scala位压缩与行情转换二进制

import org.jboss.netty.buffer.{ChannelBuffers, ChannelBuffer}
import java.nio.charset.Charset
import BigDecimal.RoundingMode._
/*
 * 采用LittleEndian字节顺序。结构为控制字节+附加字节
 * 控制字节
 * 7    符号位
 * 6-4    数据字节数量，在实际数据字节中保存原始数据的绝对值
 * 3-0    特定小整数保留位，0-15的数字可以不使用数据字节直接在控制字节中表示
 *
 * 范围截断。由于控制字节的限制，最多附加4bit + 7个字节（即60bit）的数据，如果超过范围，则进行截断。
 */

class BitCompress(buf: ChannelBuffer) {
  def compressLong(in: Long) {
    //抽取符号位、如果为负值则取绝对值，同时进行范围截断
    var (control, abs) = {
      val MaxAbsValue =  0x0fffffffffffffffl  //60bit
      if (in < 0) (0x80.toByte, (-in) & MaxAbsValue)
      else (0x00.toByte, in  & MaxAbsValue)
    }

    //附加数据缓冲区
    val additionalBuffer = ChannelBuffers.buffer(8)

    //去除待压缩数据中多余的0
    var additionalLength = 0  //为方便，将控制字节中的附加数据也作为一个附加数据处理，存储附加数据个数时应减1
    if (abs == 0) additionalLength += 1 //0无法进入else中的循环，无法为附加数据长度赋值，因而特殊处理
    else {
      val BytesOfLong = 8
      for (i <- 1 to BytesOfLong) {
        val dataByte = ((abs >>> (BytesOfLong - i) * 8) & 0xff).toByte
        if ((additionalLength != 0) || (dataByte != 0)) {
          //有效数据开始：附加数据不为空或者字节数据不为0

          if (additionalLength != 0) {
            additionalBuffer.writeByte(dataByte)
            additionalLength += 1
          }
          else {
            //附加数据为空，有可能在控制字节中写入数据
            //高4位有数据，为偶数个4bit，控制字节低4bit不用存放数据
            //高4位没有数据，为奇数个4bit，控制字节低4bit需要存放数据
            if ((dataByte & 0xf0) != 0) {
              additionalBuffer.writeByte(dataByte)
              additionalLength += 2
            }
            else {
              control = (control | dataByte).toByte
              additionalLength += 1
            }
          }
        }
      }
    }

    //附加数据长度
    additionalLength -= 1   //为方便，将控制字节中的附加数据也作为一个附加数据处理，存储附加数据个数时应减1
    control = (control | (additionalLength << 4)).toByte

    //写入结果
    buf.writeByte(control)
    if (additionalLength != 0) buf.writeBytes(additionalBuffer)
  }

  //压缩数据
  def <-<(in: Byte) { compressLong(in.toLong) }
  def <-<(in: Short) { compressLong(in.toLong) }
  def <-<(in: Int) { compressLong(in.toLong)}
  def <-<(in: Long) { compressLong(in) }

  //压缩BigDecimal数据
  def <-<(in: BigDecimal) {
    compressLong(in.setScale(0, HALF_UP).toLong)
  }

  //压缩字符串（以0为结尾标志）
  def compressString(bytes: Array[Byte]) {
    buf.writeBytes(bytes)
    buf.writeByte(0)
  }

  def <-<(bytes: Array[Byte]) { compressString(bytes) }

  //写入数据
  def <--(in: Byte) { buf.writeByte(in) }
  def <--(in: Short) { buf.writeShort(in) }
  def <--(in: Int) { buf.writeInt(in) }
  def <--(in: Long) { buf.writeLong(in) }
  def <--(in: Float) { buf.writeFloat(in) }
  def <--(in: Double) { buf.writeDouble(in) }

  //解压Long数据
  def decompressLong() = {
    //控制字节
    //7    符号位
    //6-4    数据字节数，数据字节中保存原始数据的绝对值
    //3-0    特定小整数保留位，0-15的数字可以不使用数据字节直接在控制字节中表示
    val control = buf.readByte()
    val negative = (control & 0x80) == 0x80 //是否为负数

    //附加数据长度
    val additionalLength = (control & 0x70) >>> 4

    //控制字节所包含的附加数据
    var result: Long = control.toLong & 0x0f

    //解压
    for (i <- 1 to additionalLength) {
      result <<= 8
      result |= (buf.readByte().toLong & 0xffL) //byte转为Long时，如为负数则默认填充位为1
    }

