| | |
|---|
| | | if udatas: |
|---|
| | | start_time = time.time() |
|---|
| | | # upload_data(code, "l2_order", udatas) |
|---|
| | | l2_data_callback.OnL2Order(code, udatas, int(time.time() * 1000)) |
|---|
| | | l2_data_callback.OnL2Order(code, udatas, int(time.time() * 1000)) |
|---|
| | | # l2_data_transaction_protocol.send_l2_order_detail(pipe, _mmap, code, udatas) |
|---|
| | | use_time = int((time.time() - start_time) * 1000) |
|---|
| | | if use_time > 20: |
|---|
| | |
|---|
| | | pass |
|---|
| | | |
|---|
| | | |
|---|
| | | def __run_upload_trans(code): |
|---|
| | | def __run_upload_trans(code, l2_data_callback: L2DataCallBack): |
|---|
| | | if code not in tmep_transaction_queue_dict: |
|---|
| | | tmep_transaction_queue_dict[code] = queue.Queue() |
|---|
| | | while True: |
|---|
| | |
|---|
| | | temp = tmep_transaction_queue_dict[code].get() |
|---|
| | | udatas.append(temp) |
|---|
| | | if udatas: |
|---|
| | | upload_data(code, "l2_trans", udatas) |
|---|
| | | # upload_data(code, "l2_trans", udatas) |
|---|
| | | l2_data_callback.OnL2Transaction(code, udatas) |
|---|
| | | time.sleep(0.01) |
|---|
| | | except Exception as e: |
|---|
| | | logger_local_huaxin_l2_error.error(f"上传成交数据出错：{str(e)}") |
|---|
| | | |
|---|
| | | |
|---|
| | | def __run_upload_common(): |
|---|
| | | def __run_upload_common(l2_data_callback: L2DataCallBack): |
|---|
| | | print("__run_upload_common") |
|---|
| | | while True: |
|---|
| | | try: |
|---|
| | | while not common_queue.empty(): |
|---|
| | | temp = common_queue.get() |
|---|
| | | upload_data(temp[0], temp[1], temp[2]) |
|---|
| | | if temp[1] == "l2_market_data": |
|---|
| | | l2_data_callback.OnMarketData(temp[0], temp[2]) |
|---|
| | | else: |
|---|
| | | upload_data(temp[0], temp[1], temp[2]) |
|---|
| | | time.sleep(0.01) |
|---|
| | | except Exception as e: |
|---|
| | | logger_local_huaxin_l2_error.exception(e) |
|---|
| | | logger_local_huaxin_l2_error.error(f"上传普通数据出错：{str(e)}") |
|---|
| | | |
|---|
| | | |
|---|
| | | def __run_upload_trading_canceled(): |
|---|
| | | def __run_upload_trading_canceled(l2_data_callback: L2DataCallBack): |
|---|
| | | print("__run_upload_trading_canceled") |
|---|
| | | while True: |
|---|
| | | try: |
|---|
| | | temp = trading_canceled_queue.get() |
|---|
| | | if temp: |
|---|
| | | logger_local_huaxin_g_cancel.info(f"准备上报：{temp}") |
|---|
| | | upload_data(temp[0], "trading_order_canceled", temp[1], new_sk=True) |
|---|
| | | # upload_data(temp[0], "trading_order_canceled", temp[1], new_sk=True) |
|---|
| | | l2_data_callback.OnTradingOrderCancel(temp[0], temp[1]) |
|---|
| | | logger_local_huaxin_g_cancel.info(f"上报成功：{temp}") |
|---|
| | | except Exception as e: |
|---|
| | | logger_local_huaxin_l2_error.exception(e) |
|---|
| | |
|---|
| | | t.start() |
|---|
| | | |
|---|
| | | if code not in transaction_upload_active_time_dict or time.time() - transaction_upload_active_time_dict[code] > 2: |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_trans(code), daemon=True) |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_trans(code, l2_data_callback), daemon=True) |
|---|
| | | t.start() |
|---|
| | | |
|---|
| | | |
|---|
| | | def run_upload_common(): |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_common(), daemon=True) |
|---|
| | | def run_upload_common(l2_data_callback: L2DataCallBack): |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_common(l2_data_callback), daemon=True) |
|---|
| | | t.start() |
|---|
| | | |
|---|
| | | |
|---|
| | | def run_upload_trading_canceled(): |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_trading_canceled(), daemon=True) |
|---|
| | | def run_upload_trading_canceled(l2_data_callback: L2DataCallBack): |
|---|
| | | t = threading.Thread(target=lambda: __run_upload_trading_canceled(l2_data_callback), daemon=True) |
|---|
| | | t.start() |
|---|
| | | |
|---|
| | | |
|---|
