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| | | import constant |
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| | | from code_attribute import gpcode_manager |
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| | | from l2.subscript import l2_subscript_manager |
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| | | from log_module import log |
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| | | from log_module.log import logger_l2_trade, logger_system |
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| | | import logging |
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| | | channel_list = [] |
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| | | for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT): |
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| | | # 创建委托/成交的共享数组和ZMQ通信通道 |
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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_ipc_addr = f"ipc://order_{i}.ipc" |
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| | | deal_ipc_addr = f"ipc://deal_{i}.ipc" |
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| | | delegate = [0, shared_memery_util.create_array(), delegate_ipc_addr] |
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| | | delegate[0] = shared_memery_util.get_number(delegate[1]) |
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| | | deal = [0, shared_memery_util.create_array(), deal_ipc_addr] |
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| | | # ======分组====== |
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| | | # 记录每个分组的数量 |
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| | | channel_count_list = [] |
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| | | # 数据回调队列 |
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| | | data_callback_queue_list = [] |
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| | | # 消息传递队列 |
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| | | sub_single_queue_list = [] |
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| | | for i in range(l2_process_count): |
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| | | channel_count = base_channel_count + (1 if i < left_count else 0) |
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| | | channel_count_list.append(channel_count) |
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| | | channels = channel_list[index:index + channel_count] |
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| | | index += channel_count |
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| | | # 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） |
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| | | sub_single_queue, data_callback_queue = multiprocessing.Queue(), multiprocessing.Queue() |
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| | | sub_single_queue, data_callback_queue = multiprocessing.Queue(maxsize=1024), multiprocessing.Queue(maxsize=1024) |
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| | | sub_single_queue_list.append(sub_single_queue) |
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| | | data_callback_queue_list.append(data_callback_queue) |
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| | | l2_process = multiprocessing.Process(target=l2_client_v2.run, |
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| | | args=(sub_single_queue, data_callback_queue, channels,)) |
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| | | args=(sub_single_queue, data_callback_queue, channels, i, )) |
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| | | l2_process.start() |
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| | | l2_subscript_manager.process_manager = l2_subscript_manager.TargetCodeProcessManager(sub_single_queue_list, channel_count_list) |
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| | | # 监听L2市场行情数据 |
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| | | huaxin_trade_server.run_l2_market_info_reciever(data_callback_queue_list) |
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| | | # 启动ZMQserver，针对委托队列与成交队列进行监听 |
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| | | l2_subscript_manager.L2DataListener(channel_list).create_data_listener(huaxin_trade_server.my_l2_data_callback) |
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| | | if __name__ == '__main__': |
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| | | queue_strategy_w_trade_r_for_read)) |
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| | | tradeProcess.start() |
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| | | # 此处将L2的进程与策略进程合并 |
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| | | # L2 |
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| | | # l2Process = multiprocessing.Process( |
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| | | # target=huaxin_client.l2_client.run, |
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| | | # args=(queue_other_w_l2_r, order_queues, transaction_queues, market_queue, order_ipc_hosts,huaxin_trade_server.my_l2_data_callback)) |
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| | | # l2Process.start() |
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| | | # 将L2的进程改为线程执行 |
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| | | threading.Thread(target=huaxin_client.l2_client.run, args=( |
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| | | queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start() |
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| | | |
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| | | # 测试L2单独进程 |
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| | | |
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| | | if constant.IS_L2_NEW: |
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| | | __create_l2_subscript() |
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| | | else: |
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| | | # 将L2的进程改为线程执行 |
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| | | threading.Thread(target=huaxin_client.l2_client.run, args=( |
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| | | queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start() |
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| | | |
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| | | # 运行华鑫增值服务进程 |
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| | | threading.Thread(target=hx_qc_value_util.run, daemon=True).start() |
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