    //符号
    if (negative) result = -result

    result
  }

  def decompressString(charsetName: String = "GBK") = {
    val dup = buf.duplicate()

    var length = 0
    var done = false
    while (dup.readable() && !done) {
      if (dup.readByte() != 0) length += 1
      else done = true
    }

    val result = buf.readBytes(length).toString(Charset.forName(charsetName))
    buf.skipBytes(1)

    result
  }

  def readByte() = buf.readByte()
  def readShort() = buf.readShort()
  def readInt() = buf.readInt()
  def readLong() = buf.readLong()
  def readFloat() = buf.readFloat()
  def readDouble() = buf.readDouble()
}

行情二进制写

import java.nio.ByteOrder
import java.util

import org.jboss.netty.buffer.ChannelBuffers

class SnapshotBuffer() {

  def read(bytes: Array[Byte]): Snapshot = {
    null
  }

  def write(snap: Snapshot): Array[Byte] = {
    val bufferSize = 1024 * 1024
    val buffer = ChannelBuffers.dynamicBuffer(ByteOrder.LITTLE_ENDIAN, bufferSize)
    val bc = new BitCompress(buffer)
    val points = 10000

    bc.compressString(snap.from.getBytes("UTF-8"))
    bc <-- snap.totalSn
    bc <-- snap.exchangeSn
    bc <-- snap.varietySn

    val year = snap.dateTime.getYear
    val month = snap.dateTime.getMonthOfYear
    val day = snap.dateTime.getDayOfMonth
    val date = year * 10000 + month * 100 + day
    val hour = snap.dateTime.getHourOfDay
    val minute = snap.dateTime.getMinuteOfHour
    val second = snap.dateTime.getSecondOfMinute
    val mmsec = hour * 10000 + minute * 100 + second

    bc.compressLong(date)
    bc.compressLong(mmsec)
    bc.compressLong(snap.exchangeType.id)
    bc.compressLong(snap.varietyType.id)
    bc.compressLong(snap.marketStatus.id)
    bc.compressLong(snap.snapshots.size)

    snap.snapshots.foreach { item =>
      bc <-< 4

      //不压缩
      bc <-- (item.dateTime.getMillis / 1000).toInt
      bc <-- item.marketId.id.toShort

      //字符串以0结束
      bc.compressString(item.symbol.getBytes("UTF-8"))
      bc.compressString(item.name.getBytes("UTF-8"))

      bc <-< item.prevClose * points
      bc <-< (item.open - item.prevClose) * points
      bc <-< (item.high - item.prevClose) * points
      bc <-< (item.low - item.prevClose) * points
      bc <-< (item.close - item.prevClose) * points

      //不压缩
      bc <-- item.volume.toFloat
      bc <-- item.amount.toFloat

      //保留2位压缩
      bc <-< item.pe * 100

      val bids = Array.fill(5)(new OrderBook(0, 0))
      val asks = Array.fill(5)(new OrderBook(0, 0))

      item.bids.toArray.copyToArray(bids)
      item.asks.toArray.copyToArray(asks)

      val buyPrice = bids(0).price
      bc <-< buyPrice * points
      bc <-< (bids(1).price - buyPrice) * points
      bc <-< (bids(2).price - buyPrice) * points
      bc <-< (bids(3).price - buyPrice) * points
      bc <-< (bids(4).price - buyPrice) * points

      bc <-< bids(0).lots
      bc <-< bids(1).lots
      bc <-< bids(2).lots
      bc <-< bids(3).lots
      bc <-< bids(4).lots

      bc <-< (asks(0).price - buyPrice) * points
      bc <-< (asks(1).price - buyPrice) * points
      bc <-< (asks(2).price - buyPrice) * points
      bc <-< (asks(3).price - buyPrice) * points
      bc <-< (asks(4).price - buyPrice) * points

      bc <-< asks(0).lots
      bc <-< asks(1).lots
      bc <-< asks(2).lots
      bc <-< asks(3).lots
      bc <-< asks(4).lots

      bc <-< item.tradeLots
      bc <-< {
        if (item.suspended) 1 else 0
      }
      bc <-< item.holds
      bc <-< 0
    }

    util.Arrays.copyOf(buffer.array, buffer.writerIndex)

