import logging
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import multiprocessing
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import threading
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import time
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import zmq
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import constant
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from huaxin_client.communication.l2_communication import L2ChannelCommunicationParams, L2SharedMemoryDataUtil
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class L2Strategy:
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def __init__(self, commu_params):
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self.context = zmq.Context()
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self.commu_params = commu_params
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def rec_delegate_data(self, delegate_ipc_addr, shared_memory):
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socket = self.context.socket(zmq.REP)
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socket.bind(delegate_ipc_addr)
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while True:
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msg = socket.recv_json()
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try:
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use_time = (time.time() - msg['time']) * 1000
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decoded_data, decoded_use_time = L2SharedMemoryDataUtil.get_data(shared_memory)
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print(f"获取到逐笔委托数据: 数据长度：{len(decoded_data)} 通信耗时：{use_time}ms 解码耗时:{decoded_use_time}s")
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except Exception as e:
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logging.exception(e)
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finally:
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socket.send_string("SUCCESS")
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def rec_deal_data(self, deal_ipc_addr, shared_memory):
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socket = self.context.socket(zmq.REP)
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socket.bind(deal_ipc_addr)
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while True:
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msg = socket.recv_json()
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try:
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use_time = (time.time() - msg['time']) * 1000
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decoded_data, decoded_use_time = L2SharedMemoryDataUtil.get_data(shared_memory)
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print(f"获取到逐笔成交数据: 数据长度：{len(decoded_data)} 通信耗时：{use_time}ms 解码耗时:{decoded_use_time}s")
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except Exception as e:
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logging.exception(e)
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finally:
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socket.send_string("SUCCESS")
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def run(self):
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for param in self.commu_params:
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threading.Thread(target=self.rec_delegate_data,
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args=(param.delegate_ipc_addr, param.delegate_data_shared_memory,), daemon=True).start()
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threading.Thread(target=self.rec_deal_data, args=(param.deal_ipc_addr, param.deal_data_shared_memory,),
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daemon=True).start()
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class L2DataCollector:
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def __init__(self, commu_params):
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self.context = zmq.Context()
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self.commu_params = commu_params
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def send_delegate_data(self, delegate_ipc_addr, shared_memory):
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socket = self.context.socket(zmq.REQ)
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socket.connect(delegate_ipc_addr)
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while True:
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try:
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datas = ('000990', 7.52, 400, 93000030, 2012, 380422, 380421, 375477, '1') * 100
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L2SharedMemoryDataUtil.set_data(datas, shared_memory)
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socket.send_json({'data': [], "time": time.time()})
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response = socket.recv_string()
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print("收到委托反馈")
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except Exception as e:
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logging.exception(e)
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finally:
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time.sleep(5)
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def send_deal_data(self, deal_ipc_addr, shared_memory):
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socket = self.context.socket(zmq.REQ)
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socket.connect(deal_ipc_addr)
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while True:
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try:
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datas = ('888888', 7.52, 400, 93000030, 2012, 380422, 380421, 375477, '1') * 100
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L2SharedMemoryDataUtil.set_data(datas, shared_memory)
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socket.send_json({'data': [], "time": time.time()})
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response = socket.recv_string()
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except Exception as e:
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logging.exception(e)
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finally:
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time.sleep(10)
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def run(self):
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for param in self.commu_params:
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threading.Thread(target=self.send_delegate_data,
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args=(param.delegate_ipc_addr, param.delegate_data_shared_memory,),
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daemon=True).start()
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threading.Thread(target=self.send_deal_data, args=(param.deal_ipc_addr, param.deal_data_shared_memory,),
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daemon=True).start()
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if __name__ == "__main__":
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channel_count = 100
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params = []
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for i in range(0, channel_count):
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delegate_data_array = L2SharedMemoryDataUtil.create_shared_memory()
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deal_data_array = L2SharedMemoryDataUtil.create_shared_memory()
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param = L2ChannelCommunicationParams(
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delegate_ipc_addr=f"ipc://order_{i}.ipc",
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deal_ipc_addr=f"ipc://deal_{i}.ipc",
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delegate_data_shared_memory=delegate_data_array,
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deal_data_shared_memory=deal_data_array)
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if constant.is_windows():
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param.delegate_ipc_addr = f"tcp://127.0.0.1:{15000 + i}"
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param.deal_ipc_addr = f"tcp://127.0.0.1:{16000 + i}"
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params.append(param)
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strategy = L2Strategy(params)
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dataCollector = L2DataCollector(params)
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strategyProcess = multiprocessing.Process(target=strategy.run, args=())
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l2Process = multiprocessing.Process(target=dataCollector.run, args=())
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strategyProcess.start()
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l2Process.start()
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while True:
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time.sleep(100)
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