如果我看这里:https://docs.python.org/2/library/struct.html at section 7.3.2.2。格式化字符，对于标准大小为6的Python类型整数没有格式化字母。我尝试过'6p'甚至'3H'，但这不起作用，例如:
import struct
struct.calcsize('!6p')
抱歉，如果这听起来很愚蠢…我正在学习如何将字符串转换为第一次打包的二进制数据，用于长度为6的字符串消息，其值为整数。那么，要获得整数的标准大小6，正确的字母格式是什么呢?
我的任务是转换包含在
NASDAQ TotalVIEW-ITCH 5.0规范文档中的二进制消息，这里
例如，如果你看第4.1节:系统事件消息(第3页)，我将转换类型为'S'的消息如下:
class SystemEventMessage(Message):
type = 'S'
description = "System Event Message"
message_size = struct.calcsize("!HH6pc") + 1
def __init__(self, message):
(self.locate,self.tracking,self.timestamp, self.code) = struct.unpack("!HH6pc", message[1:])
def pack(self):
return struct.pack("!cHH6pc", self.type,self.locate,self.tracking, self.timestamp, self.code)
我得到这个错误:
struct.error: unpack requires a string argument of length 11
所以我假设我的错误与'6p'有关，因为我找不到任何标准大小为6的整数。
更新2
所以我使用下面的建议使用6s而不是6p，对于下面的消息类型"I"在文档第4.6节:净订单不平衡指标(NOII)消息，我做:
class NoiiMessage(ITCH41MarketMessage):
type = 'I'
description = "NOII Message"
message_size = struct.calcsize("!HH6sQQc8sIIIcc") + 1
def __init__(self, message):
(self.locate,self.tracking,self.timestamp, self.pairedShares, self.imbalance,
self.imbalanceDirection, self.stock, self.farPrice, self.nearPrice,
self.currentRefPrice, self.crossType, self.priceVariationbsindicator
) = struct.unpack("!HH6sQQc8sIIIcc", message[1:])
def pack(self):
return struct.pack("!cHH6sQQc8sIIIcc", self.type,self.locate,
self.tracking, self.timestamp,
self.pairedShares, self.imbalance,
self.imbalanceDirection, self.stock,
self.farPrice, self.nearPrice,
self.currentRefPrice, self.crossType,
self.priceVariationbsindicator)
我得到这个错误:
struct.error: unpack requires a string argument of length 49
现在很奇怪，因为!HH6sQQc8sIIIcc的长度是49…
谢谢大家的帮助!
struct设计用于处理C结构。这就是为什么它只有股票C型。"6字节整数"不是标准的C类型——你不能写像struct s { int6 timestamp; }这样的东西来立即得到一个可用的整数。这就是为什么这里也不能像这样工作。
那么，你如何用C语言解决这个问题呢?你可能会
- write
unsigned char ts_data[6]; - 将值复制到其他地方
- 填充它和
- 将结果解释为整数
现在，我们要做的就是用Python表达同样的东西:
>>> struct.pack('q',1324)
',x05x00x00x00x00x00x00' #my arch is big-endian
>>> struct.unpack('q',',x05x00x00x00x00')
error: unpack requires a string argument of length 8
>>> struct.unpack('6s',',x05x00x00x00x00')
(',x05x00x00x00x00',)
>>> s=_[0]
>>> struct.unpack('q',s+'x00'*2) #check byte order to find out which side to pad from
(1324,)
NASDAQ TotalView-ITCH 5.0
[S0099123456Q]________________________________ wireline SEQ _____________
| | | ||
| | | |+---------------[[ Event Code ]]
| | | +----------------[[ Timestamp ns ]]
| | +----------------------[[ Tracking NUM ]]
| +------------------------[[ Stock Locate ]]
+--------------------------[[ Message Type ]]
Name | Offset | Length | Value | Notes
---------------|--------|--------|---------|-------------------------------------------------------------
Message Type | 0 | 1 | “S” | System Event Message.
