| | |
| | | """ |
| | | L2数据监听 |
| | | """ |
| | | import marshal |
| | | import multiprocessing |
| | | import threading |
| | | import time |
| | |
| | | while True: |
| | | # datas_dict = {} |
| | | try: |
| | | if not q.empty(): |
| | | item = q.get() |
| | | self.my_l2_data_callback.OnL2Order(item[0], item[1], item[2]) |
| | | else: |
| | | time.sleep(0.001) |
| | | # if not q.empty(): |
| | | item = q.get() |
| | | item = marshal.loads(item) |
| | | self.my_l2_data_callback.OnL2Order(item[0], item[1], item[2]) |
| | | # else: |
| | | # time.sleep(0.001) |
| | | |
| | | # while not q.empty(): |
| | | # item = q.get() |
| | |
| | | # time.sleep(0.01) |
| | | if not q.empty(): |
| | | item = q.get() |
| | | item = marshal.loads(item) |
| | | self.my_l2_data_callback.OnL2Transaction(item[0], item[1]) |
| | | else: |
| | | time.sleep(0.005) |