  }
}

其中copyOf方法是将buffer复制到一个新数组，但是把多分配的size删除。

行情二进制的抽取

object SnapshotWrapper {

  val defaultTimeZone = DateTimeZone.forID("Asia/Shanghai")
  def unapply(binary: Array[Byte]): Option[Snapshot] = {
    val c = new BitCompress(ChannelBuffers.wrappedBuffer(ByteOrder.LITTLE_ENDIAN, binary))

    val from = c.decompressString("UTF-8")
    val sn = c.readLong()

    val dateTime = {
      val date = c.decompressLong().toInt
      val time = c.decompressLong().toInt

      DateTimeFormat.forPattern("yyyyMMddHHmmssZ").withOffsetParsed().parseDateTime(
        f"""$date%08d$time%06d+0800"""
      )
    }

    val marketId = MarketId(c.decompressLong().toInt)

    //9:25 - 9:30 之间市场标志已经处于连续交易状态,但实际市场处于连续交易之前的准备阶段
    //特殊处理一下,将9:30之前的连续交易状态处理成集合竞价状态
    val marketStatus = {
      val cur = MarketStatus(c.decompressLong().toInt)

      val before930 = dateTime.getHourOfDay == 9 &&
        dateTime.getMinuteOfHour < 30

      val before9 = dateTime.getHourOfDay < 9

      import MarketStatus._
      if (
        cur == ContinueTrade && (before930 || before9)
      ) {
        Auction

      } else {
        cur
      }
    }

    val count = c.decompressLong().toInt

    val buf = new ListBuffer[SnapshotItem]
    for (i <- 1 to count) {
      val divider = if (c.decompressLong() == 4) 10000 else 1000 //价格除数

      val time = new DateTime(c.readInt()*1000L, defaultTimeZone) //date time

      val marketId = MarketId(c.readShort())
      val symbol = c.decompressString()
      val cnName = c.decompressString()

      val prevClose = BigDecimal(c.decompressLong()) / divider
      val open = (BigDecimal(c.decompressLong()) / divider) + prevClose
      val high = (BigDecimal(c.decompressLong()) / divider) + prevClose
      val low = (BigDecimal(c.decompressLong()) / divider) + prevClose
      val close = (BigDecimal(c.decompressLong()) / divider) + prevClose

      val volume = BigDecimal(c.readFloat())
      val amount = BigDecimal(c.readFloat())

      val pe = BigDecimal(c.decompressLong()) / 100

      //order books
      val (bids, asks) = orderBooks(c, divider)

      val tradeLots = c.decompressLong() //成交笔数

      val suspended = if (c.decompressLong() == 0) false else true //停牌
      val holds = c.decompressLong() //持仓
      c.decompressLong() //unused

      buf += SnapshotItem(
        time,
        marketId, symbol, cnName,
        prevClose, open, high, low, close, volume, amount,
        pe, bids, asks,
        tradeLots, suspended, holds
      )
    }

    Some(Snapshot(
      from,
      sn,
      dateTime,
      marketId, marketStatus,
      buf.toList
    ))
  }

  /**
    * 优化OrderBook性能
    *
    * order book结构如下
    * bids: price1 ... price5 lots1 ... lots5
    * asks: price1 ... price5 lots1 ... lots5
    */
  @inline
  private def orderBooks(c: BitCompress, divider: Int) = {
    val base = c.decompressLong()

    val bidsPrice = Array(
      base,
      c.decompressLong() + base,
      c.decompressLong() + base,
      c.decompressLong() + base,
      c.decompressLong() + base
    )

    val bidsLots = Array(
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong()
    )

    val asksPrice = Array(
      c.decompressLong() + base,
      c.decompressLong() + base,
      c.decompressLong() + base,
      c.decompressLong() + base,
      c.decompressLong() + base
    )

    val asksLots = Array(
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong(),
      c.decompressLong()
    )

    var bids: List[OrderBook] = Nil
    for (i <- 0 to 4) {
      if (bidsPrice(i) != 0) {
        bids = OrderBook(
          BigDecimal(bidsPrice(i)) / divider,
          BigDecimal(bidsLots(i))
        ) :: bids
      }
    }

    var asks: List[OrderBook] = Nil
    for (i <- 0 to 4) {
      if (asksPrice(i) != 0) {
        asks = OrderBook(
          BigDecimal(asksPrice(i)) / divider,
          BigDecimal(asksLots(i))
        ) :: asks
      }
    }

    (bids.reverse, asks.reverse)
  }
}