| | |
| | | log.close_print() |
| | | |
| | | # L2读其他写 |
| | | queue_other_w_l2_r = multiprocessing.Queue() |
| | | queue_other_w_l2_r = multiprocessing.Queue(maxsize=1000) |
| | | # l1 |
| | | queue_l1_w_strategy_r = multiprocessing.Queue() |
| | | queue_l1_r_strategy_w = multiprocessing.Queue() |
| | | queue_l1_w_strategy_r = multiprocessing.Queue(maxsize=1000) |
| | | queue_l1_r_strategy_w = multiprocessing.Queue(maxsize=1000) |
| | | |
| | | # 交易读策略写 |
| | | queue_strategy_w_trade_r = multiprocessing.Queue() |
| | | queue_strategy_w_trade_r_for_read = multiprocessing.Queue() |
| | | queue_strategy_w_trade_r = multiprocessing.Queue(maxsize=1000) |
| | | queue_strategy_w_trade_r_for_read = multiprocessing.Queue(maxsize=1000) |
| | | # 策略读交易写 |
| | | queue_strategy_r_trade_w = multiprocessing.Queue() |
| | | queue_strategy_r_trade_w = multiprocessing.Queue(maxsize=1000) |
| | | |
| | | # 下单,撤单ipc地址 |
| | | order_ipc_addr, cancel_order_ipc_addr = "ipc://trade_order.ipc", "ipc://trade_cancel_order.ipc" |