Stock Locate | 1 | 2 | Integer | == 0 Always
Tracking Number| 3 | 2 | Integer | NASDAQ OMX internal tracking number
Timestamp | 5 | 6 | Integer | Nanoseconds since midnight.
Event Code |11 | 1 | Alpha | == { 0 | S | Q | M | E | C } See System Event Codes below.
为了得到NASDAQ_Timestamp，
在掩码中使用 6B 抓取6- uchar -s或 char[] 6s
并且仅在消费者端需要时才将它们后处理为int()
其中延迟和解除阻塞去流引擎电缆性能
+也享受Python 7.3.2.1。关于使用"!"掩码前缀
的BigEndian/network排序的注意事项>>> struct.pack( ">c2H6sc", "S", 0, 99, "123456", "Q" )
'Sx00x00x00c123456Q'
>>> struct.unpack( ">c2H6sc", "Sx00x00x00c123456Q" )
('S', 0, 99, '123456', 'Q')
| | | | |
| | | | +---------------[[ Event Code ]]
| | | +--------------------[[ Timestamp ns ]]
| | +-----------------------------[[ Tracking NUM ]]
| +---------------------------------[[ Stock Locate ]]
+-------------------------------------[[ Message Type ]]
UPDATE2
"!HH6sQQc8sIIIcc" _
+||-||||-||||||----------------------------1 |_|_ "!" a "Network"-Byte-order
+|-||||-||||||----------------------------2 |_| H as a 2 Byte unsigned short
| |||| |||||| 3 |_|_
+-||||-||||||----------------------------4-|_| H as a 2 Byte unsigned short
|||| |||||| 5 |_|_
+|||-||||||----------------------------6-|_| 6s as a 6 Byte char[]
||| |||||| 7 |_|
||| |||||| 8 |_|
||| |||||| 9 |_|
||| |||||| 10 |_|
||| |||||| 1 |_|_
+||-||||||--------------------------- 2-|_| Q as a 8 Byte unsigned long long
|| |||||| 3 |_|
|| |||||| 4 |_|
|| |||||| 5 |_|
|| |||||| 6 |_|
|| |||||| 7 |_|
|| |||||| 8 |_|
|| |||||| 9 |_|_
+|-||||||---------------------------20-|_| Q as a 8 Byte unsigned long long
| |||||| 1 |_|
| |||||| 2 |_|
| |||||| 3 |_|
| |||||| 4 |_|
| |||||| 5 |_|
| |||||| 6 |_|
| |||||| 7 |_|_
+-||||||----------------------------8-|_|_ c as a 1 Byte char
+|||||----------------------------9-|_| 8s as a 8 Byte char[]
||||| 30 |_|
||||| 1 |_|
||||| 2 |_|
||||| 3 |_|
||||| 4 |_|
||||| 5 |_|
||||| 6 |_|_
+||||----------------------------7-|_| I as a 4 Byte unsigned int
|||| 8 |_|
|||| 9 |_|
|||| 40 |_|_
+|||----------------------------1-|_| I as a 4 Byte unsigned int
||| 2 |_|
||| 3 |_|
||| 4 |_|_
+||----------------------------5-|_| I as a 4 Byte unsigned int
|| 6 |_|
|| 7 |_|
|| 8 |_|_
+|----------------------------9-|_|_ c as a 1 Byte char
+---------------------------50-|_|_ c as a 1 Byte char
地点:
Format | C-type | Python-type | Standard size
========|======================|====================|===============
x | pad byte | no value |
c | char | string of length 1 | 1
b | signed char | integer | 1
B | unsigned char | integer | 1
? | _Bool | bool | 1
h | short | integer | 2
H | unsigned short | integer | 2
i | int | integer | 4
I | unsigned int | integer | 4
l | long | integer | 4
L | unsigned long | integer | 4
q | long long | integer | 8
Q | unsigned long long | integer | 8
f | float | float | 4
d | double | float | 8
s | char[] | string |
p | char[] | string |
P | void * | integer |