完全看不明白”。还好互联网是伟大的,大佬们偶尔留下的只言片语对我们来说就是难得的启迪了。 一开始我是想人肉解析的,但确实没看明白,找到的参考资料如下: GitHub - kuangtu/fixfast: 对于fast协议通过OpenFast进行分析 上述链接的资料非常全,但恕我真的没看懂,接着推荐另一份资料: SSE Level 2 Vendor Interface Specification(FAST)-15章-FAST Decoder(FAST解析-第四部分)_wqfhenanxc的博客-CSDN博客(这只是一部分,该博客还有同系列的其他文章) 两个结合起来看终于搞明白了“停止位”和“map”,但实际解析还是不对,故放弃转而开始研究openfast。 事实上关于openfast的资料也非常稀有,而且大都只是提了几句完全无法使用,但经过我不懈的努力,还是找到了一些有用的资料。...
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