新版L2订阅/L2成交处理时间日志

Administrator

2025-03-11 46f51dfb83f6e6a2784676bde64577e5f6f28cf0

 main.py

@@ -7,6 +7,7 @@

import constant
from code_attribute import gpcode_manager
from l2.subscript import l2_subscript_manager
from log_module import log
from log_module.log import logger_l2_trade, logger_system
import logging
@@ -100,6 +101,11 @@
    # ======分组======
    # 记录每个分组的数量
    channel_count_list = []
    # 数据回调队列
    data_callback_queue_list = []
    # 消息传递队列
    sub_single_queue_list = []

    for i in range(l2_process_count):
        channel_count = base_channel_count + (1 if i < left_count else 0)
        channel_count_list.append(channel_count)
@@ -108,10 +114,18 @@
        index += channel_count
        # 订阅信号队列, 数据回调队列（回调频次小的数据通过这种回调）
        sub_single_queue, data_callback_queue = multiprocessing.Queue(), multiprocessing.Queue()
        sub_single_queue_list.append(sub_single_queue)
        data_callback_queue_list.append(data_callback_queue)
        l2_process = multiprocessing.Process(target=l2_client_v2.run,
                                             args=(sub_single_queue, data_callback_queue, channels,))
                                             args=(sub_single_queue, data_callback_queue, channels, i, ))
        l2_process.start()

    l2_subscript_manager.process_manager = l2_subscript_manager.TargetCodeProcessManager(sub_single_queue_list, channel_count_list)
    # 监听L2市场行情数据
    huaxin_trade_server.run_l2_market_info_reciever(data_callback_queue_list)
    # 启动ZMQserver，针对委托队列与成交队列进行监听
    l2_subscript_manager.L2DataListener(channel_list).create_data_listener(huaxin_trade_server.my_l2_data_callback)


if __name__ == '__main__':
    # 可绑定16-31之间的核